# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080806
**Filing Date:** 2026-2
**Character Count:** 1267467
**Document Hash:** 11fa59be1f6e48ae525917fb938f8e69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080806.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080806

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 26695036

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

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

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

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

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

## Series and Classes Contracts Data

### Strategic Equity Allocation Trust (Series ID: S000036499)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000111804 | Series NAV   | JAFVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** Strategic Equity Allocation Trust

- **b. EDGAR series identifier (if any):** S000036499

- **c. LEI of Series:** 549300LDX3WB2I6E3419

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6947727899.83

**Total Liabilities:** $1596436.70

**Net Assets:** $6946131463.13

**Cash Not Reported:** $35314864.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111804 | 1.62%                | 0.49%                | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13714791.28             | $93000235.19                               |
| Month 2  | $74959433.50             | $-46893499.78                              |
| Month 3  | $154758184.07            | $-99121790.90                              |

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Day One Biopharmaceuticals Inc.                                           | DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001     | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7785 | NS      | $72556.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                                                   | NORTHFIELD BANCORP INC COMMON STOCK USD.01               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3767 | NS      | $43056.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                                        | OSAKA GAS CO LTD COMMON STOCK                            | CUSIP: 666176003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41341 | NS      | $1436470.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northpointe Bancshares Inc.                                               | NORTHPOINTE BANCSHARES INC COMMON STOCK NPV              | CUSIP: 66661N886<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2030 | NS      | $34063.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                                       | SEMTECH CORP COMMON STOCK USD.01                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      8486 | NS      | $625333.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                    | SEMPRA COMMON STOCK                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     39762 | NS      | $3510586.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc.                                                     | SEMRUSH HOLDINGS INC COMMON STOCK USD.00001              | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5060 | NS      | $60163.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                                                  | SENECA FOODS CORP COMMON STOCK USD.25                    | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $49009.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS L COMMON STOCK              | CUSIP: B02PY2901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    857951 | NS      | $3035429.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                              | CENTRICA PLC COMMON STOCK GBP.061728                     | CUSIP: B033F2900<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    544933 | NS      | $1242479.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | GOODMAN GROUP REIT                                       | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    236064 | NS      | $4857762.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran                                                                    | SAFRAN SA COMMON STOCK EUR.2                             | CUSIP: B058TZ909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     41571 | NS      | $14479880.18  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ChoiceOne Financial Services Inc.                                         | CHOICEONE FINANCIAL SERVICES I COMMON STOCK              | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1383 | NS      | $40826.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc.                                                    | NIAGEN BIOSCIENCE INC COMMON STOCK USD.001               | CUSIP: 171077407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5213 | NS      | $33154.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                             | CHUBB LTD COMMON STOCK                                   | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     22298 | NS      | $6959651.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Church and Dwight Co. Inc.                                                | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     14629 | NS      | $1226641.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                                              | CHURCHILL DOWNS INC COMMON STOCK                         | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9770 | NS      | $1111630.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidara Therapeutics Inc.                                                  | CIDARA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |      1908 | NS      | $421458.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                                         | CIENA CORP COMMON STOCK USD.01                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     20804 | NS      | $4865431.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                                          | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0            | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9505 | NS      | $1552356.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                                    | CINEMARK HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 17243V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10115 | NS      | $235072.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc.                                                        | CIPHER MINING INC COMMON STOCK USD1.0                    | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31600 | NS      | $466416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                                         | CIRRUS LOGIC INC COMMON STOCK USD.001                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      7526 | NS      | $891831.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                                    | CIVITAS RESOURCES INC COMMON STOCK                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     11323 | NS      | $306740.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                                                | CLAROS MORTGAGE TRUST INC REIT USD.01                    | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9511 | NS      | $29103.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                                        | CLEAN HARBORS INC COMMON STOCK USD.01                    | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7408 | NS      | $1737027.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                                  | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001            | CUSIP: 184499101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17604 | NS      | $36968.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                                           | CLEANSPARK INC COMMON STOCK                              | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27035 | NS      | $273594.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc.                                                         | CLEAR SECURE INC COMMON STOCK USD.00001                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8407 | NS      | $294917.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                                           | CLEARFIELD INC COMMON STOCK USD.01                       | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $33493.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                                | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01               | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2323 | NS      | $38236.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                                                   | FIRST BUSEY CORP COMMON STOCK USD.001                    | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      8109 | NS      | $192913.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.                                    | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01       | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       805 | NS      | $43711.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                            | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     14161 | NS      | $4067747.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc.                                                               | LIFEMD INC COMMON STOCK                                  | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4190 | NS      | $14287.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                                              | LIFE360 INC COMMON STOCK USD.001                         | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2007 | NS      | $128728.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corporation                                                   | LIGHTBRIDGE CORP COMMON STOCK USD.001                    | CUSIP: 53224K302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2618 | NS      | $33091.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc.                                              | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01          | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16463 | NS      | $115899.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc.                                                            | LOANDEPOT INC COMMON STOCK USD.001                       | CUSIP: 53946R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8912 | NS      | $18447.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     12406 | NS      | $6000410.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                         | LOEWS CORP COMMON STOCK USD.01                           | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     10324 | NS      | $1087220.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                                             | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      9347 | NS      | $754863.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                                          | SOCIETE GENERALE SA COMMON STOCK EUR1.25                 | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     81582 | NS      | $6567675.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                        | KUBOTA CORP COMMON STOCK                                 | CUSIP: 649750007<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    112937 | NS      | $1600393.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    148223 | NS      | $2077893.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                     | NEWMARKET CORP COMMON STOCK                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1150 | NS      | $790349.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc.                                                        | NEWMARK GROUP INC COMMON STOCK USD.01                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14403 | NS      | $249748.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corporation                                                         | DENSO CORP COMMON STOCK                                  | CUSIP: 664038007<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |    201638 | NS      | $2785046.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corporation                                                           | NEC CORP COMMON STOCK                                    | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    149623 | NS      | $5062567.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | NIPPON PAINT HOLDINGS CO LTD COMMON STOCK                | CUSIP: 664050002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    109466 | NS      | $732955.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                         | NIPPON SANSO HOLDINGS CORP COMMON STOCK                  | CUSIP: 664054004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19999 | NS      | $597451.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Bank                                                            | NORTHEAST BANK COMMON STOCK USD1.0                       | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $75557.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                                        | AVISTA CORP COMMON STOCK                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      7865 | NS      | $303117.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                                                      | AXON ENTERPRISE INC COMMON STOCK USD.00001               | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4807 | NS      | $2730039.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                                                  | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      3987 | NS      | $728185.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                                         | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01       | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19432 | NS      | $1749462.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                                      | BRT APARTMENTS CORP REIT USD3.0                          | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $26401.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc.                                                       | AXOS FINANCIAL INC COMMON STOCK USD.01                   | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5271 | NS      | $454149.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                                          | BandG FOODS INC COMMON STOCK USD.01                      | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      7552 | NS      | $32473.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc.                                                          | BCB BANCORP INC COMMON STOCK                             | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2383 | NS      | $19230.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc.                                                  | BICARA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3113 | NS      | $52391.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandwidth Inc.                                                            | BANDWIDTH INC COMMON STOCK USD.001                       | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $41745.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                                                   | BANC OF CALIFORNIA INC COMMON STOCK USD.01               | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     12170 | NS      | $234759.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                               | BANK OF AMERICA CORP COMMON STOCK USD.01                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    409293 | NS      | $22511115.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                                                    | BANK FIRST CORP COMMON STOCK USD1.0                      | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       894 | NS      | $108907.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc.                                                          | EVE HOLDING INC COMMON STOCK USD.0001                    | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9591 | NS      | $38268.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy Inc.                                                               | EVERGY INC COMMON STOCK                                  | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14026 | NS      | $1016744.74   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc.                                                              | EVERTEC INC COMMON STOCK USD.01                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6352 | NS      | $184779.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     22857 | NS      | $1538961.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                                            | EVERQUOTE INC COMMON STOCK USD.001                       | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2855 | NS      | $77085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                                           | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001            | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      4702 | NS      | $16645.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                                  | KIMCO REALTY CORP REIT USD.01                            | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41261 | NS      | $836360.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                                        | KINDER MORGAN INC COMMON STOCK USD.01                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    119272 | NS      | $3278787.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Companies Inc.                                        | KINDERCARE LEARNING COS INC COMMON STOCK USD.01          | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3329 | NS      | $14381.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company Limited                                            | KIRIN HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     89691 | NS      | $1342585.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                   | KITE REALTY GROUP TRUST REIT USD.01                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53104 | NS      | $1272902.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                                                   | KNIFE RIVER CORP COMMON STOCK                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13941 | NS      | $980749.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.                                 | SWIFT TRANSPORTATION CO COMMON STOCK USD.01              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23944 | NS      | $1251792.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                                       | KNOWLES CORP COMMON STOCK USD.01                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      8289 | NS      | $177633.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corporation                                               | BK TECHNOLOGIES CORP COMMON STOCK USD.6                  | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       271 | NS      | $20213.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                                          | BALDWIN INSURANCE GROUP INC/ COMMON STOCK                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6985 | NS      | $167849.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B R C Inc.                                                                | BRC INC COMMON STOCK USD.0001                            | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10423 | NS      | $11569.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025         | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    657750 | NS      | $2315014.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BV Financial Inc.                                                         | BV FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $16398.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corporation                                                           | BKV CORP COMMON STOCK USD.01                             | CUSIP: 05603J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2251 | NS      | $61114.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                                               | AZENTA INC COMMON STOCK USD.01                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      4010 | NS      | $133372.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown and Brown Inc.                                                      | BROWN and BROWN INC COMMON STOCK USD.1                   | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17888 | NS      | $1425673.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                                                  | BROWN-FORMAN CORP COMMON STOCK USD.15                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     10727 | NS      | $279545.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                                        | BRUKER CORP COMMON STOCK USD.01                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     16359 | NS      | $770672.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CandF Financial Corporation                                               | CandF FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       302 | NS      | $21922.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc.                                                                | C3.AI INC COMMON STOCK USD.001                           | CUSIP: 12468P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12313 | NS      | $165979.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc.                                                | CB FINANCIAL SERVICES INC COMMON STOCK                   | CUSIP: 12479G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $16593.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                                                 | CBIZ INC COMMON STOCK USD.01                             | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4836 | NS      | $243976.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     21968 | NS      | $5999021.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                    | CMS ENERGY CORP COMMON STOCK USD.01                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     18539 | NS      | $1296432.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                                                 | CNB FINANCIAL CORP/PA COMMON STOCK                       | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2837 | NS      | $74244.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                                    | CRA INTERNATIONAL INC COMMON STOCK                       | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $125434.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                                          | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      7142 | NS      | $319318.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                            | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01       | CUSIP: 130788102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5849 | NS      | $253437.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                                           | CARLISLE COS INC COMMON STOCK USD1.0                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      6148 | NS      | $1966499.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                                                    | CARLYLE GROUP INC/THE COMMON STOCK USD1.0                | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38273 | NS      | $2262317.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc.                                                         | HOPE BANCORP INC COMMON STOCK USD.001                    | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12155 | NS      | $133218.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                                         | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001          | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3968 | NS      | $183242.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                        | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     95780 | NS      | $1661783.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                        | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2391 | NS      | $813107.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                                               | HURON CONSULTING GROUP INC COMMON STOCK USD.01           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1656 | NS      | $286338.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Corporation                                                         | ELISA OYJ COMMON STOCK                                   | CUSIP: 570151902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     16421 | NS      | $727709.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | BANCO SANTANDER SA COMMON STOCK EUR.5                    | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   1718460 | NS      | $20227113.05  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Marqeta Inc.                                                              | MARQETA INC COMMON STOCK USD.0001                        | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35695 | NS      | $169551.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                  | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      2701 | NS      | $155820.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                         | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     29846 | NS      | $5537029.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                                               | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01        | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     13569 | NS      | $4209646.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                  | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     87740 | NS      | $24573900.32  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Marten Transport Ltd.                                                     | MARTEN TRANSPORT LTD COMMON STOCK USD.01                 | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5956 | NS      | $67779.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                                            | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01        | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3674 | NS      | $2287652.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                         | MASCO CORP COMMON STOCK USD1.0                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     12652 | NS      | $802895.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                                        | MASIMO CORP COMMON STOCK USD.001                         | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      6734 | NS      | $875824.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 606558005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    344437 | NS      | $8327662.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitek Systems Inc.                                                        | MITEK SYSTEMS INC COMMON STOCK USD.001                   | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      4422 | NS      | $46652.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                                                | NEW YORK TIMES CO/THE COMMON STOCK USD.1                 | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23830 | NS      | $1654278.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc.                                         | NEXPOINT REAL ESTATE FINANCE I REIT USD.01               | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       939 | NS      | $13221.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc.                                                    | NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22446 | NS      | $47136.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1480409 | NS      | $276096278.50 | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                                          | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01       | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      6441 | NS      | $37937.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group Limited                                                     | SCENTRE GROUP REIT                                       | CUSIP: BLZH0Z901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    602221 | NS      | $1683440.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                         | DASSAULT SYSTEMES SE COMMON STOCK EUR.1                  | CUSIP: BM8H5Y907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     77434 | NS      | $2163369.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NATWEST GROUP PLC COMMON STOCK GBP1.0769                 | CUSIP: BM8PJY904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    927631 | NS      | $8137437.56   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion Plc                                                     | JD SPORTS FASHION PLC COMMON STOCK GBP.0005              | CUSIP: BM8Q5M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    290890 | NS      | $329720.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                 | EPIROC AB COMMON STOCK SEK.412413                        | CUSIP: BMD58R909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     76081 | NS      | $1715007.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                 | EPIROC AB COMMON STOCK SEK.412413                        | CUSIP: BMD58W908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     45021 | NS      | $905758.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                           | STELLANTIS NV COMMON STOCK EUR.01                        | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    232780 | NS      | $2549103.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                               | KIOXIA HOLDINGS CORP COMMON STOCK                        | CUSIP: BMGYJ0900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15573 | NS      | $1036461.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR N.V.                                                                 | EXOR NV COMMON STOCK EUR.01                              | CUSIP: BMJ182907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     10794 | NS      | $916887.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                               | INFORMA PLC COMMON STOCK GBP.001                         | CUSIP: BMJ6DW904<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    149424 | NS      | $1772949.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                | DAVIDE CAMPARI-MILANO NV COMMON STOCK EUR.01             | CUSIP: BMQ5W1905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     71073 | NS      | $459152.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                         | DASSAULT AVIATION SA COMMON STOCK EUR.8                  | CUSIP: BMT9L1906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2263 | NS      | $725530.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                       | INVESTOR AB COMMON STOCK SEK6.25                         | CUSIP: BMV7PQ908<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    210337 | NS      | $7495480.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                        | NIBE INDUSTRIER AB COMMON STOCK SEK.03906                | CUSIP: BN7BZM902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    174961 | NS      | $668767.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK PLC COMMON STOCK                                     | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    469256 | NS      | $11504850.41  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext N.V.                                                             | EURONEXT NV COMMON STOCK EUR1.6                          | CUSIP: BNBNSG902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      8792 | NS      | $1320715.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                    | EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1                | CUSIP: BNDPYV905<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     13670 | NS      | $999665.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                    | MELROSE INDUSTRIES PLC COMMON STOCK GBP.001              | CUSIP: BNGDN8902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    145679 | NS      | $1148961.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                            | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33          | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     70604 | NS      | $1829318.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AAON Inc.                                                                 | AAON INC COMMON STOCK USD.004                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9981 | NS      | $761051.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                                 | AAR CORP COMMON STOCK USD1.0                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      3811 | NS      | $315512.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                                                     | API GROUP CORP COMMON STOCK USD.0001                     | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54595 | NS      | $2088804.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                                         | ASGN INC COMMON STOCK USD.01                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     10386 | NS      | $500293.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                               | ATandT INC COMMON STOCK USD1.0                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    431904 | NS      | $10728495.36  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                                         | A10 NETWORKS INC COMMON STOCK USD.00001                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      7002 | NS      | $123865.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                                                    | ATN INTERNATIONAL INC COMMON STOCK USD.01                | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1021 | NS      | $23278.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc.                                                         | ASP ISOTOPES INC COMMON STOCK USD.01                     | CUSIP: 00218A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9059 | NS      | $48465.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                                                  | AZZ INC COMMON STOCK USD1.0                              | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2875 | NS      | $308142.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc.                                             | ABACUS GLOBAL MANAGEMENT INC COMMON STOCK USD.0001       | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4029 | NS      | $34447.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                       | ABBOTT LABORATORIES COMMON STOCK                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    105936 | NS      | $13272721.44  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                               | ABBVIE INC COMMON STOCK USD.01                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    107673 | NS      | $24602203.77  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                        | DTE ENERGY CO COMMON STOCK                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     12653 | NS      | $1631983.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                                                    | DELEK US HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      5823 | NS      | $172710.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                                    | DELL TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     18362 | NS      | $2311408.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                                      | DELTA AIR LINES INC COMMON STOCK USD.0001                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     39516 | NS      | $2742410.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Limited                                                           | FUJITSU LTD COMMON STOCK                                 | CUSIP: 635694003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    203238 | NS      | $5585570.47   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP COMMON STOCK USD.05                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     12962 | NS      | $2575808.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                                           | TENNANT CO COMMON STOCK USD.375                          | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1796 | NS      | $132365.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                             | TERADYNE INC COMMON STOCK USD.125                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      9541 | NS      | $1846755.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc.                                                | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0            | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6796 | NS      | $29018.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                      | DENTSPLY SIRONA INC COMMON STOCK USD.01                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     29432 | NS      | $336407.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co. Ltd.                                                            | EISAI CO LTD COMMON STOCK                                | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30303 | NS      | $899721.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                        | ELBIT SYSTEMS LTD COMMON STOCK ILS1.0                    | CUSIP: 630891901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3212 | NS      | $1844092.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Patriot National Bancorp Inc.                                             | PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2.0         | CUSIP: 70336F203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6890 | NS      | $12539.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                                                 | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01             | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33875 | NS      | $206976.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                          | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19733 | NS      | $2213647.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert - Groep Brussel Lambert NV                       | GROUPE BRUXELLES LAMBERT NV COMMON STOCK                 | CUSIP: 709732903<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      9227 | NS      | $820505.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc.                                                             | PENUMBRA INC COMMON STOCK USD.001                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      5776 | NS      | $1795816.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                                      | PEOPLES BANCORP INC/OH COMMON STOCK                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3428 | NS      | $102942.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                              | PORSCHE AUTOMOBIL HOLDING SE PREFERENCE                  | CUSIP: 710106907<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     17678 | NS      | $824774.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG COMMON STOCK CHF.49                          | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    219485 | NS      | $30244129.40  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                   | ABB LTD COMMON STOCK CHF.12                              | CUSIP: 710889908<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    180942 | NS      | $13338591.49  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF1.0                     | CUSIP: 710891904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3695 | NS      | $1560346.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                 | ARGENX SE COMMON STOCK EUR.1                             | CUSIP: BNHKYX908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6842 | NS      | $5771523.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Limited                                             | CAPITALAND INVESTMENT LTD/SING COMMON STOCK              | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    270327 | NS      | $568910.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                      | CORNING INC COMMON STOCK USD.5                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     47531 | NS      | $4161814.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                                                   | QUIDELORTHO CORP COMMON STOCK USD.001                    | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6649 | NS      | $189895.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc.                                                               | CORPAY INC COMMON STOCK USD.001                          | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4262 | NS      | $1282563.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                                   | COPT DEFENSE PROPERTIES REIT USD.01                      | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     27689 | NS      | $769754.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                                       | CORSAIR GAMING INC COMMON STOCK                          | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4775 | NS      | $28363.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                                              | CORTEVA INC COMMON STOCK USD.01                          | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41167 | NS      | $2759424.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                                        | CORVEL CORP COMMON STOCK USD.0001                        | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2902 | NS      | $196378.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc.                                               | CORVUS PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      5654 | NS      | $43535.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                              | COSTCO WHOLESALE CORP COMMON STOCK USD.005               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     26999 | NS      | $23282317.66  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                                         | COSTAR GROUP INC COMMON STOCK USD.01                     | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25820 | NS      | $1736136.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                                                 | COTY INC COMMON STOCK USD.01                             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     54180 | NS      | $166874.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc.                                                             | COURSERA INC COMMON STOCK USD.00001                      | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13965 | NS      | $102782.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                             | FORTESCUE LTD COMMON STOCK                               | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    195500 | NS      | $2858698.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                             | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     10315 | NS      | $481504.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                           | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |   1094087 | NS      | $23497808.34  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT Media Inc.                                                       | OUTFRONT MEDIA INC REIT USD.01                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     14336 | NS      | $345497.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                                                  | BED BATH and BEYOND INC COMMON STOCK                     | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      6794 | NS      | $37095.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc.                                                       | SEIBU HOLDINGS INC COMMON STOCK                          | CUSIP: BKY6H3901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24273 | NS      | $666938.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma Public Limited Company                                              | HALMA PLC COMMON STOCK GBP.1                             | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     43829 | NS      | $2080337.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | STANDARD CHARTERED PLC COMMON STOCK USD.5                | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    224669 | NS      | $5482021.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKO Corp.                                                                | ARKO CORP COMMON STOCK USD.0001                          | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7828 | NS      | $35539.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc.                                                    | ARLO TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9729 | NS      | $136108.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                                          | CATERPILLAR INC COMMON STOCK USD1.0                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     28510 | NS      | $16332523.70  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                    | CATHAY GENERAL BANCORP COMMON STOCK USD.01               | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      6390 | NS      | $309212.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc.                                                     | CAVCO INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       758 | NS      | $447780.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                                             | CELCUITY INC COMMON STOCK USD.001                        | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3137 | NS      | $312884.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Limited                                                    | HANG SENG BANK LTD COMMON STOCK                          | CUSIP: 640837001<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     86619 | NS      | $1708782.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc.                                              | HANKYU HANSHIN HOLDINGS INC COMMON STOCK                 | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27749 | NS      | $697907.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                               | NETAPP INC COMMON STOCK USD.001                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     12161 | NS      | $1302321.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc.                                                  | KODIAK GAS SERVICES INC COMMON STOCK USD.01              | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8213 | NS      | $307166.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                                                      | KODIAK SCIENCES INC COMMON STOCK USD.0001                | CUSIP: 50015M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3202 | NS      | $89527.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA COMMON STOCK                       | CUSIP: 500246905<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     11997 | NS      | $913046.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                        | KOHL'S CORP COMMON STOCK USD.01                          | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     10611 | NS      | $216570.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                                        | KOSMOS ENERGY LTD COMMON STOCK USD.01                    | CUSIP: 500688106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48511 | NS      | $44018.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                                                   | KRAFT HEINZ CO/THE COMMON STOCK USD.01                   | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51924 | NS      | $1259157.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.                                | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     41132 | NS      | $3122330.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                                             | NUVALENT INC COMMON STOCK USD.0001                       | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4880 | NS      | $490879.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corporation                                                 | NUSCALE POWER CORP COMMON STOCK USD.0001                 | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12358 | NS      | $175112.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc.                                                         | NUTEX HEALTH INC COMMON STOCK                            | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $54159.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                            | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01              | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101759 | NS      | $10166741.69  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                                       | MATIV HOLDINGS INC COMMON STOCK USD.1                    | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      5256 | NS      | $63860.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation                            | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      6788 | NS      | $683280.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                            | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      6557 | NS      | $382600.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                                                  | EW SCRIPPS CO/THE COMMON STOCK USD.01                    | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      6271 | NS      | $25021.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Limited                                                               | SEA LTD ADR USD.0005                                     | CUSIP: 81141R100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     44163 | NS      | $5633873.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lottery Corporation Limited                                           | LOTTERY CORP LTD/THE COMMON STOCK                        | CUSIP: BNRQW7903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    256959 | NS      | $882901.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                               | QIAGEN NV COMMON STOCK EUR.01                            | CUSIP: BNXJZX902<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     25001 | NS      | $1136968.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                | UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0            | CUSIP: BNZGVV904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    127050 | NS      | $3312172.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                             | BEIJER REF AB COMMON STOCK SEK.97                        | CUSIP: BP2NJ4904<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     47213 | NS      | $757666.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc.                                                        | ACI WORLDWIDE INC COMMON STOCK USD.005                   | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10069 | NS      | $481398.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                           | ANTOFAGASTA PLC COMMON STOCK                             | CUSIP: 004561908<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     45526 | NS      | $1999753.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aclaris Therapeutics Inc.                                                 | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001          | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      9288 | NS      | $27956.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc.                                                      | ADTRAN HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7215 | NS      | $62698.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc.                                                     | CENTURI HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $194425.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                  | CENTURY ALUMINUM CO COMMON STOCK USD.01                  | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      5152 | NS      | $201855.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                                      | CENTRUS ENERGY CORP COMMON STOCK USD.1                   | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1642 | NS      | $398611.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                                                  | CENTURY COMMUNITIES INC COMMON STOCK USD.01              | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2565 | NS      | $152232.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP COMMON STOCK USD.001                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     33060 | NS      | $3593622.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                               | ECOLAB INC COMMON STOCK USD1.0                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     15530 | NS      | $4076935.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                                              | ECOVYST INC COMMON STOCK                                 | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11180 | NS      | $108781.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                                            | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      4425 | NS      | $75446.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc.                                                | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6602 | NS      | $163828.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                        | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23441 | NS      | $1406928.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc.                                                      | EDITAS MEDICINE INC COMMON STOCK USD.0001                | CUSIP: 28106W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9216 | NS      | $18892.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                          | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     35353 | NS      | $3013843.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                                         | ELANCO ANIMAL HEALTH INC COMMON STOCK                    | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73283 | NS      | $1658394.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc.                                                           | ELECTROMED INC COMMON STOCK USD.01                       | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       736 | NS      | $21432.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                      | ELECTRONIC ARTS INC COMMON STOCK USD.01                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     13675 | NS      | $2794212.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                                                  | ELLINGTON FINANCIAL INC REIT                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      9192 | NS      | $124827.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                                             | EMBECTA CORP COMMON STOCK USD.01                         | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5661 | NS      | $67252.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                                          | EMCOR GROUP INC COMMON STOCK USD.01                      | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2727 | NS      | $1668351.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                                                | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001           | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      5083 | NS      | $62825.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                      | EMERSON ELECTRIC CO COMMON STOCK USD.5                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     34226 | NS      | $4542474.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc.                                                         | KRISPY KREME INC COMMON STOCK USD.01                     | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7711 | NS      | $30998.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                            | KROGER CO/THE COMMON STOCK USD1.0                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     37142 | NS      | $2320632.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                                                     | KRONOS WORLDWIDE INC COMMON STOCK USD.01                 | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      2893 | NS      | $12787.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                                                      | KRYSTAL BIOTECH INC COMMON STOCK USD.00001               | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2412 | NS      | $594654.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries Inc.                                         | KULICKE and SOFFA INDUSTRIES INC COMMON STOCK            | CUSIP: 501242101<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4953 | NS      | $225658.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc.                                                | KULR TECHNOLOGY GROUP INC COMMON STOCK USD.0001          | CUSIP: 50125G307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3912 | NS      | $11579.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Sushi USA Inc.                                                       | KURA SUSHI USA INC COMMON STOCK USD.001                  | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       624 | NS      | $32653.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                                                        | KURA ONCOLOGY INC COMMON STOCK USD.0001                  | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      7937 | NS      | $82465.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                                                     | KYNDRYL HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33711 | NS      | $895364.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                                                  | KYMERA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $428032.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                                                    | LB PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1943 | NS      | $43251.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp.                                                                | LCNB CORP COMMON STOCK                                   | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1473 | NS      | $24142.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                                            | LGI HOMES INC COMMON STOCK USD.01                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2042 | NS      | $87724.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                            | LCI INDUSTRIES COMMON STOCK USD.01                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2294 | NS      | $278353.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                                                       | LSB INDUSTRIES INC COMMON STOCK USD.1                    | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      5272 | NS      | $44812.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                                                       | LSI INDUSTRIES INC COMMON STOCK                          | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2811 | NS      | $51497.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc.                                                       | LTC PROPERTIES INC REIT USD.01                           | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      4291 | NS      | $147524.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                                                | HARRIS CORP COMMON STOCK USD1.0                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     11396 | NS      | $3345523.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer Aktiengesellschaft                                                  | BAYER AG COMMON STOCK                                    | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    113418 | NS      | $4919591.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U C B SA                                                                  | UCB SA COMMON STOCK                                      | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     14596 | NS      | $4066830.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MainStreet Bancshares Inc.                                                | MAINSTREET BANCSHARES INC COMMON STOCK USD4.0            | CUSIP: 56064Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $16369.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc.                                                         | MALIBU BOATS INC COMMON STOCK USD.01                     | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1820 | NS      | $51342.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc.                                                     | MAMA'S CREATIONS INC COMMON STOCK                        | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3726 | NS      | $50263.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                                                 | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01             | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8888 | NS      | $1540379.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                             | NEMETSCHEK SE COMMON STOCK                               | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6667 | NS      | $721304.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Manitowoc Company Inc.                                                | MANITOWOC CO INC/THE COMMON STOCK USD.01                 | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      3448 | NS      | $41341.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corporation                                                      | MANNKIND CORP COMMON STOCK USD.01                        | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29730 | NS      | $168569.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour                                                                 | CARREFOUR SA COMMON STOCK EUR2.5                         | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     68004 | NS      | $1134685.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                   | NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0              | CUSIP: 565042900<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     22388 | NS      | $681677.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maplebear Inc.                                                            | MAPLEBEAR INC COMMON STOCK USD.0001                      | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27105 | NS      | $1219182.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co. Ltd.                                                          | DAIFUKU CO LTD COMMON STOCK                              | CUSIP: 625002001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37273 | NS      | $1173193.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                         | DAITO TRUST CONSTRUCTION CO LT COMMON STOCK              | CUSIP: 625050000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33815 | NS      | $643904.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                    | DAIKIN INDUSTRIES LTD COMMON STOCK                       | CUSIP: 625072004<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     30455 | NS      | $3894944.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc.                                                                  | NVR INC COMMON STOCK USD.01                              | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $1261649.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                                                  | NOV INC COMMON STOCK USD.01                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     53798 | NS      | $840862.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc.                                                     | NACCO INDUSTRIES INC COMMON STOCK USD1.0                 | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $20743.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Company                                                | EAST JAPAN RAILWAY CO COMMON STOCK                       | CUSIP: 629854902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    111319 | NS      | $2934021.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corporation                                                    | NCR ATLEOS CORP COMMON STOCK USD.01                      | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7141 | NS      | $272143.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                                               | EVOLUS INC COMMON STOCK USD.00001                        | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5218 | NS      | $34699.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                           | FOX CORP COMMON STOCK USD.01                             | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12694 | NS      | $927550.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc.                                                  | NANO NUCLEAR ENERGY INC COMMON STOCK USD.0001            | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3902 | NS      | $93687.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ebara Corporation                                                         | EBARA CORP COMMON STOCK                                  | CUSIP: 630270007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53358 | NS      | $1257635.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corporation                                                           | FOX CORP COMMON STOCK USD.01                             | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9042 | NS      | $587097.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                                 | FOX FACTORY HOLDING CORP COMMON STOCK USD.001            | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4130 | NS      | $70664.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Limited                                                | SINGAPORE EXCHANGE LTD COMMON STOCK                      | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     98974 | NS      | $1302886.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Napco Security Technologies Inc.                                          | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01       | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3369 | NS      | $140487.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc.                                            | FRANKLIN BSP REALTY TRUST INC REIT USD.01                | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7950 | NS      | $79738.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                                        | FRANKLIN COVEY CO COMMON STOCK USD.05                    | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1326 | NS      | $22250.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc.                                          | NORTHEAST COMMUNITY BANCORP IN COMMON STOCK              | CUSIP: 664121100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $29370.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc.                                                                  | NTT INC COMMON STOCK                                     | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   3449700 | NS      | $3482439.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                   | NITTO DENKO CORP COMMON STOCK                            | CUSIP: 664180007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78349 | NS      | $1865466.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc.                                                      | MINEBEA MITSUMI INC COMMON STOCK                         | CUSIP: 664240009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41909 | NS      | $843274.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                               | CSL LTD COMMON STOCK                                     | CUSIP: 618549901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     56009 | NS      | $6445596.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank Ltd.                                                       | CHIBA BANK LTD/THE COMMON STOCK                          | CUSIP: 619056005<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     65095 | NS      | $726480.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                  | NIPPON STEEL CORP COMMON STOCK                           | CUSIP: 664256005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    558328 | NS      | $2284707.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                 | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    156915 | NS      | $2761334.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                        | MOSAIC CO/THE COMMON STOCK USD.01                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     19338 | NS      | $465852.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Company Incorporated                                 | CHUBU ELECTRIC POWER CO INC COMMON STOCK                 | CUSIP: 619560006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78758 | NS      | $1213386.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                      | ISUZU MOTORS LTD COMMON STOCK                            | CUSIP: 646710004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61781 | NS      | $964223.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                        | ITOCHU CORP COMMON STOCK                                 | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    686140 | NS      | $8670620.84   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                         | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25        | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     18735 | NS      | $1278574.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                           | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    138535 | NS      | $4979265.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Boerse Aktiengesellschaft                                        | DEUTSCHE BOERSE AG COMMON STOCK                          | CUSIP: 702196908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     21739 | NS      | $5713471.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                    | PATRICK INDUSTRIES INC COMMON STOCK                      | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3164 | NS      | $343072.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                            | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     81109 | NS      | $33495596.12  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Peoples Financial Services Corp.                                          | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0       | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $46420.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                 | HOLCIM AG COMMON STOCK CHF2.0                            | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     58900 | NS      | $5733932.47   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                             | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    297451 | NS      | $29524724.52  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON Co. Ltd.                                                             | AEON CO LTD COMMON STOCK                                 | CUSIP: 648004000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    257079 | NS      | $4061104.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                        | KAJIMA CORP COMMON STOCK                                 | CUSIP: 648132009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48825 | NS      | $1820561.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                               | EQUINOR ASA COMMON STOCK NOK2.5                          | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     88552 | NS      | $2088216.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | PHILLIPS 66 COMMON STOCK                                 | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24547 | NS      | $3167544.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kansai Electric Power Company Incorporated                            | KANSAI ELECTRIC POWER CO INC/T COMMON STOCK              | CUSIP: 648348001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    109407 | NS      | $1718202.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                           | KAO CORP COMMON STOCK                                    | CUSIP: 648380004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53786 | NS      | $2146682.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RadNet Inc.                                                               | RADNET INC COMMON STOCK USD.0001                         | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6652 | NS      | $474620.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                                               | RAMBUS INC COMMON STOCK USD.001                          | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26382 | NS      | $2424241.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Heavy Industries Ltd.                                            | KAWASAKI HEAVY INDUSTRIES LTD COMMON STOCK               | CUSIP: 648462000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |     17447 | NS      | $1157023.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | KAWASAKI KISEN KAISHA LTD COMMON STOCK                   | CUSIP: 648468007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40585 | NS      | $564952.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                      | KIKKOMAN CORP COMMON STOCK                               | CUSIP: 649080009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78341 | NS      | $711384.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc.                                                 | SILICON LABORATORIES INC COMMON STOCK USD.0001           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      8017 | NS      | $1047821.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                                                      | SILGAN HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     12936 | NS      | $522226.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc.                                   | SILVERCREST ASSET MANAGEMENT G COMMON STOCK USD.01       | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $17377.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc.                                                  | ARS PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5833 | NS      | $67954.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation                                        | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01          | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14200 | NS      | $267670.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP LP REIT USD.0001                    | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19889 | NS      | $3681652.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                                             | SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9043 | NS      | $181583.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                                            | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01         | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6115 | NS      | $987389.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                                                     | SIMULATIONS PLUS INC COMMON STOCK USD.001                | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $30772.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc.                                                             | SINCLAIR INC COMMON STOCK USD.01                         | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3752 | NS      | $57405.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc.                                                  | SIONNA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1576 | NS      | $64836.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                                        | SITE CENTERS CORP REIT USD.1                             | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      5454 | NS      | $35014.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                                                        | SITIME CORP COMMON STOCK USD.0001                        | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2099 | NS      | $741345.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                       | ACADIA REALTY TRUST REIT USD.001                         | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12868 | NS      | $264308.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation                                       | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK USD.025        | CUSIP: 83001C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9429 | NS      | $144640.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc.                                                       | CHAMPION HOMES INC COMMON STOCK USD.028                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5518 | NS      | $466271.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc.                                                  | ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001            | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5310 | NS      | $60587.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Incorporated                                                      | ACCURAY INC COMMON STOCK USD.001                         | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     12296 | NS      | $10139.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                                              | SUMMIT HOTEL PROPERTIES INC REIT                         | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10342 | NS      | $50365.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corporation                                              | SUMMIT MIDSTREAM CORP COMMON STOCK USD.01                | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $26333.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                                        | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01        | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4948 | NS      | $71201.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                                       | SUNCOKE ENERGY INC COMMON STOCK USD.01                   | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      8194 | NS      | $58996.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc.                                                              | SUNOPTA INC COMMON STOCK                                 | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      9641 | NS      | $36635.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                                               | SUNRUN INC COMMON STOCK USD.0001                         | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     21781 | NS      | $400770.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                                         | ENERGY FUELS INC/CANADA COMMON STOCK                     | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22271 | NS      | $323820.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                                                      | ENERGY RECOVERY INC COMMON STOCK USD.001                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      5112 | NS      | $68960.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                                             | SUNSTONE HOTEL INVESTORS INC REIT USD.01                 | CUSIP: 867892101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17962 | NS      | $160580.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     94698 | NS      | $5053085.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                                                   | ENERGIZER HOLDINGS INC COMMON STOCK                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      6123 | NS      | $121786.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                   | ENERSYS COMMON STOCK USD.01                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      9060 | NS      | $1329555.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                                       | UMH PPTYS INC REIT USD.1                                 | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8165 | NS      | $129905.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                                                | USANA HEALTH SCIENCES INC COMMON STOCK USD.001           | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1188 | NS      | $23320.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                                                  | ENERPAC TOOL GROUP CORP COMMON STOCK USD.2               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      5214 | NS      | $199383.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                                              | ENHABIT INC COMMON STOCK USD.01                          | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4880 | NS      | $44993.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                                                | US PHYSICAL THERAPY INC COMMON STOCK USD.01              | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1485 | NS      | $115963.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                                          | UNITI GROUP INC COMMON STOCK USD.0001                    | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     16364 | NS      | $114711.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                                     | ENSIGN GROUP INC COMMON STOCK USD.001                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     13936 | NS      | $2427651.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                                                     | JBT MAREL CORP COMMON STOCK USD.01                       | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      5081 | NS      | $765554.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                           | UNITED THERAPEUTICS CORP COMMON STOCK USD.01             | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6351 | NS      | $3094524.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     55186 | NS      | $18217450.46  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc.                                                | JOHN MARSHALL BANCORP INC COMMON STOCK                   | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $26026.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                                        | UNITIL CORP COMMON STOCK                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $86756.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                                           | UTZ BRANDS INC COMMON STOCK USD.0001                     | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7134 | NS      | $74050.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                                          | VF CORP COMMON STOCK                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     48408 | NS      | $875216.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                                           | VSE CORP COMMON STOCK USD.05                             | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      2235 | NS      | $386140.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                                        | VAALCO ENERGY INC COMMON STOCK USD.1                     | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     10755 | NS      | $39148.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                                                  | V2X INC COMMON STOCK USD.01                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2261 | NS      | $123337.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                                              | VAXCYTE INC COMMON STOCK USD.001                         | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11172 | NS      | $515476.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                                                   | VELOCITY FINANCIAL INC COMMON STOCK                      | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1264 | NS      | $26240.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                                  | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1763 | NS      | $139171.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                                                 | ANGI INC COMMON STOCK                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      3623 | NS      | $46845.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                                               | BAYCOM CORP COMMON STOCK                                 | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $35162.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                                                    | BEAM THERAPEUTICS INC COMMON STOCK USD.01                | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9341 | NS      | $258932.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc.                                                     | BEAZER HOMES USA INC COMMON STOCK USD.001                | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      2748 | NS      | $55701.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                                              | BECTON DICKINSON and CO COMMON STOCK USD1.0              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     17462 | NS      | $3388850.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                                                  | BED BATH and BEYOND INC WARRANTS CALL EXP 07OCT26        | CUSIP: 075896159<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       674 | NS      | $444.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                                             | BEL FUSE INC COMMON STOCK USD.1                          | CUSIP: 077347201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $26261.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                                             | BEL FUSE INC COMMON STOCK USD.1                          | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1001 | NS      | $169799.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                                               | BELDEN INC COMMON STOCK USD.01                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      9607 | NS      | $1119695.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                                                      | BELLRING BRANDS INC COMMON STOCK USD.01                  | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18581 | NS      | $496670.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                   | SSE PLC COMMON STOCK GBP.5                               | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    139213 | NS      | $4081434.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                 | BP PLC COMMON STOCK USD.25                               | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1816347 | NS      | $10592868.76  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc.                                                | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      3478 | NS      | $148719.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc.                                                    | BENITEC BIOPHARMA INC COMMON STOCK                       | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $20918.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                                              | BENTLEY SYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21966 | NS      | $838332.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                                                 | W R BERKLEY CORP COMMON STOCK USD.2                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     18290 | NS      | $1282494.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                                   | CENTERPOINT ENERGY INC COMMON STOCK USD.01               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     39771 | NS      | $1524820.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                               | CENTERSPACE REIT                                         | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $110221.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                                            | CENTRAL GARDEN and PET CO COMMON STOCK USD.01            | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1024 | NS      | $32921.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                                            | CENTRAL GARDEN and PET CO COMMON STOCK USD.01            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4757 | NS      | $138856.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                           | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK              | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2543 | NS      | $79239.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                                              | CERENCE INC COMMON STOCK USD.01                          | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3831 | NS      | $40953.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc.                                                             | DAYFORCE INC COMMON STOCK USD.01                         | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9750 | NS      | $674310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.1                      | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    371810 | NS      | $18857630.01  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                 | SHELL PLC COMMON STOCK EUR.07                            | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    668709 | NS      | $24643435.62  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | SCHRODERS PLC COMMON STOCK GBP.2                         | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     83679 | NS      | $457428.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daktronics Inc.                                                           | DAKTRONICS INC COMMON STOCK                              | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $74216.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                                         | DANA INC COMMON STOCK USD.01                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     11449 | NS      | $272028.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                                       | DANAHER CORP COMMON STOCK USD.01                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     38299 | NS      | $8767407.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings The                                       | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0       | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $44581.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hippo Holdings Inc.                                                       | HIPPO HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1718 | NS      | $51677.