# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001478482-26-000181
**Filing Date:** 2026-5
**Character Count:** 176444
**Document Hash:** d98aca7c54bd064b8bceddab56984712
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001478482-26-000181.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001478482-26-000181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482

**ORGANIZATION NAME:**
- **EIN:** 001017025
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 261039533

**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

## Series and Classes Contracts Data

### John Hancock Multifactor Small Cap ETF (Series ID: S000059464)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000194897 | John Hancock Multifactor Small Cap ETF | JHSC            |

## 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 Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22733

- **c. CIK number of Registrant:** 0001478482

- **d. LEI of Registrant:** 5493009IOCA1ISM4Y592

- **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:** John Hancock Multifactor Small Cap ETF

- **b. EDGAR series identifier (if any):** S000059464

- **c. LEI of Series:** 54930045UKVS8UYQH325

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $665565209.51

**Total Liabilities:** $384855.43

**Net Assets:** $665180354.08

**Cash Not Reported:** $34.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194897 | 6.14%                | 2.27%                | -5.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3937241.69              | $34961970.66                               |
| Month 2  | $1745579.25              | $12815997.81                               |
| Month 3  | $21182747.26             | $-64254524.61                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc.                                        | AAON INC COMMON STOCK USD.004                         | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29532 | NS      | $2443773.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR CORP.                                        | AAR CORP COMMON STOCK USD1.0                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     10350 | NS      | $1132911.00   | 0.17%             |  |  |  | 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        |     66744 | NS      | $601363.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                         | ADT INC COMMON STOCK USD.01                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230595 | NS      | $1515009.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                         | AZZ INC COMMON STOCK USD1.0                           | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9176 | NS      | $1148192.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie and Fitch Co.                        | ABERCROMBIE and FITCH CO COMMON STOCK USD.01          | CUSIP: 002896207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19453 | NS      | $1777420.61   | 0.27%             |  |  |  | No            |                  1 | 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        |     20241 | NS      | $1142604.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | CHEMED CORP COMMON STOCK USD1.0                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      3881 | NS      | $1466008.94   | 0.22%             |  |  |  | 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        |      6916 | NS      | $873974.92    | 0.13%             |  |  |  | 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        |     10844 | NS      | $1122354.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Incorporated                     | CHURCHILL DOWNS INC COMMON STOCK                      | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17763 | NS      | $1595650.29   | 0.24%             |  |  |  | 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        |     27220 | NS      | $592035.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                | RYDER SYSTEM INC COMMON STOCK USD.5                   | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     14955 | NS      | $3061438.05   | 0.46%             |  |  |  | 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        |     23571 | NS      | $2174896.17   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company              | SCC GOVERMENT MM GVXX 20301231 00001.0000000000       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    835706 | NS      | $835706.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc.                             | VIRTU FINANCIAL INC COMMON STOCK USD.00001            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     24463 | NS      | $1075882.74   | 0.16%             |  |  |  | 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        |     13521 | NS      | $647791.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | VONTIER CORP COMMON STOCK USD.0001                    | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58070 | NS      | $2059742.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | VORNADO REALTY TRUST REIT USD.04                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65048 | NS      | $1690597.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                              | VOYA FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     35240 | NS      | $2407596.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                    | WD-40 CO COMMON STOCK USD.001                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      3902 | NS      | $795773.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                       | WSFS FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     15804 | NS      | $1034529.84   | 0.16%             |  |  |  | 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        |     15488 | NS      | $1442707.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WaterBridge Infrastructure LLC                   | WATERBRIDGE INFRASTRUCTURE LLC COMMON STOCK NPV       | CUSIP: 940923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8809 | NS      | $235993.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                            | WAYSTAR HOLDING CORP COMMON STOCK USD.01              | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16970 | NS      | $409146.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                    | WESBANCO INC COMMON STOCK USD2.0833                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27032 | NS      | $932333.68    | 0.14%             |  |  |  | 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        |     15161 | NS      | $2850268.00   | 0.43%             |  |  |  | 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        |     30076 | NS      | $1527860.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Pharmaceuticals Inc.                      | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41895 | NS      | $932582.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                               | ACI WORLDWIDE INC COMMON STOCK USD.005                | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40548 | NS      | $1662873.48   | 0.25%             |  |  |  | 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        |      8560 | NS      | $800188.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc.                                     | COVISTA INC COMMON STOCK USD.01                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      9786 | NS      | $1127836.50   | 0.17%             |  |  |  | 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        |     17742 | NS      | $935890.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA AKERO THERAPEUT COMMON STOCK              | CONTRA AKERO THERAPEUT COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20514 | NS      | $13334.10     | 0.00%             |  |  |  | No            |                  3 | 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        |      8584 | NS      | $315719.52    | 0.05%             |  |  |  | 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        |     44751 | NS      | $788512.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc.            | BRIGHT HORIZONS FAMILY SOLUTIO COMMON STOCK USD.001   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11165 | NS      | $916981.45    | 0.14%             |  |  |  | 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        |     14994 | NS      | $897840.72    | 0.13%             |  |  |  | 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        |     23085 | NS      | $983651.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                        | ENPRO INC COMMON STOCK USD.01                         | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6477 | NS      | $1623460.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                         | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      6749 | NS      | $916716.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                | EPAM SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     13990 | NS      | $1894246.00   | 0.28%             |  |  |  | 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        |     50997 | NS      | $1293793.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB CORP COMMON STOCK USD.001                        | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23916 | NS      | $2311720.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                           | ESCO TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      7834 | NS      | $2204252.58   | 0.33%             |  |  |  | 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        |     75755 | NS      | $2299921.80   | 0.35%             |  |  |  | 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        |     13569 | NS      | $1937246.13   | 0.29%             |  |  |  | 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        |     16102 | NS      | $1668650.26   | 0.25%             |  |  |  | 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        |     57444 | NS      | $1049501.88   | 0.16%             |  |  |  | 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        |     62547 | NS      | $855642.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                               | BRUKER CORP COMMON STOCK USD.01                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     28255 | NS      | $1020570.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc.                          | PAYMENTUS HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8937 | NS      | $226999.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                       | PEABODY ENERGY CORP COMMON STOCK                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     29307 | NS      | $965665.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                 | PEGASYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     23402 | NS      | $995989.12    | 0.15%             |  |  |  | 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        |     79283 | NS      | $1480213.61   | 0.22%             |  |  |  | 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        |     46065 | NS      | $2057723.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                  | GLOBALSTAR INC COMMON STOCK USD.0001                  | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15072 | NS      | $1001082.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | BELDEN INC COMMON STOCK USD.01                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     12330 | NS      | $1415853.90   | 0.21%             |  |  |  | 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        |    149622 | NS      | $1463303.16   | 0.22%             |  |  |  | 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        |       971 | NS      | $1026599.46   | 0.15%             |  |  |  | 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        |      7792 | NS      | $1324873.76   | 0.20%             |  |  |  | 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        |     40554 | NS      | $1553218.20   | 0.23%             |  |  |  | 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        |      4882 | NS      | $1360857.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                | GRANITE CONSTRUCTION INC COMMON STOCK USD.01          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     13442 | NS      | $1611426.96   | 0.24%             |  |  |  | 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        |     66398 | NS      | $659996.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | BLACK HILLS CORP COMMON STOCK USD1.0                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     22671 | NS      | $1573594.11   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                 | HandR BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26163 | NS      | $830413.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                        | ETSY INC COMMON STOCK USD.001                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     39522 | NS      | $1975309.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                   | EVERUS CONSTRUCTION GROUP INC COMMON STOCK            | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15569 | NS      | $1838076.14   | 0.28%             |  |  |  | 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        |      6597 | NS      | $220471.74    | 0.03%             |  |  |  | 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        |     11842 | NS      | $1034990.80   | 0.16%             |  |  |  | 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        |     39857 | NS      | $973307.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                         | PRIVIA HEALTH GROUP INC COMMON STOCK USD.01           | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23874 | NS      | $491088.18    | 0.07%             |  |  |  | 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        |     35809 | NS      | $2405648.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                     | DROPBOX INC COMMON STOCK USD.00001                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38877 | NS      | $883285.44    | 0.13%             |  |  |  | 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        |     19120 | NS      | $1158863.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR PROPERTIES REIT USD.01                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     22628 | NS      | $1130494.88   | 0.17%             |  |  |  | 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        |      9690 | NS      | $1835770.50   | 0.28%             |  |  |  | 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        |      5723 | NS      | $368847.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      7185 | NS      | $481897.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                         | KBR INC COMMON STOCK USD.001                          | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39373 | NS      | $1451288.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                      | KADANT INC COMMON STOCK USD.01                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      3501 | NS      | $1023517.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | KILROY REALTY CORP REIT USD.01                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     35399 | NS      | $998605.79    | 0.15%             |  |  |  | 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        |     12347 | NS      | $1083696.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                            | BOISE CASCADE CO COMMON STOCK USD.01                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     16848 | NS      | $1277920.80   | 0.19%             |  |  |  | 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        |      9372 | NS      | $1371685.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                         | BOX INC COMMON STOCK USD.0001                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     41410 | NS      | $978932.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                | BRADY CORP COMMON STOCK USD.01                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     13174 | NS      | $1070255.76   | 0.16%             |  |  |  | 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        |     16799 | NS      | $1036162.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                              | OUTFRONT MEDIA INC REIT USD.01                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     49259 | NS      | $1305363.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                  | PBF ENERGY INC COMMON STOCK USD.001                   | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22140 | NS      | $1054306.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                | PJT PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      9797 | NS      | $1368836.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                 | TXNM ENERGY INC COMMON STOCK                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     32539 | NS      | $1902229.94   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                       | QORVO INC COMMON STOCK USD.0001                       | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28428 | NS      | $2200327.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                 | Q2 HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     10639 | NS      | $503224.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                      | QUALYS INC COMMON STOCK USD.001                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     10203 | NS      | $896333.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corporation                         | QUANTUMSCAPE CORP COMMON STOCK USD.0001               | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140027 | NS      | $893372.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc.                                       | SPIRE INC COMMON STOCK USD1.0                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     17241 | NS      | $1561000.14   | 0.23%             |  |  |  | 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        |     66462 | NS      | $1299996.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                         | EASTMAN CHEMICAL CO COMMON STOCK USD.01               | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4083 | NS      | $311614.56    | 0.05%             |  |  |  | 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        |      2399 | NS      | $1161811.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                             | CELANESE CORP COMMON STOCK USD.0001                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     28457 | NS      | $1871616.89   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                         | CENTURY ALUMINUM CO COMMON STOCK USD.01               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     15154 | NS      | $889388.26    | 0.13%             |  |  |  | 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        |      5382 | NS      | $934261.38    | 0.14%             |  |  |  | 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        |     13617 | NS      | $745530.75    | 0.11%             |  |  |  | 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        |     30965 | NS      | $883121.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                | CIRRUS LOGIC INC COMMON STOCK USD.001                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     20801 | NS      | $3008240.62   | 0.45%             |  |  |  | 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        |      8371 | NS      | $211953.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1133 | NS      | $99182.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                             | HOME BANCSHARES INC/AR COMMON STOCK USD.01            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73389 | NS      | $1976365.77   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                              | LIBERTY ENERGY INC COMMON STOCK                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41607 | NS      | $1198281.60   | 0.18%             |  |  |  | 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        |     43010 | NS      | $1158689.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                     | LIFE360 INC COMMON STOCK USD.001                      | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24279 | NS      | $991068.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Ligand Pharmaceuticals Incorporated              | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      5475 | NS      | $1093083.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                     | LINCOLN NATIONAL CORP COMMON STOCK                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     63135 | NS      | $2241292.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                               | LITHIA MOTORS INC COMMON STOCK                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6450 | NS      | $1610694.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                  | LITTELFUSE INC COMMON STOCK USD.01                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9749 | NS      | $3308323.15   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc.                               | LOAR HOLDINGS INC COMMON STOCK NPV                    | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13058 | NS      | $748092.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     25688 | NS      | $1868802.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                          | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    400733 | NS      | $2785094.35   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc.                                        | LYFT INC COMMON STOCK USD.00001                       | CUSIP: 55087P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117255 | NS      | $1559491.50   | 0.23%             |  |  |  | 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        |     42385 | NS      | $635351.15    | 0.10%             |  |  |  | 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        |     11493 | NS      | $2078279.19   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                          | NICOLET BANKSHARES INC COMMON STOCK USD.01            | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4549 | NS      | $676072.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI CORP COMMON STOCK USD1.0                          | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34673 | NS      | $1977747.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH COMMON STOCK USD.0001                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      4513 | NS      | $631007.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH CORP COMMON STOCK USD1.0                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     20964 | NS      | $1462448.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                            | PTC THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     26188 | NS      | $1784188.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc.                                  | PACS GROUP INC COMMON STOCK USD.001                   | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10836 | NS      | $348052.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                   | INDEPENDENCE REALTY TRUST INC REIT USD.01             | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71804 | NS      | $1069161.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                           | INDEPENDENT BANK CORP COMMON STOCK USD.01             | CUSIP: 453836108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14426 | NS      | $1084979.46   | 0.16%             |  |  |  | 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        |     52344 | NS      | $1958712.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                          | PIPER SANDLER COS COMMON STOCK USD.01                 | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     27782 | NS      | $2126712.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                    | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     13282 | NS      | $1260196.16   | 0.19%             |  |  |  | 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        |     45140 | NS      | $1499550.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                             | THOR INDUSTRIES INC COMMON STOCK USD.1                | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21743 | NS      | $1737048.27   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                   | TIDEWATER INC COMMON STOCK                            | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2796 | NS      | $233605.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | TIMKEN CO/THE COMMON STOCK                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     26707 | NS      | $2685922.99   | 0.40%             |  |  |  | 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        |      3460 | NS      | $147809.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                           | TRANSMEDICS GROUP INC COMMON STOCK                    | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9506 | NS      | $944991.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | TRAVEL + LEISURE CO COMMON STOCK USD.01               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     18171 | NS      | $1257251.49   | 0.19%             |  |  |  | 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        |     42955 | NS      | $1564421.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                         | TUTOR PERINI CORP COMMON STOCK USD1.0                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     14325 | NS      | $1105746.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                  | UGI CORP COMMON STOCK                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     81547 | NS      | $2969941.74   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                              | UFP INDUSTRIES INC COMMON STOCK                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     23985 | NS      | $2209498.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                   | AMDOCS LTD COMMON STOCK GBP.0001                      | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29270 | NS      | $1910160.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                            | ASSURED GUARANTY LTD COMMON STOCK USD.01              | CUSIP: G0585R106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12847 | NS      | $1046773.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                    | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125       | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     28286 | NS      | $2868483.26   | 0.43%             |  |  |  | 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        |     66571 | NS      | $1844016.70   | 0.28%             |  |  |  | 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        |     25336 | NS      | $798084.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                            | ELEMENT SOLUTIONS INC COMMON STOCK USD.01             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     95760 | NS      | $3269246.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                              | GRIFFON CORP COMMON STOCK USD.25                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     13601 | NS      | $988520.68    | 0.15%             |  |  |  | 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        |     12340 | NS      | $503595.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | ENERSYS COMMON STOCK USD.01                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     11268 | NS      | $1957476.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                              | ENPHASE ENERGY INC COMMON STOCK USD.00001             | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     33250 | NS      | $1257182.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corporation                           | NCR ATLEOS CORP COMMON STOCK USD.01                   | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17719 | NS      | $772194.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                          | NATIONAL BEVERAGE CORP COMMON STOCK USD.01            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      6830 | NS      | $229829.50    | 0.03%             |  |  |  | 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        |     32683 | NS      | $3070894.68   | 0.46%             |  |  |  | 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        |     13568 | NS      | $1097108.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PIVOTAL SOFTWARE I COMMON STOCK              | ESC PIVOTAL SOFTWARE I COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33553 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Planet Fitness Inc.                              | PLANET FITNESS INC COMMON STOCK                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     21467 | NS      | $1596715.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                     | PLEXUS CORP COMMON STOCK USD.01                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      8074 | NS      | $1635307.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | POLARIS INC COMMON STOCK USD.01                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     16241 | NS      | $885134.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     46229 | NS      | $2439504.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                               | POST HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     19207 | NS      | $1898804.02   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                           | POWELL INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      2868 | NS      | $1551817.44   | 0.23%             |  |  |  | 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        |     20432 | NS      | $975015.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                | STONEX GROUP INC COMMON STOCK USD.01                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     21220 | NS      | $1711393.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                      | STRIDE INC COMMON STOCK USD.0001                      | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11136 | NS      | $981861.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                      | SUNRUN INC COMMON STOCK USD.0001                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     46464 | NS      | $630051.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                        | TFS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24399 | NS      | $342805.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Inc                                       | TANGER INC REIT USD.01                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     33699 | NS      | $1145092.02   | 0.17%             |  |  |  | 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        |     38242 | NS      | $2227214.08   | 0.33%             |  |  |  | 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        |     27684 | NS      | $1340182.44   | 0.20%             |  |  |  | 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        |     76680 | NS      | $1813482.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                             | CLEARWAY ENERGY INC COMMON STOCK USD.01               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     17242 | NS      | $675369.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                             | CLEARWAY ENERGY INC COMMON STOCK                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     31709 | NS      | $1245846.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | CLEVELAND-CLIFFS INC COMMON STOCK USD.125             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    193371 | NS      | $1633984.95   | 0.25%             |  |  |  | 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        |      8253 | NS      | $516225.15    | 0.08%             |  |  |  | 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        |     84447 | NS      | $2316381.21   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | COLUMBIA SPORTSWEAR CO COMMON STOCK                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      7677 | NS      | $420776.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                    | NNN REIT INC REIT USD.01                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      7287 | NS      | $306272.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                | NATIONAL STORAGE AFFILIATES TR REIT USD.01            | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30074 | NS      | $1134992.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                      | NELNET INC COMMON STOCK USD.01                        | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3887 | NS      | $501267.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Netskope Inc.                                    | NETSKOPE INC COMMON STOCK USD.0001                    | CUSIP: 64119N608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12971 | NS      | $110123.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     29978 | NS      | $1646391.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.             | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001   | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23047 | NS      | $2121245.88   | 0.32%             |  |  |  | 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        |     46381 | NS      | $2404854.85   | 0.36%             |  |  |  | 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        |     45342 | NS      | $823864.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | GENTEX CORP COMMON STOCK USD.06                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     67315 | NS      | $1470832.75   | 0.22%             |  |  |  | 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        |     69439 | NS      | $1290871.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                               | MOELIS and CO COMMON STOCK USD.01                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     22557 | NS      | $1285749.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                           | MOHAWK INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     15417 | NS      | $1517957.82   | 0.23%             |  |  |  | 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        |     48142 | NS      | $1323423.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                            | TELEFLEX INC COMMON STOCK USD1.0                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     11935 | NS      | $1427545.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                  | TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28577 | NS      | $1203091.70   | 0.18%             |  |  |  | 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        |     36101 | NS      | $1136820.49   | 0.17%             |  |  |  | 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        |     56687 | NS      | $2347975.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                          | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     17448 | NS      | $1952780.16   | 0.29%             |  |  |  | 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        |     38112 | NS      | $1875110.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | COMMERCIAL METALS CO COMMON STOCK USD.01              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     44456 | NS      | $2730932.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc.                           | VISTANCE NETWORKS INC COMMON STOCK USD.01             | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62431 | NS      | $1136244.20   | 0.17%             |  |  |  | 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        |     15809 | NS      | $927197.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Incorporated                       | HAMILTON LANE INC COMMON STOCK USD.001                | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10261 | NS      | $1019943.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | HANCOCK WHITNEY CORP COMMON STOCK USD3.33             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     24469 | NS      | $1555983.71   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                           | COMMVAULT SYSTEMS INC COMMON STOCK USD.01             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     15723 | NS      | $1224664.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                          | COMSTOCK RESOURCES INC COMMON STOCK USD.5             | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     22636 | NS      | $477166.88    | 0.07%             |  |  |  | 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        |     12947 | NS      | $2244362.45   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                     | HAWKINS INC COMMON STOCK USD.01                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      3586 | NS      | $550809.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                          | GENWORTH FINANCIAL INC COMMON STOCK USD.001           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    116477 | NS      | $945793.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc.                                      | GITLAB INC COMMON STOCK USD.0000025                   | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $10300.64     | 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        |     80130 | NS      | $1514457.00   | 0.23%             |  |  |  | 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        |     82433 | NS      | $1491212.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.               | MADISON SQUARE GARDEN SPORTS C COMMON STOCK USD.01    | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7654 | NS      | $2459995.60   | 0.37%             |  |  |  | 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        |      7555 | NS      | $886957.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corporation                                | TEREX CORP COMMON STOCK USD.01                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     31962 | NS      | $1888954.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                       | TERRENO REALTY CORP REIT USD.01                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39298 | NS      | $2413683.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                | ARRAY DIGITAL INFRASTRUCTURE I COMMON STOCK USD1.0    | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4686 | NS      | $216212.04    | 0.03%             |  |  |  | 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        |      2956 | NS      | $386083.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corporation                         | UWM HOLDINGS CORP COMMON STOCK USD.0001               | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65794 | NS      | $238174.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                  | VSE CORP COMMON STOCK USD.05                          | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      7824 | NS      | $1442745.60   | 0.22%             |  |  |  | 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        |     14554 | NS      | $1867569.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                          | VALLEY NATIONAL BANCORP COMMON STOCK                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    145681 | NS      | $1788962.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullish                                          | BULLISH COMMON STOCK USD.002                          | CUSIP: G16910120<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7048 | NS      | $251825.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman and Wakefield Ltd.                       | CUSHMAN and WAKEFIELD LTD COMMON STOCK                | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42872 | NS      | $525610.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                   | VALVOLINE INC COMMON STOCK USD.01                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     53578 | NS      | $1804507.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc.                         | VERSANT MEDIA GROUP INC COMMON STOCK USD.01           | CUSIP: 925283103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37236 | NS      | $1378476.72   | 0.21%             |  |  |  | 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        |     37919 | NS      | $2215986.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                 | GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01         | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79960 | NS      | $1807895.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                      | VIASAT INC COMMON STOCK USD.0001                      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     37547 | NS      | $1719652.60   | 0.26%             |  |  |  | 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        |     54682 | NS      | $1819816.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                            | AMENTUM HOLDINGS INC COMMON STOCK                     | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43207 | NS      | $1126838.56   | 0.17%             |  |  |  | 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        |     45300 | NS      | $756510.00    | 0.11%             |  |  |  | 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        |      8670 | NS      | $655625.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc.                      | AMERICOLD REALTY TRUST INC REIT USD.01                | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90906 | NS      | $1041782.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                 | BALDWIN INSURANCE GROUP INC/TH COMMON STOCK           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32398 | NS      | $710812.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BKV Corporation                                  | BKV CORP COMMON STOCK USD.01                          | CUSIP: 05603J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $142600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                | BADGER METER INC COMMON STOCK USD1.0                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     12267 | NS      | $1868877.45   | 0.28%             |  |  |  | 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        |     33419 | NS      | $716837.55    | 0.11%             |  |  |  | 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        |     12744 | NS      | $1416113.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | KIRBY CORP COMMON STOCK USD.1                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      6069 | NS      | $806448.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                          | KITE REALTY GROUP TRUST REIT USD.01                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90759 | NS      | $2228133.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23731 | NS      | $956596.61    | 0.14%             |  |  |  | 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        |     87631 | NS      | $1310959.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Natural Resources Inc.                      | CORE NATURAL RESOURCES INC COMMON STOCK USD.01        | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11385 | NS      | $1192351.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                          | COPT DEFENSE PROPERTIES REIT USD.01                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     33757 | NS      | $1032964.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | COUSINS PROPERTIES INC REIT USD1.0                    | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50564 | NS      | $1141229.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                    | CREDIT ACCEPTANCE CORP COMMON STOCK USD.01            | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1983 | NS      | $839721.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| LivaNova PLC                                     | LIVANOVA PLC COMMON STOCK GBP1.0                      | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     16395 | NS      | $1042066.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                     | MAXIMUS INC COMMON STOCK                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     23323 | NS      | $1495004.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                    | MEDICAL PROPERTIES TRUST INC REIT USD.001             | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144848 | NS      | $670646.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc.                             | MERCURY SYSTEMS INC COMMON STOCK USD.01               | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15629 | NS      | $1139510.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                      | MERCURY GENERAL CORP COMMON STOCK                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      8031 | NS      | $707932.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                         | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     57815 | NS      | $1760466.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                    | EXPONENT INC COMMON STOCK USD.001                     | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21021 | NS      | $1371620.25   | 0.21%             |  |  |  | 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        |    140197 | NS      | $2344093.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                              | FTI CONSULTING INC COMMON STOCK USD.01                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      9158 | NS      | $1618859.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                       | FEDERAL SIGNAL CORP COMMON STOCK USD1.0               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     22014 | NS      | $2380593.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                            | FEDERATED HERMES INC COMMON STOCK                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     22346 | NS      | $1267241.66   | 0.19%             |  |  |  | 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        |     37738 | NS      | $2275224.02   | 0.34%             |  |  |  | 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        |      7870 | NS      | $940465.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | PARSONS CORP COMMON STOCK USD1.0                      | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14131 | NS      | $765476.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1          | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     46349 | NS      | $990014.64    | 0.15%             |  |  |  | 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        |     52779 | NS      | $1554341.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                              | FIRST HAWAIIAN INC COMMON STOCK USD.01                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     33118 | NS      | $816027.52    | 0.12%             |  |  |  | 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        |     30640 | NS      | $1772524.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                           | PATRICK INDUSTRIES INC COMMON STOCK                   | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9790 | NS      | $1087375.30   | 0.16%             |  |  |  | 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        |     95691 | NS      | $1036333.53   | 0.16%             |  |  |  | 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        |     21114 | NS      | $978845.04    | 0.15%             |  |  |  | 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        |     16418 | NS      | $1075050.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc.                         | VIKING THERAPEUTICS INC COMMON STOCK USD.00001        | CUSIP: 92686J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31432 | NS      | $1022797.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Birkenstock Holding plc                          | BIRKENSTOCK HOLDING PLC COMMON STOCK                  | CUSIP: M2029K104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11554 | NS      | $413979.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| JFrog Ltd.                                       | JFROG LTD COMMON STOCK                                | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25695 | NS      | $1205866.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                              | BALCHEM CORP COMMON STOCK USD.0667                    | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13353 | NS      | $2263066.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | BRUNSWICK CORP/DE COMMON STOCK USD.75                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     27757 | NS      | $2019599.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc.          | CCC INTELLIGENT SOLUTIONS HOLD COMMON STOCK USD.0001  | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235236 | NS      | $1411416.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                             | CSW INDUSTRIALS INC COMMON STOCK USD.01               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      7590 | NS      | $1977802.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                     | FULTON FINANCIAL CORP COMMON STOCK USD2.5             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     53647 | NS      | $1091179.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                          | KNIFE RIVER CORP COMMON STOCK                         | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17421 | NS      | $1422424.65   | 0.21%             |  |  |  | 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        |     23640 | NS      | $1378684.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                              | LIBERTY GLOBAL LTD COMMON STOCK USD.01                | CUSIP: G61188101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     69769 | NS      | $843507.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                              | LIBERTY GLOBAL LTD COMMON STOCK USD.01                | CUSIP: G61188127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     64817 | NS      | $760303.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NIQ Global Intelligence plc                      | NIQ GLOBAL INTELLIGENCE PLC COMMON STOCK USD.01       | CUSIP: G63755105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24359 | NS      | $276961.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Noble Corporation plc                            | NOBLE CORP PLC COMMON STOCK USD.00001                 | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54229 | NS      | $2661017.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX RESOURCES CORP COMMON STOCK USD.01                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     40615 | NS      | $1565708.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | CABOT CORP COMMON STOCK USD1.0                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     23027 | NS      | $1734163.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                      | CACTUS INC COMMON STOCK USD.01                        | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22523 | NS      | $1066914.51   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                       | CAESARS ENTERTAINMENT INC COMMON STOCK                | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58961 | NS      | $1558339.23   | 0.23%             |  |  |  | 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        |     12805 | NS      | $1013515.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                 | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     22675 | NS      | $1569563.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                       | CALIX INC COMMON STOCK                                | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17050 | NS      | $835279.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                    | CARGURUS INC COMMON STOCK USD.001                     | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20775 | NS      | $707388.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc.                         | CARIS LIFE SCIENCES INC COMMON STOCK USD.001          | CUSIP: 142152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27330 | NS      | $488660.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems Inc.                       | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     25060 | NS      | $1988260.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | CATHAY GENERAL BANCORP COMMON STOCK USD.01            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     19424 | NS      | $968480.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX CORP COMMON STOCK USD.625                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     14030 | NS      | $2395482.20   | 0.36%             |  |  |  | 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        |      5040 | NS      | $1666375.20   | 0.25%             |  |  |  | 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        |      2980 | NS      | $630478.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                  | HNI CORP COMMON STOCK USD1.0                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     18496 | NS      | $617581.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc.                                     | HAGERTY INC COMMON STOCK USD.0001                     | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14410 | NS      | $151737.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                              | KONTOOR BRANDS INC COMMON STOCK                       | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13921 | NS      | $978507.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                       | KORN FERRY COMMON STOCK USD.01                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     15770 | NS      | $992721.50    | 0.15%             |  |  |  | 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        |     11089 | NS      | $2864510.48   | 0.43%             |  |  |  | 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        |     14025 | NS      | $921723.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                   | LCI INDUSTRIES COMMON STOCK USD.01                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6053 | NS      | $744397.94    | 0.11%             |  |  |  | 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        |     10117 | NS      | $2799373.90   | 0.42%             |  |  |  | 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        |     14374 | NS      | $851946.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                  | PRICESMART INC COMMON STOCK USD.0001                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      7589 | NS      | $1142144.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                    | PRIMORIS SERVICES CORP COMMON STOCK USD.0001          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     14449 | NS      | $2066784.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                | RADIAN GROUP INC COMMON STOCK USD.001                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     39343 | NS      | $1301466.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                      | RADNET INC COMMON STOCK USD.0001                      | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27740 | NS      | $1550388.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                             | RALLIANT CORP COMMON STOCK USD.01                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32657 | NS      | $1358204.63   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                    | RAYONIER INC REIT                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     86862 | NS      | $1791094.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc.                    | INDIVIOR PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34957 | NS      | $1065489.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | INGREDION INC COMMON STOCK USD.01                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     17287 | NS      | $1947553.42   | 0.29%             |  |  |  | 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        |      8938 | NS      | $2369910.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | INTEGER HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      9377 | NS      | $825176.00    | 0.12%             |  |  |  | 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        |      8200 | NS      | $614098.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc.                        | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     39022 | NS      | $1649069.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marzetti Company                             | MARZETTI COMPANY/THE COMMON STOCK                     | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5890 | NS      | $814763.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Landbridge Company LLC                           | LANDBRIDGE CO LLC COMMON STOCK USD.01                 | CUSIP: 514952100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5963 | NS      | $411745.15    | 0.06%             |  |  |  | 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        |     14555 | NS      | $2333312.05   | 0.35%             |  |  |  | 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        |     47050 | NS      | $737273.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                             | RENASANT CORP COMMON STOCK USD5.0                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     26400 | NS      | $953832.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                             | REPLIGEN CORP COMMON STOCK USD.01                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     16576 | NS      | $1952984.32   | 0.29%             |  |  |  | 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        |     40653 | NS      | $1370412.63   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                  | REYNOLDS CONSUMER PRODUCTS INC COMMON STOCK USD.001   | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24055 | NS      | $509484.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                              | RIOT PLATFORMS INC COMMON STOCK                       | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117216 | NS      | $1448789.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                            | RUSH ENTERPRISES INC COMMON STOCK USD.01              | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18181 | NS      | $1201945.91   | 0.18%             |  |  |  | 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        |      2310 | NS      | $148648.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                      | UIPATH INC COMMON STOCK USD.00001                     | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115566 | NS      | $1282782.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| UniFirst Corporation                             | UNIFIRST CORP/MA COMMON STOCK USD.1                   | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      4447 | NS      | $1118820.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                              | UNITY SOFTWARE INC COMMON STOCK USD.000005            | CUSIP: 91332U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84380 | NS      | $1851297.20   | 0.28%             |  |  |  | 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        |     13200 | NS      | $1209912.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                           | LANTHEUS HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24902 | NS      | $1888816.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                          | LAUREATE EDUCATION INC COMMON STOCK USD.001           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     36758 | NS      | $1280648.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc.                                      | LAZARD INC COMMON STOCK USD.01                        | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45699 | NS      | $1941293.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                 | LEAR CORP COMMON STOCK USD.01                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     22343 | NS      | $2705290.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp.                                    | LEGENCE CORP COMMON STOCK USD.01                      | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10134 | NS      | $572165.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                    | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4425 | NS      | $222223.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                    | LIBERTY BROADBAND CORP COMMON STOCK USD.01            | CUSIP: 530307305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31650 | NS      | $1591995.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | MURPHY OIL CORP COMMON STOCK USD1.0                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     56325 | NS      | $2323406.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | MURPHY USA INC COMMON STOCK USD.01                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4763 | NS      | $2352779.11   | 0.35%             |  |  |  | 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        |     14138 | NS      | $530316.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                         | NOV INC COMMON STOCK USD.01                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    151500 | NS      | $2849715.00   | 0.43%             |  |  |  | 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        |     19008 | NS      | $1804239.36   | 0.27%             |  |  |  | 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        |     13715 | NS      | $834009.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                             | SEABOARD CORP COMMON STOCK USD1.0                     | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        72 | NS      | $407089.44    | 0.06%             |  |  |  | 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        |     25275 | NS      | $1905482.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                              | SEMTECH CORP COMMON STOCK USD.01                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     23535 | NS      | $1809606.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     13208 | NS      | $1141699.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc.                                 | SENTINELONE INC COMMON STOCK USD.0001                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97606 | NS      | $1257165.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc.                                | SERVICETITAN INC COMMON STOCK USD.001                 | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14334 | NS      | $909635.64    | 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        |     15571 | NS      | $1134035.93   | 0.17%             |  |  |  | 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        |     11735 | NS      | $1038195.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                        | SILICON LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      9905 | NS      | $2061725.75   | 0.31%             |  |  |  | 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        |      9824 | NS      | $203749.76    | 0.03%             |  |  |  | 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        |     13239 | NS      | $640899.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                                   | AMERIS BANCORP COMMON STOCK USD1.0                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     19224 | NS      | $1499279.76   | 0.23%             |  |  |  | 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        |     50916 | NS      | $632885.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                    | APPFOLIO INC COMMON STOCK USD.0001                    | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5690 | NS      | $897995.80    | 0.14%             |  |  |  | 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        |    146979 | NS      | $759881.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock Inc.                                    | ARCHROCK INC COMMON STOCK USD.01                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     49974 | NS      | $1739095.20   | 0.26%             |  |  |  | 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        |      4934 | NS      | $719623.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings Inc.                             | SILGAN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     39377 | NS      | $1527827.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Limited                                  | GENPACT LTD COMMON STOCK USD.01                       | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45044 | NS      | $1677889.00   | 0.25%             |  |  |  | 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        |     50627 | NS      | $2600708.99   | 0.39%             |  |  |  | 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        |     28368 | NS      | $2683045.44   | 0.40%             |  |  |  | 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        |     65383 | NS      | $2302789.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                          | SIGNET JEWELERS LTD COMMON STOCK USD.18               | CUSIP: G81276100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11073 | NS      | $937218.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | VALARIS LTD COMMON STOCK USD.01                       | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17648 | NS      | $1730209.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.             | WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0    | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       740 | NS      | $1625750.40   | 0.24%             |  |  |  | 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        |     28845 | NS      | $1372156.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                  | TRANSOCEAN LTD COMMON STOCK CHF.1                     | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    282865 | NS      | $1875394.95   | 0.28%             |  |  |  | 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        |    145347 | NS      | $1962184.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                            | URBAN OUTFITTERS INC COMMON STOCK USD.0001            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     19254 | NS      | $1219740.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                 | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    117146 | NS      | $1990310.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | SONOCO PRODUCTS CO COMMON STOCK                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     43102 | NS      | $2331387.18   | 0.35%             |  |  |  | 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        |     66706 | NS      | $956564.04    | 0.14%             |  |  |  | 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        |     26144 | NS      | $2271913.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                             | STAG INDUSTRIAL INC REIT USD.01                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     58694 | NS      | $2116505.64   | 0.32%             |  |  |  | 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        |     12714 | NS      | $2181976.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc.                    | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01      | CUSIP: 82982L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17393 | NS      | $2315182.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                          | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47454 | NS      | $1095238.32   | 0.16%             |  |  |  | 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        |     24013 | NS      | $1785846.81   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                               | AVISTA CORP COMMON STOCK                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     25364 | NS      | $1018110.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                       | AVNET INC COMMON STOCK USD1.0                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     36216 | NS      | $2231629.92   | 0.34%             |  |  |  | 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        |     15950 | NS      | $1357185.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                        | BOK FINANCIAL CORP COMMON STOCK USD.00006             | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      8899 | NS      | $1139605.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings S.A.                               | COPA HOLDINGS SA COMMON STOCK                         | CUSIP: P31076105<br>LEI: N/A                  | Long             | EC               | CORP              | PA        |      9755 | NS      | $1108265.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                       | INTERNATIONAL SEAWAYS INC COMMON STOCK                | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     12833 | NS      | $935269.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                             | SCORPIO TANKERS INC COMMON STOCK USD.01               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     11897 | NS      | $888230.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                     | SKYWEST INC COMMON STOCK                              | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3189 | NS      | $292845.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc.               | SOLARIS ENERGY INFRASTRUCTURE COMMON STOCK USD.01     | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14090 | NS      | $796225.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                            | BANCFIRST CORP COMMON STOCK USD1.0                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      5725 | NS      | $621162.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | BANK OZK COMMON STOCK                                 | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42372 | NS      | $1944451.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                  | BANKUNITED INC COMMON STOCK USD.01                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     21000 | NS      | $948360.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                | INTERPARFUMS INC COMMON STOCK USD.001                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5824 | NS      | $529052.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     16898 | NS      | $1137066.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                       | ITRON INC COMMON STOCK                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     13572 | NS      | $1216458.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                           | JACKSON FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26019 | NS      | $2750728.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                    | OPENLANE INC COMMON STOCK USD.01                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     19716 | NS      | $574721.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                       | MERIT MEDICAL SYSTEMS INC COMMON STOCK                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     24682 | NS      | $1701330.26   | 0.26%             |  |  |  | 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        |      4405 | NS      | $171442.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                         | MIDDLEBY CORP/THE COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      9237 | NS      | $1224641.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM CORP COMMON STOCK USD.2                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75427 | NS      | $1614892.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM ENERGY CO COMMON STOCK USD.01                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     99610 | NS      | $3105839.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                      | SABRA HEALTHCARE REIT REIT USD.01                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     75955 | NS      | $1460614.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sailpoint Inc.                                   | SAILPOINT INC COMMON STOCK USD.0001                   | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17745 | NS      | $234943.80    | 0.04%             |  |  |  | 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        |     10654 | NS      | $669071.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                              | SANMINA CORP COMMON STOCK USD.01                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     16144 | NS      | $2092908.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                          | SCHNEIDER NATIONAL INC COMMON STOCK                   | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12553 | NS      | $330897.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc.                            | HAYWARD HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64834 | NS      | $867478.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                | HEALTHEQUITY INC COMMON STOCK USD.0001                | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21351 | NS      | $1784303.07   | 0.27%             |  |  |  | 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        |    135142 | NS      | $2296062.58   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                    | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    850709 | NS      | $8508535.80   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank N.A                                | FLAGSTAR BANK NA COMMON STOCK USD.01                  | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102255 | NS      | $1346698.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3115 | NS      | $1996559.25   | 0.30%             |  |  |  | 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        |     70004 | NS      | $802945.88    | 0.12%             |  |  |  | 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        |     31010 | NS      | $1126283.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                       | CROCS INC COMMON STOCK USD.001                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     15887 | NS      | $1318938.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                        | CURBLINE PROPERTIES CORP REIT                         | CUSIP: 23128Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27031 | NS      | $697129.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                        | CYTOKINETICS INC COMMON STOCK USD.001                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     36741 | NS      | $2421599.31   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                | DANA INC COMMON STOCK USD.01                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     28894 | NS      | $972283.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                         | DARLING INGREDIENTS INC COMMON STOCK USD.01           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     61472 | NS      | $3802043.20   | 0.57%             |  |  |  | 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        |     38202 | NS      | $733478.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                             | DENTSPLY SIRONA INC COMMON STOCK USD.01               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     92283 | NS      | $1070482.80   | 0.16%             |  |  |  | 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        |     20268 | NS      | $1738589.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Dolby Laboratories Inc.                          | DOLBY LABORATORIES INC COMMON STOCK USD.001           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     26381 | NS      | $1584442.86   | 0.24%             |  |  |  | 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        |      8423 | NS      | $879024.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                        | WESTERN UNION CO/THE COMMON STOCK USD.01              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     82187 | NS      | $717492.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc.                                         | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      9589 | NS      | $1467500.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | WHIRLPOOL CORP COMMON STOCK USD1.0                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     26537 | NS      | $1430875.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Willscot Holdings Corporation                    | WILLSCOT HOLDINGS CORP COMMON STOCK USD.0001          | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55897 | NS      | $970371.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                    | WINGSTOP INC COMMON STOCK USD.01                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      7911 | NS      | $1225967.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                     | WORKIVA INC COMMON STOCK USD.001                      | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15073 | NS      | $898802.99    | 0.14%             |  |  |  | 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        |     22100 | NS      | $1795183.00   | 0.27%             |  |  |  | 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        |     22868 | NS      | $836740.12    | 0.13%             |  |  |  | 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        |     50626 | NS      | $805965.92    | 0.12%             |  |  |  | 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        |     62461 | NS      | $2800751.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                  | ALKERMES PLC COMMON STOCK USD.01                      | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     51569 | NS      | $1823479.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                      | ARCOSA INC COMMON STOCK USD.01                        | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14354 | NS      | $1523533.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                       | ARGAN INC COMMON STOCK USD.15                         | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4013 | NS      | $2185680.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc.                  | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD.01    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     15913 | NS      | $2622462.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                           | ARROW ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     20688 | NS      | $2966866.08   | 0.45%             |  |  |  | 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        |     20936 | NS      | $761861.04    | 0.11%             |  |  |  | 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        |      8250 | NS      | $1612132.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | ASSOCIATED BANC-CORP COMMON STOCK USD.01              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     49577 | NS      | $1282061.22   | 0.19%             |  |  |  | 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        |     41880 | NS      | $1496791.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.               | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK            | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25480 | NS      | $1446499.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                  | AUTONATION INC COMMON STOCK USD.01                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12825 | NS      | $2504209.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | AVIENT CORP COMMON STOCK USD.01                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     28613 | NS      | $1038651.90   | 0.16%             |  |  |  | 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        |     25784 | NS      | $861185.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluor Corporation                                | FLUOR CORP COMMON STOCK USD.01                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     47920 | NS      | $2235468.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                  | FORMFACTOR INC COMMON STOCK USD.001                   | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     21990 | NS      | $2132810.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Technology Solutions Inc.                 | FIGURE TECHNOLOGY SOLUTIONS IN COMMON STOCK USD.0001  | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9801 | NS      | $332743.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                  | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     37155 | NS      | $1447930.35   | 0.22%             |  |  |  | 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        |     11560 | NS      | $1065485.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc.                                    | FRESHPET INC COMMON STOCK USD.001                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     21226 | NS      | $1251484.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc.                                   | FRONTDOOR INC COMMON STOCK USD.01                     | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21401 | NS      | $1131256.86   | 0.17%             |  |  |  | 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        |     24202 | NS      | $871998.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                               | HERC HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     10149 | NS      | $1010332.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | HEXCEL CORP COMMON STOCK USD.01                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     31141 | NS      | $2520241.13   | 0.38%             |  |  |  | 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        |     19468 | NS      | $761588.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc.                      | HOWARD HUGHES HOLDINGS INC COMMON STOCK               | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9571 | NS      | $605461.46    | 0.09%             |  |  |  | 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        |     29887 | NS      | $1401999.17   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| ICU Medical Inc.                                 | ICU MEDICAL INC COMMON STOCK USD.1                    | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7794 | NS      | $1006595.10   | 0.15%             |  |  |  | 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        |     71357 | NS      | $963319.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                        | IPG PHOTONICS CORP COMMON STOCK USD.0001              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      7100 | NS      | $813589.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                     | IDACORP INC COMMON STOCK                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     20671 | NS      | $2955332.87   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                  | IMMUNOVANT INC COMMON STOCK USD.0001                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23158 | NS      | $575244.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group Inc.                         | MDU RESOURCES GROUP INC COMMON STOCK USD1.0           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86817 | NS      | $1798848.24   | 0.27%             |  |  |  | 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        |      9952 | NS      | $769190.08    | 0.12%             |  |  |  | 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        |     87100 | NS      | $2286375.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                          | MSA SAFETY INC COMMON STOCK                           | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14588 | NS      | $2391702.60   | 0.36%             |  |  |  | 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        |     13368 | NS      | $1233465.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                   | MYR GROUP INC COMMON STOCK USD.01                     | CUSIP: 55405W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4044 | NS      | $1141702.08   | 0.17%             |  |  |  | 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        |     78155 | NS      | $2467353.35   | 0.37%             |  |  |  | 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        |    102813 | NS      | $838954.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| MarketAxess Holdings Inc.                        | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      9433 | NS      | $1556256.34   | 0.23%             |  |  |  | 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        |     45888 | NS      | $2899203.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                 | MATCH GROUP INC COMMON STOCK USD.001                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     64358 | NS      | $1976434.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                             | MATERION CORP COMMON STOCK                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      5398 | NS      | $780820.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                      | MATSON INC COMMON STOCK                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2311 | NS      | $378865.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                      | MATTEL INC COMMON STOCK USD1.0                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    133052 | NS      | $1933245.56   | 0.29%             |  |  |  | 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        |     18369 | NS      | $1211251.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | NOVANTA INC COMMON STOCK                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14767 | NS      | $1744130.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| OSI Systems Inc.                                 | OSI SYSTEMS INC COMMON STOCK                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      4727 | NS      | $1255065.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | CHORD ENERGY CORP COMMON STOCK                        | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16443 | NS      | $2337865.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                   | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     25993 | NS      | $921971.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                     | ONE GAS INC COMMON STOCK                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     18873 | NS      | $1625531.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                            | ONEMAIN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     43990 | NS      | $2353025.10   | 0.35%             |  |  |  | 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        |     69405 | NS      | $1868382.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** John Hancock Exchange-Traded Fund Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer