# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080798
**Filing Date:** 2026-2
**Character Count:** 414365
**Document Hash:** fd22b5ed6b2bee92c1ae7345dca9b0a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080798.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080798

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 26695029

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

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

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

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

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

## Series and Classes Contracts Data

### Small Cap Opportunities Trust (Series ID: S000008312)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022707 | NAV          | JADMX           |
| C000022708 | Series I     | JADLX           |
| C000022709 | Series II    | JADPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Small Cap Opportunities Trust

- **b. EDGAR series identifier (if any):** S000008312

- **c. LEI of Series:** 549300Y6CVKLU3UX0S19

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $180629416.77

**Total Liabilities:** $56121.31

**Net Assets:** $180573295.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022707 | -1.94%               | 3.85%                | 1.30%                |
| Class ID C000022708 | -1.92%               | 3.80%                | 1.32%                |
| Class ID C000022709 | -1.96%               | 3.83%                | 1.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1809967.15              | $-5176828.99                               |
| Month 2  | $399215.10               | $5938068.34                                |
| Month 3  | $658148.99               | $1375361.34                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Huntsman Corporation                             | HUNTSMAN CORP COMMON STOCK USD.01                      | CUSIP: 447011107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10949 | NS      | $109490.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies Inc.                             | HURCO COS INC COMMON STOCK                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      1054 | NS      | $16284.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc.                                 | HYSTER-YALE INC COMMON STOCK USD.01                    | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1090 | NS      | $32383.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                           | ICF INTERNATIONAL INC COMMON STOCK USD.001             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1410 | NS      | $120273.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                 | ICU MEDICAL INC COMMON STOCK USD.1                     | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $212578.30    | 0.12%             |  |  |  | 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        |     23094 | NS      | $193758.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc.                                       | ALICO INC COMMON STOCK USD1.0                          | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $23647.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                            | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1056 | NS      | $164894.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                             | ECHOSTAR CORP COMMON STOCK USD.001                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      3901 | NS      | $424038.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                     | ECOVYST INC COMMON STOCK                               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11000 | NS      | $107030.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                   | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      6385 | NS      | $108864.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Elanco Animal Health Incorporated                | ELANCO ANIMAL HEALTH INC COMMON STOCK                  | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38843 | NS      | $879017.09    | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc                            | ELEMENT SOLUTIONS INC COMMON STOCK USD.01              | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     10461 | NS      | $261420.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Emergent BioSolutions Inc.                       | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      2676 | NS      | $33075.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                          | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3280 | NS      | $141597.60    | 0.08%             |  |  |  | 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        |      5826 | NS      | $230942.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                        | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01           | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1035 | NS      | $56252.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | ENERSYS COMMON STOCK USD.01                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2561 | NS      | $375826.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                     | ENHABIT INC COMMON STOCK USD.01                        | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5906 | NS      | $54453.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                       | ENNIS INC COMMON STOCK USD2.5                          | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3253 | NS      | $58586.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                        | ENPRO INC COMMON STOCK USD.01                          | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $256313.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Envista Holdings Corporation                     | ENVISTA HOLDINGS CORP COMMON STOCK USD.01              | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15329 | NS      | $332792.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                       | EPLUS INC COMMON STOCK USD.01                          | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $231966.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                           | INGREDION INC COMMON STOCK USD.01                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      5152 | NS      | $568059.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                       | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4094 | NS      | $89535.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                         | INSIGHT ENTERPRISES INC COMMON STOCK USD.01            | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1140 | NS      | $92875.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                    | INNOSPEC INC COMMON STOCK USD.01                       | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $145808.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                             | KODIAK SCIENCES INC COMMON STOCK USD.0001              | CUSIP: 50015M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $33132.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                               | KOHL'S CORP COMMON STOCK USD.01                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     13005 | NS      | $265432.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                            | KOPPERS HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2301 | NS      | $62311.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                       | KORN FERRY COMMON STOCK USD.01                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4161 | NS      | $274709.22    | 0.15%             |  |  |  | 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        |     13006 | NS      | $432969.74    | 0.24%             |  |  |  | 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        |      4587 | NS      | $380170.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                 | SIRIUSPOINT LTD COMMON STOCK USD.1                     | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12227 | NS      | $267649.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                          | TEEKAY CORP LTD COMMON STOCK USD.001                   | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      7202 | NS      | $65034.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                  | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001          | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      1700 | NS      | $6018.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                              | EVOLENT HEALTH INC COMMON STOCK USD.01                 | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1381 | NS      | $5524.00      | 0.00%             |  |  |  | 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        |      1303 | NS      | $40197.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                      | EZCORP INC COMMON STOCK USD.01                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      6064 | NS      | $117762.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                | MERCHANTS BANCORP COMMON STOCK                         | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2523 | NS      | $85933.38     | 0.05%             |  |  |  | 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        |       797 | NS      | $58188.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                      | MERCURY GENERAL CORP COMMON STOCK                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      3856 | NS      | $362695.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                       | MERITAGE HOMES CORP COMMON STOCK USD.01                | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4502 | NS      | $296231.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                           | MESA LABORATORIES INC COMMON STOCK                     | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $19311.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                          | PATHWARD FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1629 | NS      | $115659.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                         | METHODE ELECTRONICS INC COMMON STOCK USD.5             | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2971 | NS      | $19727.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                         | NOV INC COMMON STOCK USD.01                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     29216 | NS      | $456646.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| NACCO Industries Inc.                            | NACCO INDUSTRIES INC COMMON STOCK USD1.0               | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $34328.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation               | NATIONAL BANK HOLDINGS CORP COMMON STOCK               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3153 | NS      | $119845.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc.                         | NATIONAL BANKSHARES INC COMMON STOCK USD1.25           | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $20855.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc.                          | NATIONAL CINEMEDIA INC COMMON STOCK USD.01             | CUSIP: 635309206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5768 | NS      | $22437.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                  | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1373 | NS      | $188224.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                  | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $79429.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc.                    | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 63845R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9562 | NS      | $246890.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                  | TENNANT CO COMMON STOCK USD.375                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       353 | NS      | $26016.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | TEREX CORP COMMON STOCK USD.01                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      5797 | NS      | $309443.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Terns Pharmaceuticals Inc.                       | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $32320.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CandF Financial Corporation                      | CandF FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       312 | NS      | $22648.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                      | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0         | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       954 | NS      | $37015.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                               | CALIFORNIA BANCORP COMMON STOCK USD.01                 | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2293 | NS      | $42810.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc.                   | SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $27666.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc.                   | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01      | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $59829.44     | 0.03%             |  |  |  | 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        |       996 | NS      | $39142.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arq Inc.                                         | ARQ INC COMMON STOCK                                   | CUSIP: 00770C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $5676.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                    | ADVANSIX INC COMMON STOCK USD.01                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2915 | NS      | $50429.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc.                         | ADVANTAGE SOLUTIONS INC COMMON STOCK USD.0001          | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9240 | NS      | $8131.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                              | AERSALE CORP COMMON STOCK USD.0001                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $20853.63     | 0.01%             |  |  |  | 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        |       377 | NS      | $108681.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                            | AIR LEASE CORP COMMON STOCK USD.01                     | CUSIP: 00912X302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11269 | NS      | $723807.87    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                         | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      8387 | NS      | $731765.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                 | ALAMO GROUP INC COMMON STOCK USD.1                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1176 | NS      | $197415.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                            | ALASKA AIR GROUP INC COMMON STOCK USD.01               | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11606 | NS      | $583781.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                       | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1243 | NS      | $63020.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                            | BAR HARBOR BANKSHARES COMMON STOCK USD2.0              | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $64894.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Incorporated        | BASSETT FURNITURE INDUSTRIES I COMMON STOCK USD5.0     | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $20681.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                      | BAYCOM CORP COMMON STOCK                               | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $33075.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc.                            | BEAZER HOMES USA INC COMMON STOCK USD.001              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      3203 | NS      | $64924.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                         | ALLEGIANT TRAVEL CO COMMON STOCK USD.001               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1947 | NS      | $166020.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Civeo Corporation                                | CIVEO CORP COMMON STOCK USD.01                         | CUSIP: 17878Y207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $15391.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                          | CIVISTA BANCSHARES INC COMMON STOCK                    | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1114 | NS      | $24753.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                           | CIVITAS RESOURCES INC COMMON STOCK                     | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8282 | NS      | $224359.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                         | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001          | CUSIP: 184499101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11002 | NS      | $23104.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                         | FB FINANCIAL CORP COMMON STOCK USD1.0                  | CUSIP: 30257X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4580 | NS      | $255564.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FIGS Inc.                                        | FIGS INC COMMON STOCK USD.0001                         | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2801 | NS      | $31819.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                  | FS BANCORP INC COMMON STOCK USD.01                     | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $16468.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                                | FRP HOLDINGS INC COMMON STOCK USD.1                    | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1862 | NS      | $42434.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                              | FTI CONSULTING INC COMMON STOCK USD.01                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       815 | NS      | $139226.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros. Co.                                 | FARMER BROS CO COMMON STOCK USD1.0                     | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |      1069 | NS      | $1560.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                      | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01         | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $59035.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                     | FULTON FINANCIAL CORP COMMON STOCK USD2.5              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     18051 | NS      | $348925.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                       | FUNKO INC COMMON STOCK USD.0001                        | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $9394.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                 | FUTUREFUEL CORP COMMON STOCK USD.0001                  | CUSIP: 36116M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4276 | NS      | $13640.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX CORP COMMON STOCK USD.625                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1237 | NS      | $209795.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                  | ZIFF DAVIS INC COMMON STOCK USD.01                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3608 | NS      | $126821.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                    | OPENLANE INC COMMON STOCK USD.01                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     10424 | NS      | $310426.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                        | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1            | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       573 | NS      | $22203.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated        | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2571 | NS      | $523095.66    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                          | RELAY THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $29017.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                    | RELIANCE INC COMMON STOCK USD.001                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       514 | NS      | $148479.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                             | RENASANT CORP COMMON STOCK USD5.0                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      8041 | NS      | $283204.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc.                               | UPBOUND GROUP INC COMMON STOCK USD.01                  | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4529 | NS      | $79529.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                            | REPUBLIC BANCORP INC/KY COMMON STOCK                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $78579.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                       | REPAY HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3834 | NS      | $13994.10     | 0.01%             |  |  |  | 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        |     13667 | NS      | $479985.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                        | RESOURCES CONNECTION INC COMMON STOCK USD.01           | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4120 | NS      | $20764.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation               | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3776 | NS      | $122040.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                         | STOCK YARDS BANCORP INC COMMON STOCK                   | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       725 | NS      | $47088.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc.                                  | STONERIDGE INC COMMON STOCK                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      1672 | NS      | $9680.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                | STONEX GROUP INC COMMON STOCK USD.01                   | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       842 | NS      | $80099.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                         | STRATEGIC EDUCATION INC COMMON STOCK USD.01            | CUSIP: 86272C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $164891.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                    | STRATTEC SECURITY CORP COMMON STOCK USD.01             | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       795 | NS      | $60531.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                          | STRATUS PROPERTIES INC COMMON STOCK USD.01             | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      1025 | NS      | $24784.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                      | STRIDE INC COMMON STOCK USD.0001                       | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $45386.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger and Company Inc.                     | STURM RUGER and CO INC COMMON STOCK USD1.0             | CUSIP: 864159108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       555 | NS      | $18120.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.               | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01      | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7681 | NS      | $110529.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy Inc.                              | SUNCOKE ENERGY INC COMMON STOCK USD.01                 | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7778 | NS      | $56001.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                 | SUPERIOR GROUP OF COS INC COMMON STOCK                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       663 | NS      | $6417.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                 | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01          | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       650 | NS      | $88166.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                               | BANNER CORP COMMON STOCK USD.01                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3299 | NS      | $206715.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                    | BANKWELL FINANCIAL GROUP INC COMMON STOCK              | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       400 | NS      | $18328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                    | BEL FUSE INC COMMON STOCK USD.1                        | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $31720.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                       | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4113 | NS      | $175871.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corporation                     | BEACON FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     11086 | NS      | $292337.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                            | BIGLARI HOLDINGS INC COMMON STOCK                      | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $48202.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                            | BIGLARI HOLDINGS INC COMMON STOCK                      | CUSIP: 08986R408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $29580.85     | 0.02%             |  |  |  | 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        |       514 | NS      | $28033.56     | 0.02%             |  |  |  | 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        |      1612 | NS      | $488419.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                  | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK            | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $76653.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                         | CENTURY ALUMINUM CO COMMON STOCK USD.01                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1035 | NS      | $40551.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                         | CENTURY COMMUNITIES INC COMMON STOCK USD.01            | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3460 | NS      | $205351.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                     | CERENCE INC COMMON STOCK USD.01                        | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2124 | NS      | $22705.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                     | LINCOLN NATIONAL CORP COMMON STOCK                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8927 | NS      | $397519.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                              | LINDSAY CORP COMMON STOCK USD1.0                       | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       100 | NS      | $11787.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                          | LIONSGATE STUDIOS CORP COMMON STOCK                    | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3261 | NS      | $29772.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                               | LITHIA MOTORS INC COMMON STOCK                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2347 | NS      | $779978.51    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                  | LITTELFUSE INC COMMON STOCK USD.01                     | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        78 | NS      | $19727.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc.                         | LIVE OAK BANCSHARES INC COMMON STOCK                   | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2128 | NS      | $73096.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                           | LIVERAMP HOLDINGS INC COMMON STOCK USD.1               | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5657 | NS      | $166146.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       177 | NS      | $14294.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                              | LOVESAC CO COMMON STOCK USD.00001                      | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $18762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings PLC                              | LUXFER HOLDINGS PLC COMMON STOCK USD.5                 | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $24841.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc.                         | MDU RESOURCES GROUP INC COMMON STOCK USD1.0            | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16237 | NS      | $316946.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc.                             | MISTER CAR WASH INC COMMON STOCK USD.01                | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9339 | NS      | $51924.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc.                               | MISTRAS GROUP INC COMMON STOCK USD.01                  | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2232 | NS      | $28234.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc.                               | MITEK SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      3339 | NS      | $35226.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc.                             | MOBILEYE GLOBAL INC COMMON STOCK USD.01                | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5516 | NS      | $57587.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                           | MOHAWK INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      5688 | NS      | $621698.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                           | MOLINA HEALTHCARE INC COMMON STOCK USD.001             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1599 | NS      | $277490.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                    | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     17257 | NS      | $805556.76    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino and Resort Inc.                   | MONARCH CASINO and RESORT INC COMMON STOCK USD.01      | CUSIP: 609027107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $30145.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc.                                       | MONRO INC COMMON STOCK USD.01                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3278 | NS      | $65691.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc.                          | MONTAUK RENEWABLES INC COMMON STOCK USD.01             | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $3340.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc.                     | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1969 | NS      | $30873.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                       | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 79546E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8532 | NS      | $121666.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                            | SANDRIDGE ENERGY INC COMMON STOCK USD.001              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      3343 | NS      | $48239.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo and Son Inc.                  | JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01      | CUSIP: 800422107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $47513.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                              | SANMINA CORP COMMON STOCK USD.01                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2774 | NS      | $416294.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                  | SCANSOURCE INC COMMON STOCK                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      3273 | NS      | $127843.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                | HENRY SCHEIN INC COMMON STOCK USD.01                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2034 | NS      | $153729.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                          | SCHNEIDER NATIONAL INC COMMON STOCK                    | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8309 | NS      | $220437.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                           | SCHOLASTIC CORP COMMON STOCK USD.01                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3690 | NS      | $109334.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                              | MATIV HOLDINGS INC COMMON STOCK USD.1                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      4760 | NS      | $57834.00     | 0.03%             |  |  |  | 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        |      1389 | NS      | $139816.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                         | EW SCRIPPS CO/THE COMMON STOCK USD.01                  | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      5843 | NS      | $23313.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                           | SYNAPTICS INC COMMON STOCK USD.001                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1002 | NS      | $74168.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                        | ALBERTSONS COS INC / SAFEWAY I COMMON STOCK USD.01     | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33382 | NS      | $573168.94    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                | ALCOA CORP COMMON STOCK USD.01                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     23981 | NS      | $1274350.34   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corporation                     | ALERUS FINANCIAL CORP COMMON STOCK USD1.0              | CUSIP: 01446U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1790 | NS      | $40310.80     | 0.02%             |  |  |  | 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        |      5224 | NS      | $386732.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                           | U-HAUL HOLDING CO COMMON STOCK USD.25                  | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $81966.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| U-Haul Holding Company                           | U-HAUL HOLDING CO COMMON STOCK USD.001                 | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9368 | NS      | $437860.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                    | AMERESCO INC COMMON STOCK USD.0001                     | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $77852.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                            | AMENTUM HOLDINGS INC COMMON STOCK                      | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4067 | NS      | $117943.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing Holdings Inc.    | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12966 | NS      | $83112.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                   | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01      | CUSIP: 02553E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21469 | NS      | $566137.53    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                    | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2344 | NS      | $320377.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc.                     | AMERICAN OUTDOOR BRANDS INC COMMON STOCK               | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $14478.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                    | AMERICAN WOODMARK CORP COMMON STOCK                    | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2154 | NS      | $116100.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrim BanCorp Inc.                            | NORTHRIM BANCORP INC COMMON STOCK USD1.0               | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2608 | NS      | $69398.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc.                        | NORTHWEST BANCSHARES INC COMMON STOCK USD.01           | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13082 | NS      | $156984.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                         | NWPX INFRASTRUCTURE INC COMMON STOCK USD.01            | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1306 | NS      | $81611.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                           | NORWOOD FINANCIAL CORP COMMON STOCK USD.1              | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1188 | NS      | $33323.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                        | DNOW INC COMMON STOCK USD.01                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     16642 | NS      | $220506.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                         | NU SKIN ENTERPRISES INC COMMON STOCK USD.001           | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2988 | NS      | $28744.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc.                                | NUVATION BIO INC COMMON STOCK USD.0001                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2597 | NS      | $23269.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                   | O-I GLASS INC COMMON STOCK USD.01                      | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11675 | NS      | $172323.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                      | PFD OFG BANCORP COMMON STOCK USD1.0                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      4703 | NS      | $192728.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                       | OP BANCORP COMMON STOCK                                | CUSIP: 67109R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $14120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | CHORD ENERGY CORP COMMON STOCK                         | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $265029.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                   | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      5206 | NS      | $125100.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                       | OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6369 | NS      | $114323.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc.                                 | ONITY GROUP INC COMMON STOCK USD.01                    | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       315 | NS      | $14423.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                   | OIL-DRI CORP OF AMERICA COMMON STOCK USD.1             | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      1062 | NS      | $51974.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc.                    | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01       | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4041 | NS      | $27357.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | OLD NATIONAL BANCORP/IN COMMON STOCK                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     24670 | NS      | $550387.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation           | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0     | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9967 | NS      | $454893.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc.                          | OLD SECOND BANCORP INC COMMON STOCK USD1.0             | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      4574 | NS      | $89193.00     | 0.05%             |  |  |  | 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        |      4767 | NS      | $489427.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| 3D Systems Corporation                           | 3D SYSTEMS CORP COMMON STOCK USD.001                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      5104 | NS      | $9034.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater Inc.                                   | TIDEWATER INC COMMON STOCK                             | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2637 | NS      | $133194.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                                | DHT HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     14515 | NS      | $177228.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                  | DORIAN LPG LTD COMMON STOCK USD.01                     | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      5467 | NS      | $133066.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                       | INTERNATIONAL SEAWAYS INC COMMON STOCK                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      5151 | NS      | $250081.05    | 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        |      5970 | NS      | $303455.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                        | AAR CORP COMMON STOCK USD1.0                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      3420 | NS      | $283141.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                            | AMKOR TECHNOLOGY INC COMMON STOCK USD.001              | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23333 | NS      | $921186.84    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corporation                     | AMPCO-PITTSBURGH CORP COMMON STOCK USD1.0              | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1644 | NS      | $8762.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                   | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3557 | NS      | $95256.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                             | AMPLIFY ENERGY CORP COMMON STOCK USD.01                | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      1500 | NS      | $6855.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                     | AUTOLIV INC COMMON STOCK USD1.0                        | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |       976 | NS      | $115851.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                  | AUTONATION INC COMMON STOCK USD.01                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2601 | NS      | $537054.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                              | AVANOS MEDICAL INC COMMON STOCK USD.01                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5595 | NS      | $62831.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                     | AVANTOR INC COMMON STOCK USD.01                        | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28030 | NS      | $321223.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                      | ALIGHT INC COMMON STOCK USD.0001                       | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47117 | NS      | $91878.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                       | CAESARS ENTERTAINMENT INC COMMON STOCK                 | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9191 | NS      | $214977.49    | 0.12%             |  |  |  | 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        |      3931 | NS      | $312789.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc.                              | CALAVO GROWERS INC COMMON STOCK USD.001                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $32494.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corporation Plc                 | CALEDONIA MINING CORP PLC COMMON STOCK                 | CUSIP: 12932K202<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1040 | NS      | $27216.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                     | CALERES INC COMMON STOCK USD.01                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      3065 | NS      | $37301.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Plc                                    | CLARIVATE PLC COMMON STOCK USD.01                      | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     55199 | NS      | $184364.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| California First Leasing Corporation             | CALIFORNIA FIRST LEASING CORP COMMON STOCK USD.01      | CUSIP: 130222102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $3933.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                 | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      8117 | NS      | $362911.07    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                    | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     16634 | NS      | $194118.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Camden National Corporation                      | CAMDEN NATIONAL CORP COMMON STOCK                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1655 | NS      | $71793.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                           | CAMPBELL'S COMPANY/THE COMMON STOCK USD.0375           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     21637 | NS      | $603023.19    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc.                   | CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001    | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3671 | NS      | $24632.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                            | CONDUENT INC COMMON STOCK USD.01                       | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     14444 | NS      | $27732.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                               | CONMED CORP COMMON STOCK USD.01                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1313 | NS      | $53307.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                          | CONNECTONE BANCORP INC COMMON STOCK                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      4667 | NS      | $122368.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                    | COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      1311 | NS      | $43040.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                          | QUIDELORTHO CORP COMMON STOCK USD.001                  | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5901 | NS      | $168532.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                              | CORSAIR GAMING INC COMMON STOCK                        | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3313 | NS      | $19679.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | COTY INC COMMON STOCK USD.01                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      1388 | NS      | $4275.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc.                    | COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01       | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2928 | NS      | $64533.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.            | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1259 | NS      | $31978.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Crane NXT Co.                                    | CRANE NXT CO COMMON STOCK USD1.0                       | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2405 | NS      | $113203.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                    | CRYOPORT INC COMMON STOCK USD.001                      | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $28800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                        | CULLEN/FROST BANKERS INC COMMON STOCK USD.01           | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1798 | NS      | $227680.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc.                       | CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1880 | NS      | $19458.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp Inc.                                        | CULP INC COMMON STOCK USD.05                           | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |       334 | NS      | $1189.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumberland Pharmaceuticals Inc.                  | CUMBERLAND PHARMACEUTICALS INC COMMON STOCK            | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $3804.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                           | CUSTOMERS BANCORP INC COMMON STOCK USD1.0              | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2981 | NS      | $217970.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                     | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001      | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9674 | NS      | $55722.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc.                           | CYTEK BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 23285D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6288 | NS      | $31754.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                           | DXC TECHNOLOGY CO COMMON STOCK USD.01                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     16462 | NS      | $241168.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corporation                        | DAILY JOURNAL CORP COMMON STOCK USD.01                 | CUSIP: 233912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $19980.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                            | DOUGLAS DYNAMICS INC COMMON STOCK USD.01               | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2021 | NS      | $65985.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                             | DOUGLAS ELLIMAN INC COMMON STOCK                       | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6219 | NS      | $14739.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc.                         | DREAM FINDERS HOMES INC COMMON STOCK USD.01            | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $31823.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ducommun Incorporated                            | DUCOMMUN INC COMMON STOCK USD.01                       | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1030 | NS      | $97983.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                             | DULUTH HOLDINGS INC COMMON STOCK                       | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      1106 | NS      | $2300.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                 | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      2865 | NS      | $44063.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc.                      | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2613 | NS      | $27331.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                               | EAGLE BANCORP INC COMMON STOCK USD.01                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3671 | NS      | $78632.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                           | EAST WEST BANCORP INC COMMON STOCK USD.001             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $194434.70    | 0.11%             |  |  |  | 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        |     13514 | NS      | $249063.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Eastern Company                              | EASTERN CO/THE COMMON STOCK                            | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1145 | NS      | $22545.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                         | EASTMAN CHEMICAL CO COMMON STOCK USD.01                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      7299 | NS      | $465895.17    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc.                        | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0           | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $32263.33     | 0.02%             |  |  |  | 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        |      3049 | NS      | $185653.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc.                           | FLOTEK INDUSTRIES INC COMMON STOCK USD.0001            | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      1893 | NS      | $32616.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                               | FLOWERS FOODS INC COMMON STOCK USD.01                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     10081 | NS      | $109681.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                              | SYLVAMO CORP COMMON STOCK USD1.0                       | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1762 | NS      | $84840.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co.                            | ASCENT INDUSTRIES CO COMMON STOCK USD1.0               | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      2209 | NS      | $35763.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                     | TENET HEALTHCARE CORP COMMON STOCK USD.05              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       109 | NS      | $21660.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                     | TEXTRON INC COMMON STOCK USD.125                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2448 | NS      | $213392.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc.                      | THERMON GROUP HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 88362T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3785 | NS      | $140650.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                      | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0         | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $33486.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | VALLEY NATIONAL BANCORP COMMON STOCK                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     49284 | NS      | $575637.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                       | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4716 | NS      | $41595.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                   | DILLARD'S INC COMMON STOCK                             | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $62453.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                   | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3984 | NS      | $119878.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                              | DIODES INC COMMON STOCK USD.667                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3447 | NS      | $170074.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                               | DONEGAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3869 | NS      | $77302.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                       | LEGACY HOUSING CORP COMMON STOCK USD.001               | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1610 | NS      | $31427.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                          | LENDINGCLUB CORP COMMON STOCK USD.01                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      9687 | NS      | $183471.78    | 0.10%             |  |  |  | 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        |       586 | NS      | $28479.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc.                       | LIBERTY LIVE HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $7661.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Live Holdings Inc.                       | LIBERTY LIVE HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $7401.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                              | LIBERTY ENERGY INC COMMON STOCK                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17241 | NS      | $318268.86    | 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        |      6867 | NS      | $182524.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc.                             | LIFETIME BRANDS INC COMMON STOCK USD.01                | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      2931 | NS      | $11577.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                              | TRONOX HOLDINGS PLC COMMON STOCK USD.01                | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11977 | NS      | $49944.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | VALARIS LTD COMMON STOCK USD.01                        | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6022 | NS      | $303508.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                   | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01      | CUSIP: 02913V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2320 | NS      | $87696.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                    | AMERICAN VANGUARD CORP COMMON STOCK USD.1              | CUSIP: 030371108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $11204.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                        | AMERICAN WELL CORP COMMON STOCK USD.01                 | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $2346.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      4166 | NS      | $479256.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                              | UFP INDUSTRIES INC COMMON STOCK                        | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2310 | NS      | $210325.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                       | USANA HEALTH SCIENCES INC COMMON STOCK USD.001         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1639 | NS      | $32173.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                     | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1385 | NS      | $82310.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                      | BIONTECH SE ADR                                        | CUSIP: 09075V102<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       364 | NS      | $34652.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                         | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2138 | NS      | $336093.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp               | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      3431 | NS      | $185274.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation           | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5075 | NS      | $14869.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                | EPAM SYSTEMS INC COMMON STOCK USD.001                  | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       273 | NS      | $55932.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc.                        | RED RIVER BANCSHARES INC COMMON STOCK                  | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $26071.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                        | REGAL REXNORD CORP COMMON STOCK USD.01                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5343 | NS      | $749729.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                   | REGENXBIO INC COMMON STOCK USD.0001                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1845 | NS      | $26568.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc.         | PURSUIT ATTRACTIONS AND HOSPIT COMMON STOCK USD1.5     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       922 | NS      | $31052.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                      | VIASAT INC COMMON STOCK USD.0001                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     11656 | NS      | $401665.76    | 0.22%             |  |  |  | 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        |      1783 | NS      | $31773.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                     | VIATRIS INC COMMON STOCK                               | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85856 | NS      | $1068907.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                 | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001   | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2137 | NS      | $62528.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                 | HILLENBRAND INC COMMON STOCK                           | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       797 | NS      | $25280.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                          | HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001           | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17806 | NS      | $154199.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                            | HILLTOP HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3960 | NS      | $134402.40    | 0.07%             |  |  |  | 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        |      5843 | NS      | $261474.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings The              | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0     | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $19593.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc.                                      | HOLLEY INC COMMON STOCK USD.0001                       | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3597 | NS      | $14855.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                             | HOME BANCSHARES INC/AR COMMON STOCK USD.01             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7879 | NS      | $218878.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                 | MCGRATH RENTCORP COMMON STOCK                          | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $145642.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                     | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01        | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7834 | NS      | $167569.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                      | MERCANTILE BANK CORP COMMON STOCK                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1666 | NS      | $80134.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                        | MERCER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |      7458 | NS      | $14766.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc.                               | NL INDUSTRIES INC COMMON STOCK USD.125                 | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3260 | NS      | $17832.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc.                                | NMI HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7442 | NS      | $303559.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc.                                          | NN INC COMMON STOCK USD.01                             | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |      2376 | NS      | $3041.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc.                 | NORTHEAST COMMUNITY BANCORP IN COMMON STOCK            | CUSIP: 664121100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $9835.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc.                        | NORTHERN OIL and GAS INC COMMON STOCK USD.001          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      9425 | NS      | $202354.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp Inc.                          | NORTHFIELD BANCORP INC COMMON STOCK USD.01             | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5738 | NS      | $65585.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN INC COMMON STOCK USD.01                           | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      3833 | NS      | $184635.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                           | ATN INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1281 | NS      | $29206.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                         | AZZ INC COMMON STOCK USD1.0                            | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $190351.68    | 0.11%             |  |  |  | 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        |       819 | NS      | $103087.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                      | ACACIA RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5453 | NS      | $20394.22     | 0.01%             |  |  |  | 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        |      7767 | NS      | $388039.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                              | ALLY FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     24039 | NS      | $1088726.31   | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources Inc.               | ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01      | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1317 | NS      | $263241.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                            | ALTO INGREDIENTS INC COMMON STOCK USD.001              | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      3300 | NS      | $9504.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                      | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01         | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2746 | NS      | $87954.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc.                      | OCTAVE SPECIALTY GROUP INC COMMON STOCK USD.01         | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      3281 | NS      | $25526.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                             | AMERANT BANCORP INC   B COMMON STOCK USD.1             | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3652 | NS      | $71250.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                     | ANTERO RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     14136 | NS      | $487126.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                  | APA CORP COMMON STOCK USD.625                          | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34160 | NS      | $835553.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                          | APOGEE ENTERPRISES INC COMMON STOCK USD.333            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2485 | NS      | $90478.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc.                              | ASTRANA HEALTH INC COMMON STOCK USD.001                | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $44062.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                  | APTARGROUP INC COMMON STOCK USD.01                     | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2751 | NS      | $335511.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                          | ARAMARK COMMON STOCK USD.01                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      7150 | NS      | $263549.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                              | ARCBEST CORP COMMON STOCK USD.01                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2127 | NS      | $157802.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc.                | CHOICEONE FINANCIAL SERVICES I COMMON STOCK            | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $20545.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc.                               | CIPHER MINING INC COMMON STOCK USD1.0                  | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1931 | NS      | $28501.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientific Corporation                  | KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD2.5           | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |        83 | NS      | $3105.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Key Tronic Corporation                           | KEY TRONIC CORP COMMON STOCK                           | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |      1900 | NS      | $5301.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                         | KIMBALL ELECTRONICS INC COMMON STOCK                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3382 | NS      | $94087.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Teladoc Health Inc.                              | TELADOC HEALTH INC COMMON STOCK USD.001                | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14948 | NS      | $104636.00    | 0.06%             |  |  |  | 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        |      9503 | NS      | $389623.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | TIMKEN CO/THE COMMON STOCK                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2200 | NS      | $185086.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                    | METALLUS INC COMMON STOCK                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5092 | NS      | $87378.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                     | TIPTREE INC COMMON STOCK USD.001                       | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4589 | NS      | $83841.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                         | TITAN INTERNATIONAL INC COMMON STOCK                   | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8125 | NS      | $63618.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                             | TITAN MACHINERY INC COMMON STOCK USD.00001             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3843 | NS      | $57798.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                               | TOLL BROTHERS INC COMMON STOCK USD.01                  | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8328 | NS      | $1126112.16   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                   | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1             | CUSIP: 890110109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $91810.32     | 0.05%             |  |  |  | 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        |       761 | NS      | $27875.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                       | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667         | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6599 | NS      | $220208.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                 | TRIPADVISOR INC COMMON STOCK USD.001                   | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4579 | NS      | $66670.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                     | TRUECAR INC COMMON STOCK USD.0001                      | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      8052 | NS      | $18197.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                    | TRUEBLUE INC COMMON STOCK                              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3219 | NS      | $14646.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                             | TRUSTCO BANK CORP NY COMMON STOCK USD1.0               | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2163 | NS      | $89396.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                               | TTEC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      1300 | NS      | $4680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tutor Perini Corporation                         | TUTOR PERINI CORP COMMON STOCK USD1.0                  | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      2020 | NS      | $135380.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Incorporated                           | TWIN DISC INC COMMON STOCK                             | CUSIP: 901476101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1650 | NS      | $27522.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                   | AMDOCS LTD COMMON STOCK GBP.0001                       | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4951 | NS      | $398605.01    | 0.22%             |  |  |  | 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        |      3868 | NS      | $347617.16    | 0.19%             |  |  |  | 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        |      4858 | NS      | $520243.22    | 0.29%             |  |  |  | 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        |     16139 | NS      | $521451.09    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                       | CROCS INC COMMON STOCK USD.001                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2308 | NS      | $197380.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                    | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001     | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3819 | NS      | $30933.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                  | DAKTRONICS INC COMMON STOCK                            | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5234 | NS      | $103476.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                          | HALLADOR ENERGY CO COMMON STOCK USD.01                 | CUSIP: 40609P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1635 | NS      | $31130.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | HANCOCK WHITNEY CORP COMMON STOCK USD3.33              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7556 | NS      | $481166.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                      | HANMI FINANCIAL CORP COMMON STOCK USD.001              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3548 | NS      | $95902.44     | 0.05%             |  |  |  | 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        |       757 | NS      | $138356.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                            | BJ'S RESTAURANTS INC COMMON STOCK                      | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $112290.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                               | BRISTOW GROUP INC COMMON STOCK USD.01                  | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2707 | NS      | $99130.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                      | AZENTA INC COMMON STOCK USD.01                         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      3074 | NS      | $102241.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown-Forman Corporation                         | BROWN-FORMAN CORP COMMON STOCK USD.15                  | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       445 | NS      | $11707.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | BRUNSWICK CORP/DE COMMON STOCK USD.75                  | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      4333 | NS      | $321681.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                        | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6503 | NS      | $669093.67    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                      | BUMBLE INC COMMON STOCK USD.01                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13782 | NS      | $49201.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                   | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0      | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $55155.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc.                              | BYLINE BANCORP INC COMMON STOCK USD.01                 | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4069 | NS      | $118611.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc.                   | MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       617 | NS      | $11667.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                 | MASTERBRAND INC COMMON STOCK USD.01                    | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11236 | NS      | $124045.44    | 0.07%             |  |  |  | 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        |     11287 | NS      | $479020.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                             | MATERION CORP COMMON STOCK                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1671 | NS      | $207738.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                           | MATRIX SERVICE CO COMMON STOCK USD.01                  | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $12870.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                      | MATSON INC COMMON STOCK                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2873 | NS      | $354959.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                      | MATTEL INC COMMON STOCK USD1.0                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     20739 | NS      | $411461.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation               | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      3440 | NS      | $89852.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                     | MAXCYTE INC COMMON STOCK                               | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3699 | NS      | $5733.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                     | MAXIMUS INC COMMON STOCK                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2940 | NS      | $253780.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                        | METROCITY BANKSHARES INC COMMON STOCK                  | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $40712.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                  | METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $65211.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                            | MID PENN BANCORP INC COMMON STOCK USD1.0               | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $37099.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                         | MIDDLEBY CORP/THE COMMON STOCK USD.01                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       230 | NS      | $34194.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                      | MIDLAND STATES BANCORP INC COMMON STOCK USD.01         | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1553 | NS      | $32877.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                  | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01     | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $60329.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                 | MILLERKNOLL INC COMMON STOCK USD.2                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      5808 | NS      | $106170.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc.                           | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01           | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1781 | NS      | $66555.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                       | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      2920 | NS      | $177974.00    | 0.10%             |  |  |  | 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        |      1787 | NS      | $41851.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc.                             | MISSION PRODUCE INC COMMON STOCK USD.001               | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6987 | NS      | $81049.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc.                  | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01     | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2299 | NS      | $77361.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                  | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK            | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $24126.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                              | NAVIENT CORP COMMON STOCK USD.01                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     11291 | NS      | $146783.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ncino Inc.                                       | NCINO INC COMMON STOCK USD.0005                        | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $103124.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                      | NELNET INC COMMON STOCK USD.01                         | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2752 | NS      | $365905.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                               | NEOGEN CORP COMMON STOCK USD.16                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     19887 | NS      | $139010.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                            | NETSCOUT SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      8322 | NS      | $225193.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                      | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4723 | NS      | $44490.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Peace Mark (Holdings) Limited                    | PEACE MARK HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: 643377906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    464000 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viper Energy Inc.                                | VIPER ENERGY INC COMMON STOCK USD.000001               | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $92364.33     | 0.05%             |  |  |  | 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        |      6797 | NS      | $313477.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                               | NEWELL BRANDS INC COMMON STOCK USD1.0                  | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     42806 | NS      | $159238.32    | 0.09%             |  |  |  | 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        |      8103 | NS      | $140506.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                           | NPK INTERNATIONAL INC COMMON STOCK                     | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      8462 | NS      | $100867.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strata Critical Medical Inc.                     | STRATA CRITICAL MEDICAL INC COMMON STOCK USD.0001      | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5674 | NS      | $27291.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                | DANA INC COMMON STOCK USD.01                           | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     13642 | NS      | $324133.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Darling Ingredients Inc.                         | DARLING INGREDIENTS INC COMMON STOCK USD.01            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     14442 | NS      | $519912.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc.                  | DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2917 | NS      | $27186.44     | 0.02%             |  |  |  | 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        |      2524 | NS      | $512498.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                      | DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001        | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1330 | NS      | $3817.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                       | US PHYSICAL THERAPY INC COMMON STOCK USD.01            | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $88944.51     | 0.05%             |  |  |  | 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        |     10297 | NS      | $221076.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Limited                                  | GENPACT LTD COMMON STOCK USD.01                        | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5909 | NS      | $276423.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                       | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01          | CUSIP: G4095J109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3417 | NS      | $49819.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                    | HAMILTON INSURANCE GROUP LTD COMMON STOCK USD.01       | CUSIP: G42706104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2452 | NS      | $68410.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                            | HELEN OF TROY LTD COMMON STOCK USD.1                   | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $26350.00     | 0.01%             |  |  |  | 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        |     13228 | NS      | $629255.96    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                     | IBEX HOLDINGS LTD COMMON STOCK USD.0001                | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $33369.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                      | ICON PLC COMMON STOCK EUR.06                           | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4952 | NS      | $902353.44    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                              | ICHOR HOLDINGS LTD COMMON STOCK USD.0001               | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4254 | NS      | $78401.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                     | INVESCO LTD COMMON STOCK USD.2                         | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     38955 | NS      | $1023347.85   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                      | CRICUT INC COMMON STOCK USD.001                        | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $12261.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc.                       | DOUBLEVERIFY HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6704 | NS      | $76693.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | OLIN CORP COMMON STOCK USD1.0                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      9448 | NS      | $196801.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corporation                      | FIRST FINANCIAL CORP COMMON STOCK                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1325 | NS      | $80056.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc.                            | FIRST FOUNDATION INC COMMON STOCK USD.001              | CUSIP: 32026V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6123 | NS      | $37717.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                        | FIRST HORIZON CORP COMMON STOCK USD.625                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     40043 | NS      | $957027.70    | 0.53%             |  |  |  | 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        |     10203 | NS      | $292622.04    | 0.16%             |  |  |  | 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        |      3339 | NS      | $266352.03    | 0.15%             |  |  |  | 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        |      3736 | NS      | $273026.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                     | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0           | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2250 | NS      | $73192.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc.                         | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001          | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5849 | NS      | $20646.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Information Services Group Inc.                  | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      4400 | NS      | $25432.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                      | INGLES MARKETS INC COMMON STOCK USD.05                 | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1966 | NS      | $134769.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Insteel Industries Inc.                          | INSTEEL INDUSTRIES INC COMMON STOCK                    | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $53490.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                      | INOGEN INC COMMON STOCK USD.001                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1678 | NS      | $11276.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company             | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     28079 | NS      | $245972.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                       | GOPRO INC COMMON STOCK USD.0001                        | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     10155 | NS      | $14318.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Gorman-Rupp Company                          | GORMAN-RUPP CO/THE COMMON STOCK                        | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1854 | NS      | $88528.50     | 0.05%             |  |  |  | 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        |       258 | NS      | $283438.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc.                     | GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001      | CUSIP: 387432107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9757 | NS      | $45857.90     | 0.03%             |  |  |  | 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        |     23338 | NS      | $351470.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                  | GRAY MEDIA INC COMMON STOCK                            | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6546 | NS      | $31682.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation          | GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001 | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      9208 | NS      | $120808.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                      | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01         | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1117 | NS      | $68762.52     | 0.04%             |  |  |  | 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        |      2414 | NS      | $151261.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Dot Corporation                            | GREEN DOT CORP COMMON STOCK USD.001                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5713 | NS      | $73183.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                               | HBT FINANCIAL INC COMMON STOCK USD.01                  | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $31020.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                  | HNI CORP COMMON STOCK USD1.0                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      4021 | NS      | $169042.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | HAEMONETICS CORP COMMON STOCK USD.01                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       335 | NS      | $26850.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc.                    | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      4728 | NS      | $5058.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                             | HARLEY-DAVIDSON INC COMMON STOCK USD.01                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     11870 | NS      | $243216.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Inc.                                    | HARMONIC INC COMMON STOCK USD.001                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      4330 | NS      | $42823.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $79405.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                        | IPG PHOTONICS CORP COMMON STOCK USD.0001               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      3031 | NS      | $217019.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corporation                                 | IDEX CORP COMMON STOCK USD.01                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       888 | NS      | $158010.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                  | CLEANSPARK INC COMMON STOCK                            | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10298 | NS      | $104215.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearfield Inc.                                  | CLEARFIELD INC COMMON STOCK USD.01                     | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $13642.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                     | CLEARWATER PAPER CORP COMMON STOCK USD.0001            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1597 | NS      | $27787.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                | COEUR MINING INC COMMON STOCK USD.01                   | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      6632 | NS      | $118248.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                        | COHU INC COMMON STOCK USD1.0                           | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3154 | NS      | $73393.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                               | ENOVIS CORP COMMON STOCK USD.001                       | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6058 | NS      | $161385.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                             | COLONY BANKCORP INC COMMON STOCK USD1.0                | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $17089.38     | 0.01%             |  |  |  | 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        |     30344 | NS      | $848114.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc.                          | COLUMBIA FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 197641103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $9324.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | COLUMBIA SPORTSWEAR CO COMMON STOCK                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      3185 | NS      | $175461.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                    | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2178 | NS      | $37570.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                            | COMERICA INC COMMON STOCK USD5.0                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     11199 | NS      | $973529.07    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce Bancshares Inc.                         | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3714 | NS      | $194382.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | COMMERCIAL METALS CO COMMON STOCK USD.01               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     11570 | NS      | $800875.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group Inc.                    | COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01       | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |      2492 | NS      | $3588.48      | 0.00%             |  |  |  | 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        |      3533 | NS      | $202935.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                        | COMMUNITY WEST BANCSHARES COMMON STOCK                 | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $27000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc.                     | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0        | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $112152.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.              | COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01     | CUSIP: 20451N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1647 | NS      | $32347.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                   | TRUBRIDGE INC COMMON STOCK USD.001                     | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1067 | NS      | $23548.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                          | COMSTOCK RESOURCES INC COMMON STOCK USD.5              | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     12510 | NS      | $289981.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Comtech Telecommunications Corp.                 | COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1      | CUSIP: 205826209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2706 | NS      | $14314.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                              | CONAGRA BRANDS INC COMMON STOCK USD5.0                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     35678 | NS      | $617586.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | CONCENTRIX CORP COMMON STOCK                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5815 | NS      | $241787.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Consensus Cloud Solutions Inc.                   | CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01      | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $4756.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc.                 | CONSUMER PORTFOLIO SERVICES IN COMMON STOCK            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $9945.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Cooper Companies Inc.                        | COOPER COS INC/THE COMMON STOCK USD.1                  | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3612 | NS      | $296039.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc.                           | CORE LABORATORIES INC COMMON STOCK USD.01              | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3240 | NS      | $51937.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc.                   | CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      1000 | NS      | $20050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      5872 | NS      | $293893.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                            | TD SYNNEX CORP COMMON STOCK USD.001                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      7604 | NS      | $1142348.92   | 0.63%             |  |  |  | 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        |      1758 | NS      | $23522.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc.                  | TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001    | CUSIP: 87357P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $43935.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                | TALOS ENERGY INC COMMON STOCK                          | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16487 | NS      | $181686.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Hospitality Corp.                         | TARGET HOSPITALITY CORP COMMON STOCK USD.0001          | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5846 | NS      | $46826.46     | 0.03%             |  |  |  | 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        |     10987 | NS      | $646804.69    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                       | TEGNA INC COMMON STOCK USD1.0                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     14274 | NS      | $277058.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                  | TEJON RANCH CO COMMON STOCK USD.5                      | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      1556 | NS      | $24538.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.               | DIAMOND HILL INVESTMENT GROUP COMMON STOCK             | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       172 | NS      | $29154.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                        | FIRST MID BANCSHARES INC COMMON STOCK USD4.0           | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2091 | NS      | $81549.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc.                                     | TRAEGER INC COMMON STOCK                               | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3184 | NS      | $3438.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                    | TRANSCAT INC COMMON STOCK USD.5                        | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       442 | NS      | $25074.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                             | TREDEGAR CORP COMMON STOCK                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1654 | NS      | $11875.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Northwest Bancorp                          | FIRST NORTHWEST BANCORP COMMON STOCK                   | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |       800 | NS      | $7504.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                           | 1ST SOURCE CORP COMMON STOCK                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2221 | NS      | $138790.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                             | TREEHOUSE FOODS INC COMMON STOCK USD.01                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      5848 | NS      | $137954.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                 | TRICO BANCSHARES COMMON STOCK                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1995 | NS      | $94503.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                               | TRIMAS CORP COMMON STOCK USD.01                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      3876 | NS      | $137404.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc.                        | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      2641 | NS      | $66896.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corporation                            | ULTRALIFE CORP COMMON STOCK USD.1                      | CUSIP: 903899102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $11348.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                | UNDER ARMOUR INC COMMON STOCK USD.000333               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     17132 | NS      | $85146.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour Inc.                                | UNDER ARMOUR INC COMMON STOCK USD.000333               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     17114 | NS      | $82147.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc.                                       | UNIFI INC COMMON STOCK USD.1                           | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      2453 | NS      | $8585.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc.                | FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5499 | NS      | $82924.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                     | FIRST WESTERN FINANCIAL INC COMMON STOCK               | CUSIP: 33751L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $11287.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                             | UNIFIRST CORP/MA COMMON STOCK USD.1                    | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1266 | NS      | $244211.40    | 0.14%             |  |  |  | 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        |     10335 | NS      | $322658.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                         | FIRSTSUN CAPITAL BANCORP COMMON STOCK                  | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $16371.23     | 0.01%             |  |  |  | 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        |       195 | NS      | $31079.10     | 0.02%             |  |  |  | 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        |     12184 | NS      | $467865.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc.                           | UNITED FIRE GROUP INC COMMON STOCK USD.001             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $76662.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                | FIVE STAR BANCORP COMMON STOCK                         | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $33132.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc.                       | ORANGE COUNTY BANCORP INC COMMON STOCK USD.25          | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $13361.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corporation           | AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001   | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $35477.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc.                        | UNITED NATURAL FOODS INC COMMON STOCK USD.01           | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      5928 | NS      | $199595.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                        | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001       | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4040 | NS      | $9776.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                      | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6172 | NS      | $31970.96     | 0.02%             |  |  |  | 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        |      4082 | NS      | $218876.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                        | VILLAGE SUPER MARKET INC COMMON STOCK                  | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $24245.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                           | VIR BIOTECHNOLOGY INC COMMON STOCK                     | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5512 | NS      | $33237.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corporation                           | VIRCO MFG. CORP COMMON STOCK USD.01                    | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $7668.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                              | ORIGIN BANCORP INC COMMON STOCK                        | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2367 | NS      | $89022.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon and Co.                                  | ORGANON and CO COMMON STOCK USD.01                     | CUSIP: 68622V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1289 | NS      | $9242.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc.                        | ORION GROUP HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      4226 | NS      | $42006.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                          | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1772 | NS      | $195752.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.                 | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK            | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1191 | NS      | $42185.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                            | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025            | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1896 | NS      | $33672.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                            | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $37232.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pamt Corp                                        | PAMT CORP COMMON STOCK USD.01                          | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2085 | NS      | $25186.80     | 0.01%             |  |  |  | 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        |      1908 | NS      | $51744.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                               | PC CONNECTION INC COMMON STOCK USD.01                  | CUSIP: 69318J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $161208.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                      | PCB BANCORP COMMON STOCK                               | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $18099.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                               | PDL BIOPHARMA INC COMMON STOCK USD.01                  | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      5434 | NS      | $869.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRA Group Inc.                                   | PRA GROUP INC COMMON STOCK USD.01                      | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      4305 | NS      | $76155.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH CORP COMMON STOCK USD1.0                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      5823 | NS      | $390257.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc.                          | PACIRA BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3165 | NS      | $81910.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc.                        | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       657 | NS      | $23086.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corporation                   | PARAMOUNT SKYDANCE CORP COMMON STOCK USD.001           | CUSIP: 69932A204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3570 | NS      | $47838.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp.                             | PARK AEROSPACE CORP COMMON STOCK USD.1                 | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2083 | NS      | $44451.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                        | PARK NATIONAL CORP COMMON STOCK                        | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $188094.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                         | PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0            | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $15684.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                           | PATRICK INDUSTRIES INC COMMON STOCK                    | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $381565.17    | 0.21%             |  |  |  | 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        |     44990 | NS      | $274888.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                       | PEABODY ENERGY CORP COMMON STOCK                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     10327 | NS      | $306711.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation          | PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1625 | NS      | $45256.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc.                           | PENGUIN SOLUTIONS INC COMMON STOCK USD.01              | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4457 | NS      | $87178.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PENN Entertainment Inc.                          | PENN ENTERTAINMENT INC COMMON STOCK USD.01             | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2512 | NS      | $37052.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc.                              | PETMED EXPRESS INC COMMON STOCK USD.001                | CUSIP: 716382106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $2092.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA Inc.                                      | PHINIA INC COMMON STOCK USD.01                         | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4248 | NS      | $266307.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                  | PHOTRONICS INC COMMON STOCK USD.01