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                                              | OVINTIV INC COMMON STOCK                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37353 | NS      | $1463864.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                                        | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2860 | NS      | $1460687.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                           | TELEFONICA SA COMMON STOCK EUR1.0                        | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    425485 | NS      | $1746594.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                           | TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01       | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9682 | NS      | $396962.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                                         | TELOS CORP COMMON STOCK USD.001                          | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5306 | NS      | $27060.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                                             | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     30960 | NS      | $2764108.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc.                                                     | TENABLE HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 88025T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11917 | NS      | $280407.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10x Genomics Inc.                                                         | 10X GENOMICS INC COMMON STOCK USD.00001                  | CUSIP: 88025U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10785 | NS      | $175903.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida                                   | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      8439 | NS      | $265153.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                      | BAKER HUGHES CO COMMON STOCK USD.0001                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60116 | NS      | $2737682.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc.                                                       | BAKKT HOLDINGS INC/US COMMON STOCK USD.0001              | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1414 | NS      | $14196.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                                       | BALCHEM CORP COMMON STOCK USD.0667                       | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3196 | NS      | $490138.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                          | BALL CORP COMMON STOCK                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     16325 | NS      | $864735.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corporation                                                       | BALLY'S CORP COMMON STOCK                                | CUSIP: 05875B304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       988 | NS      | $16321.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                                                     | BANCFIRST CORP COMMON STOCK USD1.0                       | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      2069 | NS      | $219355.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp Inc.                                                          | BANCORP INC/THE COMMON STOCK USD1.0                      | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4121 | NS      | $278249.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                                                | BANK OF HAWAII CORP COMMON STOCK USD.01                  | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3748 | NS      | $256250.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                                    | CONCENTRIX CORP COMMON STOCK                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6519 | NS      | $271060.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc.                                      | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01       | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11449 | NS      | $225316.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                                     | CONDUENT INC COMMON STOCK USD.01                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     15721 | NS      | $30184.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                                        | CONMED CORP COMMON STOCK USD.01                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      3088 | NS      | $125372.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                   | CONNECTONE BANCORP INC COMMON STOCK                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      4691 | NS      | $122998.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                            | CONOCOPHILLIPS COMMON STOCK USD.01                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     75282 | NS      | $7047148.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                            | CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01        | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1850 | NS      | $40367.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                                                  | CONSOLIDATED EDISON INC COMMON STOCK USD.1               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     21989 | NS      | $2183947.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                                                 | CONSTELLATION BRANDS INC COMMON STOCK USD.01             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      8588 | NS      | $1184800.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                                          | CONSTELLATION ENERGY CORP COMMON STOCK                   | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19025 | NS      | $6720961.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                                                | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001           | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4584 | NS      | $497593.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                                              | GARTNER INC COMMON STOCK USD.0005                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4391 | NS      | $1107761.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                           | GE VERNOVA INC COMMON STOCK USD.01                       | CUSIP: 36828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16529 | NS      | $10802858.53  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                                                | GRACO INC COMMON STOCK USD1.0                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     24453 | NS      | $2004412.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation                                   | GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001   | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      6642 | NS      | $87143.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                                               | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01           | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       866 | NS      | $53310.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                                                 | GREEN BRICK PARTNERS INC COMMON STOCK USD.01             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      3097 | NS      | $194058.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                                                     | GREEN DOT CORP COMMON STOCK USD.001                      | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5205 | NS      | $66676.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca S.p.A.                                                         | BPER BANCA SPA COMMON STOCK                              | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    170081 | NS      | $2298215.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc.                                                      | HARLEY-DAVIDSON INC COMMON STOCK USD.01                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     17425 | NS      | $357038.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                                             | HARMONIC INC COMMON STOCK USD.001                        | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     11006 | NS      | $108849.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                                         | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001    | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4262 | NS      | $159484.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc.                                                               | HARROW INC COMMON STOCK USD.001                          | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3080 | NS      | $150920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                                                        | ENVIRI CORP COMMON STOCK USD1.25                         | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      7407 | NS      | $132733.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales                                                                    | THALES SA COMMON STOCK EUR3.0                            | CUSIP: 416279008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10699 | NS      | $2886224.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                         | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     17803 | NS      | $2956154.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                     | STARBUCKS CORP COMMON STOCK USD.001                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     69262 | NS      | $5832553.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                                              | STARWOOD PROPERTY TRUST INC REIT USD.01                  | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     51343 | NS      | $924687.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares Corporation                                  | VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5       | CUSIP: 928031103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $20124.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                 | VISA INC COMMON STOCK USD.0001                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    102814 | NS      | $36057897.94  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                                           | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01       | CUSIP: 92828Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $100826.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                                               | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     11809 | NS      | $171112.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                                               | VISHAY PRECISION GROUP INC COMMON STOCK                  | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $45815.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc.                                                    | CTO REALTY GROWTH INC REIT USD.01                        | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2864 | NS      | $52726.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                                                   | MUELLER INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     16374 | NS      | $1879735.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc.                                               | MUELLER WATER PRODUCTS INC COMMON STOCK USD.01           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     15168 | NS      | $361301.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kddi Corporation                                                          | KDDI CORP COMMON STOCK                                   | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    338432 | NS      | $5857480.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Limited                                                  | EVOLUTION MINING LTD COMMON STOCK                        | CUSIP: ACI014TH7<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    234417 | NS      | $1961774.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties Incorporated                                           | COUSINS PROPERTIES INC REIT USD1.0                       | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24773 | NS      | $638647.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc.                                             | COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01         | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1575 | NS      | $34713.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                                     | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      2124 | NS      | $53949.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Crane Company                                                             | CRANE CO COMMON STOCK USD1.0                             | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7221 | NS      | $1331769.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                                                  | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19071 | NS      | $998168.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc.                                                 | COMMERCIAL BANCGROUP INC COMMON STOCK USD.01             | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       857 | NS      | $21047.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                                             | CRANE NXT CO COMMON STOCK USD1.0                         | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7284 | NS      | $342857.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford and Company                                                      | CRAWFORD and CO COMMON STOCK USD1.0                      | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      1747 | NS      | $19653.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                                               | CRICUT INC COMMON STOCK USD.001                          | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $24997.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                                            | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8834 | NS      | $411222.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                                 | COMMERCIAL METALS CO COMMON STOCK USD.01                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     27183 | NS      | $1881607.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company Inc.                                            | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01             | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21245 | NS      | $385171.85    | 0.01%             |  |  |  | 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        |      2185 | NS      | $118754.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| enCore Energy Corp                                                        | ENCORE ENERGY CORP COMMON STOCK                          | CUSIP: 29259W700<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18519 | NS      | $45927.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                              | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     14840 | NS      | $1575117.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc.                                           | ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $71142.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                                        | EXPEDIA GROUP INC COMMON STOCK USD.001                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      7128 | NS      | $2019433.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc.                                                   | EXP WORLD HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 30212W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8719 | NS      | $78906.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.                               | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01       | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8165 | NS      | $1216666.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc.                                                             | EYEPOINT INC COMMON STOCK USD.01                         | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7396 | NS      | $135124.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                                                | CROCS INC COMMON STOCK USD.001                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      7657 | NS      | $654826.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                                             | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001       | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $26430.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                                       | FLYWIRE CORP COMMON STOCK USD.0001                       | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11467 | NS      | $162372.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                                        | FNB CORP/PA COMMON STOCK USD.01                          | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     52823 | NS      | $903273.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                                                 | CROWDSTRIKE HOLDINGS INC COMMON STOCK                    | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15289 | NS      | $7166871.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc.                                                | ORANGE COUNTY BANCORP INC COMMON STOCK USD.25            | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $34345.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                                  | FB FINANCIAL CORP COMMON STOCK USD1.0                    | CUSIP: 30257X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4019 | NS      | $224260.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                                                 | FIGS INC COMMON STOCK USD.0001                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8653 | NS      | $98298.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                           | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    279658 | NS      | $1066255.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc.                                                 | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001         | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8639 | NS      | $20906.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc.                                                | ORCHID ISLAND CAPITAL INC REIT USD.01                    | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     14289 | NS      | $102880.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                   | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18074 | NS      | $651746.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Bancorp Inc.                                                           | FS BANCORP INC COMMON STOCK USD.01                       | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       730 | NS      | $30054.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                                                         | FRP HOLDINGS INC COMMON STOCK USD.1                      | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1366 | NS      | $31131.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                                                | REPAY HOLDINGS CORP COMMON STOCK USD.0001                | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7016 | NS      | $25608.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                                                      | REPLIMUNE GROUP INC COMMON STOCK USD.001                 | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6701 | NS      | $65133.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                                    | REPUBLIC SERVICES INC COMMON STOCK USD.01                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     12258 | NS      | $2597837.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                               | RESMED INC COMMON STOCK USD.004                          | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8893 | NS      | $2142056.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc.                                                 | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12594 | NS      | $442301.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc.                                                             | REZOLUTE INC COMMON STOCK                                | CUSIP: 76200L309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8317 | NS      | $19628.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                                                       | FTI CONSULTING INC COMMON STOCK USD.01                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      4464 | NS      | $762585.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc.                                  | FARADAY FUTURE INTELLIGENT ELE COMMON STOCK USD.0001     | CUSIP: 307359885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14118 | NS      | $14400.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rhythm Pharmaceuticals Inc.                                               | RHYTHM PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5154 | NS      | $551684.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                                               | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      8833 | NS      | $31003.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers and Merchants Bancorp Inc.                                        | FARMERS and MERCHANTS BANCORP IN COMMON STOCK            | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1442 | NS      | $35646.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                              | BT GROUP PLC COMMON STOCK GBP.05                         | CUSIP: 309135903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    690428 | NS      | $1710494.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Farmers National Banc Corp.                                               | FARMERS NATIONAL BANC CORP COMMON STOCK                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4065 | NS      | $54145.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc.                                                    | FARMLAND PARTNERS INC REIT USD.01                        | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      3731 | NS      | $36153.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc.                                                  | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6840 | NS      | $2661238.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina                                                                    | GECINA SA REIT EUR7.5                                    | CUSIP: 774246904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5319 | NS      | $505159.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastly Inc.                                                               | FASTLY INC COMMON STOCK USD.00002                        | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13554 | NS      | $137979.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                                                    | FATE THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 31189P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11508 | NS      | $11307.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                                                         | ROCKY BRANDS INC COMMON STOCK                            | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $21557.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                                                | COVIVIO SA/FRANCE REIT EUR3.0                            | CUSIP: 774563902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6443 | NS      | $427689.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Company                                                          | FASTENAL CO COMMON STOCK USD.01                          | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69939 | NS      | $2806652.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc.                                                       | FLUENCE ENERGY INC COMMON STOCK USD.00001                | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6228 | NS      | $123189.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                    | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7               | CUSIP: 775125909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     19115 | NS      | $782224.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corporation                                                        | ROGERS CORP COMMON STOCK USD1.0                          | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1762 | NS      | $161346.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc.                                                    | STANDARD BIOTOOLS INC COMMON STOCK USD.001               | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     29137 | NS      | $37295.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                                            | FLUSHING FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3031 | NS      | $45980.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                                              | ROLLINS INC COMMON STOCK USD1.0                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     17881 | NS      | $1073217.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caret Holdings Inc.                                                       | ROOT INC/OH COMMON STOCK USD.0001                        | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $86387.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                        | FORD MOTOR CO COMMON STOCK USD.01                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    238428 | NS      | $3128175.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                                       | FORESTAR GROUP INC COMMON STOCK USD1.0                   | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1890 | NS      | $46550.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                                                   | ROPER TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6558 | NS      | $2919162.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                                          | ROSS STORES INC COMMON STOCK USD.01                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     19814 | NS      | $3569293.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings Inc.                                                | FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $48303.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                                           | FORMFACTOR INC COMMON STOCK USD.001                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      7593 | NS      | $423537.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                             | HEINEKEN NV COMMON STOCK EUR1.6                          | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     33249 | NS      | $2743272.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                   | SIKA AG COMMON STOCK CHF.01                              | CUSIP: ACI136GD1<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     17600 | NS      | $3573247.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc.                                                             | FORTINET INC COMMON STOCK USD.001                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     38509 | NS      | $3057999.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                       | FORTIVE CORP W/I COMMON STOCK USD.01                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     19350 | NS      | $1068313.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                                           | KNORR-BREMSE AG COMMON STOCK                             | CUSIP: ACI159PM3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8374 | NS      | $929030.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | ALCON AG COMMON STOCK CHF.04                             | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     57689 | NS      | $4564817.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc.                                           | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     17719 | NS      | $886304.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                                                     | FORTREA HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 34965K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8926 | NS      | $153973.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexi SpA                                                                  | NEXI SPA COMMON STOCK                                    | CUSIP: ACI19ZTM7<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     60915 | NS      | $300243.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                                               | HELVETIA BALOISE HOLDING AG COMMON STOCK CHF.02          | CUSIP: ACI1BV515<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9100 | NS      | $2393418.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                            | STORA ENSO OYJ COMMON STOCK EUR1.7                       | CUSIP: 507267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     67239 | NS      | $839521.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA PREFERENCE                         | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     18512 | NS      | $1510297.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Candel Therapeutics Inc.                                                  | CANDEL THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4368 | NS      | $24679.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Beiersdorf AG                                                             | BEIERSDORF AG COMMON STOCK                               | CUSIP: 510740905<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |     11203 | NS      | $1230281.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                               | HOCHTIEF AG COMMON STOCK                                 | CUSIP: 510866908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1794 | NS      | $702317.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cannae Holdings Inc.                                                      | CANNAE HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4778 | NS      | $75157.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc.                                                           | CANTALOUPE INC COMMON STOCK                              | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5503 | NS      | $58441.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                                 | BANQUE CANTONALE VAUDOISE COMMON STOCK CHF10.0           | CUSIP: ACI1MH6Q8<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      3477 | NS      | $439561.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                           | JDE PEET'S NV COMMON STOCK EUR.01                        | CUSIP: ACI1MNCX3<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     19726 | NS      | $737710.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T1 Energy Inc.                                                            | T1 ENERGY INC COMMON STOCK USD.0001                      | CUSIP: 35834F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13033 | NS      | $87060.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                                              | MODINE MANUFACTURING CO COMMON STOCK USD.625             | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      5102 | NS      | $681168.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                         | SIEMENS ENERGY AG COMMON STOCK                           | CUSIP: ACI1RCRC2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     89471 | NS      | $12551756.78  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | BELIMO HOLDING AG COMMON STOCK CHF.05                    | CUSIP: ACI1WXBL7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1136 | NS      | $1109944.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Modiv Industrial Inc.                                                     | MODIV INDUSTRIAL INC REIT USD.001                        | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1127 | NS      | $16217.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                                                        | MOELIS and CO COMMON STOCK USD.01                        | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      7216 | NS      | $496027.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corporation                                                            | LY CORP COMMON STOCK                                     | CUSIP: 608484903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    317813 | NS      | $845683.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc.                                                    | MOLINA HEALTHCARE INC COMMON STOCK USD.001               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3131 | NS      | $543353.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                                | HEXAGON AB COMMON STOCK EUR.22                           | CUSIP: ACI1XML96<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    239689 | NS      | $2823224.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB BANK ASA COMMON STOCK NOK12.5                        | CUSIP: ACI1YWP65<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    102351 | NS      | $2851577.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Limited                                                     | TELSTRA GROUP LTD COMMON STOCK                           | CUSIP: 608728903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    458632 | NS      | $1488059.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monarch Casino and Resort Inc.                                            | MONARCH CASINO and RESORT INC COMMON STOCK USD.01        | CUSIP: 609027107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1230 | NS      | $117711.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                                            | LAKELAND FINANCIAL CORP COMMON STOCK                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2465 | NS      | $140652.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Heidelberg Materials AG                                                   | HEIDELBERG MATERIALS AG COMMON STOCK                     | CUSIP: 512067901<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     15449 | NS      | $4005258.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                         | PITNEY BOWES INC COMMON STOCK USD1.0                     | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     15699 | NS      | $165938.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                    | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    232797 | NS      | $1546905.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise plc                                                                  | WISE PLC COMMON STOCK GBP.01                             | CUSIP: ACI1YXY14<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     76916 | NS      | $921455.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                  | DAIMLER TRUCK HOLDING AG COMMON STOCK                    | CUSIP: ACI223RB9<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     54851 | NS      | $2375734.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                  | LAM RESEARCH CORP COMMON STOCK USD.001                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     76520 | NS      | $13098693.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                 | LAMAR ADVERTISING CO REIT USD.001                        | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12811 | NS      | $1621616.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corporation                                                    | PURE CYCLE CORP COMMON STOCK USD.0033                    | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2213 | NS      | $24320.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc.                                               | PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001         | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12726 | NS      | $109316.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Straumann Holding AG                                                      | STRAUMANN HOLDING AG COMMON STOCK CHF.01                 | CUSIP: ACI24VB55<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     12886 | NS      | $1505134.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                      | FASTIGHETS AB BALDER COMMON STOCK SEK1.0                 | CUSIP: ACI25V2C9<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     82890 | NS      | $611836.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                 | FRESENIUS MEDICAL CARE AG COMMON STOCK                   | CUSIP: 512907908<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     25405 | NS      | $1213483.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc.                                                 | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8490 | NS      | $355646.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                                         | PURE STORAGE INC COMMON STOCK USD.0001                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     46047 | NS      | $3085609.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                                                         | QCR HOLDINGS INC COMMON STOCK USD1.0                     | CUSIP: 74727A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $133030.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-FIRMENICH AG COMMON STOCK EUR.01                     | CUSIP: ACI2CHV71<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     19937 | NS      | $1608315.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                    | SGS SA COMMON STOCK CHF.04                               | CUSIP: ACI2F1GD7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     19113 | NS      | $2185533.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Marzetti Company                                                      | MARZETTI COMPANY/THE COMMON STOCK                        | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4947 | NS      | $813385.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                      | HERMES INTERNATIONAL SCA COMMON STOCK                    | CUSIP: 525397907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3656 | NS      | $9077296.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Quad/Graphics Inc.                                                        | QUAD/GRAPHICS INC COMMON STOCK USD.025                   | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      3104 | NS      | $19462.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                                               | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                 | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1339 | NS      | $183858.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                                | BOLIDEN AB COMMON STOCK SEK2.11                          | CUSIP: ACI2F68L7<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     32813 | NS      | $1817717.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                | AEGON LTD COMMON STOCK EUR.12                            | CUSIP: ACI2JDY96<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    152650 | NS      | $1187051.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc.                                                    | LEMAITRE VASCULAR INC COMMON STOCK USD.01                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      2064 | NS      | $167390.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                                             | LEMONADE INC COMMON STOCK USD.00001                      | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5894 | NS      | $419534.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                                          | Q2 HOLDINGS INC COMMON STOCK USD.0001                    | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      6060 | NS      | $437289.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC COMMON STOCK USD.01                | CUSIP: 74743L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12760 | NS      | $1041854.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                                                   | LENDINGCLUB CORP COMMON STOCK USD.01                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     11011 | NS      | $208548.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                                          | LENDINGTREE INC COMMON STOCK USD.01                      | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1070 | NS      | $56806.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                                               | QUALYS INC COMMON STOCK USD.001                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      8844 | NS      | $1175367.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation                                      | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      4475 | NS      | $68825.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris S.A.                                                              | TENARIS SA COMMON STOCK USD1.0                           | CUSIP: ACI2JZT93<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     43314 | NS      | $835780.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                 | SAMPO OYJ A SHS COMMON STOCK                             | CUSIP: ACI2K0750<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    279522 | NS      | $3381882.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                        | LENNAR CORP COMMON STOCK USD.1                           | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13145 | NS      | $1351306.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                                                 | LENNOX INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1944 | NS      | $943967.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                                      | QUANTA SERVICES INC COMMON STOCK USD.00001               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      9084 | NS      | $3833993.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Incorporated                                                   | QUANTUM-SI INC COMMON STOCK USD.0001                     | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15576 | NS      | $17133.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                                         | GALDERMA GROUP AG COMMON STOCK CHF.01                    | CUSIP: ACI2N9FJ9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17852 | NS      | $3635250.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | ANGLO AMERICAN PLC COMMON STOCK                          | CUSIP: ACI2WVZ09<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    129202 | NS      | $5344118.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanterix Corporation                                                     | QUANTERIX CORP COMMON STOCK USD.001                      | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4468 | NS      | $28416.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc.                                                    | QUANTUM COMPUTING INC COMMON STOCK                       | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19636 | NS      | $201465.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc.                                                    | LENZ THERAPEUTICS INC COMMON STOCK USD.00001             | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $25808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                            | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     36669 | NS      | $1319375.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena S.M.E. SA                                                            | AENA SME SA COMMON STOCK EUR1.0                          | CUSIP: ACI2XYWJ4<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     86585 | NS      | $2419259.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.00031111                   | CUSIP: ACI30VPD5<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    251610 | NS      | $16439495.42  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                     | DEUTSCHE LUFTHANSA AG COMMON STOCK                       | CUSIP: 528748908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     69282 | NS      | $680621.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lexeo Therapeutics Inc.                                                   | LEXEO THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6191 | NS      | $61476.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell S.A.                                                    | BANCO DE SABADELL SA COMMON STOCK EUR.125                | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    579967 | NS      | $2285562.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman and Wakefield Ltd.                                                | CUSHMAN and WAKEFIELD LTD COMMON STOCK                   | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22488 | NS      | $364080.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                  | DOLE PLC COMMON STOCK USD.01                             | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7985 | NS      | $119695.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                                          | PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001     | CUSIP: 747717106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3120 | NS      | $21465.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                            | QUEST DIAGNOSTICS INC COMMON STOCK USD.01                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      6777 | NS      | $1176012.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                  | EATON CORP PLC COMMON STOCK USD.01                       | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     23662 | NS      | $7536583.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                         | ESSENT GROUP LTD COMMON STOCK USD.015                    | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     23412 | NS      | $1522014.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                                           | QUINSTREET INC COMMON STOCK USD.001                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      5508 | NS      | $79149.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc.                                                            | RB GLOBAL INC COMMON STOCK                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |     27388 | NS      | $2817403.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                        | EVEREST GROUP LTD COMMON STOCK USD.01                    | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2558 | NS      | $868057.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                 | APTIV PLC COMMON STOCK USD.01                            | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     13164 | NS      | $1001648.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc.                                                            | REV GROUP INC COMMON STOCK USD.001                       | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4716 | NS      | $286779.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc.                                                        | RGC RESOURCES INC COMMON STOCK USD5.0                    | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $22152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                                 | RLI CORP COMMON STOCK USD1.0                             | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13545 | NS      | $866609.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                                         | RLJ LODGING TRUST REIT                                   | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $98340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                                                  | RPC INC COMMON STOCK USD.1                               | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9235 | NS      | $50238.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                                        | RMR GROUP INC/THE COMMON STOCK                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1668 | NS      | $24853.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                  | FABRINET COMMON STOCK USD.01                             | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      8800 | NS      | $4006464.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Limited                                        | FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01       | CUSIP: G3398L118<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5424 | NS      | $106147.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                        | RH COMMON STOCK USD.0001                                 | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2267 | NS      | $406133.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                                    | RPM INTERNATIONAL INC COMMON STOCK USD.01                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     18911 | NS      | $1966744.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                                                  | RXO INC COMMON STOCK USD.01                              | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15924 | NS      | $201279.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc.                                                           | RED VIOLET INC COMMON STOCK USD.001                      | CUSIP: 75704L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $63271.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                                              | FLEX LNG LTD COMMON STOCK USD.1                          | CUSIP: G35947202<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3030 | NS      | $75598.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                                              | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01          | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3172 | NS      | $113018.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corporation                                                       | REDWIRE CORP COMMON STOCK USD.0001                       | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7206 | NS      | $54765.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals Inc.                                            | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6140 | NS      | $4739281.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                                                  | GIGACLOUD TECHNOLOGY INC COMMON STOCK USD.05             | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2388 | NS      | $93800.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                                           | GENPACT LTD COMMON STOCK USD.01                          | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23649 | NS      | $1106300.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Limited                                                     | GENIUS SPORTS LTD COMMON STOCK USD.001                   | CUSIP: G3934V109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21314 | NS      | $234880.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Limited                                                | GAMBLING.COM GROUP LTD COMMON STOCK                      | CUSIP: G3R239101<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2191 | NS      | $11962.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                                            | REGENXBIO INC COMMON STOCK USD.0001                      | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      4550 | NS      | $65520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                                                        | REVOLVE GROUP INC COMMON STOCK USD.001                   | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3970 | NS      | $119854.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                                                | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01            | CUSIP: G4095J109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2821 | NS      | $41130.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                                     | GRAB HOLDINGS LTD   CL A COMMON STOCK USD.000001         | CUSIP: G4124C109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    273817 | NS      | $1366346.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation                                        | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $91627.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                                            | REXFORD INDUSTRIAL REALTY INC REIT USD.01                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     34262 | NS      | $1326624.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                                     | UFP TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $163636.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                                           | UGI CORP COMMON STOCK                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     31699 | NS      | $1186493.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                                             | HAMILTON INSURANCE GROUP LTD COMMON STOCK USD.01         | CUSIP: G42706104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4337 | NS      | $121002.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                                                     | HELEN OF TROY LTD COMMON STOCK USD.1                     | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2325 | NS      | $49406.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                                                | HALEON PLC COMMON STOCK GBP.01                           | CUSIP: BMX86B908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1028215 | NS      | $5195962.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HENSOLDT AG                                                               | HENSOLDT AG COMMON STOCK                                 | CUSIP: BN0SDX902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7334 | NS      | $628152.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Herbalife Ltd.                                                            | HERBALIFE LTD COMMON STOCK USD.002                       | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9932 | NS      | $128023.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                                 | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5            | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18227 | NS      | $867058.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2               | CUSIP: BN4MYF907<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    116586 | NS      | $3153324.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost S.A.                                                               | INPOST SA COMMON STOCK EUR.01                            | CUSIP: BN4N9C900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     28861 | NS      | $354664.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Himalaya Shipping Ltd.                                                    | HIMALAYA SHIPPING LTD COMMON STOCK USD1.0                | CUSIP: G4660A103<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2889 | NS      | $26289.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                                              | IBEX HOLDINGS LTD COMMON STOCK USD.0001                  | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $38027.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                                 | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     17271 | NS      | $2350064.97   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                                             | AGILYSYS INC COMMON STOCK USD.3                          | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2525 | NS      | $300071.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                                                | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5582 | NS      | $151942.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                                                  | AGREE REALTY CORP REIT USD.0001                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16923 | NS      | $1218963.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc.                                                  | AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     25134 | NS      | $40465.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT COMMON STOCK                                       | CONTRA AKERO THERAPEUT COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7170 | NS      | $4660.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alamo Group Inc.                                                          | ALAMO GROUP INC COMMON STOCK USD.1                       | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1004 | NS      | $168541.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                                            | BLACKBAUD INC COMMON STOCK USD.001                       | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      9163 | NS      | $580201.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                                            | BLACKLINE INC COMMON STOCK USD.01                        | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5060 | NS      | $279767.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                            | BLACKSTONE MORTGAGE TRUST INC REIT USD.01                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     15309 | NS      | $292861.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                                           | BLACKSTONE INC COMMON STOCK USD.00001                    | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44988 | NS      | $6934450.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                                                      | BLOOMIN' BRANDS INC COMMON STOCK USD.01                  | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      8092 | NS      | $49927.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                                                     | BLUE BIRD CORP COMMON STOCK USD.0001                     | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      3082 | NS      | $144854.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                                      | BLUE FOUNDRY BANCORP COMMON STOCK USD.01                 | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2294 | NS      | $28514.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc.                                                  | LIVE OAK BANCSHARES INC COMMON STOCK                     | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3487 | NS      | $119778.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                                                    | LIVERAMP HOLDINGS INC COMMON STOCK USD.1                 | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6320 | NS      | $185618.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveWire Group Inc.                                                       | LIVEWIRE GROUP INC COMMON STOCK USD.0001                 | CUSIP: 53838J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3716 | NS      | $16424.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Lovesac Company                                                       | LOVESAC CO COMMON STOCK USD.00001                        | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1414 | NS      | $20856.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                              | BANKINTER SA COMMON STOCK EUR.3                          | CUSIP: 547400903<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     77828 | NS      | $1290013.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                        | BARRY CALLEBAUT AG COMMON STOCK CHF.02                   | CUSIP: 547692905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       412 | NS      | $673583.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Alarm.com Holdings Inc.                                                   | ALARM.COM HOLDINGS INC COMMON STOCK                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      4643 | NS      | $236885.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                                                     | ALASKA AIR GROUP INC COMMON STOCK USD.01                 | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17107 | NS      | $860482.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA COMMON STOCK                                        | CONTRA ALBIREO PHARMA COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2883 | NS      | $17730.45     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aldeyra Therapeutics Inc.                                                 | ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 01438T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5496 | NS      | $28469.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc.                                                              | ALECTOR INC COMMON STOCK USD.0001                        | CUSIP: 014442107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9787 | NS      | $15267.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander and Baldwin Inc.                                                | ALEXANDER and BALDWIN INC REIT                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7452 | NS      | $153809.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                                          | ALEXANDER'S INC REIT USD1.0                              | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       215 | NS      | $46857.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company Inc.                                      | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     32610 | NS      | $3760259.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                                            | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01        | CUSIP: 02553E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15533 | NS      | $409605.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                  | AMERICAN EXPRESS CO COMMON STOCK USD.2                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     32734 | NS      | $12109943.30  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                                             | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK              | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     10210 | NS      | $1395502.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                     | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    346911 | NS      | $7984177.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                     | AMERICAN HOMES 4 RENT REIT USD.01                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     48084 | NS      | $1543496.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                         | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     32872 | NS      | $2812199.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc.                                   | AMERICAN INTEGRITY INSURANCE G COMMON STOCK USD.001      | CUSIP: 026948109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       805 | NS      | $16768.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                                         | COEUR MINING INC COMMON STOCK USD.01                     | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     62325 | NS      | $1111254.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc.                                       | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4807 | NS      | $103638.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc.                                                   | COGENT BIOSCIENCES INC COMMON STOCK USD.001              | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13542 | NS      | $481011.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                                        | COGNEX CORP COMMON STOCK USD.002                         | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     24719 | NS      | $889389.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                                                    | PEAKSTONE REALTY TRUST REIT                              | CUSIP: 39818P799<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3599 | NS      | $51645.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                                       | GRIFFON CORP COMMON STOCK USD.25                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      3726 | NS      | $274419.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc.                                                               | GRINDR INC COMMON STOCK USD.0001                         | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3214 | NS      | $43517.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Inc.                                                        | FIRST CAPITAL INC COMMON STOCK USD.01                    | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $20483.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation                                  | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0       | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10169 | NS      | $171449.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                                              | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001         | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9269 | NS      | $93616.90     | 0.00%             |  |  |  | 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        |      1196 | NS      | $470386.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corporation                                               | FIRST COMMUNITY CORP/SC COMMON STOCK USD1.0              | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |       736 | NS      | $21822.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                                           | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0       | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1797 | NS      | $60612.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc.                                           | GUARDIAN PHARMACY SERVICES INC COMMON STOCK USD.01       | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $66980.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                                                   | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     12540 | NS      | $2520665.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                                            | O-I GLASS INC COMMON STOCK USD.01                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14952 | NS      | $220691.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                      | SOUTHERN CO/THE COMMON STOCK USD5.0                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     67082 | NS      | $5849550.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc.                                            | SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01        | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $39103.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc.                                            | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01        | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $57287.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                                                 | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25            | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2937 | NS      | $89255.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank Corporation                                               | SOUTHSTATE BANK CORP COMMON STOCK USD2.5                 | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     14825 | NS      | $1395180.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                    | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     31506 | NS      | $1302142.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                                               | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15787 | NS      | $1263275.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                  | VINCI SA COMMON STOCK EUR2.5                             | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     57595 | NS      | $8102641.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS S.A.                                                | JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.0             | CUSIP: B1Y1SQ901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     32692 | NS      | $777949.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                    | DANONE SA COMMON STOCK EUR.25                            | CUSIP: B1Y9TB906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     74732 | NS      | $6740752.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                              | 3I GROUP PLC COMMON STOCK GBP.738636                     | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    114677 | NS      | $5028450.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide SA                                                          | AIR LIQUIDE SA COMMON STOCK EUR5.5                       | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     66790 | NS      | $12553441.40  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara and Co.                                                 | MATSUKIYOCOCOKARA and CO COMMON STOCK                    | CUSIP: B249GC909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37892 | NS      | $655778.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc.                                                 | SONY FINANCIAL GROUP INC COMMON STOCK                    | CUSIP: B249SN902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    701561 | NS      | $747479.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1           | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     77941 | NS      | $6306935.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                         | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    449903 | NS      | $5500568.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                         | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    732761 | NS      | $15866759.74  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Braemar Hotels and Resorts Inc.                                           | BRAEMAR HOTELS and RESORTS INC REIT USD.01               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |      5731 | NS      | $16447.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                                          | HILLENBRAND INC COMMON STOCK                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      6892 | NS      | $218614.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                                     | BANK OF MARIN BANCORP COMMON STOCK                       | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1551 | NS      | $40341.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                   | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     42484 | NS      | $4931967.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas                                                            | BUREAU VERITAS SA COMMON STOCK EUR.12                    | CUSIP: B28DTJ907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     39298 | NS      | $1250180.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0            | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     23090 | NS      | $690121.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp.                                                   | HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001             | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19643 | NS      | $170108.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                                       | MVB FINANCIAL CORP COMMON STOCK USD1.0                   | CUSIP: 553810102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1151 | NS      | $29730.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                                  | BANK OZK COMMON STOCK                                    | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15617 | NS      | $718694.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                                                 | BANKFINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1589 | NS      | $19068.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | JULIUS BAER GROUP LTD COMMON STOCK CHF.02                | CUSIP: B4R2R5908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     23782 | NS      | $1858106.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                              | GLENCORE PLC COMMON STOCK USD.01                         | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |   1160480 | NS      | $6343950.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MYR Group Inc.                                                            | MYR GROUP INC COMMON STOCK USD.01                        | CUSIP: 55405W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1505 | NS      | $328842.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.                                  | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9446 | NS      | $1617910.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                                           | BANKUNITED INC COMMON STOCK USD.01                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      7220 | NS      | $321795.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                                               | BANK7 CORP COMMON STOCK USD.01                           | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $18441.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                                      | MACERICH CO/THE REIT USD.01                              | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24753 | NS      | $456940.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                                    | VERIS RESIDENTIAL INC REIT USD.01                        | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7546 | NS      | $112284.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD COMMON STOCK                               | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   1212701 | NS      | $12482444.81  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                 | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005          | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    437517 | NS      | $647856.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Limited                                                          | INFRATIL LTD COMMON STOCK                                | CUSIP: 645928904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    107434 | NS      | $685553.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corporation                                          | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     24611 | NS      | $1135059.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                                               | BRENNTAG SE COMMON STOCK                                 | CUSIP: B4YVF5909<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     14168 | NS      | $822368.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group S.A.                            | INTERNATIONAL CONSOLIDATED AIR COMMON STOCK EUR.1        | CUSIP: B5282K903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    136434 | NS      | $757537.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Finance Ltd                                                       | PHOENIX FINANCIAL LTD COMMON STOCK ILS1.0                | CUSIP: 646059907<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     26410 | NS      | $1092292.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextNav Inc.                                                              | NEXTNAV INC COMMON STOCK USD.0001                        | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9296 | NS      | $154685.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd.                                                          | SANDS CHINA LTD COMMON STOCK USD.01                      | CUSIP: B5B23W909<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |    280304 | NS      | $707045.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                  | SAGAX AB COMMON STOCK SEK1.75                            | CUSIP: B9M3PK909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     25374 | NS      | $542697.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                          | BOC HONG KONG HOLDINGS LTD COMMON STOCK                  | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    427209 | NS      | $2168080.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nicolet Bankshares Inc.                                                   | NICOLET BANKSHARES INC COMMON STOCK USD.01               | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1289 | NS      | $156355.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                                        | BANNER CORP COMMON STOCK USD.01                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3236 | NS      | $202767.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                                             | BANKWELL FINANCIAL GROUP INC COMMON STOCK                | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       703 | NS      | $32211.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                | VONOVIA SE COMMON STOCK                                  | CUSIP: BBJPFY900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     87355 | NS      | $2514021.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01        | CUSIP: BD0Q39902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    103549 | NS      | $4246221.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                 | NIKE INC COMMON STOCK                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     72455 | NS      | $4616108.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corporation                                            | JX ADVANCED METALS CORP COMMON STOCK                     | CUSIP: 654377902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64313 | NS      | $803981.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bar Harbor Bankshares                                                     | BAR HARBOR BANKSHARES COMMON STOCK USD2.0                | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $54461.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                              | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568       | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     37190 | NS      | $1062270.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA POSEIDA THERAPE COMMON STOCK                                       | CONTRA POSEIDA THERAPE COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9992 | NS      | $4996.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Select Water Solutions Inc.                                               | SELECT WATER SOLUTIONS INC COMMON STOCK USD.01           | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      9218 | NS      | $96973.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                                                 | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0            | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    110153 | NS      | $2106709.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                               | PEARSON PLC COMMON STOCK GBP.25                          | CUSIP: 067760009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     66553 | NS      | $940994.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBB Bancorp                                                               | RBB BANCORP COMMON STOCK                                 | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $36388.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                                       | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001        | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10579 | NS      | $157098.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc.                                               | CARTESIAN THERAPEUTICS INC COMMON STOCK                  | CUSIP: 816212112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19937 | NS      | $51437.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RCI Hospitality Holdings Inc.                                             | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       889 | NS      | $21193.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                                         | RADIAN GROUP INC COMMON STOCK USD.001                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     13072 | NS      | $470461.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                                            | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0        | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14804 | NS      | $1238650.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                                          | SELECTQUOTE INC COMMON STOCK USD.01                      | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14613 | NS      | $20604.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc.                                           | SELLAS LIFE SCIENCES GROUP INC COMMON STOCK USD.0001     | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |     12255 | NS      | $46201.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GeneDx Holdings Corp.                                                     | GENEDX HOLDINGS CORP COMMON STOCK USD.0001               | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $240871.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                                                    | RADIANT LOGISTICS INC COMMON STOCK USD.001               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      4322 | NS      | $27358.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group S.A.                                                     | AMADEUS IT GROUP SA COMMON STOCK EUR.01                  | CUSIP: B3MSM2900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     52009 | NS      | $3849238.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Semler Scientific Inc.                                                    | SEMLER SCIENTIFIC INC COMMON STOCK USD.001               | CUSIP: 81684M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $21314.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                               | PANDORA A/S COMMON STOCK DKK.01                          | CUSIP: B44XTX902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      9120 | NS      | $1008543.92   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chemours Company                                                      | CHEMOURS CO/THE COMMON STOCK USD.01                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     14757 | NS      | $173985.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                                             | CHEMUNG FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $26002.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                                                 | EXPAND ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     14510 | NS      | $1601323.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                                          | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867          | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2293 | NS      | $286074.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115307 | NS      | $17573939.87  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                                                | CHEWY INC COMMON STOCK USD.01                            | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33195 | NS      | $1097094.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc.                                 | CHICAGO ATLANTIC REAL ESTATE F REIT USD.01               | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1856 | NS      | $22754.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                                            | CHIMERA INVESTMENT CORP REIT USD.01                      | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      7769 | NS      | $96568.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                                               | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80556 | NS      | $2980572.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                                          | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01       | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3048 | NS      | $290352.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA CHINOOK THERAPE COMMON STOCK                                       | CONTRA CHINOOK THERAPE COMMON STOCK                      | CUSIP: 169CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9357 | NS      | $13110.09     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Contango ORE Inc.                                                         | CONTANGO ORE INC COMMON STOCK USD.001                    | CUSIP: 21077F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $29077.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                                                 | COOPER COS INC/THE COMMON STOCK USD.1                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     12112 | NS      | $992699.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                                             | COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      1626 | NS      | $53381.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                                               | COPART INC COMMON STOCK                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     54246 | NS      | $2123730.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc.                                                    | CORE LABORATORIES INC COMMON STOCK USD.01                | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4611 | NS      | $73914.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc.                                                            | CORECIVIC INC COMMON STOCK USD.01                        | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10293 | NS      | $196699.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                                                 | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39431 | NS      | $1189633.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc.                                                      | CORE SCIENTIFIC INC COMMON STOCK USD.00001               | CUSIP: 21874A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28284 | NS      | $411815.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                                                        | CORE and MAIN INC COMMON STOCK USD.01                    | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28125 | NS      | $1461656.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                                               | CORE NATURAL RESOURCES INC COMMON STOCK USD.01           | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4967 | NS      | $439629.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc.                                                             | CORMEDIX INC COMMON STOCK USD.001                        | CUSIP: 21900C308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7293 | NS      | $84817.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaltura Inc.                                                              | KALTURA INC COMMON STOCK USD.0001                        | CUSIP: 483467106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9898 | NS      | $16232.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corporation                                                       | KEYENCE CORP COMMON STOCK                                | CUSIP: 649099009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22462 | NS      | $8125060.46   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank N.A                                                         | FLAGSTAR BANK NA COMMON STOCK USD.01                     | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73699 | NS      | $927870.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                                         | ADAMAS TRUST INC REIT USD.02                             | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      8184 | NS      | $59743.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                 | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    109784 | NS      | $3483714.61   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corporation                                                  | KONAMI GROUP CORP COMMON STOCK                           | CUSIP: 649668001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11597 | NS      | $1574955.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     19433 | NS      | $1569214.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                                              | ONE GAS INC COMMON STOCK                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     14592 | NS      | $1127232.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Oncology Institute Inc.                                               | ONCOLOGY INSTITUTE INC/THE COMMON STOCK USD.0001         | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6990 | NS      | $24884.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                                               | ONE LIBERTY PROPERTIES INC REIT USD1.0                   | CUSIP: 682406103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $45003.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM Inc.                                                    | 1-800-FLOWERS.COM INC COMMON STOCK USD.01                | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $11397.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     38335 | NS      | $2817622.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc.                                                                 | OOMA INC COMMON STOCK                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2716 | NS      | $31858.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                                                  | OPEN LENDING CORP COMMON STOCK                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10892 | NS      | $16882.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc.                                                          | OPKO HEALTH INC COMMON STOCK USD.01                      | CUSIP: 68375N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40981 | NS      | $51636.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.0                             | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    938966 | NS      | $9762741.95   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                     | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    236135 | NS      | $4476203.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIC Solutions Inc.                                                        | TIC SOLUTIONS INC COMMON STOCK                           | CUSIP: 00510N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19586 | NS      | $198014.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                         | ASHTEAD GROUP PLC COMMON STOCK GBP.1                     | CUSIP: 005367008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     48669 | NS      | $3318214.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alerus Financial Corporation                                              | ALERUS FINANCIAL CORP COMMON STOCK USD1.0                | CUSIP: 01446U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2297 | NS      | $51728.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    252377 | NS      | $14307422.83  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| American Public Education Inc.                                            | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01        | CUSIP: 02913V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1674 | NS      | $63277.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                                             | AMERICAN STATES WATER CO COMMON STOCK                    | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3758 | NS      | $272379.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation                                       | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01         | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      4273 | NS      | $122976.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                | AMERICAN TOWER CORP REIT USD.01                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     28521 | NS      | $5007431.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                                             | AMERICAN VANGUARD CORP COMMON STOCK USD.1                | CUSIP: 030371108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2982 | NS      | $11391.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                                         | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     11888 | NS      | $1551384.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                                             | AMERICAN WOODMARK CORP COMMON STOCK                      | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1380 | NS      | $74382.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                                                   | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01            | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $19500.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                                            | AMERISAFE INC COMMON STOCK USD.01                        | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $70674.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc.                                                              | CENCORA INC COMMON STOCK USD.01                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     11812 | NS      | $3989503.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                                                 | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5660 | NS      | $2775324.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                            | AMERIS BANCORP COMMON STOCK USD1.0                       | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      6320 | NS      | $469386.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                                                 | AMES NATIONAL CORP COMMON STOCK USD2.0                   | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $22041.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                                               | AMETEK INC COMMON STOCK USD.01                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     14024 | NS      | $2879267.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     32805 | NS      | $10737404.55  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc.                                                           | NB BANCORP INC COMMON STOCK USD.01                       | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3985 | NS      | $78990.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                                  | AMICUS THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     29006 | NS      | $413045.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                                            | AMPLITUDE INC COMMON STOCK USD.00001                     | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9172 | NS      | $106211.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc.                                                 | AMPRIUS TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10761 | NS      | $84904.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc.                                               | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8690 | NS      | $104975.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     29971 | NS      | $8128135.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                                           | ANAPTYSBIO INC COMMON STOCK USD.001                      | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1804 | NS      | $87457.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                                                | ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001           | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      8369 | NS      | $29793.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Andersons Inc.                                                        | ANDERSONS INC/THE COMMON STOCK                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3198 | NS      | $170037.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT Inc.                                              | ANGEL OAK MORTGAGE REIT INC REIT USD.01                  | CUSIP: 03464Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1507 | NS      | $12975.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                                        | ANGIODYNAMICS INC COMMON STOCK USD.01                    | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      3919 | NS      | $50319.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                                   | ANIKA THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1814 | NS      | $17432.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    100741 | NS      | $2252568.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc.                                                              | ANNEXON INC COMMON STOCK                                 | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9868 | NS      | $49537.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                                              | ANTERO RESOURCES CORP COMMON STOCK USD.01                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     43225 | NS      | $1489533.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                                      | ELEVANCE HEALTH INC COMMON STOCK USD.01                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     13539 | NS      | $4746096.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                                              | ANTERO MIDSTREAM CORP COMMON STOCK                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49172 | NS      | $874769.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                 | NIPPON BUILDING FUND INC REIT                            | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       899 | NS      | $819377.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Inc.                                                               | NELNET INC COMMON STOCK USD.01                           | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      1091 | NS      | $145059.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                                              | ANTERIX INC COMMON STOCK USD.0001                        | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      1147 | NS      | $25039.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                                           | APA CORP COMMON STOCK USD.625                            | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21607 | NS      | $528507.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Company                               | APARTMENT INVESTMENT AND MANAG REIT USD.01               | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13099 | NS      | $77808.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                                   | APOGEE ENTERPRISES INC COMMON STOCK USD.333              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2094 | NS      | $76242.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                                        | APPIAN CORP A COMMON STOCK USD.0001                      | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3853 | NS      | $136473.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    900207 | NS      | $244730275.02 | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                                             | APPFOLIO INC COMMON STOCK USD.0001                       | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3403 | NS      | $791707.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                                               | APPLE HOSPITALITY REIT INC REIT                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     21203 | NS      | $251255.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corporation                                               | APPLIED DIGITAL CORP COMMON STOCK USD.001                | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23156 | NS      | $567785.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG COMMON STOCK                         | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     35544 | NS      | $4262059.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                      | LXP INDUSTRIAL TRUST REIT USD.0001                       | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      5591 | NS      | $277201.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK              | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     15083 | NS      | $9925916.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Energy Inc.                                                       | LIBERTY ENERGY INC COMMON STOCK                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15372 | NS      | $283767.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                                             | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14668 | NS      | $389875.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc.                                                        | LIFEWAY FOODS INC COMMON STOCK                           | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $12720.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                                       | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1882 | NS      | $355829.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                                     | ELI LILLY and CO COMMON STOCK                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     48380 | NS      | $51993018.40  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                                                     | LIMBACH HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1046 | NS      | $81431.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                                         | LIMONEIRA CO COMMON STOCK USD.01                         | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      1909 | NS      | $24101.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                            | RHEINMETALL AG COMMON STOCK                              | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5311 | NS      | $9689355.66   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Educational Services Corporation                                  | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK              | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2891 | NS      | $69817.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                            | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      8116 | NS      | $1944918.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc.                                        | LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001      | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      3698 | NS      | $53325.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                                       | LINDSAY CORP COMMON STOCK USD1.0                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1060 | NS      | $124942.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc.                                                          | LINKBANCORP INC COMMON STOCK USD.01                      | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2292 | NS      | $18931.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | LIONSGATE STUDIOS CORP COMMON STOCK                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20119 | NS      | $183686.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                                             | AUTOZONE INC COMMON STOCK USD.01                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1013 | NS      | $3435589.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                                                | AVNET INC COMMON STOCK USD1.0                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     11995 | NS      | $576719.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC HOLDINGS PLC COMMON STOCK USD.5                     | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   1987374 | NS      | $31273183.02  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc.                                                 | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3018 | NS      | $242466.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                                               | AXOGEN INC COMMON STOCK USD.01                           | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4337 | NS      | $141950.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                                               | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01           | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1916 | NS      | $59721.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finward Bancorp                                                           | FINWARD BANCORP COMMON STOCK                             | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       377 | NS      | $13266.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc.                                                    | FIREFLY AEROSPACE INC COMMON STOCK USD.0001              | CUSIP: 31816X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $47469.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Advantage Corporation                                               | FIRST ADVANTAGE CORP COMMON STOCK USD.001                | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7948 | NS      | $115484.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                                      | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     15029 | NS      | $923381.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp Inc.                                                    | FIRST BANCORP INC/THE COMMON STOCK USD.01                | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $35852.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                                            | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1             | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     15518 | NS      | $321688.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                             | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3924 | NS      | $199299.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                                    | HYLIION HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12776 | NS      | $23507.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group Public Limited Company                                     | KINGSPAN GROUP PLC COMMON STOCK EUR.13                   | CUSIP: 449123900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     17737 | NS      | $1528378.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyster-Yale Inc.                                                          | HYSTER-YALE INC COMMON STOCK USD.01                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1212 | NS      | $36008.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                                    | ICF INTERNATIONAL INC COMMON STOCK USD.001               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1802 | NS      | $153710.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                                          | ICU MEDICAL INC COMMON STOCK USD.1                       | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2362 | NS      | $336986.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                                         | IES HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       883 | NS      | $343504.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                                                   | CRESCENT ENERGY CO COMMON STOCK USD.0001                 | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22998 | NS      | $192953.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC GROUP NV COMMON STOCK                                | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     26512 | NS      | $3452815.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corporation                                                 | IPG PHOTONICS CORP COMMON STOCK USD.0001                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      3728 | NS      | $266924.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                                                 | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      3106 | NS      | $551128.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                                                  | ITT INC COMMON STOCK USD1.0                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     12524 | NS      | $2173039.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc.                                                               | IBOTTA INC COMMON STOCK USD.00001                        | CUSIP: 451051106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1398 | NS      | $31776.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                                              | IDACORP INC COMMON STOCK                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      7971 | NS      | $1008809.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                         | HANNOVER RUECK SE COMMON STOCK                           | CUSIP: 451180905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6961 | NS      | $2166131.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEAYA Biosciences Inc.                                                   | IDEAYA BIOSCIENCES INC COMMON STOCK                      | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7871 | NS      | $272100.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                                          | IDEX CORP COMMON STOCK USD.01                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4560 | NS      | $811406.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                       | NEWMONT CORP COMMON STOCK USD1.6                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     66482 | NS      | $6638227.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                                                    | NPK INTERNATIONAL INC COMMON STOCK                       | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      8143 | NS      | $97064.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                          | NEWS CORP COMMON STOCK USD.01                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     22815 | NS      | $595927.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                                       | ICHOR HOLDINGS LTD COMMON STOCK USD.0001                 | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3378 | NS      | $62256.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                                              | INDIVIOR PLC COMMON STOCK USD.5                          | CUSIP: G4766E116<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11806 | NS      | $423599.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company                          | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001       | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10580 | NS      | $827990.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                                        | NEOGEN CORP COMMON STOCK USD.16                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     21499 | NS      | $150278.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                                          | NEOGENOMICS INC COMMON STOCK USD.001                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12624 | NS      | $148458.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                                                 | CYTOKINETICS INC COMMON STOCK USD.001                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     29140 | NS      | $1851555.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                              | INVESCO LTD COMMON STOCK USD.2                           | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     27117 | NS      | $712363.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company                               | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001           | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8962 | NS      | $1523540.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Medical Technologies Ltd                                           | KESTRA MEDICAL TECHNOLOGIES LT COMMON STOCK USD100.0     | CUSIP: G52441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $51979.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                                              | LINDE PLC COMMON STOCK                                   | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28447 | NS      | $12129516.33  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                              | LIVANOVA PLC COMMON STOCK GBP1.0                         | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13384 | NS      | $823517.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Limited                                                   | LIFEZONE METALS LTD COMMON STOCK                         | CUSIP: G5568L109<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |      2798 | NS      | $11947.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DMC Global Inc.                                                           | DMC GLOBAL INC COMMON STOCK                              | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      2152 | NS      | $14396.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                                          | DR HORTON INC COMMON STOCK USD.01                        | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16684 | NS      | $2402996.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                                           | NERDWALLET INC COMMON STOCK USD.0001                     | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4222 | NS      | $57208.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                                         | SandP GLOBAL INC COMMON STOCK USD1.0                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     18886 | NS      | $9869634.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                                     | MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001             | CUSIP: G59665102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4639 | NS      | $36880.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group plc                                                           | MAREX GROUP PLC COMMON STOCK                             | CUSIP: G5S37H101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5344 | NS      | $204995.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                                               | VENTAS INC REIT USD.25                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     28617 | NS      | $2214383.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc.                                                             | VERASTEM INC COMMON STOCK USD.0001                       | CUSIP: 92337C203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5237 | NS      | $40429.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                                             | VERACYTE INC COMMON STOCK USD.001                        | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7644 | NS      | $321812.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc.                                                    | VERA THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5421 | NS      | $274519.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                              | VERALTO CORP COMMON STOCK USD.01                         | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15127 | NS      | $1509372.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                                             | VERISIGN INC COMMON STOCK USD.001                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5083 | NS      | $1234914.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    256873 | NS      | $10462437.29  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                                     | VERISK ANALYTICS INC COMMON STOCK USD.001                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      8491 | NS      | $1899351.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                                       | VERICEL CORP COMMON STOCK                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      4940 | NS      | $177889.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                                                | VERRA MOBILITY CORP COMMON STOCK USD.0001                | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15604 | NS      | $349685.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                       | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     15457 | NS      | $7007585.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                                               | VERTEX INC COMMON STOCK USD.001                          | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6912 | NS      | $138032.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                            | SBA COMMUNICATIONS CORP REIT USD.01                      | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6491 | NS      | $1255554.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                                                   | SEI INVESTMENTS CO COMMON STOCK USD.01                   | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     13724 | NS      | $1125642.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                                                     | AMKOR TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16771 | NS      | $662119.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc.                                               | AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14775 | NS      | $186165.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                      | AMPHENOL CORP COMMON STOCK USD.001                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     74572 | NS      | $10077660.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                                            | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3553 | NS      | $95149.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.                                | APOLLO COMMERCIAL REAL ESTATE REIT USD.01                | CUSIP: 03762U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13315 | NS      | $128889.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc.                                                       | ASTRANA HEALTH INC COMMON STOCK USD.001                  | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4046 | NS      | $100381.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                                             | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001       | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28289 | NS      | $4095115.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc.                                                  | APOGEE THERAPEUTICS INC COMMON STOCK USD.00001           | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $283351.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                                               | VIASAT INC COMMON STOCK USD.0001                         | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     12035 | NS      | $414726.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                                                      | VIAVI SOLUTIONS INC COMMON STOCK USD.001                 | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21508 | NS      | $383272.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                              | VIATRIS INC COMMON STOCK                                 | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70167 | NS      | $873579.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc.                                                   | VIA TRANSPORTATION INC COMMON STOCK USD.00001            | CUSIP: 92556W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $31330.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BKW AG                                                                    | BKW AG COMMON STOCK CHF2.5                               | CUSIP: ACI00WIH8<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      2438 | NS      | $517125.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                               | UNIPOL ASSICURAZIONI SPA COMMON STOCK                    | CUSIP: ACI01TKW8<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     41415 | NS      | $993613.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING NV COMMON STOCK EUR.09                      | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     44810 | NS      | $48283678.26  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | COLOPLAST A/S COMMON STOCK DKK1.0                        | CUSIP: ACI04G724<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     14560 | NS      | $1248304.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                        | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     29590 | NS      | $461783.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                            | COMMERZBANK AG COMMON STOCK                              | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     84608 | NS      | $3570848.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage and Food Limited                                         | SUNTORY BEVERAGE and FOOD LTD COMMON STOCK               | CUSIP: ACI0690K5<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     16053 | NS      | $482770.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0          | CUSIP: ACI06R7K8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     62062 | NS      | $13383727.03  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                            | MONCLER SPA COMMON STOCK                                 | CUSIP: ACI07BQ96<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     26967 | NS      | $1723735.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | VODAFONE GROUP PLC COMMON STOCK USD.2095238              | CUSIP: ACI07KLY6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2210966 | NS      | $2947236.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD N.V.                                                                 | IMCD NV COMMON STOCK EUR.16                              | CUSIP: ACI08PVG2<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6824 | NS      | $619362.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03        | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    125932 | NS      | $8307061.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O America                                                               | H2O AMERICA COMMON STOCK                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3253 | NS      | $159364.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                                               | SEZZLE INC COMMON STOCK                                  | CUSIP: 78435P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1587 | NS      | $100734.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS GROUP AG COMMON STOCK USD.1                          | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    366486 | NS      | $16922333.05  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                             | ASSA ABLOY AB COMMON STOCK SEK1.0                        | CUSIP: ACI0CQYQ0<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    115712 | NS      | $4470051.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A.                                   | INFRASTRUTTURE WIRELESS ITALIA COMMON STOCK              | CUSIP: ACI0CV4K5<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     32275 | NS      | $298679.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                        | POSTE ITALIANE SPA COMMON STOCK EUR1.0                   | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     52775 | NS      | $1324857.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N V                                                               | FERRARI NV COMMON STOCK EUR.01                           | CUSIP: ACI0JKHV4<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |     14552 | NS      | $5407728.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum Spa                                                      | BANCA MEDIOLANUM SPA COMMON STOCK                        | CUSIP: ACI0JRQR8<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     25815 | NS      | $586168.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                                              | YOKOHAMA FINANCIAL GROUP INC COMMON STOCK                | CUSIP: ACI0L13V8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    118928 | NS      | $983179.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                      | ENDEAVOUR MINING PLC COMMON STOCK USD.01                 | CUSIP: BL6K5J907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22298 | NS      | $1165014.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp.                                                     | SL GREEN REALTY CORP REIT USD.01                         | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6987 | NS      | $320493.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                                           | SLM CORP COMMON STOCK USD.2                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29946 | NS      | $810338.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                                  | LIFCO AB COMMON STOCK SEK.04                             | CUSIP: BL6K7K902<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     26911 | NS      | $1019892.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.16                       | CUSIP: BLDBN4902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    310097 | NS      | $5520522.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                      | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    180197 | NS      | $2880756.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                 | TESCO PLC COMMON STOCK GBP.0633333                       | CUSIP: BLGZ98903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    750426 | NS      | $4462655.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                          | WH GROUP LTD COMMON STOCK USD.0001                       | CUSIP: BLLHKZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    962780 | NS      | $1072550.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO COMMON STOCK USD.01                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     11154 | NS      | $208579.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc.                                                         | SPS COMMERCE INC COMMON STOCK USD.001                    | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3734 | NS      | $332811.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co. Ltd.                                                      | SG HOLDINGS CO LTD COMMON STOCK                          | CUSIP: BFFY88901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33269 | NS      | $304333.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | NORDEA BANK ABP COMMON STOCK EUR1.0                      | CUSIP: BFM0SV904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    358522 | NS      | $6745321.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                     | LOWE'S COS INC COMMON STOCK USD.5                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     34167 | NS      | $8239713.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG PREFERENCE                                 | CUSIP: 549716900<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     23806 | NS      | $2905252.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                | FDJ UNITED COMMON STOCK                                  | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     12833 | NS      | $355227.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1            | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     81118 | NS      | $803055.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                               | DR ING HC F PORSCHE AG PREFERENCE                        | CUSIP: BJN59B909<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     13146 | NS      | $700186.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | EVOLUTION AB COMMON STOCK SEK.003                        | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     15343 | NS      | $1041812.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                 | ARGENX SE COMMON STOCK                                   | CUSIP: BK1TV4909<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       266 | NS      | $224382.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Corp.                                             | ACRES COMMERCIAL REALTY CORP REIT USD.001                | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               | CORP              | US        |       712 | NS      | $15194.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc.                                             | GBANK FINANCIAL HOLDINGS INC COMMON STOCK                | CUSIP: 36166F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $30873.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                  | G-III APPAREL GROUP LTD COMMON STOCK USD.01              | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3563 | NS      | $103184.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                                        | GXO LOGISTICS INC COMMON STOCK USD.01                    | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16886 | NS      | $888879.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.                                         | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     16969 | NS      | $208718.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                                              | HAWKINS INC COMMON STOCK USD.01                          | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1908 | NS      | $271050.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawthorn Bancshares Inc.                                                  | HAWTHORN BANCSHARES INC COMMON STOCK USD1.0              | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $21555.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated                                      | HEALTHCARE REALTY TRUST INC REIT USD.01                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     51862 | NS      | $879060.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                                                    | HEARTLAND EXPRESS INC COMMON STOCK USD.01                | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4606 | NS      | $41592.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartflow Inc.                                                            | HEARTFLOW INC COMMON STOCK USD.001                       | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1963 | NS      | $57221.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lotus Bakeries NV                                                         | LOTUS BAKERIES NV COMMON STOCK                           | CUSIP: 422499004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |        47 | NS      | $432617.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                    | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42336 | NS      | $680762.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                                      | HECLA MINING CO COMMON STOCK USD.25                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    160707 | NS      | $3083967.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                                                  | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $173254.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                                         | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     13533 | NS      | $84851.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                                                  | HELMERICH and PAYNE INC COMMON STOCK USD.1               | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9399 | NS      | $269563.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0            | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       456 | NS      | $1046314.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry and Associates Inc.                                            | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01        | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4410 | NS      | $804736.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corporation                                                        | SUBARU CORP COMMON STOCK                                 | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     67703 | NS      | $1457728.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                      | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129242 | NS      | $2742309.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                             | FUJIKURA LTD COMMON STOCK                                | CUSIP: 635670003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29033 | NS      | $3219626.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sky Harbour Group Corporation                                             | SKY HARBOUR GROUP CORP COMMON STOCK USD.0001             | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2337 | NS      | $20962.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                                              | SKYWEST INC COMMON STOCK                                 | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3922 | NS      | $393808.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                                                   | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      9057 | NS      | $574304.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                                           | WP CAREY INC REIT USD.001                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     32322 | NS      | $2080243.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                                     | WEC ENERGY GROUP INC COMMON STOCK USD.01                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     19817 | NS      | $2089900.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                                               | WABASH NATIONAL CORP COMMON STOCK USD.01                 | CUSIP: 929566107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3872 | NS      | $33492.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                           | WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     10415 | NS      | $2223081.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                              | WALMART INC COMMON STOCK USD.1                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    267147 | NS      | $29762847.27  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                                      | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      5563 | NS      | $1428411.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                    | APPLIED MATERIALS INC COMMON STOCK USD.01                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     48533 | NS      | $12472495.67  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker and Dunlop Inc.                                                    | WALKER and DUNLOP INC COMMON STOCK                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3226 | NS      | $194043.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc.                                                         | WARBY PARKER INC COMMON STOCK USD.0001                   | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9608 | NS      | $209358.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                                               | WARNER BROS DISCOVERY INC COMMON STOCK                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    150964 | NS      | $4350782.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                                             | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625       | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1748 | NS      | $51653.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                                     | WASTE MANAGEMENT INC COMMON STOCK USD.01                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     22580 | NS      | $4961051.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                        | WATERS CORP COMMON STOCK USD.01                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      3627 | NS      | $1377643.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc.                                                 | WATERSTONE FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 94188P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1721 | NS      | $28482.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                                               | WATSCO INC COMMON STOCK USD.5                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5151 | NS      | $1735629.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                                             | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1          | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      6696 | NS      | $1848229.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc.                                               | CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01           | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       375 | NS      | $38546.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0326                                                   | SandP500 EMINI FUT 0326                                  | CUSIP: ADI2TSML6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       408 | NC      | $-328474.33   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EAFE 0326                                                            | MSCI EAFE 0326                                           | CUSIP: ADI2VCBR7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       705 | NC      | $286684.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0326                                                     | E-MINI RUSS 2000 0326                                    | CUSIP: ADI30KJ10<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        80 | NC      | $-361743.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0326                                                  | SandP MID 400 EMINI 0326                                 | CUSIP: ADI30KP62<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        46 | NC      | $-243103.12   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                 | NESTE OYJ COMMON STOCK                                   | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     48842 | NS      | $1104957.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie                                                                     | ENGIE SA COMMON STOCK EUR1.0                             | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    210859 | NS      | $5539126.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                     | HEINEKEN HOLDING NV COMMON STOCK EUR1.6                  | CUSIP: B0CCH4904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     14963 | NS      | $1095692.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom                                                                    | ALSTOM SA COMMON STOCK EUR7.0                            | CUSIP: B0DJ8Q909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     40005 | NS      | $1180223.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                           | LEONARDO FINMECCANICA S.P.A. COMMON STOCK                | CUSIP: B0DJNG904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     46722 | NS      | $2672523.34   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                               | OVERSEA-CHINESE BANKING CORP L COMMON STOCK              | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    390931 | NS      | $6005960.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven and I Holdings Co. Ltd.                                             | SEVEN and I HOLDINGS CO LTD COMMON STOCK                 | CUSIP: B0FS5D909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    240550 | NS      | $3455983.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company Limited                                            | DAIICHI SANKYO CO LTD COMMON STOCK                       | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    207762 | NS      | $4411729.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                | BANDAI NAMCO HOLDINGS INC COMMON STOCK                   | CUSIP: B0JDQD905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67536 | NS      | $1797543.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                     | MITSUBISHI CHEMICAL GROUP CORP COMMON STOCK              | CUSIP: B0JQTJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    147813 | NS      | $865242.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                              | HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1             | CUSIP: B0LCW0905<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     19212 | NS      | $400511.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                              | INDUTRADE AB COMMON STOCK SEK1.0                         | CUSIP: B0LDBX904<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     31545 | NS      | $817671.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc.                                              | APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001         | CUSIP: 03823U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5882 | NS      | $205046.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                                      | APPLOVIN CORP COMMON STOCK USD.00003                     | CUSIP: 03831W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16491 | NS      | $11111965.62  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                                           | APTARGROUP INC COMMON STOCK USD.01                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      9678 | NS      | $1180328.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                                     | ASTRONICS CORP COMMON STOCK USD.01                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2986 | NS      | $161960.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                                           | PERSONALIS INC COMMON STOCK                              | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $39210.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                         | SONOVA HOLDING AG COMMON STOCK CHF.05                    | CUSIP: 715603908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5851 | NS      | $1513458.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc.                                    | PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001    | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8013 | NS      | $22516.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    346388 | NS      | $8625061.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc.                                              | PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3891 | NS      | $64551.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                                          | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1963 | NS      | $73337.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     94834 | NS      | $15211373.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison and Company Inc.                                          | PHILLIPS EDISON and CO INC REIT USD.01                   | CUSIP: 71844V201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12321 | NS      | $438257.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group AG                                                       | SWATCH GROUP AG/THE COMMON STOCK CHF2.25                 | CUSIP: 718472905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3341 | NS      | $702464.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                               | PHINIA INC COMMON STOCK USD.01                           | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3692 | NS      | $231451.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc.                                           | PHOENIX EDUCATION PARTNERS INC COMMON STOCK USD.01       | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $16422.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                                           | PHOTRONICS INC COMMON STOCK USD.01                       | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5575 | NS      | $178400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                                             | PHREESIA INC COMMON STOCK USD.01                         | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5668 | NS      | $95902.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc.                                                | PIEDMONT REALTY TRUST INC REIT USD.01                    | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12191 | NS      | $101672.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica                                                          | ESSILORLUXOTTICA SA COMMON STOCK EUR.18                  | CUSIP: 721247906<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     34755 | NS      | $10989454.75  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                               | PILGRIM'S PRIDE CORP COMMON STOCK USD.01                 | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      6307 | NS      | $245909.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                                          | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0       | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     11345 | NS      | $1082426.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                                         | PINNACLE WEST CAPITAL CORP COMMON STOCK                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      7291 | NS      | $646711.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proficient Auto Logistics Inc.                                            | PROFICIENT AUTO LOGISTICS INC COMMON STOCK USD.01        | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2491 | NS      | $24013.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp.                                                     | PROFRAC HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3044 | NS      | $11841.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                                                        | PROG HOLDINGS INC COMMON STOCK USD.5                     | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3834 | NS      | $113064.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                                             | PROGRESS SOFTWARE CORP COMMON STOCK USD.01               | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      4164 | NS      | $178885.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                            | CIE GENERALE DES ETABLISSEMENT COMMON STOCK EUR.5        | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     77403 | NS      | $2565613.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                       | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    352928 | NS      | $3245144.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                | SYENSQO SA COMMON STOCK                                  | CUSIP: BPSLYH904<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      8398 | NS      | $672664.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                                   | SAAB AB COMMON STOCK                                     | CUSIP: BPXZH2909<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     36979 | NS      | $2145529.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | RECRUIT HOLDINGS CO LTD COMMON STOCK                     | CUSIP: BQRRZ0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    162494 | NS      | $9130790.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metro Co. Ltd.                                                      | TOKYO METRO CO LTD COMMON STOCK                          | CUSIP: BQTY1X904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33537 | NS      | $340943.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Zalando SE                                                                | ZALANDO SE COMMON STOCK                                  | CUSIP: BQV0SV900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     25923 | NS      | $764911.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Limited                                                               | SGH LTD COMMON STOCK                                     | CUSIP: BR858V905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23493 | NS      | $725089.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwool A/S                                                              | ROCKWOOL A/S COMMON STOCK DKK1.0                         | CUSIP: BRJCHK902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     11163 | NS      | $392199.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                  | MEDIBANK PVT LTD COMMON STOCK                            | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    317930 | NS      | $1014629.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                                                  | CVC CAPITAL PARTNERS PLC COMMON STOCK                    | CUSIP: BRX980907<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     24542 | NS      | $411017.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                     | BRUNSWICK CORP/DE COMMON STOCK USD.75                    | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      9592 | NS      | $712110.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle Inc.                                                           | BUCKLE INC/THE COMMON STOCK USD.01                       | CUSIP: 118440106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $164266.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                                                | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01            | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1220 | NS      | $74749.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6737 | NS      | $693169.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                                                    | CARTER BANKSHARES INC COMMON STOCK USD1.0                | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2336 | NS      | $45925.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                                             | CARTER'S INC COMMON STOCK USD.01                         | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3479 | NS      | $112823.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc.                                                    | SILA REALTY TRUST INC REIT USD.01                        | CUSIP: 146280508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5411 | NS      | $126130.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                                               | CARVANA CO COMMON STOCK USD.001                          | CUSIP: 146869102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8616 | NS      | $3636124.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                                 | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1              | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       875 | NS      | $33906.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc.                                                             | CERIBELL INC COMMON STOCK USD.001                        | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2722 | NS      | $59693.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG Oncology Inc.                                                          | CG ONCOLOGY INC COMMON STOCK                             | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5460 | NS      | $226699.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                                         | CERUS CORP COMMON STOCK USD.001                          | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19190 | NS      | $39531.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                     | CHATHAM LODGING TRUST REIT USD.01                        | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4686 | NS      | $31911.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                                       | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01           | CUSIP: 163072101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4464 | NS      | $225342.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Chefs' Warehouse Inc.                                                 | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01             | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      3561 | NS      | $221957.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                                        | CHEMED CORP COMMON STOCK USD1.0                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2089 | NS      | $893799.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                   | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240077 | NS      | $18493131.31  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                        | CINTAS CORP COMMON STOCK                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20810 | NS      | $3913736.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens and Northern Corporation                                         | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0           | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1898 | NS      | $38282.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                            | CITIGROUP INC COMMON STOCK USD.01                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    109008 | NS      | $12720143.52  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                                             | REGIONS FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     53418 | NS      | $1447627.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated                                 | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01       | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      9692 | NS      | $1971934.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                                          | CITI TRENDS INC COMMON STOCK USD.01                      | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $20613.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                             | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01         | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26166 | NS      | $1528356.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc.                                          | CITIZENS FINANCIAL SERVICES IN COMMON STOCK USD1.0       | CUSIP: 174615104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $26229.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc.                                                             | CITIZENS INC/TX COMMON STOCK                             | CUSIP: 174740100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4697 | NS      | $22686.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Community Bancorp Inc                                            | CITIZENS COMMUNITY BANCORP INC COMMON STOCK USD.01       | CUSIP: 174903104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $17980.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                                                      | CITY HOLDING CO COMMON STOCK USD2.5                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1341 | NS      | $159847.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc.                                                     | CITY OFFICE REIT INC REIT USD.01                         | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      3959 | NS      | $27673.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                                                | RIBBON COMMUNICATIONS INC COMMON STOCK USD.001           | CUSIP: 762544104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9810 | NS      | $28252.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                                        | TELECOM ITALIA SPA/MILANO COMMON STOCK                   | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1327298 | NS      | $797378.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                     | EMS-CHEMIE HOLDING AG COMMON STOCK CHF.01                | CUSIP: 763561909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       810 | NS      | $558763.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Richmond Mutual Bancorporation Inc.                                       | RICHMOND MUTUAL BANCORP INC COMMON STOCK USD.01          | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $13141.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc.                                                    | RICHTECH ROBOTICS INC COMMON STOCK USD.00001             | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14938 | NS      | $48249.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                                                | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 766559702<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $72939.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc.                                                    | RIGETTI COMPUTING INC COMMON STOCK USD.0001              | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31112 | NS      | $689130.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc.                                            | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001       | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1552 | NS      | $40972.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc.                                                        | RIMINI STREET INC COMMON STOCK                           | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5027 | NS      | $19504.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                                                       | RIOT PLATFORMS INC COMMON STOCK                          | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33959 | NS      | $430260.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc.                                                    | ROBINHOOD MARKETS INC COMMON STOCK USD.0001              | CUSIP: 770700102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47906 | NS      | $5418168.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                                                   | RELAY THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13855 | NS      | $117213.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                                             | RELIANCE INC COMMON STOCK USD.001                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      7712 | NS      | $2227765.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                                                  | LULULEMON ATHLETICA INC COMMON STOCK USD.005             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      6574 | NS      | $1366142.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                      | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49       | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    665352 | NS      | $15607294.02  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                   | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     92908 | NS      | $721895.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                    | LUMENTUM HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     10457 | NS      | $3854345.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering                                                                    | KERING SA COMMON STOCK EUR4.0                            | CUSIP: 550507909<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      8594 | NS      | $3003067.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxfer Holdings PLC                                                       | LUXFER HOLDINGS PLC COMMON STOCK USD.5                   | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2838 | NS      | $38398.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Company Limited                                         | MITSUBISHI ESTATE CO LTD COMMON STOCK                    | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    122744 | NS      | $2982079.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                    | MITSUBISHI CORP COMMON STOCK                             | CUSIP: 659678007<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    372101 | NS      | $8510946.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                           | MITSUBISHI ELECTRIC CORP COMMON STOCK                    | CUSIP: 659704001<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    219566 | NS      | $6401851.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK              | CUSIP: 659706006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    370003 | NS      | $9032674.99   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui and Co. Ltd.                                                       | MITSUI and CO LTD COMMON STOCK                           | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    285140 | NS      | $8467895.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K.Lines Ltd.                                                   | MITSUI OSK LINES LTD COMMON STOCK                        | CUSIP: 659758007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39797 | NS      | $1196472.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | MITSUI FUDOSAN CO LTD COMMON STOCK                       | CUSIP: 659760003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    305134 | NS      | $3467625.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                 | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    192629 | NS      | $3981246.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                           | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                 | CUSIP: 662460005<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    353617 | NS      | $9942555.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Partners Inc.                                                     | SURGERY PARTNERS INC COMMON STOCK USD.01                 | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      7641 | NS      | $118053.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc.                                                       | REMITLY GLOBAL INC COMMON STOCK USD.0001                 | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16502 | NS      | $227727.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                                      | RENASANT CORP COMMON STOCK USD5.0                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      9085 | NS      | $319973.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                                      | REPLIGEN CORP COMMON STOCK USD.01                        | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      7804 | NS      | $1278763.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REGULUS THERAPE COMMON STOCK                                       | CONTRA REGULUS THERAPE COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9005 | NS      | $10445.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Asure Software Inc.                                                       | ASURE SOFTWARE INC COMMON STOCK USD.01                   | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2648 | NS      | $24944.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ategrity Specialty Holdings LLC                                           | ATEGRITY SPECIALTY HOLDINGS LL COMMON STOCK              | CUSIP: 04681Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $16219.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Company Limited                                     | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                | CUSIP: B0190C903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    169091 | NS      | $1945075.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                           | J SAINSBURY PLC COMMON STOCK GBP.285714                  | CUSIP: B019KW907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    198442 | NS      | $869417.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22       | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    162433 | NS      | $1728075.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA.                           | ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5        | CUSIP: B01FLQ905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     20386 | NS      | $2023622.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                   | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30057 | NS      | $1285774.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc.                                                                   | M3 INC COMMON STOCK                                      | CUSIP: B02K2M903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50961 | NS      | $685569.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                  | MOWI ASA COMMON STOCK NOK7.5                             | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     53730 | NS      | $1292470.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                            | SOFTBANK CORP COMMON STOCK                               | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   3315808 | NS      | $4552464.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MandG plc                                                                 | MandG PLC COMMON STOCK GBP.05                            | CUSIP: BKFB1C908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    263759 | NS      | $1015421.69   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                    | AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK              | CUSIP: BKX3XG902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    195682 | NS      | $937725.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                   | MERIDIAN ENERGY LTD COMMON STOCK                         | CUSIP: BWFD05904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    152291 | NS      | $491867.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                          | SPIRAX GROUP PLC COMMON STOCK GBP.269231                 | CUSIP: BWFGQN900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8498 | NS      | $776691.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                           | SOUTH32 LTD COMMON STOCK                                 | CUSIP: BWSW5D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    519459 | NS      | $1229614.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                      | CELLNEX TELECOM SA COMMON STOCK EUR.25                   | CUSIP: BX90C0905<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     57092 | NS      | $1838457.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha and Omega Semiconductor Limited                                     | ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK            | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      2405 | NS      | $47643.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                                    | NABORS INDUSTRIES LTD COMMON STOCK USD.001               | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1382 | NS      | $75042.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                                    | NABORS INDUSTRIES LTD WARRANTS CALL EXP 11JUN26          | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       480 | NS      | $85.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                                   | NATIONAL ENERGY SERVICES REUNI COMMON STOCK              | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5986 | NS      | $93740.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                                                        | JOBY AVIATION INC COMMON STOCK USD.0001                  | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47373 | NS      | $625323.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                                                     | NOBLE CORP PLC COMMON STOCK USD.00001                    | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12256 | NS      | $346109.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                                           | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01          | CUSIP: G65773106<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     19841 | NS      | $68253.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                       | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001      | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27736 | NS      | $619067.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc.                                                 | ATEA PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7763 | NS      | $27713.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                                               | ATKORE INC COMMON STOCK USD.01                           | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3281 | NS      | $207523.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NovoCure Limited                                                          | NOVOCURE LTD COMMON STOCK                                | CUSIP: G6674U108<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      9997 | NS      | $129261.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                                        | NVENT ELECTRIC PLC COMMON STOCK USD.01                   | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     23799 | NS      | $2426784.03   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagSeguro Digital Ltd.                                                    | PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025            | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     17352 | NS      | $167273.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Limited                                                | PATRIA INVESTMENTS LTD COMMON STOCK USD.0001             | CUSIP: G69451105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6510 | NS      | $103443.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                                           | PAYSAFE LTD COMMON STOCK USD.0001                        | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3352 | NS      | $27117.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company                               | PROTHENA CORP PLC COMMON STOCK USD.01                    | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4418 | NS      | $42191.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                                               | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0           | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      6801 | NS      | $1912169.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                                            | REZOLVE AI PLC COMMON STOCK USD.0001                     | CUSIP: G75398100<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     17533 | NS      | $45059.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pentair Public Limited Company                                            | PENTAIR PLC COMMON STOCK USD.01                          | CUSIP: G7S00T104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9970 | NS      | $1038275.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                                          | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01       | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21486 | NS      | $715268.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                                              | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $48353.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                                              | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4067 | NS      | $160443.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corporation                                     | ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33      | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13726 | NS      | $484527.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc.                                                        | MARA HOLDINGS INC COMMON STOCK USD.001                   | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36214 | NS      | $325201.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corporation                                            | MARATHON PETROLEUM CORP COMMON STOCK USD.01              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     18313 | NS      | $2978243.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc.                                        | MARAVAI LIFESCIENCES HOLDINGS COMMON STOCK USD.01        | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10989 | NS      | $35714.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc.                                                        | UPBOUND GROUP INC COMMON STOCK USD.01                    | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5241 | NS      | $92031.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                                                     | REPUBLIC BANCORP INC/KY COMMON STOCK                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $58365.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                           | FEDERAL REALTY INVESTMENT TRUS REIT USD.01               | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4783 | NS      | $482126.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                                                | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      5842 | NS      | $634382.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                                     | FEDERATED HERMES INC COMMON STOCK                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     10900 | NS      | $567563.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc.                                                           | FB BANCORP INC COMMON STOCK USD.01                       | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1755 | NS      | $22551.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc.                                                           | SWEETGREEN INC COMMON STOCK USD.001                      | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10015 | NS      | $67701.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                                       | SYLVAMO CORP COMMON STOCK USD1.0                         | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3376 | NS      | $162554.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                         | FEDEX CORP COMMON STOCK USD.1                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     13225 | NS      | $3820173.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc.                                               | FENNEC PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 31447P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2582 | NS      | $19881.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                                                   | F5 INC COMMON STOCK                                      | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3514 | NS      | $896983.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D and D Bancorp Inc.                                             | FIDELITY DandD BANCORP INC COMMON STOCK                  | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       502 | NS      | $21852.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.                               | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     31548 | NS      | $2096680.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc.                                                     | FIRST FOUNDATION INC COMMON STOCK USD.001                | CUSIP: 32026V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6450 | NS      | $39732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                                 | FIRST HORIZON CORP COMMON STOCK USD.625                  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     72623 | NS      | $1735689.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.                                        | FIRST INDUSTRIAL REALTY TRUST REIT USD.01                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19531 | NS      | $1118540.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                                            | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01        | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1372 | NS      | $16930.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                                                   | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     10147 | NS      | $3889548.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                          | TRANSURBAN GROUP STAPLED SECURITY                        | CUSIP: 620088906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    359523 | NS      | $3402379.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                          | COCHLEAR LTD COMMON STOCK                                | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      7550 | NS      | $1310825.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                     | ORIGIN ENERGY LTD COMMON STOCK                           | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    198886 | NS      | $1518793.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK              | CUSIP: 621503002<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    193196 | NS      | $20621551.72  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                               | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     42856 | NS      | $4180842.24   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                        | RAKUTEN GROUP INC COMMON STOCK                           | CUSIP: 622959906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    175066 | NS      | $1121817.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Movado Group Inc.                                                         | MOVADO GROUP INC COMMON STOCK USD.01                     | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1559 | NS      | $32146.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                               | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    151832 | NS      | $907227.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                              | DAI NIPPON PRINTING CO LTD COMMON STOCK                  | CUSIP: 625090006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45412 | NS      | $781721.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N-able Inc.                                                               | N-ABLE INC/US COMMON STOCK USD.001                       | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7347 | NS      | $54955.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                                     | NCR VOYIX CORP COMMON STOCK USD.01                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     13605 | NS      | $138771.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corporation Limited                                                   | MTR CORP LTD COMMON STOCK                                | CUSIP: 629005901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    179661 | NS      | $688088.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abercrombie and Fitch Co.                                                 | ABERCROMBIE and FITCH CO COMMON STOCK USD.01             | CUSIP: 002896207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11482 | NS      | $1445239.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc.                                                  | ABEONA THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 00289Y206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4388 | NS      | $23124.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc.                                                         | NMI HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7579 | NS      | $309147.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                                                       | PLANET FITNESS INC COMMON STOCK                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     12239 | NS      | $1327564.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                                           | PLANET LABS PBC COMMON STOCK USD.0001                    | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23206 | NS      | $457622.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                                    | PLAYTIKA HOLDING CORP COMMON STOCK USD.01                | CUSIP: 72815L107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5794 | NS      | $22886.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aardvark Therapeutics Inc.                                                | AARDVARK THERAPEUTICS INC COMMON STOCK USD.00001         | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1290 | NS      | $16931.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                                               | ACACIA RESEARCH CORP COMMON STOCK USD.001                | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4203 | NS      | $15719.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                              | PLEXUS CORP COMMON STOCK USD.01                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2617 | NS      | $384699.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                                           | PLUG POWER INC COMMON STOCK USD.01                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    109807 | NS      | $216319.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                                               | BUMBLE INC COMMON STOCK USD.01                           | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7370 | NS      | $26310.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Limited                                                   | BURFORD CAPITAL LTD COMMON STOCK                         | CUSIP: 120831102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19724 | NS      | $175938.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                                            | PLUMAS BANCORP COMMON STOCK                              | CUSIP: 729273102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $32042.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                                           | POWERFLEET INC NJ COMMON STOCK USD.01                    | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12019 | NS      | $63941.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke and Herbert Financial Services Corp.                                | BURKE and HERBERT FINANCIAL SERV COMMON STOCK            | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1334 | NS      | $83121.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                                    | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3091 | NS      | $226013.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc.                                        | POWER SOLUTIONS INTERNATIONAL COMMON STOCK USD.001       | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       837 | NS      | $47826.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc.                                                    | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4077 | NS      | $24910.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                                              | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001        | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6182 | NS      | $35608.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc.                                                    | CYTEK BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 23285D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11418 | NS      | $57660.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc.                                                  | SKYWATER TECHNOLOGY INC COMMON STOCK USD.01              | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2971 | NS      | $53953.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc.                                                  | SOLENO THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 834203309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4560 | NS      | $211128.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc.                                                    | SOLID BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5839 | NS      | $32931.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc.                                                          | SOLID POWER INC COMMON STOCK USD.0001                    | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14729 | NS      | $62598.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc.                                                          | FVCBANKCORP INC COMMON STOCK USD.01                      | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1809 | NS      | $25163.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                                          | GATX CORP COMMON STOCK USD.625                           | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      8750 | NS      | $1484000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                                        | GEO GROUP INC/THE COMMON STOCK USD.01                    | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13180 | NS      | $212461.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher and Co.                                               | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     15645 | NS      | $4048769.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                                        | GAMING AND LEISURE PROPERTIES REIT                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     41741 | NS      | $1865405.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                                            | GAMESTOP CORP-CLASS A COMMON STOCK USD.001               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     60778 | NS      | $1220422.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| USA TODAY Co. Inc.                                                        | USA TODAY CO INC COMMON STOCK USD.01                     | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     13724 | NS      | $70678.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                                            | PANASONIC HOLDINGS CORP COMMON STOCK                     | CUSIP: 657270005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    269199 | NS      | $3489903.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                           | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    125015 | NS      | $1467561.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc.                                                   | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     14876 | NS      | $1643351.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                                       | OSHKOSH CORP COMMON STOCK USD.01                         | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9329 | NS      | $1172002.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc.                                  | PURSUIT ATTRACTIONS AND HOSPIT COMMON STOCK USD1.5       | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      2078 | NS      | $69987.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc.                                                     | VIANT TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1639 | NS      | $19733.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                                      | VICI PROPERTIES INC REIT USD.01                          | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65121 | NS      | $1831202.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                                         | VICOR CORP COMMON STOCK USD.01                           | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2245 | NS      | $246052.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA VERVE THERAPEUT COMMON STOCK                                       | CONTRA VERVE THERAPEUT COMMON STOCK                      | CUSIP: 925CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10103 | NS      | $6364.89      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vir Biotechnology Inc.                                                    | VIR BIOTECHNOLOGY INC COMMON STOCK                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8947 | NS      | $53950.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc.                                                | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7805 | NS      | $242891.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                                          | YUM! BRANDS INC COMMON STOCK                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     16915 | NS      | $2558901.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                                            | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3086 | NS      | $749342.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co.                                                     | ASCENT INDUSTRIES CO COMMON STOCK USD1.0                 | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      1018 | NS      | $16481.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                                    | SYNAPTICS INC COMMON STOCK USD.001                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      9525 | NS      | $705040.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                                             | SYNOPSYS INC COMMON STOCK USD.01                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     11316 | NS      | $5315351.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                                   | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     20474 | NS      | $1024723.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                                     | TD SYNNEX CORP COMMON STOCK USD.001                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     11171 | NS      | $1678219.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                                               | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8316 | NS      | $174719.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                 | CUBESMART REIT USD.01                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33633 | NS      | $1212469.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                                                 | CULLEN/FROST BANKERS INC COMMON STOCK USD.01             | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9431 | NS      | $1194247.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                                                 | EVGO INC COMMON STOCK USD.0001                           | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12712 | NS      | $36991.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc.                                                    | EXCELERATE ENERGY INC COMMON STOCK USD.001               | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $65468.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc.                                       | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36922 | NS      | $1405620.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc.                                              | FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8477 | NS      | $39926.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                                           | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01       | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27752 | NS      | $2276219.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc.                                             | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      9785 | NS      | $10469.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal                                                                   | L'OREAL SA COMMON STOCK EUR.2                            | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     27729 | NS      | $11904494.42  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hallador Energy Company                                                   | HALLADOR ENERGY CO COMMON STOCK USD.01                   | CUSIP: 40609P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2996 | NS      | $57043.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                          | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3        | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     28870 | NS      | $21760348.87  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Company                                                       | HALLIBURTON CO COMMON STOCK USD2.5                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     51272 | NS      | $1448946.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                                                | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17344 | NS      | $1167251.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                                     | HAMILTON BEACH BRANDS H COMMON STOCK                     | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $14031.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                                                | HAMILTON LANE INC COMMON STOCK USD.001                   | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6031 | NS      | $810023.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | SYNCHRONY FINANCIAL COMMON STOCK USD.001                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     21943 | NS      | $1830704.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                         | SYSCO CORP COMMON STOCK USD1.0                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     29173 | NS      | $2149758.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                     | INTESA SANPAOLO SPA COMMON STOCK                         | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   1644301 | NS      | $11362287.47  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corporation                                               | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     20384 | NS      | $1298053.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP S.A.                                                                  | EDP SA COMMON STOCK EUR1.0                               | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    362275 | NS      | $1668560.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Services Group Inc.                                            | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01        | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6871 | NS      | $131373.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                                         | HEALTHSTREAM INC COMMON STOCK                            | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2566 | NS      | $59197.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                                      | HEALTH CATALYST INC COMMON STOCK USD.001                 | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7527 | NS      | $17989.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                                         | HEALTHEQUITY INC COMMON STOCK USD.0001                   | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21016 | NS      | $1925275.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                                     | HILLTOP HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      4230 | NS      | $143566.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                                               | HILTON GRAND VACATIONS INC COMMON STOCK USD.01           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     14729 | NS      | $659122.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                                                 | HIMS and HERS HEALTH INC COMMON STOCK USD.0001           | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50695 | NS      | $1646066.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M-tron Industries Inc.                                                    | M-TRON INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 55380K109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $13730.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB COMMON STOCK SEK3.2                          | CUSIP: 597838903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    272373 | NS      | $1164112.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                               | GIVAUDAN SA COMMON STOCK CHF10.0                         | CUSIP: 598061901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1066 | NS      | $4217359.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1             | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16896 | NS      | $12785239.53  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc.                                           | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01       | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1593 | NS      | $61330.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                                  | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2                | CUSIP: 598662906<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     88932 | NS      | $2421546.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TransUnion                                                                | TRANSUNION COMMON STOCK USD.01                           | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     28643 | NS      | $2456137.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                      | TRAVEL + LEISURE CO COMMON STOCK USD.01                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      9487 | NS      | $669118.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret and Co.                                                 | VICTORIA'S SECRET and CO COMMON STOCK USD.01             | CUSIP: 926400102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6748 | NS      | $365539.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc.                                             | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4295 | NS      | $270971.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                                    | VIEMED HEALTHCARE INC COMMON STOCK                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3570 | NS      | $26525.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                                                 | VILLAGE SUPER MARKET INC COMMON STOCK                    | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $32775.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                                       | VISTEON CORP COMMON STOCK                                | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6688 | NS      | $636028.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                              | VISTRA CORP COMMON STOCK USD.01                          | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19404 | NS      | $3130447.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc.                                                | VITA COCO CO INC/THE COMMON STOCK USD.01                 | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4642 | NS      | $246072.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                                          | VITAL FARMS INC COMMON STOCK USD.0001                    | CUSIP: 92847W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3372 | NS      | $107701.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                                    | ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01       | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     14599 | NS      | $678707.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                     | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    103038 | NS      | $5421713.79   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                           | D'IETEREN GROUP COMMON STOCK                             | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      2479 | NS      | $446520.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                           | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     34491 | NS      | $5745843.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                  | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    114114 | NS      | $7323948.71   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                             | ARCELORMITTAL SA COMMON STOCK                            | CUSIP: ACI0V4RB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     54150 | NS      | $2486541.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag                                                         | ESSITY AB COMMON STOCK SEK3.35                           | CUSIP: ACI0V9407<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     69598 | NS      | $2001036.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Be Semiconductor Industries N.V.                                          | BE SEMICONDUCTOR INDUSTRIES NV COMMON STOCK EUR.01       | CUSIP: ACI12HBP6<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      8431 | NS      | $1318068.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                    | TJX COS INC/THE COMMON STOCK USD1.0                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     67803 | NS      | $10415218.83  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                                                   | TKO GROUP HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4039 | NS      | $844151.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                                                 | MARCUS and MILLICHAP INC COMMON STOCK USD.0001           | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      2578 | NS      | $70353.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                                    | MARCUS CORP/THE COMMON STOCK USD1.0                      | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      2312 | NS      | $35859.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Corporation                                                         | ORION OYJ COMMON STOCK EUR.65                            | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     12612 | NS      | $940950.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                               | LOGITECH INTERNATIONAL SA COMMON STOCK CHF.25            | CUSIP: B18ZRK909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17634 | NS      | $1790167.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                              | EXPERIAN PLC COMMON STOCK USD.1                          | CUSIP: B19NLV907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    105929 | NS      | $4775973.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc.                                                          | T-MOBILE US INC COMMON STOCK USD.0001                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     29301 | NS      | $5949275.04   | 0.09%             |  |  |  | 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        |      8276 | NS      | $260445.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc.                                                 | TPG RE FINANCE TRUST INC REIT USD.001                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6367 | NS      | $54819.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc.                                                                  | TSS INC/MD COMMON STOCK USD.0001                         | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2224 | NS      | $15723.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corporation                                                   | ACCO BRANDS CORP COMMON STOCK USD.01                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      9005 | NS      | $33588.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                                          | ACNB CORP COMMON STOCK USD2.5                            | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1004 | NS      | $48543.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc.                                                       | ADMA BIOLOGICS INC COMMON STOCK USD.0001                 | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22580 | NS      | $411859.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                                                     | TTM TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      9959 | NS      | $687171.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc.                                           | TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001      | CUSIP: 87357P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $63481.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                                         | ABSCI CORP COMMON STOCK USD.0001                         | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13401 | NS      | $46769.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc.                                                         | ACV AUCTIONS INC COMMON STOCK USD.001                    | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16582 | NS      | $132987.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                                               | ABM INDUSTRIES INC COMMON STOCK USD.01                   | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5950 | NS      | $251685.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                                        | AFLAC INC COMMON STOCK USD.1                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     28738 | NS      | $3168939.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                                          | AGCO CORP COMMON STOCK USD.01                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      9135 | NS      | $952963.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc.                                                         | ACM RESEARCH INC COMMON STOCK USD.0001                   | CUSIP: 00108J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4922 | NS      | $194172.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust Inc.                                        | TPG MORTGAGE INVESTMENT TRUST REIT USD.01                | CUSIP: 001228501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2924 | NS      | $24912.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                       | AES CORP/THE COMMON STOCK USD.01                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     43383 | NS      | $622112.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                                         | AMC NETWORKS INC COMMON STOCK                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      2964 | NS      | $28217.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                           | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     50848 | NS      | $79322.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc.                                              | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01          | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3694 | NS      | $58217.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc.                                                             | GOLD.COM INC COMMON STOCK USD.01                         | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $62515.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                                        | BRISTOW GROUP INC COMMON STOCK USD.01                    | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2789 | NS      | $102133.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                                               | BRIXMOR PROPERTY GROUP INC REIT USD.01                   | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45147 | NS      | $1183754.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                                       | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01       | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7111 | NS      | $1586961.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                         | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     38730 | NS      | $9386602.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc.                                                 | SONIDA SENIOR LIVING INC COMMON STOCK USD.01             | CUSIP: 140475203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $18294.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc.                                            | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12047 | NS      | $82040.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc.                                                | CAPRICOR THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 14070B309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3757 | NS      | $108427.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust Inc.                                          | FOUR CORNERS PROPERTY TRUST IN REIT USD.0001             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     10362 | NS      | $238947.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                                              | GROUPON INC COMMON STOCK USD.0001                        | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $43884.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                          | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22140 | NS      | $1150955.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | AIRBUS SE COMMON STOCK EUR1.0                            | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     68600 | NS      | $15930550.93  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health Inc.                                                      | GUARDANT HEALTH INC COMMON STOCK USD.00001               | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11828 | NS      | $1208111.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE and Co. KGaA                                                 | FRESENIUS SE and CO KGAA COMMON STOCK                    | CUSIP: 435209903<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     48768 | NS      | $2794006.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Holley Inc.                                                               | HOLLEY INC COMMON STOCK USD.0001                         | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7722 | NS      | $31891.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                                              | HOLOGIC INC COMMON STOCK USD.01                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     13559 | NS      | $1010009.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                                                 | HOMETRUST BANCSHARES INC COMMON STOCK                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1664 | NS      | $71452.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                                              | ALLIENT INC COMMON STOCK                                 | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1401 | NS      | $75303.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                        | PUBLICIS GROUPE SA COMMON STOCK EUR.4                    | CUSIP: 438042905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     26423 | NS      | $2743966.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Honest Company Inc.                                                   | HONEST CO INC/THE COMMON STOCK USD.001                   | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9335 | NS      | $24084.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                                                | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15681 | NS      | $21482.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                  | ALLSTATE CORP/THE COMMON STOCK USD.01                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     15942 | NS      | $3318327.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                              | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     38679 | NS      | $7545886.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                                      | HORIZON BANCORP INC/IN COMMON STOCK                      | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      5118 | NS      | $86801.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                                       | ALLY FINANCIAL INC COMMON STOCK USD.01                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     41346 | NS      | $1872560.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                                             | AMERESCO INC COMMON STOCK USD.0001                       | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $92409.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                                                  | HORMEL FOODS CORP COMMON STOCK USD.01465                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     17759 | NS      | $420888.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                                              | HOST HOTELS and RESORTS INC REIT USD.01                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     38964 | NS      | $690831.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                                | DIAGEO PLC COMMON STOCK GBP.2893518                      | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    257029 | NS      | $5538440.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Assets Trust Inc.                                                | AMERICAN ASSETS TRUST INC REIT USD.01                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5126 | NS      | $97035.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                                       | HOULIHAN LOKEY INC COMMON STOCK USD.001                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      8040 | NS      | $1400487.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc.                                                | HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01            | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $47306.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing Holdings Inc.                             | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01      | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11121 | NS      | $71285.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                                                  | ESSENTIAL UTILITIES INC COMMON STOCK USD.5               | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41736 | NS      | $1600992.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc.                                                  | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3908 | NS      | $26769.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                               | HUMANA INC COMMON STOCK USD.1666666                      | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7327 | NS      | $1876664.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                                                 | ESSEX PROPERTY TRUST INC REIT USD.0001                   | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3923 | NS      | $1026570.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                                                | ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01            | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2377 | NS      | $54290.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                                               | HANMI FINANCIAL CORP COMMON STOCK USD.001                | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      2913 | NS      | $78738.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.                                | HA SUSTAINABLE INFRASTRUCTURE COMMON STOCK USD.01        | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11880 | NS      | $373388.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc.                                                             | HUMACYTE INC COMMON STOCK USD.0001                       | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15759 | NS      | $15136.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| J.B. Hunt Transport Services Inc.                                         | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4583 | NS      | $890660.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                                          | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01       | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5248 | NS      | $959176.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                      | HUBBELL INC COMMON STOCK USD.01                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3238 | NS      | $1438028.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                                               | HUT 8 CORP COMMON STOCK USD.01                           | CUSIP: 44812J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9325 | NS      | $428390.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                                                  | HYATT HOTELS CORP COMMON STOCK USD.01                    | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      6168 | NS      | $988853.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc.                                            | HUDSON PACIFIC PROPERTIES INC REIT USD.01                | CUSIP: 444097406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5261 | NS      | $56976.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                                      | MGP INGREDIENTS INC COMMON STOCK                         | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $33898.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                                           | IDT CORP COMMON STOCK USD.01                             | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      1582 | NS      | $81014.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                 | KESKO OYJ COMMON STOCK                                   | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     31532 | NS      | $711497.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                            | M/I HOMES INC COMMON STOCK USD.01                        | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2541 | NS      | $325120.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                                                  | MKS INC COMMON STOCK                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      9907 | NS      | $1583138.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                                   | IDEXX LABORATORIES INC COMMON STOCK USD.1                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4865 | NS      | $3291318.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                                          | IHEARTMEDIA INC COMMON STOCK                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11968 | NS      | $49786.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                                        | MP MATERIALS CORP COMMON STOCK USD.0001                  | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19866 | NS      | $1003630.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                          | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      2990 | NS      | $2171807.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                                           | KERRY GROUP PLC COMMON STOCK EUR.125                     | CUSIP: 451957906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     18724 | NS      | $1711048.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ICOSAVAX INC COMMON STOCK                                          | CONTRA ICOSAVAX INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4180 | NS      | $1295.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MSA Safety Incorporated                                                   | MSA SAFETY INC COMMON STOCK                              | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5428 | NS      | $869239.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                                            | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001        | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      6747 | NS      | $567422.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                 | MSCI INC COMMON STOCK USD.01                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4578 | NS      | $2626535.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                                               | MACY'S INC COMMON STOCK USD.01                           | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39602 | NS      | $873224.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                  | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     16082 | NS      | $3960996.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                                             | ILLUMINA INC COMMON STOCK USD.01                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     22537 | NS      | $2955952.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                                 | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01       | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3867 | NS      | $208392.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc.                                             | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1810 | NS      | $1054035.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                                          | IMAX CORP COMMON STOCK                                   | CUSIP: 45245E109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4245 | NS      | $156895.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                           | DANSKE BANK A/S COMMON STOCK DKK10.0                     | CUSIP: 458882909<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     77118 | NS      | $3850986.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                       | MAGNERA CORP COMMON STOCK USD.01                         | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      3147 | NS      | $47645.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                                              | MAGNITE INC COMMON STOCK USD.00001                       | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     13651 | NS      | $221555.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                                      | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0        | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     13284 | NS      | $882588.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     56946 | NS      | $16867974.66  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.                                 | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     15602 | NS      | $1051418.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     32170 | NS      | $1267176.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil and Gas Corporation                                          | MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17596 | NS      | $385176.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                                               | MONDELEZ INTERNATIONAL INC COMMON STOCK                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     78612 | NS      | $4231683.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                               | INTUIT INC COMMON STOCK USD.01                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     16985 | NS      | $11251203.70  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                                   | INTUITIVE SURGICAL INC COMMON STOCK USD.001              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     21597 | NS      | $12231676.92  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Limited                                                      | CLP HOLDINGS LTD COMMON STOCK                            | CUSIP: 609701909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    189586 | NS      | $1695827.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc.                                               | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001          | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14361 | NS      | $1144140.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                                      | INTREPID POTASH INC COMMON STOCK USD.001                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1111 | NS      | $30808.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                                               | INVENTRUST PROPERTIES CORP REIT USD.001                  | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7556 | NS      | $213154.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc.                                                             | SPRINKLR INC COMMON STOCK USD.00003                      | CUSIP: 85208T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11191 | NS      | $87065.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc.                                                        | SPROUT SOCIAL INC COMMON STOCK USD.0001                  | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5233 | NS      | $58975.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc.                                                   | INTUITIVE MACHINES INC COMMON STOCK USD.0001             | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10670 | NS      | $173174.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                                             | INVESCO MORTGAGE CAPITAL INC REIT USD.01                 | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      6735 | NS      | $56641.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                                                | BLOCK INC COMMON STOCK USD.0000001                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     33365 | NS      | $2171727.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SR Bancorp Inc.                                                           | SR BANCORP INC COMMON STOCK                              | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $12466.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                                                    | STAAR SURGICAL CO COMMON STOCK USD.01                    | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4922 | NS      | $113648.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                                                      | STAG INDUSTRIAL INC REIT USD.01                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     27544 | NS      | $1012517.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                                              | INVESTAR HOLDING CORP COMMON STOCK USD1.0                | CUSIP: 46134L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       913 | NS      | $24395.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                            | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    110828 | NS      | $6042974.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Inc.                                                             | STAGWELL INC COMMON STOCK USD.00001                      | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11236 | NS      | $54944.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                                              | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0          | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2043 | NS      | $75284.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                                                   | INVESTORS TITLE CO COMMON STOCK                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $31953.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                                     | INVITATION HOMES INC REIT USD.01                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34358 | NS      | $954808.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                                         | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1170 | NS      | $254217.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                                             | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      9436 | NS      | $700906.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                                                 | IONQ INC COMMON STOCK USD.0001                           | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32957 | NS      | $1478780.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc.                                              | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666   | CUSIP: 462260100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30147 | NS      | $82301.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                                                 | STARZ ENTERTAINMENT CORP COMMON STOCK                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      1298 | NS      | $15186.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP COMMON STOCK USD1.0                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17016 | NS      | $2195234.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corporation                                                      | IRADIMED CORP COMMON STOCK USD.0001                      | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       833 | NS      | $81034.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                                       | IQVIA HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10375 | NS      | $2338628.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                                       | STEEL DYNAMICS INC COMMON STOCK USD.005                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8363 | NS      | $1417110.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                                            | STEPAN CO COMMON STOCK USD1.0                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2100 | NS      | $99456.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                                                | IRON MOUNTAIN INC REIT USD.01                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     18008 | NS      | $1493763.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc.                                             | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 46333X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15213 | NS      | $51267.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc.                                                      | STELLAR BANCORP INC COMMON STOCK USD.01                  | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4565 | NS      | $141241.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                                                      | STEPSTONE GROUP INC COMMON STOCK USD.001                 | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6818 | NS      | $437511.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                                | STERIS PLC COMMON STOCK USD75.0                          | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5979 | NS      | $1515796.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc.                                                          | STEREOTAXIS INC COMMON STOCK USD.001                     | CUSIP: 85916J409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7044 | NS      | $16201.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perspective Therapeutics Inc                                              | PERSPECTIVE THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 46489V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6109 | NS      | $16799.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Limited                                              | ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    141218 | NS      | $1499669.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                    | STIFEL FINANCIAL CORP COMMON STOCK USD.15                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     15019 | NS      | $1880679.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro Public Limited Company                                              | SEGRO PLC REIT GBP.1                                     | CUSIP: B5ZN1N909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    148445 | NS      | $1438153.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                    | OMV AG COMMON STOCK                                      | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     17002 | NS      | $946117.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| i3 Verticals Inc.                                                         | I3 VERTICALS INC COMMON STOCK USD.0001                   | CUSIP: 46571Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2324 | NS      | $58541.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                                                | ITRON INC COMMON STOCK                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      4422 | NS      | $410626.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                                | VERBUND AG COMMON STOCK                                  | CUSIP: 466160009<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      7861 | NS      | $570796.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc.                                               | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                  | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    405879 | NS      | $3373082.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                               | SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1        | CUSIP: B61X7R907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    155850 | NS      | $557692.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc.                                                       | ENEOS HOLDINGS INC COMMON STOCK                          | CUSIP: B627LW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    312491 | NS      | $2210906.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                | EDENRED SE COMMON STOCK EUR2.0                           | CUSIP: B62G1B904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     27694 | NS      | $612202.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO COMMON STOCK USD1.0                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    165846 | NS      | $53438898.12  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                                                | JABIL INC COMMON STOCK USD.001                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      6509 | NS      | $1484182.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                                                       | SOMPO HOLDINGS INC COMMON STOCK                          | CUSIP: B62G7K908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    102461 | NS      | $3477750.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2              | CUSIP: B63H84900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    971643 | NS      | $15027154.26  | 0.22%             |  |  |  | No            |                  2 | 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        |      1750 | NS      | $33162.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp.                                                         | DAKOTA GOLD CORP COMMON STOCK USD.001                    | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8978 | NS      | $50995.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co. Ltd.                                                            | NEXON CO LTD COMMON STOCK                                | CUSIP: B63QM7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42830 | NS      | $1046186.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                     | NOVONESIS NOVOZYMES B COMMON STOCK DKK2.0                | CUSIP: B798FW902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     40680 | NS      | $2602727.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Financial Inc.                                                    | JACKSON FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6706 | NS      | $715194.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard                                                             | PERNOD RICARD SA COMMON STOCK EUR1.55                    | CUSIP: 468232004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     23299 | NS      | $1995006.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC HEALTH PLC COMMON STOCK GBP.1                        | CUSIP: B7FC07907<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     19536 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ageas SA/NV                                                               | AGEAS SA/NV COMMON STOCK                                 | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     17225 | NS      | $1206798.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                     | JACOBS SOLUTIONS INC COMMON STOCK                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7282 | NS      | $964573.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc.                                           | JAMES RIVER GROUP HOLDINGS INC COMMON STOCK USD.0002     | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3853 | NS      | $24505.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co. Ltd.                                                   | JAPAN AIRLINES CO LTD COMMON STOCK                       | CUSIP: B8BRV4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16654 | NS      | $308860.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948             | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    111224 | NS      | $1617695.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAKKS Pacific Inc.                                                        | JAKKS PACIFIC INC COMMON STOCK USD.001                   | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       940 | NS      | $15867.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                                                        | JAMF HOLDING CORP COMMON STOCK                           | CUSIP: 47074L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7688 | NS      | $100020.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx Aktiengesellschaft                                                 | TALANX AG COMMON STOCK                                   | CUSIP: B8F0TD907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7453 | NS      | $990048.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Limited                                                              | XERO LTD COMMON STOCK                                    | CUSIP: B8P4LP909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     19101 | NS      | $1446974.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Janux Therapeutics Inc.                                                   | JANUX THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4234 | NS      | $58429.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                                            | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001      | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13400 | NS      | $87636.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan America SA                                                          | TITAN AMERICA SA COMMON STOCK                            | CUSIP: B9151N105<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      2516 | NS      | $41463.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tele2 AB                                                                  | TELE2 AB COMMON STOCK SEK1.25                            | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     63204 | NS      | $1059083.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                        | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     10582 | NS      | $2709309.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                                                  | TALEN ENERGY CORP COMMON STOCK USD.001                   | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6739 | NS      | $2526046.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault                                                                   | RENAULT SA COMMON STOCK EUR3.81                          | CUSIP: 471279901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22191 | NS      | $918535.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                            | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     24340 | NS      | $1508349.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                          | COCA-COLA HBC AG COMMON STOCK                            | CUSIP: B9895B904<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     25179 | NS      | $1302599.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                         | LEG IMMOBILIEN SE COMMON STOCK                           | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8725 | NS      | $636365.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferson Capital Inc.                                                    | JEFFERSON CAPITAL INC COMMON STOCK USD.0001              | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $19078.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                          | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     71087 | NS      | $1033920.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | MERCK KGAA COMMON STOCK                                  | CUSIP: 474184900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     14921 | NS      | $2129572.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc.                                                     | JELD-WEN HOLDING INC COMMON STOCK USD.01                 | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8873 | NS      | $21827.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc.                                                            | TALKSPACE INC COMMON STOCK USD.0001                      | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13943 | NS      | $50613.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                                    | 3D SYSTEMS CORP COMMON STOCK USD.001                     | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     11910 | NS      | $21080.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corporation                                                        | SYSMEX CORP COMMON STOCK                                 | CUSIP: 688380906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58137 | NS      | $570916.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                        | TERUMO CORP COMMON STOCK                                 | CUSIP: 688507003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    153833 | NS      | $2235989.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                | OTIS WORLDWIDE CORP COMMON STOCK USD.01                  | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23742 | NS      | $2073863.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd                                                              | TOHO CO LTD/TOKYO COMMON STOCK                           | CUSIP: 689520005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12191 | NS      | $621481.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liquidity Services Inc.                                                   | LIQUIDITY SERVICES INC COMMON STOCK USD.001              | CUSIP: 53635B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2273 | NS      | $68894.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                                                      | LIQUIDIA CORP COMMON STOCK USD.001                       | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6258 | NS      | $215838.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc.                                                      | ARCHER AVIATION INC COMMON STOCK USD.0001                | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61451 | NS      | $462111.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                                            | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     29277 | NS      | $1683134.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                                             | ARCHROCK INC COMMON STOCK USD.01                         | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     16787 | NS      | $436797.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                                       | BRINK'S CO/THE COMMON STOCK USD1.0                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     10220 | NS      | $1192980.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    124022 | NS      | $6689746.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                                                   | CACI INTERNATIONAL INC COMMON STOCK USD.1                | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3257 | NS      | $1735362.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                                               | CACTUS INC COMMON STOCK USD.01                           | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6679 | NS      | $305096.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                                               | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     16583 | NS      | $5183514.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                              | CADENCE BANK COMMON STOCK USD2.5                         | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45378 | NS      | $1943993.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc.                                                                | CADIZ INC COMMON STOCK USD.01                            | CUSIP: 127537207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5613 | NS      | $31488.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                                        | LITHIA MOTORS INC COMMON STOCK                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3577 | NS      | $1188744.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                           | LITTELFUSE INC COMMON STOCK USD.01                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3673 | NS      | $928975.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc.                                                       | CADRE HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2792 | NS      | $114025.28    | 0.00%             |  |  |  | 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        |      4286 | NS      | $341037.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc.                                                       | CALAVO GROWERS INC COMMON STOCK USD.001                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1651 | NS      | $35909.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corporation Plc                                          | CALEDONIA MINING CORP PLC COMMON STOCK                   | CUSIP: 12932K202<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1574 | NS      | $41191.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                                              | CALERES INC COMMON STOCK USD.01                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      3312 | NS      | $40307.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                                       | CARETRUST REIT INC REIT USD.01                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     21781 | NS      | $787600.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                                             | CARGURUS INC COMMON STOCK USD.001                        | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8032 | NS      | $308027.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc.                                                 | ETON PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2451 | NS      | $41446.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                                                    | EURONET WORLDWIDE INC COMMON STOCK USD.02                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      5767 | NS      | $438926.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc.                                                  | EUROPEAN WAX CENTER INC COMMON STOCK USD.00001           | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3051 | NS      | $10983.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                                            | HERITAGE FINANCIAL CORP/WA COMMON STOCK                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3331 | NS      | $78778.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                                          | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001     | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $69960.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                                                   | HERON THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     15632 | NS      | $20321.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc.                                                      | HIGHPEAK ENERGY INC COMMON STOCK USD.0001                | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2872 | NS      | $13613.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc.                                                | PONCE FINANCIAL GROUP INC COMMON STOCK USD.01            | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2113 | NS      | $34547.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                                          | POOL CORP COMMON STOCK USD.001                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1997 | NS      | $456813.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc.                                                              | THREDUP INC COMMON STOCK USD.0001                        | CUSIP: 88556E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9767 | NS      | $62411.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                | 3M CO COMMON STOCK USD.01                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     32363 | NS      | $5181316.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                                          | PORCH GROUP INC COMMON STOCK USD.0001                    | CUSIP: 733245104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8473 | NS      | $77358.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                             | ALFA LAVAL AB COMMON STOCK SEK2.84                       | CUSIP: 733268908<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     33402 | NS      | $1674820.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                            | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      9620 | NS      | $1370850.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co. Inc.                                                        | AJINOMOTO CO INC COMMON STOCK                            | CUSIP: 601090004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    104488 | NS      | $2208875.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Realty Trust Inc.                                                 | SUNRISE REALTY TRUST INC REIT USD.0001                   | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1178 | NS      | $11108.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                                 | SUPER MICRO COMPUTER INC COMMON STOCK USD.001            | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     30550 | NS      | $894198.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                                          | SUPERIOR GROUP OF COS INC COMMON STOCK                   | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      1537 | NS      | $14878.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                                             | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5251 | NS      | $260974.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                                       | VONTIER CORP COMMON STOCK USD.0001                       | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21401 | NS      | $795689.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc.                                                 | VOYAGER TECHNOLOGIES INC COMMON STOCK USD.0001           | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $36465.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                      | VORNADO REALTY TRUST REIT USD.04                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23794 | NS      | $791864.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                                                       | VOYA FINANCIAL INC COMMON STOCK USD.01                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     14036 | NS      | $1045541.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                                                 | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      5074 | NS      | $19940.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                  | VULCAN MATERIALS CO COMMON STOCK USD1.0                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      8050 | NS      | $2296021.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vox Royalty Corp.                                                         | VOX ROYALTY CORP COMMON STOCK                            | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6125 | NS      | $29032.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corporation                                                         | VUZIX CORP COMMON STOCK                                  | CUSIP: 92921W300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6802 | NS      | $25711.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WandT Offshore Inc.                                                       | WandT OFFSHORE INC COMMON STOCK USD.00001                | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     11060 | NS      | $18027.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Company                                                             | WD-40 CO COMMON STOCK USD.001                            | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1331 | NS      | $262073.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                                | WSFS FINANCIAL CORP COMMON STOCK USD.01                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      5353 | NS      | $295699.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                                                  | WARNER MUSIC GROUP CORP COMMON STOCK                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21517 | NS      | $659926.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc.                                                     | WARRIOR MET COAL INC COMMON STOCK USD.01                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      5081 | NS      | $447991.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                                                 | WAFD INC COMMON STOCK USD1.0                             | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7553 | NS      | $241922.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                          | ELME COMMUNITIES REIT USD.01                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      8427 | NS      | $146629.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                               | SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55          | CUSIP: B1CC9H902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     22694 | NS      | $814421.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.Ltd.                                                    | IDEMITSU KOSAN CO LTD COMMON STOCK                       | CUSIP: B1FF8P905<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     89271 | NS      | $675895.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Plc                                                          | SEVERN TRENT PLC COMMON STOCK GBP.9789                   | CUSIP: B1FH8J905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     31279 | NS      | $1174559.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | ORKLA ASA COMMON STOCK NOK1.25                           | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     80930 | NS      | $901215.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                   | SIEMENS HEALTHINEERS AG COMMON STOCK                     | CUSIP: BD594Y909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     39067 | NS      | $2047798.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thryv Holdings Inc.                                                       | THRYV HOLDINGS INC COMMON STOCK                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3859 | NS      | $23346.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                                                      | TREDEGAR CORP COMMON STOCK                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      2878 | NS      | $20664.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                                                      | TREEHOUSE FOODS INC COMMON STOCK USD.01                  | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      4900 | NS      | $115591.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                                                  | NEXXEN INTERNATIONAL LTD COMMON STOCK                    | CUSIP: 89484T104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3446 | NS      | $22536.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                                         | TREX CO INC COMMON STOCK USD.01                          | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15819 | NS      | $554930.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                                     | TRUSTMARK CORP COMMON STOCK                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      5402 | NS      | $210407.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc.                                                   | EASTERN BANKSHARES INC COMMON STOCK USD.01               | CUSIP: 27627N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21364 | NS      | $393738.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                                                 | EASTGROUP PROPERTIES INC REIT                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      7855 | NS      | $1399289.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                                                     | EASTMAN KODAK CO COMMON STOCK USD.01                     | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      4798 | NS      | $40591.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                 | EBAY INC COMMON STOCK USD.001                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     27537 | NS      | $2398472.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corporation                                                         | EGAIN CORP COMMON STOCK USD.001                          | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1609 | NS      | $16556.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc.                                                              | EHEALTH INC COMMON STOCK USD.001                         | CUSIP: 28238P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3076 | NS      | $14149.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc.                                                                  | 8X8 INC COMMON STOCK USD.001                             | CUSIP: 282914100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13869 | NS      | $27321.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA 89BIO INC COMMON STOCK                                             | CONTRA 89BIO INC COMMON STOCK                            | CUSIP: 282CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12849 | NS      | $4368.66      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Entergy Corporation                                                       | ENTERGY CORP COMMON STOCK USD.01                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     27209 | NS      | $2514927.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                                        | GCM GROSVENOR INC COMMON STOCK USD.0001                  | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5418 | NS      | $61331.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                                                    | GENCOR INDUSTRIES INC COMMON STOCK USD.1                 | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $17521.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                                     | GENERAC HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3575 | NS      | $487522.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                                         | GREEN PLAINS INC COMMON STOCK USD.001                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      6601 | NS      | $64689.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                                             | GREENBRIER COS INC/THE COMMON STOCK                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      2927 | NS      | $136807.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                                               | MATSON INC COMMON STOCK                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3060 | NS      | $378063.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                                               | MATTEL INC COMMON STOCK USD1.0                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     45840 | NS      | $909465.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                                        | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0          | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2956 | NS      | $77210.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                                            | MAXLINEAR INC COMMON STOCK                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      8056 | NS      | $140416.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc.                                                    | MAZE THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2105 | NS      | $87210.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc.                                                 | TURNING POINT BRANDS INC COMMON STOCK USD.01             | CUSIP: 90041L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $182762.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                                                  | TURTLE BEACH CORP COMMON STOCK                           | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      1599 | NS      | $22433.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                                        | MCCORMICK and CO INC/MD COMMON STOCK USD.01              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     15428 | NS      | $1050801.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     43386 | NS      | $13260063.18  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                                                  | TUTOR PERINI CORP COMMON STOCK USD1.0                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      4341 | NS      | $290933.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                                               | TWILIO INC COMMON STOCK USD.001                          | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     22362 | NS      | $3180770.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                          | MCGRATH RENTCORP COMMON STOCK                            | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2416 | NS      | $253510.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc.                                                          | MCGRAW HILL INC COMMON STOCK USD.01                      | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2884 | NS      | $47586.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                      | MCKESSON CORP COMMON STOCK USD.01                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      7519 | NS      | $6167760.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp.                                                 | MEDALLION FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      1843 | NS      | $18964.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG COMMON STOCK                         | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    424715 | NS      | $13824920.25  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Aktiengesellschaft                                              | SARTORIUS AG PREFERENCE                                  | CUSIP: 584332902<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      3026 | NS      | $871379.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaAlpha Inc.                                                           | MEDIAALPHA INC COMMON STOCK USD.01                       | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3378 | NS      | $43745.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc.                                                             | MEDIFAST INC COMMON STOCK USD.001                        | CUSIP: 58470H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1230 | NS      | $13136.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                                              | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8454 | NS      | $180831.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                         | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     78139 | NS      | $7506032.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                                     | MEDPACE HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3282 | NS      | $1843335.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor                                                                     | ACCOR SA COMMON STOCK EUR3.0                             | CUSIP: 585284904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22624 | NS      | $1275460.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG and Co. KGaA                                               | CTS EVENTIM AG and CO KGAA COMMON STOCK                  | CUSIP: 588185900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7204 | NS      | $659470.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Bancorp                                                         | MERCHANTS BANCORP COMMON STOCK                           | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2557 | NS      | $87091.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                  | INFINEON TECHNOLOGIES AG COMMON STOCK                    | CUSIP: 588950907<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    150764 | NS      | $6577974.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    151210 | NS      | $15916364.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chaince Digital Holdings Inc                                              | CHAINCE DIGITAL HOLDINGS INC COMMON STOCK USD.004        | CUSIP: 58936H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3993 | NS      | $19845.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc.                                                      | MERCURY SYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5065 | NS      | $369795.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                                               | MERCURY GENERAL CORP COMMON STOCK                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      2605 | NS      | $245026.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corporation                                                      | MERIDIAN CORP COMMON STOCK                               | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $16613.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                                | MERIT MEDICAL SYSTEMS INC COMMON STOCK                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5715 | NS      | $503720.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                                                | MERITAGE HOMES CORP COMMON STOCK USD.01                  | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6740 | NS      | $443492.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                                   | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    611529 | NS      | $3942570.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrimack Pharmaceuticals Inc.                                            | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01        | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $45.45        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mesa Laboratories Inc.                                                    | MESA LABORATORIES INC COMMON STOCK                       | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       529 | NS      | $41526.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                                                   | PATHWARD FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $154709.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RATIONAL AG                                                               | RATIONAL AG COMMON STOCK                                 | CUSIP: 591060900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       591 | NS      | $456306.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Methode Electronics Inc.                                                  | METHODE ELECTRONICS INC COMMON STOCK USD.5               | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3448 | NS      | $22894.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                              | METLIFE INC COMMON STOCK USD.01                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     33719 | NS      | $2661777.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                                                 | METROCITY BANKSHARES INC COMMON STOCK                    | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $59502.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                           | METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $66815.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                                         | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1244 | NS      | $1734372.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings Inc.                                         | MIAMI INTERNATIONAL HOLDINGS I COMMON STOCK USD.001      | CUSIP: 59356Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $103582.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    452797 | NS      | $218981685.14 | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                                          | MICROVISION INC COMMON STOCK USD.001                     | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30225 | NS      | $25029.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STMicroelectronics N.V.                                                   | STMICROELECTRONICS NV COMMON STOCK EUR1.04               | CUSIP: 596233908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     78167 | NS      | $2042901.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Middleby Corporation                                                  | MIDDLEBY CORP/THE COMMON STOCK USD.01                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      6835 | NS      | $1016159.45   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlefield Banc Corp.                                                    | MIDDLEFIELD BANC CORP COMMON STOCK                       | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       780 | NS      | $26941.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc.                                                                | MONRO INC COMMON STOCK USD.01                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2877 | NS      | $57655.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monopar Therapeutics Inc.                                                 | MONOPAR THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 61023L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $29385.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                                              | MONSTER BEVERAGE CORP COMMON STOCK USD.005               | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43451 | NS      | $3331388.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Limited                                                 | LYNAS RARE EARTHS LTD COMMON STOCK                       | CUSIP: 612117903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    104578 | NS      | $857689.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montauk Renewables Inc.                                                   | MONTAUK RENEWABLES INC COMMON STOCK USD.01               | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7659 | NS      | $12790.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc.                                              | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4521 | NS      | $70889.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                       | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14640 | NS      | $608032.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                               | ASX LTD COMMON STOCK                                     | CUSIP: 612922906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22432 | NS      | $768121.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                   | BRIDGESTONE CORP COMMON STOCK                            | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    131832 | NS      | $2966123.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Obic Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                 | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37369 | NS      | $1172962.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                  | ORACLE CORP JAPAN COMMON STOCK                           | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4444 | NS      | $373513.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                               | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    586343 | NS      | $17695320.11  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Montrose Environmental Group Inc.                                         | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004   | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3236 | NS      | $80349.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Limited                                                    | CONTACT ENERGY LTD COMMON STOCK                          | CUSIP: 615252905<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     97505 | NS      | $518710.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                       | MOODY'S CORP COMMON STOCK USD.01                         | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      9347 | NS      | $4774914.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                                 | MOOG INC COMMON STOCK USD1.0                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2734 | NS      | $665865.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                                              | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001             | CUSIP: 90184D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5850 | NS      | $185562.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                                                  | UDR INC REIT USD.01                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     18322 | NS      | $672050.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                   | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100086 | NS      | $2961403.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Capcom Co. Ltd.                                                           | CAPCOM CO LTD COMMON STOCK                               | CUSIP: 617369004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39997 | NS      | $929091.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | MORGAN STANLEY COMMON STOCK USD.01                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     73586 | NS      | $13063722.58  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                    | DBS GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 617520903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    245700 | NS      | $10762795.03  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar Inc.                                                          | MORNINGSTAR INC COMMON STOCK                             | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $764496.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Limited                                                     | COMPUTERSHARE LTD COMMON STOCK                           | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     60096 | NS      | $1361989.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Limited                                                  | SIGMA HEALTHCARE LTD COMMON STOCK                        | CUSIP: 618206908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    599706 | NS      | $1173995.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                             | CENTRAL JAPAN RAILWAY CO COMMON STOCK                    | CUSIP: 618355903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     89182 | NS      | $2470340.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77537 | NS      | $4067711.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                             | REA GROUP LTD COMMON STOCK                               | CUSIP: 619857907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6101 | NS      | $743742.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                                         | DISCO CORP COMMON STOCK                                  | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10642 | NS      | $3242213.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                         | INSURANCE AUSTRALIA GROUP LTD COMMON STOCK               | CUSIP: 627102908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    273064 | NS      | $1449208.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Myers Industries Inc.                                                     | MYERS INDUSTRIES INC COMMON STOCK                        | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      3611 | NS      | $67597.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                                      | MYRIAD GENETICS INC COMMON STOCK USD.01                  | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8830 | NS      | $54304.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                                          | NBT BANCORP INC COMMON STOCK USD.01                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5007 | NS      | $207890.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Limited                                                       | PRO MEDICUS LTD COMMON STOCK                             | CUSIP: 629278904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6636 | NS      | $974583.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                           | NRG ENERGY INC COMMON STOCK USD.01                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     11675 | NS      | $1859127.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                                           | NVE CORP COMMON STOCK USD.01                             | CUSIP: 629445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $29605.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation                                        | NATIONAL BANK HOLDINGS CORP COMMON STOCK                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3667 | NS      | $139382.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc.                                                  | NATIONAL BANKSHARES INC COMMON STOCK USD1.25             | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $23772.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                                   | NATIONAL BEVERAGE CORP COMMON STOCK USD.01               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2443 | NS      | $77907.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                                                 | NATIONAL FUEL GAS CO COMMON STOCK USD1.0                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     13328 | NS      | $1067039.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc.                                            | NATIONAL HEALTH INVESTORS INC REIT USD.01                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      4569 | NS      | $348934.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                                           | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0       | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       514 | NS      | $54874.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                                             | NATIONAL RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      1208 | NS      | $22674.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     83301 | NS      | $11955359.52  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                                                 | MBIA INC COMMON STOCK USD1.0                             | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      4615 | NS      | $33043.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                                        | MFA FINANCIAL INC REIT USD.01                            | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      9667 | NS      | $89999.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                                                           | MGE ENERGY INC COMMON STOCK USD1.0                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3641 | NS      | $285527.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                                            | PERDOCEO EDUCATION CORP COMMON STOCK USD.01              | CUSIP: 71363P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6352 | NS      | $186304.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                                 | PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001          | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6147 | NS      | $106343.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                                               | MGIC INVESTMENT CORP COMMON STOCK USD1.0                 | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $964260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc.                                                      | MBX BIOSCIENCES INC COMMON STOCK USD.0001                | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2783 | NS      | $87775.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                      | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     83373 | NS      | $5779590.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     12497 | NS      | $456015.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                                                   | MIDDLESEX WATER CO COMMON STOCK                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $92016.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                                               | MIDLAND STATES BANCORP INC COMMON STOCK USD.01           | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      2115 | NS      | $44774.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc.                                                         | JFE HOLDINGS INC COMMON STOCK                            | CUSIP: 654379908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66440 | NS      | $847035.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1911 Gold Corporation                                                     | 1911 GOLD CORP COMMON STOCK                              | CUSIP: 65442J107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3149 | NS      | $2035.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                                                          | 908 DEVICES INC COMMON STOCK                             | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2838 | NS      | $14899.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd.                                                 | NIOCORP DEVELOPMENTS LTD COMMON STOCK                    | CUSIP: 654484609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10505 | NS      | $55676.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corporation                                                        | MAKITA CORP COMMON STOCK                                 | CUSIP: 655580009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25862 | NS      | $783850.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corporation                                                       | NORDSON CORP COMMON STOCK                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3252 | NS      | $781878.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                                            | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     23128 | NS      | $2079669.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC COMMON STOCK                                      | PERIMETER SOLUTIONS INC COMMON STOCK                     | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13562 | NS      | $373361.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                              | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13670 | NS      | $3946802.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK              | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    423059 | NS      | $13606175.08  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc.                                                              | REVVITY INC COMMON STOCK USD1.0                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      6907 | NS      | $668252.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Services Inc.                                     | PERMA-FIX ENVIRONMENTAL SERVIC COMMON STOCK USD.001      | CUSIP: 714157203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $22548.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | CAPITALAND ASCENDAS REIT REIT                            | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    452250 | NS      | $994303.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                      | MARUBENI CORP COMMON STOCK                               | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    162962 | NS      | $4538487.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | SKANSKA AB COMMON STOCK                                  | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     39289 | NS      | $1070559.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corporation                                             | PERMIAN RESOURCES CORP COMMON STOCK USD.0001             | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102414 | NS      | $1436868.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    287445 | NS      | $10490177.55  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                           | RENESAS ELECTRONICS CORP COMMON STOCK                    | CUSIP: 663567907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    205158 | NS      | $2810017.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | NINTENDO CO LTD COMMON STOCK                             | CUSIP: 663955003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    127440 | NS      | $8604049.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI Systems Inc.                                                          | OSI SYSTEMS INC COMMON STOCK                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1576 | NS      | $401974.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp.                                                  | PERPETUA RESOURCES CORP COMMON STOCK                     | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8286 | NS      | $200604.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain                                                 | CIE DE SAINT-GOBAIN SA COMMON STOCK EUR4.0               | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     51854 | NS      | $5273130.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OP Bancorp                                                                | OP BANCORP COMMON STOCK                                  | CUSIP: 67109R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $18017.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Limited                                               | QBE INSURANCE GROUP LTD COMMON STOCK                     | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    174347 | NS      | $2308256.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries Inc.                                                    | POWELL INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       930 | NS      | $296465.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                                   | POWER INTEGRATIONS INC COMMON STOCK USD.001              | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5480 | NS      | $194759.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25               | CUSIP: BSTRB8909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     50774 | NS      | $1301096.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                     | AUTO TRADER GROUP PLC COMMON STOCK GBP.01                | CUSIP: BVYVFW900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     99883 | NS      | $788013.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Magnum Ice Cream Company N.V.                                         | MAGNUM ICE CREAM CO NV/THE COMMON STOCK EUR3.5           | CUSIP: BVZG4R905<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     56612 | NS      | $898552.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Limited                                                         | CAR GROUP LTD COMMON STOCK                               | CUSIP: BW0BGZ901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43689 | NS      | $894806.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0            | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    309514 | NS      | $2104217.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | TRYG A/S COMMON STOCK DKK5.0                             | CUSIP: BXDZ97902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     38820 | NS      | $1015197.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55            | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    168388 | NS      | $2439526.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enliven Therapeutics Inc.                                                 | ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3898 | NS      | $60029.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                                                | ENNIS INC COMMON STOCK USD2.5                            | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2358 | NS      | $42467.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                                                 | ENPRO INC COMMON STOCK USD.01                            | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2054 | NS      | $439823.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                                  | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2343 | NS      | $368319.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                                                | EPLUS INC COMMON STOCK USD.01                            | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2570 | NS      | $225389.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                                                        | VESTIS CORP COMMON STOCK USD.01                          | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11276 | NS      | $75210.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                              | EQUIFAX INC COMMON STOCK USD1.25                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      7456 | NS      | $1617802.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                                              | EQUINIX INC REIT USD.001                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      5982 | NS      | $4583169.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                                    | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2522 | NS      | $492773.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                                                | ESPERION THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     22843 | NS      | $84519.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                               | REPSOL SA COMMON STOCK EUR1.0                            | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    130268 | NS      | $2430593.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER NV COMMON STOCK EUR.12                    | CUSIP: 567151907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     26843 | NS      | $2780301.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Astria Therapeutics Inc.                                                  | ASTRIA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4118 | NS      | $53904.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                           | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     14978 | NS      | $1568496.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                            | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    127537 | NS      | $12339862.54  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MarineMax Inc.                                                            | MARINEMAX INC COMMON STOCK USD.001                       | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1918 | NS      | $46473.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                                                   | LAUREATE EDUCATION INC COMMON STOCK USD.001              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     12335 | NS      | $415319.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc.                                         | DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0       | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1131 | NS      | $30978.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H and M Hennes and Mauritz AB                                             | H and M HENNES and MAURITZ AB COMMON STOCK               | CUSIP: 568743900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     56976 | NS      | $1142020.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                   | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      6312 | NS      | $672608.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corporation                                                          | LEAR CORP COMMON STOCK USD.01                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      7650 | NS      | $876690.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad N.V.                                                             | RANDSTAD NV COMMON STOCK EUR.1                           | CUSIP: 522865906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     12529 | NS      | $475664.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Udemy Inc.                                                                | UDEMY INC COMMON STOCK USD.00001                         | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9391 | NS      | $54937.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                                 | UMB FINANCIAL CORP COMMON STOCK USD1.0                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     17518 | NS      | $2015270.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                                               | MASTEC INC COMMON STOCK USD.1                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      9047 | NS      | $1966546.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                                   | MASTERCARD INC COMMON STOCK USD.0001                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     49954 | NS      | $28517739.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                  | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     44582 | NS      | $20613700.14  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett and Platt Incorporated                                            | LEGGETT and PLATT INC COMMON STOCK USD.01                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     13123 | NS      | $144353.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc.                                            | MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      1693 | NS      | $32014.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                                          | MASTERBRAND INC COMMON STOCK USD.01                      | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12514 | NS      | $138154.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.com Inc.                                                        | LEGALZOOM.COM INC COMMON STOCK USD.001                   | CUSIP: 52466B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12504 | NS      | $124164.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                                                | LEGACY HOUSING CORP COMMON STOCK USD.001                 | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1017 | NS      | $19851.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                                                 | MATADOR RESOURCES CO COMMON STOCK USD.01                 | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17229 | NS      | $731198.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                                          | MATCH GROUP INC COMMON STOCK USD.001                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     14382 | NS      | $464394.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp.                                                             | LEGENCE CORP COMMON STOCK USD.01                         | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3641 | NS      | $156708.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                                      | LEIDOS HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      7789 | NS      | $1405135.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                                             | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     11092 | NS      | $1004269.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                                            | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01              | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3528 | NS      | $1013312.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                                      | MATERION CORP COMMON STOCK                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2015 | NS      | $250504.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                                                    | MATRIX SERVICE CO COMMON STOCK USD.01                    | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2908 | NS      | $34023.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                                      | TEXAS ROADHOUSE INC COMMON STOCK USD.001                 | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9756 | NS      | $1619496.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc.                                                       | TRADE DESK INC/THE COMMON STOCK USD.000001               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     26825 | NS      | $1018277.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The RealReal Inc.                                                         | REALREAL INC/THE COMMON STOCK USD.00001                  | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9807 | NS      | $154754.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                             | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     22889 | NS      | $13263031.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc.                                               | THERMON GROUP HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 88362T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3228 | NS      | $119952.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                                               | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0           | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1265 | NS      | $48082.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                          | NEWS CORP COMMON STOCK                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      7520 | NS      | $222817.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc.                                                              | NEWSMAX INC COMMON STOCK USD.01                          | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4717 | NS      | $36462.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc.                                                   | THIRD HARMONIC BIO INC COMMON STOCK USD.0001             | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4081 | NS      | $122.43       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thor Industries Inc.                                                      | THOR INDUSTRIES INC COMMON STOCK USD.1                   | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7763 | NS      | $797027.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc.                                                            | NEWTEKONE INC COMMON STOCK USD.02                        | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |      2198 | NS      | $24947.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc.                                                            | NEXTPOWER INC COMMON STOCK USD.0001                      | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36093 | NS      | $3144061.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                              | TWO HARBORS INVESTMENT CORP REIT CNY1.0                  | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     10167 | NS      | $106753.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                                   | TYLER TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2621 | NS      | $1189802.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc.                                                     | TYRA BIOSCIENCES INC COMMON STOCK USD.0001               | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2573 | NS      | $67644.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                                          | TYSON FOODS INC COMMON STOCK USD.1                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     17244 | NS      | $1010843.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                                                  | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01              | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4204 | NS      | $853622.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC COMMON STOCK USD.01                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126877 | NS      | $10185685.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Limited                                                    | QANTAS AIRWAYS LTD COMMON STOCK                          | CUSIP: 671034908<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     85599 | NS      | $591376.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                  | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     51424 | NS      | $4690383.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                               | PFD OFG BANCORP COMMON STOCK USD1.0                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      4261 | NS      | $174615.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc.                                                      | PIONEER BANCORP INC/NY COMMON STOCK USD.01               | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1189 | NS      | $16027.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                                   | PIPER SANDLER COS COMMON STOCK USD.01                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1696 | NS      | $576148.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                        | CREDIT AGRICOLE SA COMMON STOCK EUR3.0                   | CUSIP: 726261902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    123191 | NS      | $2536239.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Signet Jewelers Limited                                                   | SIGNET JEWELERS LTD COMMON STOCK USD.18                  | CUSIP: G81276100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3904 | NS      | $323563.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                          | SIRIUSPOINT LTD COMMON STOCK USD.1                       | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10011 | NS      | $219140.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                                            | TECHNIPFMC PLC COMMON STOCK USD1.0                       | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     59663 | NS      | $2658583.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                                           | TECNOGLASS INC COMMON STOCK USD.0001                     | CUSIP: G87264100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2659 | NS      | $133800.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                                       | UFP INDUSTRIES INC COMMON STOCK                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     14231 | NS      | $1295732.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Gold Corp.                                                           | US GOLD CORP COMMON STOCK USD1.0                         | CUSIP: 90291C201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $22302.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                                                   | TEEKAY CORP LTD COMMON STOCK USD.001                     | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      5196 | NS      | $46919.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                                       | TEEKAY TANKERS LTD COMMON STOCK USD.01                   | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      2326 | NS      | $124254.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company                                 | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0               | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     13509 | NS      | $5257702.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                                | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01            | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3002 | NS      | $22184.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc.                                               | AQUESTIVE THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10255 | NS      | $66247.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                                   | ARAMARK COMMON STOCK USD.01                              | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     38768 | NS      | $1428988.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corporation                                             | ARBUTUS BIOPHARMA CORP COMMON STOCK                      | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15013 | NS      | $72212.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc.                                                   | ARBOR REALTY TRUST INC REIT USD.01                       | CUSIP: 038923108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18778 | NS      | $145717.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                                       | ARCBEST CORP COMMON STOCK USD.01                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2229 | NS      | $165369.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                                              | ARCELLX INC COMMON STOCK USD.001                         | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3353 | NS      | $218615.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                                               | ARCOSA INC COMMON STOCK USD.01                           | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $504382.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc.                                                              | ARDELYX INC COMMON STOCK USD.000001                      | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     23256 | NS      | $135582.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                                    | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001              | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7697 | NS      | $183419.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                                              | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10715 | NS      | $311163.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.                                       | ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2626 | NS      | $16097.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc.                                                        | ARDENT HEALTH INC COMMON STOCK USD.01                    | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2476 | NS      | $21863.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                               | ARES MANAGEMENT CORP COMMON STOCK                        | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12551 | NS      | $2028618.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                                                | ARGAN INC COMMON STOCK USD.15                            | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $409822.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                                           | ATLANTICUS HOLDINGS CORP COMMON STOCK                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $35885.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                                  | ATMOS ENERGY CORP COMMON STOCK                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      9780 | NS      | $1639421.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.                                        | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8089 | NS      | $419899.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                                             | ATRICURE INC COMMON STOCK USD.001                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4761 | NS      | $188345.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc.                                                     | AURA BIOSCIENCES INC COMMON STOCK USD.00001              | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4892 | NS      | $26661.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc.                                              | AURINIA PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 05156V102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11642 | NS      | $185689.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                                             | AUTODESK INC COMMON STOCK USD.01                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     12976 | NS      | $3841025.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                                              | AUTOLIV INC COMMON STOCK USD1.0                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     10308 | NS      | $1223559.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                            | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     24640 | NS      | $6338147.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                                           | AUTONATION INC COMMON STOCK USD.01                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4034 | NS      | $832940.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                                               | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      8343 | NS      | $1278981.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    235856 | NS      | $16488692.96  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                        | COCA-COLA EUROPACIFIC PARTNERS COMMON STOCK EUR.01       | CUSIP: 19122T109<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     23991 | NS      | $2175983.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc.                                                              | CODEXIS INC COMMON STOCK USD.0001                        | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10596 | NS      | $17271.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                                          | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001           | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      9854 | NS      | $151554.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                                        | DYNEX CAPITAL INC REIT USD.01                            | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     13935 | NS      | $195229.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                                    | DYNE THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12071 | NS      | $236108.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                                        | ELF BEAUTY INC COMMON STOCK USD.01                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      8796 | NS      | $668847.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc.                                               | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2784 | NS      | $29120.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc.                                                | EAGLE BANCORP MONTANA INC COMMON STOCK USD.01            | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       802 | NS      | $15959.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                                     | LABCORP HOLDINGS INC COMMON STOCK USD.1                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $1266944.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                             | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     60926 | NS      | $1761334.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| La-Z-Boy Incorporated                                                     | LA-Z-BOY INC COMMON STOCK USD1.0                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      4108 | NS      | $153105.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                                       | LADDER CAPITAL CORP REIT USD.001                         | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11336 | NS      | $124582.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                                                    | MandT BANK CORP COMMON STOCK USD.5                       | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9364 | NS      | $1886658.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                             | NISOURCE INC COMMON STOCK USD.01                         | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29073 | NS      | $1214088.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                                               | NLIGHT INC COMMON STOCK                                  | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4521 | NS      | $169582.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corporation                                                         | NIDEC CORP COMMON STOCK                                  | CUSIP: 664068004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     96374 | NS      | $1308567.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc.                                                              | NUTANIX INC COMMON STOCK USD.000025                      | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     39938 | NS      | $2064395.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                                         | INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213   | CUSIP: BHJYC0905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     16714 | NS      | $2348798.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                           | AKZO NOBEL NV COMMON STOCK EUR.5                         | CUSIP: BJ2KSG907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     19746 | NS      | $1373935.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                    | EQT AB COMMON STOCK SEK.1                                | CUSIP: BJ7W9K908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     57013 | NS      | $2227271.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV COMMON STOCK EUR.05                            | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    151053 | NS      | $9353043.69   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | ORSTED AS COMMON STOCK DKK10.0                           | CUSIP: BYT16L900<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     61011 | NS      | $1164661.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | JAPAN POST HOLDINGS CO LTD COMMON STOCK                  | CUSIP: BYT814908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    205933 | NS      | $2172883.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                               | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     99184 | NS      | $21241245.44  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                                            | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     10552 | NS      | $1528246.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc.                                           | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3661 | NS      | $766503.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                                     | BWX TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     13485 | NS      | $2330747.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc.                                                            | BACKBLAZE INC COMMON STOCK USD.001                       | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5646 | NS      | $26310.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                                         | BADGER METER INC COMMON STOCK USD1.0                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2890 | NS      | $504044.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation                                   | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01       | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17891 | NS      | $1509284.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc.                                                    | UBER TECHNOLOGIES INC COMMON STOCK USD.00001             | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126586 | NS      | $10343342.06  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc.                                              | USCB FINANCIAL HOLDINGS INC COMMON STOCK                 | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $23946.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                             | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     90314 | NS      | $8611439.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc.                                           | BOWHEAD SPECIALTY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1781 | NS      | $50829.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd.                                              | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01          | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $45534.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc.                                                | FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0            | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |       654 | NS      | $35211.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                                           | FRESHWORKS INC COMMON STOCK USD.00001                    | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19596 | NS      | $240051.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc.                                                       | FRONTVIEW REIT INC REIT USD.01                           | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2115 | NS      | $31217.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc.                                                  | FTAI INFRASTRUCTURE INC COMMON STOCK USD.01              | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10948 | NS      | $50470.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuboTV Inc.                                                               | FUBOTV INC COMMON STOCK                                  | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32505 | NS      | $81912.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc.                                                 | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4134 | NS      | $46755.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                                                     | FULGENT GENETICS INC COMMON STOCK USD.0001               | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2032 | NS      | $53380.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                                       | HERSHEY CO/THE COMMON STOCK USD1.0                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      9027 | NS      | $1642733.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc.                                                | HERTZ GLOBAL HLDGS INC COMMON STOCK USD.01               | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     11439 | NS      | $58796.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Company                                        | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     80384 | NS      | $1930823.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                                        | HEXCEL CORP COMMON STOCK USD.01                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     11741 | NS      | $867659.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                                               | MERCANTILE BANK CORP COMMON STOCK                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1591 | NS      | $76527.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc.                                                  | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23334 | NS      | $546482.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                | MIRUM PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3995 | NS      | $315565.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc.                                                      | MISSION PRODUCE INC COMMON STOCK USD.001                 | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4275 | NS      | $49590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                 | ASAHI GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: 605440007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    175597 | NS      | $1840572.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Asahi Kasei Corporation                                                   | ASAHI KASEI CORP COMMON STOCK                            | CUSIP: 605460005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    149789 | NS      | $1331436.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                  | AGC INC COMMON STOCK                                     | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     22591 | NS      | $749201.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS Corporation                                                         | ASICS CORP COMMON STOCK                                  | CUSIP: 605737006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     80554 | NS      | $1933817.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UL Solutions Inc.                                                         | UL SOLUTIONS INC COMMON STOCK USD.001                    | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11099 | NS      | $875267.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                                          | ULTA BEAUTY INC COMMON STOCK                             | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2732 | NS      | $1652887.32   | 0.02%             |  |  |  | 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        |      4406 | NS      | $111603.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                                                      | UNIFIRST CORP/MA COMMON STOCK USD.1                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1435 | NS      | $276811.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                 | UNION PACIFIC CORP COMMON STOCK USD2.5                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     36137 | NS      | $8359210.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                                                        | UNISYS CORP COMMON STOCK USD.01                          | CUSIP: 909214306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7252 | NS      | $20015.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co.Ltd.                                                   | OTSUKA HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B5LTM9909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50149 | NS      | $2836387.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                        | AZRIELI GROUP LTD COMMON STOCK ILS.1                     | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4899 | NS      | $555429.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                | ENTAIN PLC COMMON STOCK EUR.01                           | CUSIP: B5VQMV905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     70148 | NS      | $721068.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                                   | REDEIA CORP SA COMMON STOCK EUR.5                        | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     46850 | NS      | $835184.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                         | COMPASS GROUP PLC COMMON STOCK GBP.1105                  | CUSIP: BD6K45906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    195962 | NS      | $6209068.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                        | ASR NEDERLAND NV COMMON STOCK EUR.16                     | CUSIP: BD9PNF909<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     18106 | NS      | $1288256.18   | 0.02%             |  |  |  | No            |                  2 | 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        |     10090 | NS      | $56100.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc.                                                        | MISTRAS GROUP INC COMMON STOCK USD.01                    | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1339 | NS      | $16938.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc.                                             | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 63845R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7596 | NS      | $196128.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc.                                           | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01       | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $32606.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc.                                   | NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001      | CUSIP: 63888U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1301 | NS      | $32590.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                                           | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK              | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1670 | NS      | $36038.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                                            | NOMURA RESEARCH INSTITUTE LTD COMMON STOCK               | CUSIP: 639092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43617 | NS      | $1659827.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navan Inc.                                                                | NAVAN INC COMMON STOCK USD.0000063                       | CUSIP: 639193101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3715 | NS      | $63452.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                                       | NAVIENT CORP COMMON STOCK USD.01                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      6667 | NS      | $86671.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corporation                                         | NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001         | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15587 | NS      | $111291.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                                               | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     14706 | NS      | $2085751.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc.                                                            | NEUROPACE INC COMMON STOCK USD.001                       | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2555 | NS      | $39449.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc.                                                            | NEUROGENE INC COMMON STOCK USD.000001                    | CUSIP: 64135M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $20249.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                                                 | RBC BEARINGS INC COMMON STOCK USD.01                     | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4643 | NS      | $2082060.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Holmen AB                                                                 | HOLMEN AB COMMON STOCK SEK25.0                           | CUSIP: BDQQ1Q908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8123 | NS      | $311586.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129               | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    572783 | NS      | $8785619.71   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                              | WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1        | CUSIP: BF0GWS905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    192788 | NS      | $609322.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                          | AIB GROUP PLC COMMON STOCK EUR.625                       | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    246682 | NS      | $2637116.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| bioMerieux                                                                | BIOMERIEUX COMMON STOCK                                  | CUSIP: BF0LBX906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4782 | NS      | $618765.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | UNIBAIL-RODAMCO-WESTFIELD REIT EUR5.0                    | CUSIP: BF2PQ0901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     14057 | NS      | $1528654.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Commercial Real Estate Corporation                                   | ARES COMMERCIAL REAL ESTATE CO REIT USD.01               | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      5063 | NS      | $24201.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc.                                                               | ARHAUS INC COMMON STOCK USD.001                          | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4951 | NS      | $55500.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                                      | ARISTA NETWORKS INC COMMON STOCK USD.0001                | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62909 | NS      | $8242966.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                                            | ARMADA HOFFLER PROPERTIES INC REIT USD.01                | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      7953 | NS      | $52648.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                                              | ARMOUR RESIDENTIAL REIT INC REIT USD.0001                | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     10764 | NS      | $190415.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc.                                                   | ARRAY TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14809 | NS      | $136538.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc.                                                   | ARRIVENT BIOPHARMA INC COMMON STOCK USD.0001             | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3014 | NS      | $60641.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                                                     | DOUGLAS DYNAMICS INC COMMON STOCK USD.01                 | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2193 | NS      | $71601.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                         | DOVER CORP COMMON STOCK USD1.0                           | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      8356 | NS      | $1631425.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                              | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43302 | NS      | $1012400.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc.                                                  | DREAM FINDERS HOMES INC COMMON STOCK USD.01              | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3008 | NS      | $51436.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                                              | DROPBOX INC COMMON STOCK USD.00001                       | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25725 | NS      | $715155.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc.                                               | DRIVEN BRANDS HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5932 | NS      | $87912.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                                     | DUCOMMUN INC COMMON STOCK USD.01                         | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1348 | NS      | $128235.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP COMMON STOCK USD.001                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     47377 | NS      | $5553058.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                                             | DUOLINGO INC COMMON STOCK USD.0001                       | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5902 | NS      | $1035801.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                                    | DUPONT DE NEMOURS INC COMMON STOCK USD.01                | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25525 | NS      | $1026105.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                                             | DOXIMITY INC COMMON STOCK USD.001                        | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20261 | NS      | $897157.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                                                       | D-WAVE QUANTUM INC COMMON STOCK USD.0001                 | CUSIP: 26740W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32602 | NS      | $852542.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynatrace Inc.                                                            | DYNATRACE INC COMMON STOCK USD.001                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44467 | NS      | $1927199.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                                             | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 483497103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3793 | NS      | $61256.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                      | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    120553 | NS      | $29290585.12  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB COMMON STOCK                                 | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     98014 | NS      | $3400597.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Karat Packaging Inc.                                                      | KARAT PACKAGING INC COMMON STOCK USD.001                 | CUSIP: 48563L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $21328.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                   | KB HOME COMMON STOCK USD1.0                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     15656 | NS      | $883154.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                                    | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01             | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5490 | NS      | $40680.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                                                       | KELLY SERVICES INC COMMON STOCK USD1.0                   | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3374 | NS      | $29691.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                                        | KEMPER CORP COMMON STOCK USD.1                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      8635 | NS      | $350062.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc.                                                   | ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 488445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5485 | NS      | $49145.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                                           | KENNAMETAL INC COMMON STOCK USD1.25                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      7375 | NS      | $209523.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc.                                              | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     12054 | NS      | $116562.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc.                                                   | OCULAR THERAPEUTIX INC COMMON STOCK USD.0001             | CUSIP: 67576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18174 | NS      | $220632.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                   | RYOHIN KEIKAKU CO LTD COMMON STOCK                       | CUSIP: 675845903<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     58347 | NS      | $1030259.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Smc Corporation                                                           | SMC CORP COMMON STOCK                                    | CUSIP: 676396005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6636 | NS      | $2296060.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SOFTBANK GROUP CORP COMMON STOCK                         | CUSIP: 677062903<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    441236 | NS      | $12378132.32  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitesse Energy Inc.                                                       | VITESSE ENERGY INC COMMON STOCK USD.01                   | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2941 | NS      | $56643.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                            | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    183439 | NS      | $5837876.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenas Biopharma Inc.                                                      | ZENAS BIOPHARMA INC COMMON STOCK USD.0001                | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $67246.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                                                 | ZEVIA PBC COMMON STOCK USD.001                           | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5713 | NS      | $13254.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                                | ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001           | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18354 | NS      | $373503.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                               | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     12074 | NS      | $1085694.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association                                 | ZIONS BANCORP NA COMMON STOCK USD.001                    | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21775 | NS      | $1274708.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                               | ZOETIS INC COMMON STOCK USD.01                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     26848 | NS      | $3378015.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                                                         | ZIPRECRUITER INC COMMON STOCK USD.00001                  | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6563 | NS      | $25595.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                                                | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40442 | NS      | $411295.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                                               | ZUMIEZ INC COMMON STOCK                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1313 | NS      | $34203.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc.                                                            | ZYMEWORKS INC COMMON STOCK USD.00001                     | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4918 | NS      | $129490.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                                               | ACUITY INC COMMON STOCK USD.01                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4486 | NS      | $1615139.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                                   | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001              | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $215673.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                                        | ENOVIS CORP COMMON STOCK USD.001                         | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5665 | NS      | $150915.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                 | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     49107 | NS      | $3880435.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                             | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001        | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      3051 | NS      | $141261.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                                                      | COLONY BANKCORP INC COMMON STOCK USD1.0                  | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1917 | NS      | $34160.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                              | COLUMBIA BANKING SYSTEM INC COMMON STOCK                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44118 | NS      | $1233098.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc.                                                   | COLUMBIA FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 197641103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3069 | NS      | $47692.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                                               | COLUMBIA SPORTSWEAR CO COMMON STOCK                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      3736 | NS      | $205816.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                                             | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01            | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2891 | NS      | $49869.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                                  | COMFORT SYSTEMS USA INC COMMON STOCK USD.01              | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2144 | NS      | $2000973.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    221419 | NS      | $6618213.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                     | COMERICA INC COMMON STOCK USD5.0                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     18841 | NS      | $1637848.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc.                                           | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0       | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5175 | NS      | $297252.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc.                                             | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12311 | NS      | $38410.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Incorporated                                   | COMMUNITY HEALTHCARE TRUST INC REIT USD.01               | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      2712 | NS      | $44531.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                                                 | COMMUNITY WEST BANCSHARES COMMON STOCK                   | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1664 | NS      | $37440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc.                                              | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0          | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $91869.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                                    | COMMVAULT SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     10862 | NS      | $1361660.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                                       | COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01       | CUSIP: 20451N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3350 | NS      | $65794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                                              | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK                | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7106 | NS      | $34108.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc.                                                 | COMPASS THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12892 | NS      | $69230.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc.                                                          | COMPOSECURE INC COMMON STOCK USD.0001                    | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5636 | NS      | $108662.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Inc.                                                             | SUNPOWER INC COMMON STOCK USD.0001                       | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6442 | NS      | $10113.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Inc.                                                              | COMPASS INC COMMON STOCK USD.00001                       | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47783 | NS      | $505066.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                                            | TRUBRIDGE INC COMMON STOCK USD.001                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1068 | NS      | $23570.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                                                   | COMSTOCK RESOURCES INC COMMON STOCK USD.5                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      7247 | NS      | $167985.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                                       | CONAGRA BRANDS INC COMMON STOCK USD5.0                   | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     29145 | NS      | $504499.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc.                                                      | RESERVOIR MEDIA INC COMMON STOCK USD.0001                | CUSIP: 76119X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $17645.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                                                   | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2996 | NS      | $528704.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                                   | BRANDYWINE REALTY TRUST REIT USD.01                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     16575 | NS      | $48399.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                                                 | RESOURCES CONNECTION INC COMMON STOCK USD.01             | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3813 | NS      | $19217.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc.                                         | RESOLUTE HOLDINGS MANAGEMENT I COMMON STOCK USD.0001     | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $85462.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc.                                                                | BRAZE INC COMMON STOCK USD.0001                          | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8335 | NS      | $285807.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                                                     | BRIDGEBIO PHARMA INC COMMON STOCK                        | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15441 | NS      | $1181082.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST COMMON STOCK                                       | CONTRA RESOLUTE FOREST COMMON STOCK                      | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7217 | NS      | $10248.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sabra Health Care REIT Inc.                                               | SABRA HEALTHCARE REIT REIT USD.01                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     59768 | NS      | $1132005.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                                         | SABRE CORP COMMON STOCK USD.01                           | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36670 | NS      | $49871.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp.                                                      | SABLE OFFSHORE CORP COMMON STOCK USD.0001                | CUSIP: 78574H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7343 | NS      | $66233.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                                               | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001          | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2213 | NS      | $38793.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Minds Biosciences Inc.                                             | BRIGHT MINDS BIOSCIENCES INC COMMON STOCK                | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $39098.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                                             | SAFEHOLD INC REIT USD.001                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      5529 | NS      | $75692.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                                               | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01           | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1407 | NS      | $109619.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI COMMON STOCK                                       | CONTRA SAGE THERAPEUTI COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8588 | NS      | $1545.84      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Saia Inc.                                                                 | SAIA INC COMMON STOCK USD.001                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      3930 | NS      | $1283223.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                                                | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01            | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8432 | NS      | $546309.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                                                  | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7163 | NS      | $90755.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                                       | ST JOE CO/THE COMMON STOCK                               | CUSIP: 790148100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3733 | NS      | $221628.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                           | SALESFORCE INC COMMON STOCK USD.001                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     57998 | NS      | $15364250.18  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc.                                             | ACADIAN ASSET MANAGEMENT INC COMMON STOCK USD.001        | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2624 | NS      | $123328.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                                                  | BRIGHTSPIRE CAPITAL INC REIT USD.01                      | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12915 | NS      | $72324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corporation                                          | SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001           | CUSIP: 80706P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8018 | NS      | $353192.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                                                          | SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01        | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $99412.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.                                         | BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0     | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10818 | NS      | $405134.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc.                                                | BRINKER INTERNATIONAL INC COMMON STOCK USD.1             | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4307 | NS      | $618140.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc.                                                         | ANA HOLDINGS INC COMMON STOCK                            | CUSIP: 601490006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18452 | NS      | $350434.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MiMedx Group Inc.                                                         | MIMEDX GROUP INC COMMON STOCK USD.001                    | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11852 | NS      | $80238.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                                              | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01          | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $62918.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                                                      | CAPITAL BANCORP INC COMMON STOCK USD.01                  | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1301 | NS      | $36649.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc.                                                     | CARDIFF ONCOLOGY INC COMMON STOCK USD.0001               | CUSIP: 14147L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6286 | NS      | $17663.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc.                                                      | CARDINAL HEALTH INC COMMON STOCK                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     14475 | NS      | $2974612.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc.                                             | EAGLE FINANCIAL SERVICES INC COMMON STOCK USD2.5         | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $18544.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                                      | EAGLE MATERIALS INC COMMON STOCK USD.01                  | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4729 | NS      | $977389.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                                                    | EAST WEST BANCORP INC COMMON STOCK USD.001               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20293 | NS      | $2280730.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc.                                       | EASTERLY GOVERNMENT PROPERTIES REIT USD.01               | CUSIP: 27616P301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4013 | NS      | $85035.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                           | KLA CORP COMMON STOCK USD.001                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      8005 | NS      | $9726715.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                                        | KKR REAL ESTATE FINANCE TRUST REIT USD.01                | CUSIP: 48251K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5404 | NS      | $44420.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                                          | KKR and CO INC COMMON STOCK USD.01                       | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41814 | NS      | $5330448.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                                               | KADANT INC COMMON STOCK USD.01                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1147 | NS      | $326917.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                                               | KAISER ALUMINUM CORP COMMON STOCK USD.01                 | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $180445.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     63296 | NS      | $17316217.90  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                             | NN GROUP NV COMMON STOCK EUR.12                          | CUSIP: BNG8PQ901<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     31056 | NS      | $2395803.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                | SCOUT24 SE COMMON STOCK                                  | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      8659 | NS      | $869709.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings Public Limited Company                                   | RYANAIR HOLDINGS PLC COMMON STOCK EUR.006                | CUSIP: BYTBXV906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     97405 | NS      | $3358288.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                        | CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0       | CUSIP: BYVS6J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     72721 | NS      | $538879.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Box Inc.                                                                  | BOX INC COMMON STOCK USD.0001                            | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     13640 | NS      | $407972.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                                 | LAND SECURITIES GROUP PLC REIT GBP.1066667               | CUSIP: BYW0PQ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     81708 | NS      | $683207.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment Aktiebolaget Latour                                            | INVESTMENT AB LATOUR COMMON STOCK                        | CUSIP: BZ404X902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17093 | NS      | $415270.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                            | ING GROEP NV COMMON STOCK EUR.01                         | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    348828 | NS      | $9804936.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Limited                                                   | WISETECH GLOBAL LTD COMMON STOCK                         | CUSIP: BZ8GX8906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23276 | NS      | $1058232.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                   | BOYD GAMING CORP COMMON STOCK USD.01                     | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8527 | NS      | $726841.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc.                                                | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025        | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6662 | NS      | $320575.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                                          | DELIVERY HERO SE COMMON STOCK                            | CUSIP: BZCNB4909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     22379 | NS      | $589909.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Water Co. Ltd.                                               | CONSOLIDATED WATER CO LTD COMMON STOCK USD.6             | CUSIP: G23773107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1456 | NS      | $51382.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                                            | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3919 | NS      | $117922.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc.                                                   | DINE BRANDS GLOBAL INC COMMON STOCK USD.01               | CUSIP: 254423106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1434 | NS      | $46088.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                                       | DIODES INC COMMON STOCK USD.667                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      4482 | NS      | $221141.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                                       | HB FULLER CO COMMON STOCK USD1.0                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      5310 | NS      | $315732.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                                              | FULTON FINANCIAL CORP COMMON STOCK USD2.5                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     17282 | NS      | $334061.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                                                | FUNKO INC COMMON STOCK USD.0001                          | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4745 | NS      | $16133.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                        | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005    | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14939 | NS      | $2149572.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Public Limited Company                                                | CRH PLC COMMON STOCK                                     | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     40835 | NS      | $5096208.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Limited                                                     | FUTU HOLDINGS LTD ADR USD.00001                          | CUSIP: 36118L106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6565 | NS      | $1078038.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                              | GENERAL DYNAMICS CORP COMMON STOCK USD1.0                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     15446 | NS      | $5200050.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp.                                                     | CRITICAL METALS CORP COMMON STOCK USD.001                | CUSIP: G2662B103<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4431 | NS      | $30751.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| General Electric Company                                                  | GENERAL ELECTRIC CO COMMON STOCK USD.01                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     64262 | NS      | $19794623.86  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                                        | GENERAL MILLS INC COMMON STOCK USD.1                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     32499 | NS      | $1511203.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                    | GENERAL MOTORS CO COMMON STOCK USD.01                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     56832 | NS      | $4621578.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                                              | GENESCO INC COMMON STOCK USD1.0                          | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1036 | NS      | $25661.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc.                                                              | SHIMANO INC COMMON STOCK                                 | CUSIP: 680482007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8607 | NS      | $900042.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company Limited                                                  | SHISEIDO CO LTD COMMON STOCK                             | CUSIP: 680526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46179 | NS      | $672038.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corporation                                                        | GENTEX CORP COMMON STOCK USD.06                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     32292 | NS      | $751434.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                                         | GENIE ENERGY LTD COMMON STOCK                            | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2225 | NS      | $30660.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co.Ltd.                                                             | HULIC CO LTD COMMON STOCK                                | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53191 | NS      | $581971.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olema Pharmaceuticals Inc.                                                | OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5809 | NS      | $145225.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc.                                             | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                 | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4225 | NS      | $92443.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                               | BNP PARIBAS SA COMMON STOCK EUR2.0                       | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    116036 | NS      | $10977814.88  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corporation                                                          | OLIN CORP COMMON STOCK USD1.0                            | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     16832 | NS      | $350610.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Company Limited                                                 | SINO LAND CO LTD COMMON STOCK                            | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    422546 | NS      | $556006.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                              | POLARIS INC COMMON STOCK USD.01                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     13078 | NS      | $827183.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                            | LONZA GROUP AG COMMON STOCK CHF1.0                       | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      8108 | NS      | $5466572.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.                                      | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001      | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9043 | NS      | $991203.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Limited                                                | SINGAPORE AIRLINES LTD COMMON STOCK                      | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    180748 | NS      | $897407.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Portillo's Inc.                                                           | PORTILLO'S INC COMMON STOCK USD.01                       | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6608 | NS      | $30000.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                                         | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     27451 | NS      | $1317373.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                                        | OLYMPIC STEEL INC COMMON STOCK                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       983 | NS      | $42057.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc.                                                         | OMADA HEALTH INC COMMON STOCK USD.001                    | CUSIP: 68170A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $15606.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                        | POST HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7050 | NS      | $698302.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc.                                          | SEAPORT ENTERTAINMENT GROUP IN COMMON STOCK              | CUSIP: 812215200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $16844.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks and Resorts Inc.                                             | UNITED PARKS and RESORTS INC COMMON STOCK USD.01         | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2640 | NS      | $95832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Security National Financial Corporation                                   | SECURITY NATIONAL FINANCIAL CO COMMON STOCK USD2.0       | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $16407.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                                         | TALOS ENERGY INC COMMON STOCK                            | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12948 | NS      | $142686.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                                                 | TANDEM DIABETES CARE INC COMMON STOCK                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      6625 | NS      | $145617.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                                | TANGER INC REIT USD.01                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     10845 | NS      | $361897.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                                    | TANGO THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10411 | NS      | $92241.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                                             | TAPESTRY INC COMMON STOCK USD.01                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     12468 | NS      | $1593036.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                        | TARGET CORP COMMON STOCK USD.0833                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     27683 | NS      | $2706013.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                                              | NETFLIX INC COMMON STOCK USD.001                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    258147 | NS      | $24203862.72  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                                               | NET LEASE OFFICE PROPERTIES REIT                         | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1472 | NS      | $37962.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                     | TARGA RESOURCES CORP COMMON STOCK USD.001                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     13078 | NS      | $2412891.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                                  | TARGET HOSPITALITY CORP COMMON STOCK USD.0001            | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3314 | NS      | $26545.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc.                                               | TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3814 | NS      | $312290.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                                          | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001       | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23704 | NS      | $1395454.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                                                 | TAYSHA GENE THERAPIES INC COMMON STOCK USD.00001         | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21586 | NS      | $118723.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                                         | TEREX CORP COMMON STOCK USD.01                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     15942 | NS      | $850983.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraWulf Inc.                                                             | TERAWULF INC COMMON STOCK USD.001                        | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29542 | NS      | $339437.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc.                                                | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8352 | NS      | $337420.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                                | TERRENO REALTY CORP REIT USD.01                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9923 | NS      | $582579.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                                                | TESLA INC COMMON STOCK USD.001                           | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171188 | NS      | $76986667.36  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Limited                                    | TEVA PHARMACEUTICAL INDUSTRIES ADR                       | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    132399 | NS      | $4132172.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                                                   | TETRA TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12418 | NS      | $116356.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                                           | TETRA TECH INC COMMON STOCK USD.01                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     38557 | NS      | $1293201.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                                              | NETGEAR INC COMMON STOCK USD.001                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      2664 | NS      | $65347.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                                                     | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      6815 | NS      | $184413.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp.                                                           | NETSTREIT CORP REIT USD.01                               | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8176 | NS      | $144224.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | KYOWA KIRIN CO LTD COMMON STOCK                          | CUSIP: 649955002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27307 | NS      | $439498.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| agilon health Inc.                                                        | AGILON HEALTH INC COMMON STOCK USD.01                    | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31373 | NS      | $21606.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc.                                                               | AIRBNB INC COMMON STOCK USD.0001                         | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25910 | NS      | $3516505.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                                           | AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD1.0       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     13558 | NS      | $3349097.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                                  | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      8765 | NS      | $764746.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                     | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8475 | NS      | $1042086.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                                   | GENWORTH FINANCIAL INC COMMON STOCK USD.001              | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     39038 | NS      | $352513.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                                     | GENTHERM INC COMMON STOCK                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      3028 | NS      | $110128.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                                              | GERMAN AMERICAN BANCORP INC COMMON STOCK                 | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      3626 | NS      | $142066.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                                         | GERON CORP COMMON STOCK USD.001                          | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53495 | NS      | $70613.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc.                                                | GETTY IMAGES HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12196 | NS      | $16342.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                                        | GETTY REALTY CORP REIT USD.01                            | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5220 | NS      | $142871.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc.                                                   | OLD SECOND BANCORP INC COMMON STOCK USD1.0               | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      4958 | NS      | $96681.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                               | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27344 | NS      | $727940.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                   | CUSIP: 680458007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    194787 | NS      | $6050307.08   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc.                                                               | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                   | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $733.85       | 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        |       967 | NS      | $630.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                               | PROGRESSIVE CORP/THE COMMON STOCK USD1.0                 | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35725 | NS      | $8135297.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Limited                                                          | BRAMBLES LTD COMMON STOCK                                | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    157289 | NS      | $2401851.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                 | METSO OYJ COMMON STOCK                                   | CUSIP: B1FN8X901<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     76562 | NS      | $1332114.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS S.A.                                                    | GALP ENERGIA SGPS SA COMMON STOCK EUR1.0                 | CUSIP: B1FW75903<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     48171 | NS      | $829520.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre S.A.                                                               | MAPFRE SA COMMON STOCK EUR.1                             | CUSIP: B1G40S901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |    106657 | NS      | $535225.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monotaro Co. Ltd.                                                         | MONOTARO CO LTD COMMON STOCK                             | CUSIP: B1GHR8907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28940 | NS      | $460817.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Symrise AG                                                                | SYMRISE AG COMMON STOCK                                  | CUSIP: B1JB4K905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     15329 | NS      | $1241978.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                             | WHITBREAD PLC COMMON STOCK GBP.767974                    | CUSIP: B1KJJ4906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19971 | NS      | $684509.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | AKER BP ASA COMMON STOCK NOK1.0                          | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     36482 | NS      | $928326.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB SKF                                                                    | SKF AB COMMON STOCK SEK2.5                               | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     39383 | NS      | $1042421.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel                                                                     | REXEL SA COMMON STOCK EUR5.0                             | CUSIP: B1VP0K904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     25893 | NS      | $1015578.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                | SANDVIK AB COMMON STOCK SEK1.2                           | CUSIP: B1VQ25903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    123093 | NS      | $3976037.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                               | KEPPEL LTD COMMON STOCK                                  | CUSIP: B1VQ5C905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    168144 | NS      | $1351821.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden (publ)                                                  | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                    | CUSIP: B1VSK1908<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     13661 | NS      | $611989.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden (publ)                                                  | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                    | CUSIP: B1VSK5909<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     18028 | NS      | $806991.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding (Holdings) Ltd.                                  | YANGZIJIANG SHIPBUILDING HOLDI COMMON STOCK              | CUSIP: B1VT03904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    298214 | NS      | $805622.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                        | SVENSKA CELLULOSA AB SP ADR COMMON STOCK                 | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     70137 | NS      | $930144.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                           | PRYSMIAN SPA COMMON STOCK EUR.1                          | CUSIP: B1W4V6907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     32503 | NS      | $3242410.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                | SALMAR ASA COMMON STOCK NOK.25                           | CUSIP: B1W5NW906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      7815 | NS      | $477637.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | GEBERIT AG COMMON STOCK CHF.1                            | CUSIP: B1WGG9901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3916 | NS      | $3041252.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S COMMON STOCK DKK1.0                              | CUSIP: B1WT5G909<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     23595 | NS      | $5942549.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                          | SMITHS GROUP PLC COMMON STOCK GBP.375                    | CUSIP: B1WY23900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     37681 | NS      | $1191859.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion S.A.                                                                | ORION SA COMMON STOCK                                    | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5961 | NS      | $31474.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                                                   | SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625            | CUSIP: L8681T102<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     18052 | NS      | $10482976.92  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | CHECK POINT SOFTWARE TECH COMMON STOCK USD.01            | CUSIP: M22465104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9915 | NS      | $1839827.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine (MindMed) Inc.                                              | MIND MEDICINE MINDMED INC COMMON STOCK                   | CUSIP: 60255C885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9218 | NS      | $123429.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                                                | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3101 | NS      | $189005.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc.                                               | MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4567 | NS      | $165736.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co.Ltd.                                                   | ZENSHO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 604260901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11133 | NS      | $637959.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5827 | NS      | $2599191.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                           | DORIAN LPG LTD COMMON STOCK USD.01                       | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      3610 | NS      | $87867.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                                                 | FLEX LTD COMMON STOCK                                    | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     54541 | NS      | $3295367.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping and Trading Limited                                        | GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01         | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |      3061 | NS      | $56414.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                    | SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK              | CUSIP: 604321901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    180240 | NS      | $1177705.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio CompanyLtd.                                                        | SANRIO CO LTD COMMON STOCK                               | CUSIP: 677634008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20640 | NS      | $645830.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                            | SANTOS LTD COMMON STOCK                                  | CUSIP: 677670002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    374944 | NS      | $1539964.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Valley Banc Corp.                                                    | OHIO VALLEY BANC CORP COMMON STOCK USD1.0                | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $16351.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                                                | INTERNATIONAL SEAWAYS INC COMMON STOCK                   | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      3905 | NS      | $189587.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd.                                                   | NAVIGATOR HOLDINGS LTD COMMON STOCK                      | CUSIP: Y62132108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3136 | NS      | $54315.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc.                                                         | SAFE BULKERS INC COMMON STOCK USD.001                    | CUSIP: Y7388L103<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      5160 | NS      | $24871.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                                                      | SCORPIO TANKERS INC COMMON STOCK USD.01                  | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      4385 | NS      | $222889.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wave Life Sciences Ltd.                                                   | WAVE LIFE SCIENCES LTD COMMON STOCK                      | CUSIP: Y95308105<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |     11316 | NS      | $192372.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                                            | OIL-DRI CORP OF AMERICA COMMON STOCK USD.1               | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       978 | NS      | $47863.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc.                                             | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      5397 | NS      | $36537.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                                                            | SECOM CO LTD COMMON STOCK                                | CUSIP: 679159004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45788 | NS      | $1627038.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Academy Sports and Outdoors Inc.                                          | ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01      | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6471 | NS      | $323291.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc.                                               | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12111 | NS      | $323484.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                                      | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001      | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14578 | NS      | $236746.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                                         | ADAPTHEALTH CORP COMMON STOCK USD.0001                   | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9985 | NS      | $99450.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                                                | ADDUS HOMECARE CORP COMMON STOCK USD.001                 | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $190080.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                                                | ADEIA INC COMMON STOCK                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10714 | NS      | $184816.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                                                | ADOBE INC COMMON STOCK USD.0001                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     25502 | NS      | $8925444.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                                                 | CEVA INC COMMON STOCK USD.001                            | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2237 | NS      | $48140.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc.                             | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2998 | NS      | $598041.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                                     | CHART INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     10913 | NS      | $2250587.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                                               | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001          | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5361 | NS      | $1119108.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                                        | DIAMOND HILL INVESTMENT GROUP COMMON STOCK               | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       265 | NS      | $44917.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                                              | DIEBOLD NIXDORF INC COMMON STOCK                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      2420 | NS      | $164293.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                                   | DIGI INTERNATIONAL INC COMMON STOCK USD.01               | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3575 | NS      | $154761.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corporation                                                      | DIGIMARC CORP COMMON STOCK USD.001                       | CUSIP: 25381B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1823 | NS      | $11958.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                     | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19671 | NS      | $3043300.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                                  | FIRST FINANCIAL BANCORP COMMON STOCK                     | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9327 | NS      | $233361.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                                           | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     32432 | NS      | $968743.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                                               | FIRST FINANCIAL CORP COMMON STOCK                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1050 | NS      | $63441.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                                    | FIRST INTERNET BANCORP COMMON STOCK                      | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $19680.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                                          | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001    | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8488 | NS      | $293684.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                                               | FIRST MERCHANTS CORP COMMON STOCK                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      5640 | NS      | $211387.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                                                 | FIRST MID BANCSHARES INC COMMON STOCK USD4.0             | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2277 | NS      | $88803.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT plc                                                                  | NEXT PLC COMMON STOCK GBP.1                              | CUSIP: 320898901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13428 | NS      | $2472096.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Forum Energy Technologies Inc.                                            | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01        | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      1047 | NS      | $38686.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                                                   | FORWARD AIR CORP COMMON STOCK USD.01                     | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2113 | NS      | $52825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L.B. Foster Company                                                       | L B FOSTER CO COMMON STOCK USD.01                        | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       970 | NS      | $26141.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc.                                            | 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4002 | NS      | $30015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Oyj Abp                                                          | WARTSILA OYJ ABP COMMON STOCK                            | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     58066 | NS      | $2055804.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Immersion Corporation                                                     | IMMERSION CORP COMMON STOCK USD.001                      | CUSIP: 452521107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2795 | NS      | $19006.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc.                                                          | IMMUNITYBIO INC COMMON STOCK USD.0001                    | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29117 | NS      | $57651.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Independence Realty Trust Inc.                                            | INDEPENDENCE REALTY TRUST INC REIT USD.01                | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58457 | NS      | $1021828.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                                  | L E LUNDBERGFORETAGEN AB COMMON STOCK                    | CUSIP: 453800005<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8773 | NS      | $484369.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent Bank Corp.                                                    | INDEPENDENT BANK CORP COMMON STOCK USD.01                | CUSIP: 453836108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4827 | NS      | $352757.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                                              | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0             | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1910 | NS      | $62132.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc.                                                  | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001            | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19250 | NS      | $67952.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GEA Group Aktiengesellschaft                                              | GEA GROUP AG COMMON STOCK                                | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     16916 | NS      | $1143221.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Logistics Properties Trust                                     | INDUSTRIAL LOGISTICS PROPERTIE REIT USD.01               | CUSIP: 456237106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5473 | NS      | $30320.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                                           | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001     | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      3964 | NS      | $22911.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                                       | INGERSOLL RAND INC COMMON STOCK USD.01                   | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21905 | NS      | $1735314.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                                      | INGEVITY CORP COMMON STOCK USD.01                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3564 | NS      | $210917.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc.                                           | INFINITY NATURAL RESOURCES INC COMMON STOCK USD.01       | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1590 | NS      | $23420.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                                               | INGLES MARKETS INC COMMON STOCK USD.05                   | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $97957.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                                    | INGREDION INC COMMON STOCK USD.01                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      9370 | NS      | $1033136.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc.                                                  | INHIBRX BIOSCIENCES INC COMMON STOCK                     | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       883 | NS      | $69757.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                                | BOLLORE SE COMMON STOCK EUR.16                           | CUSIP: 457270007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     81075 | NS      | $455644.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Innodata Inc.                                                             | INNODATA INC COMMON STOCK USD.01                         | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      2996 | NS      | $152646.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                                                | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3840 | NS      | $83980.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                                                  | INSIGHT ENTERPRISES INC COMMON STOCK USD.01              | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $232922.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                                             | INNOSPEC INC COMMON STOCK USD.01                         | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2430 | NS      | $185992.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                                                      | RE/MAX HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2060 | NS      | $15635.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                                                 | READY CAPITAL CORP REIT USD.0001                         | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15597 | NS      | $34001.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Real Brokerage Inc.                                                   | REAL BROKERAGE INC/THE COMMON STOCK                      | CUSIP: 75585H206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13244 | NS      | $48340.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                                                 | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01             | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10295 | NS      | $145777.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                 | REALTY INCOME CORP REIT USD1.0                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     56044 | NS      | $3159200.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc.                                            | RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001     | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37513 | NS      | $153428.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Cat Holdings Inc.                                                     | RED CAT HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 75644T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9987 | NS      | $79196.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc.                                                 | RED RIVER BANCSHARES INC COMMON STOCK                    | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $34572.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc.                                                     | RED ROCK RESORTS INC COMMON STOCK USD.01                 | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4738 | NS      | $293519.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                                              | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      7437 | NS      | $2277432.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation                                  | STEWART INFORMATION SERVICES C COMMON STOCK USD1.0       | CUSIP: 860372101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2709 | NS      | $190334.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc.                                                           | STITCH FIX INC COMMON STOCK USD.00002                    | CUSIP: 860897107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11018 | NS      | $57844.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                                                  | STOCK YARDS BANCORP INC COMMON STOCK                     | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      2605 | NS      | $169194.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc.                                                   | STOKE THERAPEUTICS INC COMMON STOCK                      | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4376 | NS      | $138894.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                                         | STONEX GROUP INC COMMON STOCK USD.01                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4771 | NS      | $453865.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                                                  | STRATEGIC EDUCATION INC COMMON STOCK USD.01              | CUSIP: 86272C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2262 | NS      | $181412.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                                             | STRATTEC SECURITY CORP COMMON STOCK USD.01               | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       401 | NS      | $30532.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                                               | STRIDE INC COMMON STOCK USD.0001                         | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4173 | NS      | $270952.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                       | STRYKER CORP COMMON STOCK USD.1                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     20968 | NS      | $7369622.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc.                                          | INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      2258 | NS      | $585702.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc.                                     | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001              | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2709 | NS      | $128298.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc.                                           | PRAXIS PRECISION MEDICINES INC COMMON STOCK USD.0001     | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2193 | NS      | $646364.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                                             | PRECIGEN INC COMMON STOCK                                | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17640 | NS      | $73735.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                                           | PRICESMART INC COMMON STOCK USD.0001                     | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2504 | NS      | $307165.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                                             | INSEEGO CORP COMMON STOCK                                | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      1278 | NS      | $13125.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc.                                               | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001         | CUSIP: 45782N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2692 | NS      | $25197.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                                             | PRIMORIS SERVICES CORP COMMON STOCK USD.0001             | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5270 | NS      | $654217.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                                            | PRIMERICA INC COMMON STOCK                               | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4707 | NS      | $1216100.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc.                                                           | INNVENTURE INC COMMON STOCK USD.0001                     | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2820 | NS      | $11787.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Insulet Corporation                                                       | INSULET CORP COMMON STOCK USD.001                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4286 | NS      | $1218252.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                                    | PRIMIS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      2366 | NS      | $32911.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc.                                                       | PRIME MEDICINE INC COMMON STOCK USD.00001                | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9855 | NS      | $34196.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashland Inc.                                                              | ASHLAND INC COMMON STOCK                                 | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6741 | NS      | $395494.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc.                                                       | ASPEN AEROGELS INC COMMON STOCK USD.00001                | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6797 | NS      | $19235.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation                                 | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      6604 | NS      | $82021.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA INHIBRX INC COMMON STOCK                                           | CONTRA INHIBRX INC COMMON STOCK                          | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5368 | NS      | $3381.84      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Imperial Brands PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                   | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     88354 | NS      | $3710001.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Clorox Company                                                        | CLOROX CO/THE COMMON STOCK USD1.0                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      7431 | NS      | $749267.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                         | INTEL CORP COMMON STOCK USD.001                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    273163 | NS      | $10079714.70  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                                              | INTEGER HOLDINGS CORP COMMON STOCK USD.001               | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3407 | NS      | $267211.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                                           | CLOVER HEALTH INVESTMENTS CORP COMMON STOCK USD.0001     | CUSIP: 18914F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39629 | NS      | $93128.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                                             | COASTAL FINANCIAL CORP/WA COMMON STOCK                   | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1258 | NS      | $144154.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc.                                                    | PRINCETON BANCORP INC COMMON STOCK                       | CUSIP: 74179A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       604 | NS      | $20952.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                                            | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     12180 | NS      | $1074397.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc.                                              | COASTALSOUTH BANCSHARES INC COMMON STOCK                 | CUSIP: 19058X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       611 | NS      | $14205.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01       | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29404 | NS      | $2440532.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                                                  | PROASSURANCE CORP COMMON STOCK USD.01                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      4918 | NS      | $118818.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    142359 | NS      | $20401468.29  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                                                | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     10084 | NS      | $90655.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                                               | INTAPP INC COMMON STOCK USD.001                          | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5582 | NS      | $255767.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen and Steers Inc.                                                     | COHEN and STEERS INC COMMON STOCK USD.01                 | CUSIP: 19247A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2743 | NS      | $172205.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                            | COHERENT CORP COMMON STOCK                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     23179 | NS      | $4278148.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                                         | INTERPARFUMS INC COMMON STOCK USD.001                    | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1814 | NS      | $153881.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                                            | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01        | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27133 | NS      | $1744923.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                                            | INTERFACE INC COMMON STOCK USD.1                         | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      5690 | NS      | $158864.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                                            | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     34737 | NS      | $5626004.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes and Noble Education Inc.                                           | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01       | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      1665 | NS      | $15301.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                                         | INTERDIGITAL INC COMMON STOCK USD.01                     | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2520 | NS      | $802317.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON and JOHNSON COMMON STOCK USD1.0                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    146780 | NS      | $30376121.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                                            | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01        | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2482 | NS      | $89873.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                                                  | BATH and BODY WORKS INC COMMON STOCK USD.5               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     30411 | NS      | $610652.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company                     | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01       | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     37231 | NS      | $4458412.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                                                     | JOHNSON OUTDOORS INC COMMON STOCK USD.05                 | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $26403.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Public Limited Company                                         | PRUDENTIAL PLC COMMON STOCK GBP.05                       | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    295828 | NS      | $4550745.23   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                 | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     31316 | NS      | $598448.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp.                                                           | JOINT CORP/THE COMMON STOCK USD.001                      | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1751 | NS      | $15268.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                                        | STEVEN MADDEN LTD COMMON STOCK USD.0001                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      6997 | NS      | $291355.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                         | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    130309 | NS      | $10496522.60  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                          | BEYOND MEAT INC COMMON STOCK USD.0001                    | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37637 | NS      | $30862.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Oncology Inc.                                                     | COHERUS ONCOLOGY INC COMMON STOCK USD.0001               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     10956 | NS      | $15557.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                                                 | COHU INC COMMON STOCK USD1.0                             | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4473 | NS      | $104086.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc.                                                            | BGC GROUP INC COMMON STOCK USD.01                        | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35305 | NS      | $315273.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc.                                                  | BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 08975B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42262 | NS      | $228214.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Acciona S.A.                                                              | ACCIONA SA COMMON STOCK EUR1.0                           | CUSIP: 557910908<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      2850 | NS      | $620271.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                | FORTUM OYJ COMMON STOCK EUR3.4                           | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     51793 | NS      | $1099870.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerce.com Inc.                                                         | COMMERCE.COM INC COMMON STOCK USD.0001                   | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7061 | NS      | $29091.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                                             | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     20526 | NS      | $160102.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                                                  | SPHERE ENTERTAINMENT CO COMMON STOCK USD.01              | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2701 | NS      | $256811.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc.                                                | MAPLIGHT THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1698 | NS      | $29825.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Coinbase Global Inc.                                                      | COINBASE GLOBAL INC COMMON STOCK USD.00001               | CUSIP: 19260Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $3143346.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                                              | GAP INC/THE COMMON STOCK USD.05                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     33383 | NS      | $854604.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                              | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     28335 | NS      | $1683949.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc.                                                    | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001               | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4055 | NS      | $98049.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                              | SECURITAS AB COMMON STOCK SEK1.0                         | CUSIP: 555404904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     56776 | NS      | $902915.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Onity Group Inc.                                                          | ONITY GROUP INC COMMON STOCK USD.01                      | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       640 | NS      | $29305.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                                               | BIOGEN INC COMMON STOCK USD.0005                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      8938 | NS      | $1572998.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                                    | BIO-TECHNE CORP COMMON STOCK USD.01                      | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9492 | NS      | $558224.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG COMMON STOCK                            | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    213674 | NS      | $8234807.31   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0          | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     32391 | NS      | $3512329.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     65248 | NS      | $11160670.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc.                                                        | REDWOOD TRUST INC REIT USD.01                            | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     12460 | NS      | $68903.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                                            | BIOVENTUS INC COMMON STOCK USD.001                       | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4865 | NS      | $36195.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc.                                                          | BIOAGE LABS INC COMMON STOCK USD.00001                   | CUSIP: 09077V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2381 | NS      | $31500.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corporation.                                                         | ORIX CORP COMMON STOCK                                   | CUSIP: 666114004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    134260 | NS      | $3926738.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accendra Health Inc                                                       | ACCENDRA HEALTH INC COMMON STOCK USD2.0                  | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      7748 | NS      | $21694.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                                                     | BJ'S RESTAURANTS INC COMMON STOCK                        | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1944 | NS      | $76593.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                                                   | BLACK HILLS CORP COMMON STOCK USD1.0                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     18168 | NS      | $1261222.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                             | OWENS CORNING COMMON STOCK USD.001                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     12123 | NS      | $1356684.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corporation                                                      | UNICHARM CORP COMMON STOCK                               | CUSIP: 691148001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129011 | NS      | $737054.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre                                                                 | KLEPIERRE SA REIT EUR1.4                                 | CUSIP: 758255905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     24838 | NS      | $982722.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                 | REGAL REXNORD CORP COMMON STOCK USD.01                   | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      9792 | NS      | $1374013.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                                                   | BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001            | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3004 | NS      | $56325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Strata Critical Medical Inc.                                              | STRATA CRITICAL MEDICAL INC COMMON STOCK USD.0001        | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6824 | NS      | $32823.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                                                    | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1420 | NS      | $48564.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                                 | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1              | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     18006 | NS      | $1258027.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                        | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8790 | NS      | $9408288.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc.                                                      | BLAIZE HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7912 | NS      | $15428.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United Overseas Bank Limited                                              | UNITED OVERSEAS BANK LTD COMMON STOCK                    | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    144703 | NS      | $3941060.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc.                                                           | PBF ENERGY INC COMMON STOCK USD.001                      | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20310 | NS      | $550807.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                                               | REGENCY CENTERS CORP REIT USD.01                         | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10029 | NS      | $692301.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                             | JH COLLATERAL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  25493745 | NS      | $255044528.61 | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                                      | WESTLAKE CORP COMMON STOCK USD.01                        | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      4919 | NS      | $363710.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Company                                                   | WESTROCK COFFEE CO COMMON STOCK                          | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4041 | NS      | $16446.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc.                                                           | BLEND LABS INC COMMON STOCK USD.00001                    | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19472 | NS      | $59194.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                                          | HandR BLOCK INC COMMON STOCK                             | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18647 | NS      | $812636.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc.                                              | WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01          | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $14955.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                                                  | WEX INC COMMON STOCK USD.01                              | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      5057 | NS      | $753391.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                                                  | BLOOM ENERGY CORP COMMON STOCK USD.0001                  | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21290 | NS      | $1849888.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                                    | ESSENTIAL PROPERTIES REALTY TR REIT USD.01               | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19131 | NS      | $567425.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                                              | WORLD ACCEPTANCE CORP COMMON STOCK                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $41555.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                                                  | WORLD KINECT CORP COMMON STOCK USD.01                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      5299 | NS      | $124155.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc.                                                           | EVENTBRITE INC COMMON STOCK USD.00001                    | CUSIP: 29975E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7749 | NS      | $34483.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                                             | EVERCORE INC COMMON STOCK USD.01                         | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5705 | NS      | $1941126.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                                         | EVERCOMMERCE INC COMMON STOCK USD.00001                  | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1640 | NS      | $19860.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontdoor Inc.                                                            | FRONTDOOR INC COMMON STOCK USD.01                        | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7140 | NS      | $411906.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                                              | WORTHINGTON ENTERPRISES INC COMMON STOCK                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3085 | NS      | $159093.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                                                    | WORTHINGTON STEEL INC COMMON STOCK USD.0001              | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3267 | NS      | $113103.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                                       | CONTRA ADURO BIOTECH I COMMON STOCK                      | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2435 | NS      | $3411.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc.                                                     | JADE BIOSCIENCES INC COMMON STOCK USD.0001               | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4568 | NS      | $70484.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                                                        | AEROVIRONMENT INC COMMON STOCK USD.0001                  | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8375 | NS      | $2025828.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                                       | AERSALE CORP COMMON STOCK USD.0001                       | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3248 | NS      | $23093.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                                        | BARRATT REDROW PLC COMMON STOCK GBP.1                    | CUSIP: 008118002<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    156974 | NS      | $806404.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeva Technologies Inc.                                                    | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 00835Q202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3671 | NS      | $48750.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc.                                                 | BROADSTONE NET LEASE INC REIT USD.00025                  | CUSIP: 11135E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18162 | NS      | $315473.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287697 | NS      | $99571931.70  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                                              | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01          | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     22670 | NS      | $244609.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corporation                                           | BROOKFIELD BUSINESS CORP COMMON STOCK                    | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2341 | NS      | $83995.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Infrastructure Corporation                                     | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK              | CUSIP: 11276H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11785 | NS      | $535039.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                                                    | BURLINGTON STORES INC COMMON STOCK USD.0001              | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9184 | NS      | $2652798.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                                            | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0        | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2878 | NS      | $75230.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc.                                                    | BUTTERFLY NETWORK INC COMMON STOCK USD.0001              | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19241 | NS      | $73115.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc.                                                       | BYLINE BANCORP INC COMMON STOCK USD.01                   | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3118 | NS      | $90889.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                                                   | BYRNA TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1787 | NS      | $30003.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and Associates Properties Inc.                                        | CBL and ASSOCIATES PROPERTIES IN REIT USD.01             | CUSIP: 124830878<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1738 | NS      | $64306.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                                                  | CBOE GLOBAL MARKETS INC COMMON STOCK                     | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6375 | NS      | $1600125.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                           | CBRE GROUP INC COMMON STOCK USD.01                       | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17859 | NS      | $2871548.61   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                                                  | CECO ENVIRONMENTAL CORP COMMON STOCK USD.01              | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      2877 | NS      | $172188.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                                           | CDW CORP/DE COMMON STOCK USD.01                          | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7932 | NS      | $1080338.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc.                                                        | CF BANKSHARES INC COMMON STOCK USD.01                    | CUSIP: 12520L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $13223.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                                               | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9503 | NS      | $734962.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                                              | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1             | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7197 | NS      | $1156989.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                           | CIGNA GROUP/THE COMMON STOCK USD.01                      | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16274 | NS      | $4479093.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                                                  | CNO FINANCIAL GROUP INC COMMON STOCK USD.01              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     23346 | NS      | $991504.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                                      | DXP ENTERPRISES INC/TX COMMON STOCK USD.01               | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1271 | NS      | $139543.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                                         | DT MIDSTREAM INC COMMON STOCK USD.01                     | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14996 | NS      | $1794721.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corporation                                                 | DAILY JOURNAL CORP COMMON STOCK USD.01                   | CUSIP: 233912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $58965.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                                                   | DARDEN RESTAURANTS INC COMMON STOCK                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      7086 | NS      | $1303965.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                                                  | DARLING INGREDIENTS INC COMMON STOCK USD.01              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     23331 | NS      | $839916.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                                              | DATADOG INC COMMON STOCK USD.00001                       | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19827 | NS      | $2696273.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave and Buster's Entertainment Inc.                                      | DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01      | CUSIP: 238337109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2681 | NS      | $43459.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                                                      | DESIGNER BRANDS INC COMMON STOCK                         | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      3366 | NS      | $25009.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc.                                                  | DESIGN THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2421 | NS      | $22708.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                                                 | GEVO INC COMMON STOCK                                    | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     22081 | NS      | $44162.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                                                 | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2940 | NS      | $145353.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     75585 | NS      | $9277302.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc.                                             | GINKGO BIOWORKS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4080 | NS      | $33904.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                                                      | GLACIER BANCORP INC COMMON STOCK USD.01                  | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31419 | NS      | $1384006.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                                          | GLADSTONE COMMERCIAL CORP REIT USD.001                   | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4803 | NS      | $51248.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanuc Corporation                                                         | FANUC CORP COMMON STOCK                                  | CUSIP: 635693005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107743 | NS      | $4192897.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National HealthCare Corporation                                           | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1252 | NS      | $171636.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                                             | NNN REIT INC REIT USD.01                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     28012 | NS      | $1110115.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                                         | NATIONAL STORAGE AFFILIATES TR REIT USD.01               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10439 | NS      | $294484.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                                      | LASERTEC CORP COMMON STOCK                               | CUSIP: 650626906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9252 | NS      | $1762899.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                   | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    212110 | NS      | $7840879.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Postal Realty Trust Inc.                                                  | POSTAL REALTY TRUST INC REIT USD.01                      | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $35653.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                                                | POTLATCHDELTIC CORP REIT USD1.0                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     17996 | NS      | $715880.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                                              | PROGYNY INC COMMON STOCK USD.0001                        | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7331 | NS      | $188260.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                             | PROLOGIS INC REIT USD.01                                 | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56588 | NS      | $7224024.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                                    | PROPETRO HOLDING CORP COMMON STOCK                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7715 | NS      | $73369.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                                                | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14010 | NS      | $968231.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protalix BioTherapeutics Inc.                                             | PROTALIX BIOTHERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 74365A309<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5991 | NS      | $10783.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protara Therapeutics Inc.                                                 | PROTARA THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |      3568 | NS      | $19017.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc.                                             | PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5670 | NS      | $495217.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc.                                                           | PROTO LABS INC COMMON STOCK USD.001                      | CUSIP: 743713109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2321 | NS      | $117419.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding Ltd                                                    | SWISS LIFE HOLDING AG COMMON STOCK CHF.1                 | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      3294 | NS      | $3794173.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Financial Services Inc.                                         | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01       | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12599 | NS      | $248830.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc.                                                           | TECHTARGET INC COMMON STOCK USD.001                      | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3214 | NS      | $17355.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc.                                                 | TECTONIC THERAPEUTIC INC COMMON STOCK USD.0001           | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1123 | NS      | $23425.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                                                | TEGNA INC COMMON STOCK USD1.0                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     15490 | NS      | $300660.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                                           | TEJON RANCH CO COMMON STOCK USD.5                        | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      2412 | NS      | $38037.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc.                                                       | TELADOC HEALTH INC COMMON STOCK USD.001                  | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17360 | NS      | $121520.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                              | TEXTRON INC COMMON STOCK USD.125                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     10736 | NS      | $935857.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc.                                                      | TG THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 88322Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14152 | NS      | $421871.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                                                 | BEAUTY HEALTH CO/THE COMMON STOCK USD.0001               | CUSIP: 88331L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12001 | NS      | $16681.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.                                               | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     11944 | NS      | $372891.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                                                    | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5             | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33957 | NS      | $1303948.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                                             | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19723 | NS      | $2205425.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc.                                                    | UNITED FIRE GROUP INC COMMON STOCK USD.001               | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2051 | NS      | $74553.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corporation                                    | AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001     | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2352 | NS      | $29705.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc.                                                 | UNITED NATURAL FOODS INC COMMON STOCK USD.01             | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      5842 | NS      | $196700.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     45021 | NS      | $4465632.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                                       | UNITED RENTALS INC COMMON STOCK USD.01                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3876 | NS      | $3136924.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corporation                                        | UNITED STATES ANTIMONY CORP COMMON STOCK USD.01          | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11599 | NS      | $58226.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime and Minerals Inc.                                      | UNITED STATES LIME and MINERALS COMMON STOCK USD.1       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      1069 | NS      | $128002.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                                                    | US FOODS HOLDING CORP COMMON STOCK USD.01                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     32882 | NS      | $2476672.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                                                        | UNITY BANCORP INC COMMON STOCK                           | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $38738.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                                     | UNIVERSAL CORP/VA COMMON STOCK                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2320 | NS      | $122380.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                                             | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6521 | NS      | $761522.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                                      | UNIVERSAL HEALTH REALTY INCOME REIT USD.01               | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      1246 | NS      | $48855.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc.                                         | UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01       | CUSIP: 91359V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2447 | NS      | $82708.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                                         | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK              | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $12319.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                                            | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01        | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3365 | NS      | $733637.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.                                        | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001      | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4554 | NS      | $118996.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                                             | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2882 | NS      | $94356.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                                | UNUM GROUP COMMON STOCK USD.1                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     22705 | NS      | $1759637.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc.                                                         | UPSTREAM BIO INC COMMON STOCK USD.001                    | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3216 | NS      | $87314.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc.                                                     | UPSTART HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8302 | NS      | $363046.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc.                                                               | UPWORK INC COMMON STOCK USD.0001                         | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11980 | NS      | $237443.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                                      | URANIUM ENERGY CORP COMMON STOCK USD.001                 | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     46526 | NS      | $543423.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                                     | URBAN OUTFITTERS INC COMMON STOCK USD.0001               | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      5959 | NS      | $448474.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                     | URBAN EDGE PROPERTIES REIT USD.01                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12697 | NS      | $243655.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc.                                                       | USA RARE EARTH INC COMMON STOCK USD.0001                 | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8584 | NS      | $102149.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc.                                                | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01            | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       394 | NS      | $22048.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                                         | VAIL RESORTS INC COMMON STOCK USD.01                     | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5303 | NS      | $704238.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                                 | VALERO ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     18582 | NS      | $3024963.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                                   | VALLEY NATIONAL BANCORP COMMON STOCK                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    117229 | NS      | $1369234.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                                                   | VALMONT INDUSTRIES INC COMMON STOCK USD1.0               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2906 | NS      | $1169141.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                                            | VALVOLINE INC COMMON STOCK USD.01                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     18748 | NS      | $544816.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                                                | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5664 | NS      | $49956.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                                 | VAREX IMAGING CORP COMMON STOCK USD.01                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      3986 | NS      | $46436.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                                                      | VARONIS SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     11408 | NS      | $374182.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                                    | VEECO INSTRUMENTS INC COMMON STOCK USD.01                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      5798 | NS      | $165706.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                    | BANCA MONTE DEI PASCHI DI SIEN COMMON STOCK              | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    228003 | NS      | $2427591.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                              | FERROVIAL SE COMMON STOCK EUR.01                         | CUSIP: ACI2GS5R8<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     59297 | NS      | $3841890.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                           | SANDOZ GROUP AG COMMON STOCK CHF.05                      | CUSIP: ACI2JBW68<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     48257 | NS      | $3503756.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | GARMIN LTD COMMON STOCK CHF.1                            | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9960 | NS      | $2020386.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                                           | TRANSOCEAN LTD COMMON STOCK CHF.1                        | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     90144 | NS      | $372294.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S.A.                                               | ARDAGH METAL PACKAGING SA COMMON STOCK USD.01            | CUSIP: L02235106<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     13720 | NS      | $56252.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediWound Ltd                                                             | MEDIWOUND LTD COMMON STOCK ILS.01                        | CUSIP: M68830112<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1044 | NS      | $19272.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                                        | NANO-X IMAGING LTD COMMON STOCK ILS.01                   | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6646 | NS      | $18608.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| monday.com Ltd.                                                           | MONDAY.COM LTD COMMON STOCK                              | CUSIP: M7S64H106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4982 | NS      | $735143.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                                                  | PAGAYA TECHNOLOGIES LTD COMMON STOCK USD.0001            | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4974 | NS      | $103956.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd.                                                        | UROGEN PHARMA LTD COMMON STOCK USD.01                    | CUSIP: M96088105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3597 | NS      | $84241.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                              | WIX.COM LTD COMMON STOCK ILS.01                          | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      6427 | NS      | $667701.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                                                      | AERCAP HOLDINGS NV COMMON STOCK EUR.01                   | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |     20369 | NS      | $2928247.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                                       | CNH INDUSTRIAL NV COMMON STOCK EUR.01                    | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    130522 | NS      | $1203412.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                      | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      9476 | NS      | $463755.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc.                                                                | ALICO INC COMMON STOCK USD1.0                            | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $21828.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                                     | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      4065 | NS      | $634749.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                                                 | ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16541 | NS      | $326684.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                                               | ALIGHT INC COMMON STOCK USD.0001                         | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42418 | NS      | $82715.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc.                                                    | ALKAMI TECHNOLOGY INC COMMON STOCK USD.001               | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6756 | NS      | $155860.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                                  | ATI INC COMMON STOCK USD.1                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     20039 | NS      | $2299675.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                                  | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                 | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1412 | NS      | $120401.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                                                 | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01             | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18293 | NS      | $482569.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                                             | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4423 | NS      | $327434.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc.                                            | ALLIANCE LAUNDRY HOLDINGS INC COMMON STOCK               | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4372 | NS      | $88970.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                                                | ALLIANT ENERGY CORP COMMON STOCK USD.01                  | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15661 | NS      | $1018121.61   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc.                                        | ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $228662.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    283289 | NS      | $88896088.20  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    354445 | NS      | $110941285.00 | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                                    | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     11469 | NS      | $241307.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc.                                         | ALPINE INCOME PROPERTY TRUST I REIT USD.01               | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1481 | NS      | $24762.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                                                 | ALTA EQUIPMENT GROUP INC COMMON STOCK                    | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2375 | NS      | $10925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc.                                                            | ALTIMMUNE INC COMMON STOCK USD.0001                      | CUSIP: 02155H200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9004 | NS      | $32504.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corporation                                               | GULFPORT ENERGY CORP COMMON STOCK USD.0001               | CUSIP: 402635502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1548 | NS      | $321968.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                   | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0              | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     72785 | NS      | $2532733.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Optimum Communications Inc.                                               | OPTIMUM COMMUNICATIONS INC COMMON STOCK USD.01           | CUSIP: 02156K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26192 | NS      | $43216.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc.                                                                 | OKLO INC COMMON STOCK                                    | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10586 | NS      | $759651.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                                 | ADIDAS AG COMMON STOCK                                   | CUSIP: 403197908<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     19741 | NS      | $3906467.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HNI Corporation                                                           | HNI CORP COMMON STOCK USD1.0                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6207 | NS      | $260942.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc.                                                          | ALTI GLOBAL INC COMMON STOCK USD.0001                    | CUSIP: 02157E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4615 | NS      | $21413.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    102266 | NS      | $5896657.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                                                     | KINETIK HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4353 | NS      | $156925.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alumis Inc.                                                               | ALUMIS INC COMMON STOCK USD.0001                         | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5544 | NS      | $54109.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     56945 | NS      | $1268734.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group Inc.                                                    | HACKETT GROUP INC/THE COMMON STOCK USD.001               | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      2624 | NS      | $51509.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                                                   | HAEMONETICS CORP COMMON STOCK USD.01                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     11609 | NS      | $930461.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali SpA                                                | GENERALI COMMON STOCK                                    | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     98405 | NS      | $4112189.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MillerKnoll Inc.                                                          | MILLERKNOLL INC COMMON STOCK USD.2                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      6748 | NS      | $123353.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc.                                                    | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01             | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1132 | NS      | $42302.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corporation                                                         | AISIN CORP COMMON STOCK                                  | CUSIP: 601070006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56957 | NS      | $1067160.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OneWater Marine Inc.                                                      | ONEWATER MARINE INC COMMON STOCK USD.01                  | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $14542.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                                              | ONESPAN INC COMMON STOCK USD.001                         | CUSIP: 68287N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3457 | NS      | $44387.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                                      | ONTO INNOVATION INC COMMON STOCK                         | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7229 | NS      | $1141169.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                                                 | ON24 INC COMMON STOCK USD.0001                           | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4815 | NS      | $38327.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc.                                                 | ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 68622P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6538 | NS      | $53480.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                                               | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $71042.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                                           | AMAZON.COM INC COMMON STOCK USD.01                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    592657 | NS      | $136797088.74 | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc.                                               | OCTAVE SPECIALTY GROUP INC COMMON STOCK USD.01           | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      4090 | NS      | $31820.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc.                                                          | AMBIQ MICRO INC COMMON STOCK USD.000001                  | CUSIP: 023193105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $14136.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Group Holdings Inc.                                                 | ORION GROUP HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      3796 | NS      | $37732.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corporation                                                  | SUZUKI MOTOR CORP COMMON STOCK                           | CUSIP: 686550005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    181443 | NS      | $2713564.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                     | SWIRE PACIFIC LTD COMMON STOCK                           | CUSIP: 686774001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     40472 | NS      | $326258.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                    | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    224412 | NS      | $3174924.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amerant Bancorp Inc.                                                      | AMERANT BANCORP INC   B COMMON STOCK USD.1               | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $70977.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                        | AMEREN CORP COMMON STOCK USD.01                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     16478 | NS      | $1645493.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corporation                                                        | TAISEI CORP COMMON STOCK                                 | CUSIP: 687010009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16917 | NS      | $1603238.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                     | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    183674 | NS      | $5705877.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                              | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01          | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     97357 | NS      | $1492482.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC Public Limited Company                                                | DCC PLC COMMON STOCK EUR.25                              | CUSIP: 024249906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11187 | NS      | $696935.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                     | ADVANTEST CORP COMMON STOCK                              | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88448 | NS      | $11184056.83  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orrstown Financial Services Inc.                                          | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK              | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $60036.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                                     | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025              | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1831 | NS      | $32518.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                                                     | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                  | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4053 | NS      | $61443.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Company                                       | AMERICAN BATTERY TECHNOLOGY CO COMMON STOCK USD.001      | CUSIP: 02451V309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11045 | NS      | $36890.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                                             | ENTEGRIS INC COMMON STOCK USD.01                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     22360 | NS      | $1883830.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc.                                                   | ORUKA THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 687604108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3786 | NS      | $114753.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc.                                                         | OSCAR HEALTH INC COMMON STOCK USD.00001                  | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19282 | NS      | $277082.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                                            | PINTEREST INC COMMON STOCK USD.00001                     | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87881 | NS      | $2275239.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                            | PREFERRED BANK/LOS ANGELES CA COMMON STOCK               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1104 | NS      | $104250.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                                           | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0           | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       257 | NS      | $53124.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                                         | PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01       | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4804 | NS      | $296358.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikari Tsushin Inc.                                                       | HIKARI TSUSHIN INC COMMON STOCK                          | CUSIP: 641632906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2044 | NS      | $572726.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand  Integrated  Commercial  Trust                                 | CAPITALAND INTEGRATED COMMERCI REIT                      | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    702684 | NS      | $1304212.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group Inc.                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13295 | NS      | $1361142.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                                                  | RALPH LAUREN CORP COMMON STOCK USD.01                    | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2361 | NS      | $834873.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                                                     | RAMACO RESOURCES INC COMMON STOCK                        | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4071 | NS      | $73278.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                                               | RANGE RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     34946 | NS      | $1232195.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                                               | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                  | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7752 | NS      | $73023.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Company Limited                                | HENDERSON LAND DEVELOPMENT CO COMMON STOCK               | CUSIP: 642053003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    167677 | NS      | $607205.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ranger Energy Services Inc.                                               | RANGER ENERGY SERVICES INC COMMON STOCK                  | CUSIP: 75282U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2078 | NS      | $29050.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                                                     | RANPAK HOLDINGS CORP COMMON STOCK USD.0001               | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4849 | NS      | $26233.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc.                                                      | RESONA HOLDINGS INC COMMON STOCK                         | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    239716 | NS      | $2281548.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                              | HITACHI LTD COMMON STOCK                                 | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    528926 | NS      | $16587947.24  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                                               | RAPID7 INC COMMON STOCK USD.01                           | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      6339 | NS      | $96352.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc.                                                 | RAPPORT THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $85073.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                                              | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     10742 | NS      | $1725057.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                             | RAYONIER INC REIT                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     21901 | NS      | $474156.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                                           | RTX CORP COMMON STOCK USD1.0                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     81683 | NS      | $14980662.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corporation                                              | ARDMORE SHIPPING CORP COMMON STOCK USD.01                | CUSIP: Y0207T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3384 | NS      | $35836.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                                            | COSTAMARE INC COMMON STOCK USD.0001                      | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      4331 | NS      | $68386.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                                                         | DHT HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     13108 | NS      | $160048.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc.                                          | SUMITOMO MITSUI TRUST GROUP IN COMMON STOCK              | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73291 | NS      | $2233531.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                            | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1            | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    125332 | NS      | $870646.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                                         | VIPER ENERGY INC COMMON STOCK USD.000001                 | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24842 | NS      | $959646.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hong Kong and China Gas Company Limited                               | HONG KONG and CHINA GAS CO LTD COMMON STOCK              | CUSIP: 643655004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1292533 | NS      | $1165187.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                          | HOYA CORP COMMON STOCK                                   | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39612 | NS      | $6007935.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                  | NEW FORTRESS ENERGY INC COMMON STOCK USD.01              | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17535 | NS      | $19989.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ICL Group Ltd                                                             | ICL GROUP LTD COMMON STOCK ILS1.0                        | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     89402 | NS      | $514090.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idaho Strategic Resources Inc.                                            | IDAHO STRATEGIC RESOURCES INC COMMON STOCK USD.1         | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1402 | NS      | $56500.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     21323 | NS      | $2406940.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                              | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     30410 | NS      | $2441923.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                            | PUBLIC STORAGE REIT USD.1                                | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9620 | NS      | $2496390.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                                             | PUBMATIC INC COMMON STOCK USD.0001                       | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3875 | NS      | $34371.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                                           | PULTEGROUP INC COMMON STOCK USD.01                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11875 | NS      | $1392462.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc.                                                    | PULSE BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 74587B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1834 | NS      | $25180.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puma Biotechnology Inc.                                                   | PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4333 | NS      | $25781.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc.                                             | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      2294 | NS      | $135529.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc.                                                         | SPIRE GLOBAL INC COMMON STOCK                            | CUSIP: 848560306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $20647.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc.                                                                | SPIRE INC COMMON STOCK USD1.0                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     14305 | NS      | $1183023.50   | 0.02%             |  |  |  | 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        |      5424 | NS      | $13288.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc.                                                   | TREVI THERAPEUTICS INC COMMON STOCK                      | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8877 | NS      | $111140.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triller Group Inc.                                                        | TRILLER GROUP INC COMMON STOCK USD.001                   | CUSIP: 895970101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10046 | NS      | $321.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc.                                                 | THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001          | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      3752 | NS      | $70199.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                                           | VALARIS LTD COMMON STOCK USD.01                          | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15581 | NS      | $785282.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                                                      | VTEX COMMON STOCK USD.0001                               | CUSIP: G9470A102<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6025 | NS      | $22654.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corporation                                                        | WEBULL CORP COMMON STOCK USD.0001                        | CUSIP: G9572D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26621 | NS      | $206845.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WhiteFiber Inc.                                                           | WHITEFIBER INC COMMON STOCK USD.01                       | CUSIP: G96115103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $17127.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company                               | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635      | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      5833 | NS      | $1916723.80   | 0.03%             |  |  |  | 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        |      8580 | NS      | $30287.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                                                   | AEBI SCHMIDT HOLDING AG COMMON STOCK USD1.0              | CUSIP: H00501108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3809 | NS      | $48183.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                                           | BUNGE GLOBAL SA COMMON STOCK USD.01                      | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8246 | NS      | $734553.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                                    | CRISPR THERAPEUTICS AG COMMON STOCK CHF.03               | CUSIP: H17182108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      8490 | NS      | $445215.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Real Estate Investment Trust                                         | LINK REIT REIT                                           | CUSIP: B0PB4M906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    300700 | NS      | $1342631.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen                                                                     | IPSEN SA COMMON STOCK EUR1.0                             | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      4354 | NS      | $607510.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                 | AVOLTA AG COMMON STOCK CHF5.0                            | CUSIP: B0R80X901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     10148 | NS      | $598527.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                                                | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001           | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2919 | NS      | $147993.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                                     | ALBEMARLE CORP COMMON STOCK USD.01                       | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      7170 | NS      | $1014124.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                                           | LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605 | CUSIP: B0SWJX907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     53938 | NS      | $6488123.46   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                         | INPEX CORP COMMON STOCK                                  | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    101755 | NS      | $2035153.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Albertsons Companies Inc.                                                 | ALBERTSONS COS INC / SAFEWAY I COMMON STOCK USD.01       | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58333 | NS      | $1001577.61   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                                         | ALCOA CORP COMMON STOCK USD.01                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     38195 | NS      | $2029682.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01            | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      2620 | NS      | $3214688.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                    | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    159889 | NS      | $1234210.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd.                                                     | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001            | CUSIP: G76279101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64625 | NS      | $1402362.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                                      | SFL CORP LTD COMMON STOCK USD.01                         | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     11860 | NS      | $92626.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                  | CUSIP: B11TCY906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4701 | NS      | $1767881.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                  | CUSIP: B11WWH904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2710 | NS      | $958911.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                        | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001    | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13273 | NS      | $3655251.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Limited                                                          | SEADRILL LTD COMMON STOCK USD.01                         | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6134 | NS      | $212236.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand                                                                   | LEGRAND SA COMMON STOCK EUR4.0                           | CUSIP: B11ZRK906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     30275 | NS      | $4500761.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage                                                                   | EIFFAGE SA COMMON STOCK EUR4.0                           | CUSIP: B13X01900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7920 | NS      | $1134772.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Westrock plc                                                      | SMURFIT WESTROCK PLC COMMON STOCK                        | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     31813 | NS      | $1230208.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                              | STONECO LTD COMMON STOCK USD.000079365                   | CUSIP: G85158106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     24443 | NS      | $361511.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group (SGHC) Limited                                                | SUPER GROUP SGHC LTD COMMON STOCK                        | CUSIP: G8588X103<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     15545 | NS      | $185762.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE CONNECTIVITY PLC COMMON STOCK USD.01                  | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     17923 | NS      | $4077661.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                                           | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0       | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5576 | NS      | $1195801.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co.Ltd.                                                       | KOBE BUSSAN CO LTD COMMON STOCK                          | CUSIP: B14RJB900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17372 | NS      | $418155.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK EUR2.5                     | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    229269 | NS      | $14947877.85  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                        | AEROPORTS DE PARIS SA COMMON STOCK EUR3.0                | CUSIP: B164FY903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3999 | NS      | $521852.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                              | WILMAR INTERNATIONAL LTD COMMON STOCK                    | CUSIP: B17KC6900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    221782 | NS      | $530425.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PC Connection Inc.                                                        | PC CONNECTION INC COMMON STOCK USD.01                    | CUSIP: 69318J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $64748.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                                               | PCB BANCORP COMMON STOCK                                 | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1237 | NS      | $26781.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc.                                                        | PDF SOLUTIONS INC COMMON STOCK USD.00015                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      3156 | NS      | $90040.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                                        | PDL BIOPHARMA INC COMMON STOCK USD.01                    | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     23030 | NS      | $3684.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PGandE Corporation                                                        | PGandE CORP COMMON STOCK                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    133902 | NS      | $2151805.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                                         | PJT PARTNERS INC COMMON STOCK USD.01                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      2229 | NS      | $372688.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                   | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    111715 | NS      | $56153544.75  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corporation                                              | BEACON FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      8007 | NS      | $211144.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                                         | BEST BUY CO INC COMMON STOCK USD.1                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     11904 | NS      | $796734.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc.                                                         | BETA BIONICS INC COMMON STOCK USD.0001                   | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3778 | NS      | $115115.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                                     | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     23891 | NS      | $4986768.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                                          | TXNM ENERGY INC COMMON STOCK                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     24152 | NS      | $1422069.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1              | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   6834757 | NS      | $9040430.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Better Home and Finance Holding Company                                   | BETTER HOME and FINANCE HOLDING COMMON STOCK USD.0001    | CUSIP: 08774B508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $17984.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                                                     | BIGLARI HOLDINGS INC COMMON STOCK                        | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $22937.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc.                                                        | BILL HOLDINGS INC COMMON STOCK USD.00001                 | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13147 | NS      | $717037.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                                                 | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001           | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2682 | NS      | $812619.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                                               | DECKERS OUTDOOR CORP COMMON STOCK USD.01                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      8879 | NS      | $920485.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                                         | DEERE and CO COMMON STOCK USD1.0                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     15316 | NS      | $7130670.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc.                                                      | DELCATH SYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |      3006 | NS      | $30360.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                                       | PPG INDUSTRIES INC COMMON STOCK USD1.66666               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     13671 | NS      | $1400730.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                                           | PPL CORP COMMON STOCK USD.01                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     45064 | NS      | $1578141.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                           | JONES LANG LASALLE INC COMMON STOCK USD.01               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      6961 | NS      | $2342167.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Journey Medical Corporation                                               | JOURNEY MEDICAL CORP COMMON STOCK USD.0001               | CUSIP: 48115J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1318 | NS      | $10161.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                                           | ZIFF DAVIS INC COMMON STOCK USD.01                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3976 | NS      | $139756.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0       | CUSIP: 481334902<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    174775 | NS      | $3684900.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                            | PRA GROUP INC COMMON STOCK USD.01                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      3830 | NS      | $67752.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                                 | PVH CORP COMMON STOCK USD1.0                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      7097 | NS      | $475640.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofina SA                                                                 | SOFINA SA COMMON STOCK                                   | CUSIP: 482030004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1906 | NS      | $551173.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPENLANE Inc.                                                             | OPENLANE INC COMMON STOCK USD.01                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     10251 | NS      | $305274.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                                                     | PTC THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      7560 | NS      | $574257.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                                                  | PTC INC COMMON STOCK USD.01                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      7298 | NS      | $1271384.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                                                  | KBR INC COMMON STOCK USD.001                             | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18730 | NS      | $752946.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                                                 | OKTA INC COMMON STOCK                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     24846 | NS      | $2148433.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     31997 | NS      | $3503991.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                                                  | P10 INC COMMON STOCK USD.001                             | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5704 | NS      | $55956.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc.                                                     | OLAPLEX HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14967 | NS      | $20055.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | SEKISUI CHEMICAL CO LTD COMMON STOCK                     | CUSIP: 679382002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43227 | NS      | $726959.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACS Group Inc.                                                           | PACS GROUP INC COMMON STOCK USD.001                      | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4305 | NS      | $165268.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc.                                    | PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001       | CUSIP: 69404D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26249 | NS      | $49085.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                           | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68901 | NS      | $1537404.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc.                                            | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1         | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11210 | NS      | $1757728.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Limited                                                        | WESFARMERS LTD COMMON STOCK                              | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    131007 | NS      | $7057744.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc.                                                   | PACIRA BIOSCIENCES INC COMMON STOCK USD.001              | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4349 | NS      | $112552.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                                      | OLD NATIONAL BANCORP/IN COMMON STOCK                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     84903 | NS      | $1894185.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                                    | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0       | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33577 | NS      | $1532454.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                          | PACKAGING CORP OF AMERICA COMMON STOCK USD.01            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5445 | NS      | $1122922.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                                            | PAGERDUTY INC COMMON STOCK USD.000005                    | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8737 | NS      | $114542.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                                           | OMEGA HEALTHCARE INVESTORS INC REIT USD.1                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     43588 | NS      | $1932691.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc.                                                           | OMEGA FLEX INC COMMON STOCK USD.01                       | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $14543.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Limited                                                  | SONIC HEALTHCARE LTD COMMON STOCK                        | CUSIP: 682112909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     54206 | NS      | $816178.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicell Inc.                                                             | OMNICELL INC COMMON STOCK USD.001                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      4474 | NS      | $202672.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc.                                                        | DISC MEDICINE INC COMMON STOCK USD.0001                  | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2440 | NS      | $193760.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                                   | WALT DISNEY CO/THE COMMON STOCK USD.01                   | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108764 | NS      | $12374080.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                                                      | DOUGLAS ELLIMAN INC COMMON STOCK                         | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7618 | NS      | $18054.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                                        | EOG RESOURCES INC COMMON STOCK USD.01                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     33056 | NS      | $3471210.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                           | EQT CORP COMMON STOCK                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     38020 | NS      | $2037872.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                            | EPR PROPERTIES REIT USD.01                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     11230 | NS      | $560377.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc.                                         | PRIORITY TECHNOLOGY HOLDINGS I COMMON STOCK USD.001      | CUSIP: 74275G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $15646.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procept Biorobotics Corporation                                           | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001          | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5235 | NS      | $164693.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corporation                                                        | OMEROS CORP COMMON STOCK USD.01                          | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      6457 | NS      | $110898.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sony Group Corporation                                                    | SONY GROUP CORP COMMON STOCK                             | CUSIP: 682150008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    709975 | NS      | $18211547.80  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Privia Health Group Inc.                                                  | PRIVIA HEALTH GROUP INC COMMON STOCK USD.01              | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11417 | NS      | $270697.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                                | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01            | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12388 | NS      | $92414.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                                       | TRONOX HOLDINGS PLC COMMON STOCK USD.01                  | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12035 | NS      | $50185.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Limited                                                         | GOLAR LNG LTD COMMON STOCK USD1.0                        | CUSIP: G9456A100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9508 | NS      | $353792.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                                                        | EAGLE BANCORP INC COMMON STOCK USD.01                    | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      2786 | NS      | $59676.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                                          | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     37589 | NS      | $2051983.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                        | INTERTEK GROUP PLC COMMON STOCK GBP.01                   | CUSIP: 316383900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     17826 | NS      | $1105507.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | FIFTH THIRD BANCORP COMMON STOCK                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     40270 | NS      | $1885038.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                                            | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4149 | NS      | $1196073.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc.                                                | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      6128 | NS      | $600176.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                                               | CASEY'S GENERAL STORES INC COMMON STOCK                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      5484 | NS      | $3031061.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Company                                           | DIAMONDROCK HOSPITALITY CO REIT USD.01                   | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20015 | NS      | $179334.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                                   | DIAMONDBACK ENERGY INC COMMON STOCK USD.01               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     11347 | NS      | $1705794.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc.                                                | DIANTHUS THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 252828108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2395 | NS      | $98697.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                | DICK'S SPORTING GOODS INC COMMON STOCK USD.01            | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9750 | NS      | $1930207.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc.                                                       | GARRETT MOTION INC COMMON STOCK USD.001                  | CUSIP: 366505105<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     15463 | NS      | $269520.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                                            | FERROGLOBE PLC COMMON STOCK USD7.5                       | CUSIP: 37954N206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11564 | NS      | $53656.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                                       | GLOBUS MEDICAL INC COMMON STOCK USD.001                  | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16432 | NS      | $1434677.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                                           | GLOBE LIFE INC COMMON STOCK USD1.0                       | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4850 | NS      | $678321.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America Companies Inc.                                         | FINANCE OF AMERICA COS INC COMMON STOCK USD.0001         | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $12129.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                   | KEYCORP COMMON STOCK USD1.0                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     56596 | NS      | $1168141.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                                              | GODADDY INC COMMON STOCK USD.001                         | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8233 | NS      | $1021550.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                                                 | GOGO INC COMMON STOCK USD.0001                           | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      7830 | NS      | $36487.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                                                | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     10470 | NS      | $2127399.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                                               | KFORCE INC COMMON STOCK USD.01                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1785 | NS      | $55192.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                                                 | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01             | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1855 | NS      | $50437.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                                              | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     18272 | NS      | $16061088.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                      | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     69090 | NS      | $605228.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc.                                                  | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01              | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2325 | NS      | $171236.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman-Rupp Company                                                   | GORMAN-RUPP CO/THE COMMON STOCK                          | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2124 | NS      | $101421.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc.                                                         | GOSSAMER BIO INC COMMON STOCK USD.0001                   | CUSIP: 38341P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18878 | NS      | $58521.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corporation                                                        | GRAHAM CORP COMMON STOCK USD.1                           | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $64743.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                                                   | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                   | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $890964.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc.                                                                | GRAIL INC COMMON STOCK                                   | CUSIP: 384747101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3425 | NS      | $293145.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                                        | WW GRAINGER INC COMMON STOCK USD.5                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2665 | NS      | $2689118.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                                                 | KILROY REALTY CORP REIT USD.01                           | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     16053 | NS      | $599900.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                                                  | KIMBALL ELECTRONICS INC COMMON STOCK                     | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2386 | NS      | $66378.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                                               | GRAND CANYON EDUCATION INC COMMON STOCK USD.01           | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4075 | NS      | $677713.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                                         | GRANITE CONSTRUCTION INC COMMON STOCK USD.01             | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      4247 | NS      | $489891.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc.                                              | GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001        | CUSIP: 387432107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5930 | NS      | $27871.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                                         | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01         | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43528 | NS      | $655531.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE COMMON STOCK                                     | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    259191 | NS      | $4907760.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     20217 | NS      | $2039693.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                                              | MAXCYTE INC COMMON STOCK                                 | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11128 | NS      | $17248.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                                              | MAXIMUS INC COMMON STOCK                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     13804 | NS      | $1191561.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                                 | BUZZI SPA COMMON STOCK                                   | CUSIP: 578220907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      8895 | NS      | $537712.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayville Engineering Company Inc.                                         | MAYVILLE ENGINEERING CO INC COMMON STOCK                 | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $25496.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                          | WASHINGTON H SOUL PATTINSON and COMMON STOCK             | CUSIP: 682180005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     39474 | NS      | $976717.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                              | ON SEMICONDUCTOR CORP COMMON STOCK USD.01                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     24514 | NS      | $1327433.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                               | OMNIAB INC COMMON STOCK USD.0001                         | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8523 | NS      | $15767.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                                             | OPORTUN FINANCIAL CORP COMMON STOCK USD.0001             | CUSIP: 68376D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4063 | NS      | $21493.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc.                                                                | OPPFI INC COMMON STOCK                                   | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2598 | NS      | $27175.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    102469 | NS      | $19972232.79  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corporation                                                    | OPTIMIZERX CORP COMMON STOCK USD.001                     | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1619 | NS      | $19848.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                                                   | OPTION CARE HEALTH INC COMMON STOCK USD.0001             | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     38956 | NS      | $1241138.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYX Platforms Corp.                                                      | SKYX PLATFORMS CORP COMMON STOCK                         | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7818 | NS      | $16965.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc.                                                           | SSR MINING INC COMMON STOCK                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     19809 | NS      | $434213.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                                     | SPX TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     12040 | NS      | $2408722.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                                              | TRAVELERS COS INC/THE COMMON STOCK                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     13590 | NS      | $3941915.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                                                 | TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8035 | NS      | $307017.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                                           | GRAY MEDIA INC COMMON STOCK                              | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8562 | NS      | $41440.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM PROPERTY TRUST INC REIT USD.01                                      | RITHM PROPERTY TRUST INC REIT USD.01                     | CUSIP: 38983D854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $13960.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                             | TRELLEBORG AB COMMON STOCK SEK25.0                       | CUSIP: 490238003<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     23416 | NS      | $989829.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                               | KENVUE INC COMMON STOCK USD.01                           | CUSIP: 49177J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116714 | NS      | $2013316.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc.                                                   | KEROS THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2865 | NS      | $58331.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                     | KEURIG DR PEPPER INC COMMON STOCK USD.01                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     82768 | NS      | $2318331.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     32925 | NS      | $2097981.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                    | MICRON TECHNOLOGY INC COMMON STOCK USD.1                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     68383 | NS      | $19517192.03  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc.                                                   | MICROVAST HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19082 | NS      | $53429.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc.                                    | MID-AMERICA APARTMENT COMMUNIT REIT USD.01               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      7133 | NS      | $990845.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                                                     | MID PENN BANCORP INC COMMON STOCK USD1.0                 | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1907 | NS      | $59155.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK EUR.04                   | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    448968 | NS      | $2097900.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0       | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    323092 | NS      | $3144342.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF10.0    | CUSIP: 596228908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       108 | NS      | $1578082.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0   | CUSIP: 596230904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        12 | NS      | $1759871.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Holding Corp.                                                     | WAYSTAR HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10771 | NS      | $352750.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                                                 | WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001          | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6116 | NS      | $46420.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                                             | WEBSTER FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     23789 | NS      | $1497279.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc.                                                | WEBTOON ENTERTAINMENT INC COMMON STOCK                   | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1872 | NS      | $24392.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc.                                                         | WEIS MARKETS INC COMMON STOCK                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $88380.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO + CO COMMON STOCK USD1.666                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    191240 | NS      | $17823568.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                                            | WELLTOWER INC REIT USD1.0                                | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41813 | NS      | $7760910.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                                                   | WERNER ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      5833 | NS      | $175048.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                                             | WESBANCO INC COMMON STOCK USD2.0833                      | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9101 | NS      | $302517.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                                                  | WESCO INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7175 | NS      | $1755292.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                                                  | WEST BANCORP INC COMMON STOCK                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1645 | NS      | $36502.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                                         | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      4383 | NS      | $1205938.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                                                | WESTAMERICA BANCORP COMMON STOCK                         | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2339 | NS      | $111874.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                                           | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001           | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     15224 | NS      | $1279881.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                               | WESTERN DIGITAL CORP COMMON STOCK USD.01                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     20829 | NS      | $3588211.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals Plc                                                | AVADEL PHARMACEUTICALS PLC COMMON STOCK                  | CUSIP: 05337M104<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8700 | NS      | $187485.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                                                | AVALONBAY COMMUNITIES INC REIT USD.01                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      8616 | NS      | $1562166.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                                       | AVANOS MEDICAL INC COMMON STOCK USD.01                   | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      4810 | NS      | $54016.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                                             | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01         | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      3498 | NS      | $361938.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                                              | AVANTOR INC COMMON STOCK USD.01                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100561 | NS      | $1152429.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc.                                          | AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01       | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6854 | NS      | $55997.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                                                   | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001             | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5860 | NS      | $230298.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                                         | AEHR TEST SYSTEMS COMMON STOCK USD.01                    | CUSIP: 00760J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2729 | NS      | $55098.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                                             | AVEPOINT INC COMMON STOCK USD.0001                       | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14478 | NS      | $201099.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                                | AVERY DENNISON CORP COMMON STOCK USD1.0                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4709 | NS      | $856472.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                     | AECOM COMMON STOCK USD.01                                | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     19535 | NS      | $1862271.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq Inc.                                                                  | ARQ INC COMMON STOCK                                     | CUSIP: 00770C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3531 | NS      | $11546.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                                       | AVIAT NETWORKS INC COMMON STOCK USD.01                   | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1155 | NS      | $24693.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                                        | AVIENT CORP COMMON STOCK USD.01                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     22521 | NS      | $703556.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                                                  | AVIDITY BIOSCIENCES INC COMMON STOCK                     | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11261 | NS      | $812255.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                                    | AVIS BUDGET GROUP INC COMMON STOCK USD.01                | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $319773.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spyre Therapeutics Inc.                                                   | SPYRE THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 00773J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6735 | NS      | $220638.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                                             | ADVANSIX INC COMMON STOCK USD.01                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2549 | NS      | $44097.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc.                                                                 | DAVE INC COMMON STOCK USD.0001                           | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $223402.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                                               | DAVITA INC COMMON STOCK USD.001                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2151 | NS      | $244375.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc.                                                               | AELUMA INC COMMON STOCK USD.0001                         | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $22321.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                                                    | ARROW ELECTRONICS INC COMMON STOCK USD1.0                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      7597 | NS      | $837037.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                                        | ENOVIX CORP COMMON STOCK USD.0001                        | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16518 | NS      | $120746.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                                        | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01        | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      3580 | NS      | $193320.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                                               | ARROW FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1632 | NS      | $51244.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                                            | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     12922 | NS      | $857891.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation                                    | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001     | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      6744 | NS      | $19759.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc.                                                 | ENTRADA THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2986 | NS      | $30696.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc.                                                              | ARTERIS INC COMMON STOCK USD.001                         | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $47941.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                                    | ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01       | CUSIP: 04316A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6047 | NS      | $246354.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                                              | ARVINAS INC COMMON STOCK USD.001                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6409 | NS      | $76010.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                                                | ASANA INC COMMON STOCK USD.00001                         | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8471 | NS      | $116137.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc.                                          | WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01       | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      1934 | NS      | $24407.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                                          | WEYCO GROUP INC COMMON STOCK USD1.0                      | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       688 | NS      | $21045.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01          | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1891 | NS      | $439714.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                                      | ASSOCIATED BANC-CORP COMMON STOCK USD.01                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     39954 | NS      | $1029215.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                      | WEYERHAEUSER CO REIT USD1.25                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     43917 | NS      | $1040393.73   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                                     | WHIRLPOOL CORP COMMON STOCK USD1.0                       | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      8281 | NS      | $597391.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                                                           | WHITESTONE REIT REIT USD.001                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4710 | NS      | $65421.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley and Sons Inc.                                                  | JOHN WILEY and SONS INC COMMON STOCK USD1.0              | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3970 | NS      | $121601.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                                                        | WILLDAN GROUP INC COMMON STOCK USD.01                    | CUSIP: 96924N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $141806.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                                               | WILLIAMS COS INC/THE COMMON STOCK USD1.0                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     74399 | NS      | $4472123.89   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                             | ASSURANT INC COMMON STOCK USD.01                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3051 | NS      | $734833.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                                     | ASTEC INDUSTRIES INC COMMON STOCK USD.2                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2243 | NS      | $97166.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                                      | WILLIAMS-SONOMA INC COMMON STOCK USD.01                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7420 | NS      | $1325137.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                                          | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01            | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       269 | NS      | $36487.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                                                | CALIX INC COMMON STOCK                                   | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5857 | NS      | $310011.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                             | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     12911 | NS      | $150671.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                                             | WINGSTOP INC COMMON STOCK USD.01                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4098 | NS      | $977332.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                                       | WINMARK CORP COMMON STOCK                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $119052.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc.                                                              | CALUMET INC COMMON STOCK USD.01                          | CUSIP: 131428104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6756 | NS      | $134241.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                                               | CAMDEN NATIONAL CORP COMMON STOCK                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1668 | NS      | $72357.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                                 | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2657 | NS      | $107661.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                                            | WINTRUST FINANCIAL CORP COMMON STOCK                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      9878 | NS      | $1381141.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                                           | WISDOMTREE INC COMMON STOCK USD.01                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     11945 | NS      | $145609.55    | 0.00%             |  |  |  | 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        |      7892 | NS      | $143239.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                     | CAMDEN PROPERTY TRUST REIT USD.01                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6482 | NS      | $713538.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                                                    | CAMPBELL'S COMPANY/THE COMMON STOCK USD.0375             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     11971 | NS      | $333631.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc.                                               | CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      6016 | NS      | $58535.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                                             | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5          | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1201 | NS      | $49865.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                 | WOODSIDE ENERGY GROUP LTD COMMON STOCK                   | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    219476 | NS      | $3422201.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc.                                                             | WOODWARD INC COMMON STOCK USD.001455                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      8844 | NS      | $2673718.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                                                   | CASTLE BIOSCIENCES INC COMMON STOCK USD.001              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2778 | NS      | $108064.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                                             | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 14888U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11264 | NS      | $262901.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                                              | WORKDAY INC COMMON STOCK USD.001                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     13220 | NS      | $2839391.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                                              | WORKIVA INC COMMON STOCK USD.001                         | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4898 | NS      | $422452.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                           | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01       | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11143 | NS      | $841965.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                                      | WYNN RESORTS LTD COMMON STOCK USD.01                     | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5143 | NS      | $618857.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                                           | CAVA GROUP INC COMMON STOCK USD.0001                     | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14712 | NS      | $863447.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc.                                                 | CELLDEX THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6420 | NS      | $174367.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                                                  | XPO INC COMMON STOCK USD.001                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     17313 | NS      | $2353009.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                                                 | XPEL INC COMMON STOCK                                    | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2486 | NS      | $124076.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                                                     | CELSIUS HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23573 | NS      | $1078229.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                                       | CENTENE CORP COMMON STOCK USD.001                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     28446 | NS      | $1170552.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                          | XCEL ENERGY INC COMMON STOCK USD2.5                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     36037 | NS      | $2661692.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels and Resorts Inc.                                             | XENIA HOTELS and RESORTS INC REIT USD.01                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      9239 | NS      | $130639.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                                               | XENCOR INC COMMON STOCK USD.01                           | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      6942 | NS      | $106282.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corporation                                                  | XOMA ROYALTY CORP COMMON STOCK USD.0005                  | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |       990 | NS      | $26324.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc.                                                     | CLEARPOINT NEURO INC COMMON STOCK USD.01                 | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2625 | NS      | $35910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc.                                        | CLEARWATER ANALYTICS HOLDINGS COMMON STOCK USD.001       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27167 | NS      | $655268.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                                                | XYLEM INC/NY COMMON STOCK                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     14833 | NS      | $2019957.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                                                | XENON PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 98420N105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7458 | NS      | $334267.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                                              | CLEARWATER PAPER CORP COMMON STOCK USD.0001              | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1580 | NS      | $27492.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                     | CLEVELAND-CLIFFS INC COMMON STOCK USD.125                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     84027 | NS      | $1115878.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                                                | XEROX HOLDINGS CORP COMMON STOCK USD1.0                  | CUSIP: 98421M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11853 | NS      | $28091.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                                             | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14994 | NS      | $117702.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc.                                                | GREENE COUNTY BANCORP INC COMMON STOCK USD.1             | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $18361.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                                                | GREIF INC COMMON STOCK                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      6256 | NS      | $423531.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc.                                                   | XPONENTIAL FITNESS INC COMMON STOCK USD.0001             | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2795 | NS      | $23002.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                                              | XOMETRY INC COMMON STOCK USD.000001                      | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4237 | NS      | $251974.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                                                | GREIF INC COMMON STOCK                                   | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       506 | NS      | $37793.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                                               | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001         | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6693 | NS      | $60437.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                                                | XPERI INC COMMON STOCK USD.001                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4723 | NS      | $27676.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                                                 | YELP INC COMMON STOCK USD.000001                         | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5929 | NS      | $180182.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.                                             | AMERICAN HEALTHCARE REIT INC REIT USD.01                 | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16401 | NS      | $771831.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                                         | HARTFORD INSURANCE GROUP INC/T COMMON STOCK USD.01       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     16978 | NS      | $2339568.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                                                 | YEXT INC COMMON STOCK USD.001                            | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9912 | NS      | $79890.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                                                        | YETI HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11476 | NS      | $506894.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                                     | HOWMET AEROSPACE INC COMMON STOCK                        | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24495 | NS      | $5021964.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc.                                                            | HUB GROUP INC COMMON STOCK USD.01                        | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5839 | NS      | $248799.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                                                    | YORK WATER CO/THE COMMON STOCK                           | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $47791.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                                    | NEXPOINT DIVERSIFIED REAL ESTA REIT USD.001              | CUSIP: 65340G205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3830 | NS      | $14668.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd.                                                                 | NOVA LTD COMMON STOCK                                    | CUSIP: 653416909<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3400 | NS      | $1136595.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc.                                           | NEXPOINT RESIDENTIAL TRUST INC REIT USD.01               | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      2329 | NS      | $70102.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                                                    | NEXTDECADE CORP COMMON STOCK USD.0001                    | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13450 | NS      | $70881.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                                         | EPAM SYSTEMS INC COMMON STOCK USD.001                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3365 | NS      | $689421.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                                                | EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001         | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30075 | NS      | $344659.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                                              | ENVISTA HOLDINGS CORP COMMON STOCK USD.01                | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24251 | NS      | $526489.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                                                   | EQUITABLE HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42261 | NS      | $2013736.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addtech AB                                                                | ADDTECH AB COMMON STOCK SEK.75                           | CUSIP: BLN8T4902<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     30008 | NS      | $1056839.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Bancshares Inc.                                                    | EQUITY BANCSHARES INC COMMON STOCK USD.01                | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1556 | NS      | $69475.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                                          | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01               | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28588 | NS      | $1732718.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                        | EQUITY RESIDENTIAL REIT USD.01                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     21093 | NS      | $1329702.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                                               | ERASCA INC COMMON STOCK USD.0001                         | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17060 | NS      | $63463.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                                    | ERIE INDEMNITY CO COMMON STOCK                           | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1548 | NS      | $443734.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                                                     | ESCALADE INC COMMON STOCK                                | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1364 | NS      | $18400.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                                          | ESAB CORP COMMON STOCK USD.001                           | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8417 | NS      | $940347.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                                                | GLADSTONE LAND CORP REIT USD.001                         | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3533 | NS      | $32326.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                                       | GLAUKOS CORP COMMON STOCK USD.001                        | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5454 | NS      | $615811.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group Inc.                                         | GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005    | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12955 | NS      | $99105.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Company                                                 | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                 | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $45875.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                                           | GLOBALSTAR INC COMMON STOCK USD.0001                     | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4887 | NS      | $298302.48    | 0.00%             |  |  |  | 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        |     19553 | NS      | $168155.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                                      | GLOBAL PAYMENTS INC COMMON STOCK                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     14423 | NS      | $1116340.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                            | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2679 | NS      | $205452.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc.                                               | GLOBAL WATER RESOURCES INC COMMON STOCK USD.01           | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $17204.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                                                  | GLOBAL MEDICAL REIT INC REIT                             | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      1244 | NS      | $41972.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                                                  | LIFECORE BIOMEDICAL INC COMMON STOCK USD.001             | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      2902 | NS      | $23738.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landmark Bancorp Inc.                                                     | LANDMARK BANCORP INC/MANHATTAN COMMON STOCK USD.01       | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $12833.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                                                      | LANDSTAR SYSTEM INC COMMON STOCK USD.01                  | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5066 | NS      | $727984.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                                           | LANDS' END INC COMMON STOCK USD.01                       | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      1017 | NS      | $14766.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                    | ASM INTERNATIONAL NV COMMON STOCK EUR.04                 | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5410 | NS      | $3275185.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                    | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16319 | NS      | $1086029.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                                      | CSW INDUSTRIALS INC COMMON STOCK USD.01                  | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1587 | NS      | $465832.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                           | CSX CORP COMMON STOCK USD1.0                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    113445 | NS      | $4112381.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc.                                                 | LARIMAR THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 517125100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4973 | NS      | $18947.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange                                                                    | ORANGE SA COMMON STOCK EUR4.0                            | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    214964 | NS      | $3587008.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Turbine Inc.                                                      | DIGITAL TURBINE INC COMMON STOCK USD.0001                | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10600 | NS      | $53000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                                                  | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01              | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     17348 | NS      | $266118.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                                                      | HOME BANCSHARES INC/AR COMMON STOCK USD.01               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45052 | NS      | $1251544.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                                                         | HOME BANCORP INC COMMON STOCK USD.01                     | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $39766.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                                       | HOME DEPOT INC/THE COMMON STOCK USD.05                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     60641 | NS      | $20866568.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | LAS VEGAS SANDS CORP COMMON STOCK USD.001                | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18536 | NS      | $1206508.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                                         | LATHAM GROUP INC COMMON STOCK USD.0001                   | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4576 | NS      | $29057.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                                         | MECHANICS BANCORP COMMON STOCK                           | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4798 | NS      | $70194.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc.                                                             | IMMUNOME INC COMMON STOCK USD.0001                       | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9160 | NS      | $196756.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                                           | IMMUNOVANT INC COMMON STOCK USD.0001                     | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6887 | NS      | $175067.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                                               | IMPINJ INC COMMON STOCK USD.001                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      2627 | NS      | $457124.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                                        | INCYTE CORP COMMON STOCK USD.001                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     10047 | NS      | $992342.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                                   | INSTEEL INDUSTRIES INC COMMON STOCK                      | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1814 | NS      | $57449.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                                            | INSPERITY INC COMMON STOCK USD.01                        | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3565 | NS      | $138036.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                                               | INOGEN INC COMMON STOCK USD.001                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      2626 | NS      | $17646.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                                             | INNOVIVA INC COMMON STOCK USD.01                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      6102 | NS      | $121978.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim Ltd                                                         | BANK HAPOALIM BM COMMON STOCK ILS1.0                     | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    144376 | NS      | $3265359.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                               | WESTPAC BANKING CORP COMMON STOCK                        | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    394868 | NS      | $10132910.99  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                 | BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1               | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    171911 | NS      | $3788521.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc.                                                              | MODERNA INC COMMON STOCK USD.0001                        | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21183 | NS      | $624686.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toray Industries Inc.                                                     | TORAY INDUSTRIES INC COMMON STOCK                        | CUSIP: 689714004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    160099 | NS      | $1043810.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster Inc.                                                               | OUSTER INC COMMON STOCK USD.0001                         | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5329 | NS      | $115319.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Industries Corporation                                             | TOYOTA INDUSTRIES CORP COMMON STOCK                      | CUSIP: 690054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18809 | NS      | $2132310.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Corporation                                                           | CTS CORP COMMON STOCK                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2838 | NS      | $121665.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                                 | CNX RESOURCES CORP COMMON STOCK USD.01                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     32577 | NS      | $1197856.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corporation                                                 | TOYOTA TSUSHO CORP COMMON STOCK                          | CUSIP: 690058003<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     79705 | NS      | $2687588.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Company                                                | WEST JAPAN RAILWAY CO COMMON STOCK                       | CUSIP: 695799908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47333 | NS      | $943116.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc.                                                | PALANTIR TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 69608A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139167 | NS      | $24736934.25  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                                                   | PALO ALTO NETWORKS INC COMMON STOCK USD.0001             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     41670 | NS      | $7675614.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                                       | CVB FINANCIAL CORP COMMON STOCK                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12780 | NS      | $237708.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                                           | CVR ENERGY INC COMMON STOCK USD.01                       | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3011 | NS      | $76599.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc.                                                     | PALOMAR HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 69753M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2564 | NS      | $345524.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                                 | PAN AMERICAN SILVER CORP RIGHT                           | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     54671 | NS      | $27062.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                                         | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01           | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20175 | NS      | $1484476.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Screen Holdings Co. Ltd.                                                  | SCREEN HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 625102009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9360 | NS      | $911703.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                             | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                 | CUSIP: 625136007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64730 | NS      | $2150254.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | DAIWA SECURITIES GROUP INC COMMON STOCK                  | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    154004 | NS      | $1349658.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                | ARISTOCRAT LEISURE LTD COMMON STOCK                      | CUSIP: 625398904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     64095 | NS      | $2481397.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Claritev Corporation                                                      | CLARITEV CORP COMMON STOCK                               | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $32105.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc.                                                                 | CVRX INC COMMON STOCK USD.01                             | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1732 | NS      | $12297.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     77337 | NS      | $6137464.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                 | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26322 | NS      | $542380.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                    | MURPHY OIL CORP COMMON STOCK USD1.0                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     32940 | NS      | $1029375.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc.                                                | PALVELLA THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 697947109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       721 | NS      | $75467.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Woolworths Group Limited                                                  | WOOLWORTHS GROUP LTD COMMON STOCK                        | CUSIP: 698123908<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    141028 | NS      | $2759212.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                            | CABLE ONE INC COMMON STOCK USD.01                        | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $56312.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                                         | CABOT CORP COMMON STOCK USD1.0                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     13029 | NS      | $863562.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES and CLEARING COMMON STOCK            | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    139049 | NS      | $7275231.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc.                                                           | MURPHY USA INC COMMON STOCK USD.01                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2514 | NS      | $1014449.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | YAMAHA MOTOR CO LTD COMMON STOCK                         | CUSIP: 698526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105788 | NS      | $784554.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Astellas Pharma Inc.                                                      | ASTELLAS PHARMA INC COMMON STOCK                         | CUSIP: 698538006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    208919 | NS      | $2780609.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                       | COTERRA ENERGY INC COMMON STOCK USD.1                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     46385 | NS      | $1220853.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                                               | CAREDX INC COMMON STOCK USD.001                          | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5093 | NS      | $95952.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                | MITSUBISHI HC CAPITAL INC COMMON STOCK                   | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    101604 | NS      | $849941.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sbi Holdings Inc.                                                         | SBI HOLDINGS INC COMMON STOCK                            | CUSIP: 630946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64812 | NS      | $1396698.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP COMMON STOCK                      | CUSIP: 698642006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26360 | NS      | $845379.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International Inc.                                            | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      3186 | NS      | $122629.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                      | CARNIVAL CORP COMMON STOCK USD.01                        | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     66151 | NS      | $2020251.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc.                                                    | CARRIAGE SERVICES INC COMMON STOCK USD.01                | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1359 | NS      | $57485.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                                               | NASDAQ INC COMMON STOCK USD.01                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     27481 | NS      | $2669229.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc.                                                      | NATHAN'S FAMOUS INC COMMON STOCK USD.01                  | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       284 | NS      | $26573.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                          | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      7348 | NS      | $2313444.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                | CARRIER GLOBAL CORP COMMON STOCK USD.01                  | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48231 | NS      | $2548526.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | FAST RETAILING CO LTD COMMON STOCK                       | CUSIP: 633243902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22043 | NS      | $7992533.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                        | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK              | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1323518 | NS      | $21005647.88  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Cars.com Inc.                                                             | CARS.COM INC COMMON STOCK USD.01                         | CUSIP: 14575E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5357 | NS      | $65355.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                        | DELUXE CORP COMMON STOCK USD1.0                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      4261 | NS      | $95148.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                                                  | DENALI THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12995 | NS      | $214547.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                                       | DENNY'S CORP COMMON STOCK USD.01                         | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      5061 | NS      | $31479.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Corporation                                                | FIRST NATIONAL CORP/VA COMMON STOCK USD1.25              | CUSIP: 32106V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $20267.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                            | KINGFISHER PLC COMMON STOCK GBP.157143                   | CUSIP: 331952903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    200776 | NS      | $845177.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                        | TOKYO GAS CO LTD COMMON STOCK                            | CUSIP: 689544005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36415 | NS      | $1443653.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                          | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     51726 | NS      | $11520789.59  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| First Savings Financial Group Inc.                                        | FIRST SAVINGS FINANCIAL GROUP COMMON STOCK USD.01        | CUSIP: 33621E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $17650.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                                          | FIRST SOLAR INC COMMON STOCK USD.001                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      6537 | NS      | $1707660.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                                    | OTTER TAIL CORP COMMON STOCK USD5.0                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3760 | NS      | $303845.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corporation                                                         | TOKYU CORP COMMON STOCK                                  | CUSIP: 689654002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57712 | NS      | $674452.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1st Source Corporation                                                    | 1ST SOURCE CORP COMMON STOCK                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1830 | NS      | $114356.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corporation                                                  | FIRST UNITED CORP COMMON STOCK USD.01                    | CUSIP: 33741H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       595 | NS      | $22276.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellogic Inc.                                                           | SATELLOGIC INC COMMON STOCK USD.0001                     | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8542 | NS      | $15973.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                                         | SAUL CENTERS INC REIT USD.01                             | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1446 | NS      | $45592.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc.                                         | FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01       | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5405 | NS      | $81507.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                                              | FIRST WESTERN FINANCIAL INC COMMON STOCK                 | CUSIP: 33751L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $22037.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc.                                                               | SAVARA INC COMMON STOCK USD.001                          | CUSIP: 805111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14019 | NS      | $84534.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc.                                                 | SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001         | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3881 | NS      | $36248.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                                                  | FIRSTSUN CAPITAL BANCORP COMMON STOCK                    | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1284 | NS      | $48323.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                                                   | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9579 | NS      | $1526701.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                               | FISERV INC COMMON STOCK USD.01                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     32767 | NS      | $2200959.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                         | FIRSTENERGY CORP COMMON STOCK USD.1                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     31679 | NS      | $1418268.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                                           | FIVE BELOW INC COMMON STOCK USD.01                       | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8133 | NS      | $1531931.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                                                | FIVE9 INC COMMON STOCK USD.001                           | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7501 | NS      | $150395.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                                         | FIVE STAR BANCORP COMMON STOCK                           | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1631 | NS      | $58357.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc.                                                 | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0             | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $15796.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                                             | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15893 | NS      | $967724.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc.                                                      | FLOWCO HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $38698.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc.                                                    | FLOTEK INDUSTRIES INC COMMON STOCK USD.0001              | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      1411 | NS      | $24311.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                                         | FLUOR CORP COMMON STOCK USD.01                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     39459 | NS      | $1563760.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                                                | PAR TECHNOLOGY CORP COMMON STOCK USD.02                  | CUSIP: 698884103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3931 | NS      | $142616.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc.                                                 | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      4852 | NS      | $170499.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corporation                                            | PARAMOUNT SKYDANCE CORP COMMON STOCK USD.001             | CUSIP: 69932A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18933 | NS      | $253702.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp.                                                      | PARK AEROSPACE CORP COMMON STOCK USD.1                   | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1881 | NS      | $40140.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                                        | FLOWERS FOODS INC COMMON STOCK USD.01                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     31146 | NS      | $338868.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                                     | FLOWSERVE CORP COMMON STOCK USD1.25                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     18748 | NS      | $1300736.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                                                   | HF SINCLAIR CORP COMMON STOCK                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23061 | NS      | $1062650.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                                                        | HBT FINANCIAL INC COMMON STOCK USD.01                    | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1310 | NS      | $33863.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                                       | HCA HEALTHCARE INC COMMON STOCK USD.01                   | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9731 | NS      | $4543014.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc.                                                            | HCI GROUP INC COMMON STOCK                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1047 | NS      | $200699.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                              | CARLSBERG AS COMMON STOCK DKK20.0                        | CUSIP: 416921005<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     10853 | NS      | $1420477.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc.                                                               | HASBRO INC COMMON STOCK USD.5                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      8122 | NS      | $666004.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc.                                                           | REPOSITRAK INC COMMON STOCK USD.01                       | CUSIP: 700215304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $17936.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Hotels and Resorts Inc.                                              | PARK HOTELS and RESORTS INC REIT USD.01                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     29484 | NS      | $308402.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                                                 | PARK NATIONAL CORP COMMON STOCK                          | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $221878.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                                                  | PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0              | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1109 | NS      | $23222.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies Inc.                                          | HAVERTY FURNITURE COS INC COMMON STOCK USD1.0            | CUSIP: 419596101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1339 | NS      | $31279.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0            | CUSIP: 425305000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       338 | NS      | $775288.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp                                                    | HERITAGE COMMERCE CORP COMMON STOCK                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      5587 | NS      | $67099.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                                        | HERC HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      3183 | NS      | $472293.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc.                                                        | PARKE BANCORP INC COMMON STOCK USD.1                     | CUSIP: 700885106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $28495.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                                               | PARKER-HANNIFIN CORP COMMON STOCK USD.5                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      7688 | NS      | $6757444.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                                       | PARSONS CORP COMMON STOCK USD1.0                         | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7853 | NS      | $485315.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                                                      | PAYCOM SOFTWARE INC COMMON STOCK USD.01                  | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2977 | NS      | $474414.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                                                | PEABODY ENERGY CORP COMMON STOCK                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     11917 | NS      | $353934.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation                                   | PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1584 | NS      | $44114.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                                             | PAYLOCITY HOLDING CORP COMMON STOCK USD.001              | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      6497 | NS      | $990792.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                                      | PAYPAL HOLDINGS INC COMMON STOCK                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     57001 | NS      | $3327718.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc.                                                              | PAYSIGN INC COMMON STOCK                                 | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3577 | NS      | $18421.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                                      | PAYONEER GLOBAL INC COMMON STOCK USD.01                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27350 | NS      | $153707.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                        | PENNYMAC MORTGAGE INVESTMENT T REIT USD.01               | CUSIP: 70931T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8291 | NS      | $104052.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001     | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2831 | NS      | $373239.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                                              | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001        | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2720 | NS      | $430548.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                                           | ROYAL GOLD INC COMMON STOCK USD.01                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     11950 | NS      | $2656365.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                   | PEBBLEBROOK HOTEL TRUST REIT USD.01                      | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11469 | NS      | $129829.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                                          | PEGASYSTEMS INC COMMON STOCK USD.01                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     13518 | NS      | $807294.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc.                                                  | PELOTON INTERACTIVE INC COMMON STOCK USD.000025          | CUSIP: 70614W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38665 | NS      | $238176.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo S.A.                                                               | SODEXO SA COMMON STOCK EUR4.0                            | CUSIP: 706271905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10214 | NS      | $523324.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penguin Solutions Inc.                                                    | PENGUIN SOLUTIONS INC COMMON STOCK USD.01                | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5083 | NS      | $99423.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group Inc.                                                    | PENNANT GROUP INC/THE COMMON STOCK USD.001               | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3328 | NS      | $93683.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc.                                                               | RUMBLE INC COMMON STOCK USD.0001                         | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10421 | NS      | $65860.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc.                                                     | RUSH ENTERPRISES INC COMMON STOCK USD.01                 | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5902 | NS      | $318353.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA                                                                       | AXA SA COMMON STOCK EUR2.29                              | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    200255 | NS      | $9608435.03   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sally Beauty Holdings Inc.                                                | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 79546E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9697 | NS      | $138279.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                                     | RUSH ENTERPRISES INC COMMON STOCK USD.01                 | CUSIP: 781846308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $52434.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc.                                              | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001        | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8911 | NS      | $173140.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc.                                                   | SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16231 | NS      | $66060.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                                                       | SANDISK CORP/DE COMMON STOCK USD.01                      | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8482 | NS      | $2013457.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                                                     | SANDRIDGE ENERGY INC COMMON STOCK USD.001                | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      3585 | NS      | $51731.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo and Son Inc.                                           | JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01        | CUSIP: 800422107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       743 | NS      | $52455.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                                              | RXSIGHT INC COMMON STOCK USD.001                         | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3510 | NS      | $36574.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                                              | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16714 | NS      | $862943.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                                       | SANMINA CORP COMMON STOCK USD.01                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      5087 | NS      | $763406.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc.                                                      | SANUWAVE HEALTH INC COMMON STOCK USD.001                 | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       753 | NS      | $22469.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                                         | RYDER SYSTEM INC COMMON STOCK USD.5                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      5955 | NS      | $1139727.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                                               | RYERSON HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2695 | NS      | $67806.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                        | PALLADYNE AI CORP COMMON STOCK USD.0001                  | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3040 | NS      | $12950.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc.                                                           | SCANSOURCE INC COMMON STOCK                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2150 | NS      | $83979.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                                         | RYMAN HOSPITALITY PROPERTIES I REIT USD.01               | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5983 | NS      | $566111.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                                                        | SandT BANCORP INC COMMON STOCK USD2.5                    | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3708 | NS      | $145909.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                          | RAIFFEISEN BANK INTERNATIONAL COMMON STOCK               | CUSIP: B0704T905<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     15190 | NS      | $676815.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | BUNZL PLC COMMON STOCK GBP.3214286                       | CUSIP: B0744B906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     37499 | NS      | $1047121.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A                          | RECORDATI INDUSTRIA CHIMICA E COMMON STOCK EUR.125       | CUSIP: B07DRZ908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     13278 | NS      | $753776.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | RENTOKIL INITIAL PLC COMMON STOCK GBP.01                 | CUSIP: B082RF905<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    291622 | NS      | $1739960.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                       | SWISS PRIME SITE AG COMMON STOCK CHF2.0                  | CUSIP: B083BH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9263 | NS      | $1438245.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                                   | SEMBCORP INDUSTRIES LTD COMMON STOCK                     | CUSIP: B08X16905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    103183 | NS      | $482340.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU AERO ENGINES AG COMMON STOCK                         | CUSIP: B09DHL908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6214 | NS      | $2575877.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                    | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     39239 | NS      | $2779806.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group NV/SA                                                          | ELIA GROUP SA/NV COMMON STOCK                            | CUSIP: B09M9F900<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      5037 | NS      | $648174.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Financiere de Tubize S.A.                                                 | FINANCIERE DE TUBIZE SA COMMON STOCK                     | CUSIP: B0BN7W900<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      2312 | NS      | $564229.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                   | MACQUARIE GROUP LTD COMMON STOCK                         | CUSIP: B28YTC906<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     41801 | NS      | $5648573.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                              | GETLINK SE COMMON STOCK EUR.4                            | CUSIP: B292JQ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     34923 | NS      | $644644.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zozo Inc.                                                                 | ZOZO INC COMMON STOCK                                    | CUSIP: B292RC907<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     51492 | NS      | $424645.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                  | RELX PLC COMMON STOCK GBP.00144397                       | CUSIP: B2B0DG904<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    210707 | NS      | $8488714.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein Inc.                                                         | HENRY SCHEIN INC COMMON STOCK USD.01                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6097 | NS      | $460811.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                                   | SLB LTD COMMON STOCK USD.01                              | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91015 | NS      | $3493155.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tis Inc.                                                                  | TIS INC COMMON STOCK                                     | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24545 | NS      | $824603.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                   | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK            | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    148547 | NS      | $3487439.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | FRESNILLO PLC COMMON STOCK USD.5                         | CUSIP: B2QPKJ909<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |     25521 | NS      | $1137992.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis Sociedad Anonima                                           | EDP RENOVAVEIS SA COMMON STOCK EUR5.0                    | CUSIP: B39GNW904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     36401 | NS      | $514065.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                | UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05           | CUSIP: B39J2M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     78721 | NS      | $1264765.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Scholastic Corporation                                                    | SCHOLASTIC CORP COMMON STOCK USD.01                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1955 | NS      | $57926.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger and Company Inc.                                              | STURM RUGER and CO INC COMMON STOCK USD1.0               | CUSIP: 864159108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1406 | NS      | $45905.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Limited                                                          | VICINITY LTD REIT                                        | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    451372 | NS      | $768461.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM S.p.A.                                                          | BANCO BPM SPA COMMON STOCK                               | CUSIP: BYMD5K904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    131192 | NS      | $1992140.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK                               | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    161846 | NS      | $13405168.81  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                        | ABN AMRO BANK NV DUTCH CERT EUR1.0                       | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     67321 | NS      | $2352119.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co.Ltd.                                              | JAPAN POST INSURANCE CO LTD COMMON STOCK                 | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     21463 | NS      | $645468.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co.Ltd.                                                   | JAPAN POST BANK CO LTD COMMON STOCK                      | CUSIP: BYT816903<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    206413 | NS      | $2905690.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                       | COLES GROUP LTD COMMON STOCK                             | CUSIP: BYWR0T908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    154945 | NS      | $2214669.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ermenegildo Zegna N.V.                                                    | ERMENEGILDO ZEGNA NV COMMON STOCK                        | CUSIP: N30577105<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      6286 | NS      | $64431.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                                                 | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01              | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8758 | NS      | $116919.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                            | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04         | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     15687 | NS      | $679247.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                   | NXP SEMICONDUCTORS NV COMMON STOCK EUR.2                 | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     15333 | NS      | $3328180.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group N.V.                                                         | NEBIUS GROUP NV COMMON STOCK EUR.01                      | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |     24489 | NS      | $2049851.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior S.A.                           | BANCO LATINOAMERICANO DE COMER COMMON STOCK              | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      2746 | NS      | $122471.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                                              | ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001           | CUSIP: P73684113<br>LEI: N/A                  | Long             | EC               | CORP              | BS        |      9789 | NS      | $203023.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01          | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |     15451 | NS      | $4309592.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                                          | TRICO BANCSHARES COMMON STOCK                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3027 | NS      | $143388.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                                        | TRIMAS CORP COMMON STOCK USD.01                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      3104 | NS      | $110036.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                                              | TRIMBLE INC COMMON STOCK USD.001                         | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     14495 | NS      | $1135683.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                                         | TRINET GROUP INC COMMON STOCK USD.000025                 | CUSIP: 896288107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2939 | NS      | $173783.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                                                   | TRINITY INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      7841 | NS      | $207316.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                                    | TRIUMPH FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2229 | NS      | $139602.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                                          | TRIPADVISOR INC COMMON STOCK USD.001                     | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11152 | NS      | $162373.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                                              | TRUECAR INC COMMON STOCK USD.0001                        | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      8739 | NS      | $19750.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                                             | TRUEBLUE INC COMMON STOCK                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $15470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                                            | TRUPANION INC COMMON STOCK USD.00001                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      3623 | NS      | $135391.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                              | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     77932 | NS      | $3835033.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                                      | TRUSTCO BANK CORP NY COMMON STOCK USD1.0                 | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1760 | NS      | $72740.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                                                   | CIVISTA BANCSHARES INC COMMON STOCK                      | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1969 | NS      | $43751.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                                        | EXELON CORP COMMON STOCK                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     61548 | NS      | $2682877.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                                             | EXELIXIS INC COMMON STOCK USD.001                        | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39544 | NS      | $1733213.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                                             | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4344 | NS      | $134012.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                                                  | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     23407 | NS      | $993393.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                                                        | SPOK HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2354 | NS      | $31049.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     55355 | NS      | $9603538.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                                            | TIDEWATER INC COMMON STOCK                               | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4797 | NS      | $242296.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc.                                                   | TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01            | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $29928.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                                        | TIMKEN CO/THE COMMON STOCK                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      9349 | NS      | $786531.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                                             | METALLUS INC COMMON STOCK                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      3612 | NS      | $61981.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                                              | TIPTREE INC COMMON STOCK USD.001                         | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2392 | NS      | $43701.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                                                  | TITAN INTERNATIONAL INC COMMON STOCK                     | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4908 | NS      | $38429.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                                      | TITAN MACHINERY INC COMMON STOCK USD.00001               | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2134 | NS      | $32095.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                                                        | TOLL BROTHERS INC COMMON STOCK USD.01                    | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14216 | NS      | $1922287.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                                          | DOLLAR TREE INC COMMON STOCK USD.01                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     11556 | NS      | $1421503.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     52019 | NS      | $3047793.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                                       | DOMINO'S PIZZA INC COMMON STOCK USD.01                   | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $789457.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC.                                                                 | DOMO INC COMMON STOCK USD.001                            | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3369 | NS      | $28400.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                                                    | DONALDSON CO INC COMMON STOCK USD5.0                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     17084 | NS      | $1514667.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                                        | DONEGAL GROUP INC COMMON STOCK USD.01                    | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $33686.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc.                                        | DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01        | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2508 | NS      | $117098.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                                             | DOORDASH INC COMMON STOCK USD.00001                      | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22774 | NS      | $5157855.52   | 0.07%             |  |  |  | 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        |      2693 | NS      | $331750.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                                                       | DOUGLAS EMMETT INC REIT USD.01                           | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15735 | NS      | $172927.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                                                     | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      6998 | NS      | $2364624.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Companies Inc.                                                  | KINGSTONE COS INC COMMON STOCK USD.01                    | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $18445.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingsway Financial Services Inc.                                          | KINGSWAY FINANCIAL SERVICES COMMON STOCK                 | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2247 | NS      | $30222.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                                                | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01            | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3260 | NS      | $1275051.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                                         | KIRBY CORP COMMON STOCK USD.1                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      7994 | NS      | $880778.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                                                       | KONTOOR BRANDS INC COMMON STOCK                          | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5378 | NS      | $328542.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corporation                                                         | KOPIN CORP COMMON STOCK USD.01                           | CUSIP: 500600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17594 | NS      | $41169.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                                     | KOPPERS HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $49827.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                | KORN FERRY COMMON STOCK USD.01                           | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      5095 | NS      | $336371.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                                                   | NURIX THERAPEUTICS INC COMMON STOCK                      | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9818 | NS      | $186247.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc.                                                         | NUVATION BIO INC COMMON STOCK USD.0001                   | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23518 | NS      | $210721.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                                          | OGE ENERGY CORP COMMON STOCK USD.01                      | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     29714 | NS      | $1268787.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                         | CROWN CASTLE INC REIT USD.01                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     26530 | NS      | $2357721.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                                       | CROWN HOLDINGS INC COMMON STOCK USD5.0                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     16817 | NS      | $1731646.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                                             | ARTIVION INC COMMON STOCK USD.01                         | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4141 | NS      | $188871.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                                             | CRYOPORT INC COMMON STOCK USD.001                        | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4862 | NS      | $46675.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc.                                                | CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5488 | NS      | $56800.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                              | CUMMINS INC COMMON STOCK USD2.5                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      8409 | NS      | $4292374.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                                                 | CURBLINE PROPERTIES CORP REIT                            | CUSIP: 23128Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9532 | NS      | $221237.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc.                                                      | CURIOSITYSTREAM INC COMMON STOCK                         | CUSIP: 23130Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4112 | NS      | $15625.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                                                | CURTISS-WRIGHT CORP COMMON STOCK USD1.0                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      5439 | NS      | $2998357.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                  | DEVON ENERGY CORP COMMON STOCK USD.1                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     38217 | NS      | $1399888.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc.                                                               | DEXCOM INC COMMON STOCK USD.001                          | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23761 | NS      | $1577017.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc.                                               | DIAMEDICA THERAPEUTICS INC COMMON STOCK                  | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3439 | NS      | $27374.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Company                                                | DIVERSIFIED ENERGY CO COMMON STOCK GBP.01                | CUSIP: 25520W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6235 | NS      | $90282.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                              | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                 | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21672 | NS      | $105109.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                                             | DOCUSIGN INC COMMON STOCK USD.0001                       | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29661 | NS      | $2028812.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                                                   | DOLBY LABORATORIES INC COMMON STOCK USD.001              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      9024 | NS      | $579521.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                | DOLLAR GENERAL CORP COMMON STOCK USD.875                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13409 | NS      | $1780312.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                                            | EMPIRE STATE REALTY TRUST INC REIT USD.01                | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     14050 | NS      | $91606.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                                                   | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $92642.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc.                                                       | ENACT HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2814 | NS      | $111546.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc.                                               | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 29251M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2709 | NS      | $42720.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                                             | EXPONENT INC COMMON STOCK USD.001                        | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12327 | NS      | $856233.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                                  | EXTRA SPACE STORAGE INC REIT USD.01                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12931 | NS      | $1683874.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                                     | EXTREME NETWORKS INC COMMON STOCK USD.001                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     12878 | NS      | $214418.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    256918 | NS      | $30917512.12  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                                       | META PLATFORMS INC COMMON STOCK USD.000006               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    132682 | NS      | $87582061.38  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                                             | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2282 | NS      | $662213.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                    | FAIR ISAAC CORP COMMON STOCK USD.01                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1444 | NS      | $2441255.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon's Beyond Global Inc.                                               | FALCON'S BEYOND GLOBAL INC COMMON STOCK USD.0001         | CUSIP: 306121104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1445 | NS      | $21689.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks and Spencer Group P.L.C.                                            | MARKS and SPENCER GROUP PLC COMMON STOCK GBP.01          | CUSIP: 312748908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    237481 | NS      | $1056799.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                 | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0        | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       907 | NS      | $159241.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC COMMON STOCK GBP.25                         | CUSIP: 313486904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1611968 | NS      | $10318414.31  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | GENMAB A/S COMMON STOCK DKK1.0                           | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      7042 | NS      | $2182906.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                            | CONTINENTAL AG COMMON STOCK                              | CUSIP: 459858908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     12699 | NS      | $1007830.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                    | BRIGHTSTAR LOTTERY PLC COMMON STOCK USD.1                | CUSIP: 459902102<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     10087 | NS      | $156146.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                                          | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001     | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2651 | NS      | $40719.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                                                     | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001          | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10449 | NS      | $166975.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                                      | JBG SMITH PROPERTIES REIT USD.01                         | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5863 | NS      | $99729.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ITEOS THERAPEUT COMMON STOCK                                       | CONTRA ITEOS THERAPEUT COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4366 | NS      | $449.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J and J Snack Foods Corp.                                                 | J and J SNACK FOODS CORP COMMON STOCK                    | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1518 | NS      | $137181.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE AG COMMON STOCK                                      | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     72993 | NS      | $3867668.85   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                               | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                 | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     28969 | NS      | $131808.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                                             | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001        | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2919 | NS      | $2645664.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARAGON 28 INC COMMON STOCK                                        | CONTRA PARAGON 28 INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6945 | NS      | $625.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pan Pacific International Holdings Corporation                            | PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK              | CUSIP: 626986905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    220081 | NS      | $1311000.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher and Paykel Healthcare Corporation Limited                          | FISHER and PAYKEL HEALTHCARE COR COMMON STOCK            | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     67797 | NS      | $1473020.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National CineMedia Inc.                                                   | NATIONAL CINEMEDIA INC COMMON STOCK USD.01               | CUSIP: 635309206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6996 | NS      | $27214.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                                                    | FUJI ELECTRIC CO LTD COMMON STOCK                        | CUSIP: 635636004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16374 | NS      | $1241722.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrim BanCorp Inc.                                                     | NORTHRIM BANCORP INC COMMON STOCK USD1.0                 | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2033 | NS      | $54098.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                              | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      8173 | NS      | $4660326.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc.                                                 | NORTHWEST BANCSHARES INC COMMON STOCK USD.01             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13672 | NS      | $164064.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange GroupInc.                                                  | JAPAN EXCHANGE GROUP INC COMMON STOCK                    | CUSIP: 674388905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    114564 | NS      | $1222805.06   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi and Co. Ltd.                                                     | SHIONOGI and CO LTD COMMON STOCK                         | CUSIP: 680468006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87299 | NS      | $1580096.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK              | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     82492 | NS      | $3322551.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                            | SUMITOMO METAL MINING CO LTD COMMON STOCK                | CUSIP: 685884009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28538 | NS      | $1142762.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty and Development Co. Ltd.                                  | SUMITOMO REALTY and DEVELOPMENT COMMON STOCK             | CUSIP: 685890006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70238 | NS      | $1763390.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                               | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    125869 | NS      | $4356637.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                           | SUN HUNG KAI PROPERTIES LTD COMMON STOCK                 | CUSIP: 685992000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    167271 | NS      | $2036739.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc.                                               | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001         | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6790 | NS      | $35172.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                                       | ORIGIN BANCORP INC COMMON STOCK                          | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2905 | NS      | $109257.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc.                                    | SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01       | CUSIP: 830940102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3475 | NS      | $177607.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                                  | SLEEP NUMBER CORP COMMON STOCK USD.01                    | CUSIP: 83125X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1899 | NS      | $16065.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc.                                             | SLIDE INSURANCE HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 831349105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2675 | NS      | $52109.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                                              | SMITH and WESSON BRANDS INC COMMON STOCK USD.001         | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      4341 | NS      | $42845.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                                                   | A O SMITH CORP COMMON STOCK USD1.0                       | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      6907 | NS      | $461940.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                                       | SMARTFINANCIAL INC COMMON STOCK USD1.0                   | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1509 | NS      | $55817.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartStop Self Storage REIT Inc.                                          | SMARTSTOP SELF STORAGE REIT IN REIT                      | CUSIP: 83192D402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $93748.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                                 | J M SMUCKER CO/THE COMMON STOCK                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      6499 | NS      | $635667.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                                      | SNAP-ON INC COMMON STOCK USD1.0                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3169 | NS      | $1092037.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc.                                        | SOLARIS ENERGY INFRASTRUCTURE COMMON STOCK USD.01        | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4119 | NS      | $189350.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                                     | SOLVENTUM CORP COMMON STOCK                              | CUSIP: 83444M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8982 | NS      | $711733.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                                                     | SONIC AUTOMOTIVE INC COMMON STOCK USD.01                 | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      1477 | NS      | $91367.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                                                   | SONOCO PRODUCTS CO COMMON STOCK                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     14548 | NS      | $634874.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                                                | SONOS INC COMMON STOCK USD.001                           | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11732 | NS      | $206013.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                                                     | SOTERA HEALTH CO COMMON STOCK USD.01                     | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30588 | NS      | $539572.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Soundhound AI Inc.                                                        | SOUNDHOUND AI INC COMMON STOCK USD.0001                  | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36523 | NS      | $364134.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc.                                               | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0           | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1359 | NS      | $52729.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                                        | CALIFORNIA BANCORP COMMON STOCK USD.01                   | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2221 | NS      | $41466.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMMON STOCK EUR.25                           | CUSIP: BYY3DX906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     34436 | NS      | $430438.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech S.A.                                             | SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2              | CUSIP: BYZ2QP900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3371 | NS      | $827989.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                 | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    222222 | NS      | $1123750.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                    | AMUNDI SA COMMON STOCK EUR2.5                            | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7115 | NS      | $588053.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                              | VAT GROUP AG COMMON STOCK CHF.1                          | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3117 | NS      | $1496471.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                | DEMANT A/S COMMON STOCK DKK.2                            | CUSIP: BZ01RF908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     11107 | NS      | $374244.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                | ADYEN NV COMMON STOCK EUR.01                             | CUSIP: BZ1HM4902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2911 | NS      | $4694204.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues S.A.                                            | BANCO COMERCIAL PORTUGUES SA COMMON STOCK                | CUSIP: BZCNN3908<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    872431 | NS      | $918370.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE COMMON STOCK EUR.02                       | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13408 | NS      | $252740.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                                             | ADIENT PLC COMMON STOCK USD.001                          | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      7982 | NS      | $153014.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                                           | ALKERMES PLC COMMON STOCK USD.01                         | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     15799 | NS      | $442056.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                              | ALLEGION PLC COMMON STOCK USD.01                         | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5241 | NS      | $834472.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                                 | AMCOR PLC COMMON STOCK USD.01                            | CUSIP: G0250X107<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    140636 | NS      | $1172904.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                                            | AMBARELLA INC COMMON STOCK USD.00045                     | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3966 | NS      | $280951.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Public Limited Company                                                | AON PLC COMMON STOCK                                     | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13094 | NS      | $4620610.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                   | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01               | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     21999 | NS      | $2110144.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Limited                                          | ASPEN INSURANCE HOLDINGS LTD COMMON STOCK                | CUSIP: G05384501<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |      1504 | NS      | $55798.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                               | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0           | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31466 | NS      | $1016666.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield and Son Limited                              | BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0     | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      4049 | NS      | $201721.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                             | BIOHAVEN LTD COMMON STOCK                                | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9241 | NS      | $104330.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                                                | BITDEER TECHNOLOGIES GROUP COMMON STOCK USD.0000001      | CUSIP: G11448100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      9638 | NS      | $108041.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc.                                                          | BIT DIGITAL INC COMMON STOCK USD.01                      | CUSIP: G1144A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30695 | NS      | $58013.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                   | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     37780 | NS      | $10136374.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                                     | BORR DRILLING LTD COMMON STOCK USD.05                    | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     26106 | NS      | $105207.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                                    | CAPRI HOLDINGS LTD COMMON STOCK                          | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28922 | NS      | $705696.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                           | CIMPRESS PLC COMMON STOCK EUR.01                         | CUSIP: G2143T103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1714 | NS      | $114135.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Nephew plc                                                      | SMITH and NEPHEW PLC COMMON STOCK USD.2                  | CUSIP: 092232909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     93067 | NS      | $1547792.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Rock Coffee Bar Inc.                                                | BLACK ROCK COFFEE BAR INC COMMON STOCK USD.00001         | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1627 | NS      | $36200.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                                                    | BLUELINX HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 09624H208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $46871.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC COMMON STOCK                                       | CONTRA BLUEPRINT MEDIC COMMON STOCK                      | CUSIP: 096CVR048<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9435 | NS      | $4340.10      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Boeing Company                                                        | BOEING CO/THE COMMON STOCK USD5.0                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     47705 | NS      | $10357709.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                                     | BOISE CASCADE CO COMMON STOCK USD.01                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3687 | NS      | $271363.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                     | BOOKING HOLDINGS INC COMMON STOCK USD.008                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1964 | NS      | $10517868.12  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                           | ASTRAZENECA PLC COMMON STOCK USD.25                      | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    179023 | NS      | $33129868.72  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                           | BORGWARNER INC COMMON STOCK USD.01                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     31552 | NS      | $1421733.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                                              | BOSTON BEER CO INC/THE COMMON STOCK USD.01               | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $221277.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                                                  | BOSTON OMAHA CORP COMMON STOCK                           | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2332 | NS      | $28846.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                                                  | BXP INC REIT USD.01                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      8978 | NS      | $605835.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc.                                          | EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001     | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14951 | NS      | $107049.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                                                       | EVOLENT HEALTH INC COMMON STOCK USD.01                   | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     11741 | NS      | $46964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co. Inc.                                                | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1              | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      3781 | NS      | $361198.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corporation                                   | FRANKLIN FINANCIAL SERVICES CO COMMON STOCK USD1.0       | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       399 | NS      | $20029.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                                                   | FRANKLIN RESOURCES INC COMMON STOCK USD.1                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     18727 | NS      | $447388.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                     | FREEPORT-MCMORAN INC COMMON STOCK USD.1                  | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87480 | NS      | $4443109.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                          | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    426691 | NS      | $4187831.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Power Assets Holdings Limited                                             | POWER ASSETS HOLDINGS LTD COMMON STOCK                   | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    159920 | NS      | $1133547.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Wharf (Holdings) Limited                                              | WHARF HOLDINGS LTD/THE COMMON STOCK                      | CUSIP: 643557002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    123483 | NS      | $344923.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                        | GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK              | CUSIP: 646587006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    227279 | NS      | $1120671.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corporation                                                           | IHI CORP COMMON STOCK                                    | CUSIP: 646698001<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |    118751 | NS      | $2087711.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | NISSAN MOTOR CO LTD COMMON STOCK                         | CUSIP: 664286002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    257260 | NS      | $639272.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                      | NOMURA HOLDINGS INC COMMON STOCK                         | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    346961 | NS      | $2890348.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                             | NIPPON YUSEN KK COMMON STOCK                             | CUSIP: 664396009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47610 | NS      | $1542162.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                                  | NITORI HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 664480902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46242 | NS      | $807114.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                 | NICE LTD COMMON STOCK ILS1.0                             | CUSIP: 664713906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7128 | NS      | $805727.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                                    | ORIENTAL LAND CO LTD/JAPAN COMMON STOCK                  | CUSIP: 664889904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    124714 | NS      | $2307206.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                                 | NORTHERN OIL and GAS INC COMMON STOCK USD.001            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      9375 | NS      | $201281.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corporation                                                      | OBAYASHI CORP COMMON STOCK                               | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73454 | NS      | $1537238.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                | NORTHERN TRUST CORP COMMON STOCK USD1.666666             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     11521 | NS      | $1573653.39   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corporation                                                       | OLYMPUS CORP COMMON STOCK                                | CUSIP: 665880001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    131506 | NS      | $1667397.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                                         | NORTHWEST NATURAL HOLDING CO COMMON STOCK                | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3973 | NS      | $185698.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                                                  | NWPX INFRASTRUCTURE INC COMMON STOCK USD.01              | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       933 | NS      | $58303.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                                            | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01        | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15001 | NS      | $968164.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMMON STOCK USD.01                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     34192 | NS      | $929680.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC RIGHT                                    | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1230 | NS      | $5424.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Valley Bancorp.                                                       | OAK VALLEY BANCORP COMMON STOCK                          | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $22184.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                                  | CHORD ENERGY CORP COMMON STOCK                           | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8387 | NS      | $777474.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                                         | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      4102 | NS      | $385382.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc.                                                             | SEPTERNA INC COMMON STOCK USD.001                        | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2074 | NS      | $57823.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Corporation International                                         | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     20675 | NS      | $1612029.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc.                                                       | SERVE ROBOTICS INC COMMON STOCK USD.0001                 | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6105 | NS      | $63369.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST REIT USD.01                     | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16033 | NS      | $29500.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                                           | SERVICENOW INC COMMON STOCK USD.001                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     63200 | NS      | $9681608.00   | 0.14%             |  |  |  | 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        |      5059 | NS      | $363185.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                                                  | SEVEN HILLS REALTY TRUST REIT                            | CUSIP: 81784E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $25000.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                                          | SHAKE SHACK INC COMMON STOCK USD.01                      | CUSIP: 819047101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3783 | NS      | $307066.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                                     | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      5013 | NS      | $57950.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                              | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     14045 | NS      | $4551001.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                                                      | SHIFT4 PAYMENTS INC COMMON STOCK                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9965 | NS      | $627496.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc.                                                        | SHOE CARNIVAL INC COMMON STOCK USD.01                    | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1874 | NS      | $31633.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc.                                            | SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001     | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16395 | NS      | $139357.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc.                                                     | SHORE BANCSHARES INC COMMON STOCK USD.01                 | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3164 | NS      | $55939.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                                                         | SHUTTERSTOCK INC COMMON STOCK USD.01                     | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2458 | NS      | $46947.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc.                                                              | SI-BONE INC COMMON STOCK USD.0001                        | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3746 | NS      | $73871.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                                            | SIERRA BANCORP COMMON STOCK                              | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $43791.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc.                                                       | SIGHT SCIENCES INC COMMON STOCK USD.001                  | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4208 | NS      | $33369.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                                            | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1               | CUSIP: 890110109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $97176.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp.                                       | TONIX PHARMACEUTICALS HOLDING COMMON STOCK USD.001       | CUSIP: 890260839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $17869.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                                              | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694         | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1805 | NS      | $66117.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                            | TOPBUILD CORP COMMON STOCK                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      4117 | NS      | $1717571.23   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Holdings Inc.                                                      | TOPPAN HOLDINGS INC COMMON STOCK                         | CUSIP: 890747108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27218 | NS      | $809100.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toro Company                                                          | TORO CO/THE COMMON STOCK USD1.0                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     14434 | NS      | $1136244.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                                                | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667           | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7292 | NS      | $243334.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                                    | TRACTOR SUPPLY CO COMMON STOCK USD.008                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     32191 | NS      | $1609871.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                                             | TRANSCAT INC COMMON STOCK USD.5                          | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       888 | NS      | $50376.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                                              | TRANSDIGM GROUP INC COMMON STOCK USD.01                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3431 | NS      | $4562715.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                                    | TRANSMEDICS GROUP INC COMMON STOCK                       | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3272 | NS      | $398038.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                                                    | NORWOOD FINANCIAL CORP COMMON STOCK USD.1                | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $25890.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc.                                                   | NOVAGOLD RESOURCES INC COMMON STOCK                      | CUSIP: 66987E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     29542 | NS      | $275331.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc.                                                              | NOVAVAX INC COMMON STOCK USD.01                          | CUSIP: 670002401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14579 | NS      | $97970.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Novanta Inc.                                                              | NOVANTA INC COMMON STOCK                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8810 | NS      | $1048301.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                                                 | DNOW INC COMMON STOCK USD.01                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     18123 | NS      | $240129.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                                                  | NU SKIN ENTERPRISES INC COMMON STOCK USD.001             | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      4610 | NS      | $44348.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                         | NUCOR CORP COMMON STOCK USD.4                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     13943 | NS      | $2274242.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TandD Holdings Inc.                                                       | TandD HOLDINGS INC COMMON STOCK                          | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53382 | NS      | $1232224.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                          | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     43817 | NS      | $1801755.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                                            | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25        | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      9669 | NS      | $232346.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                                | OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5433 | NS      | $97522.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer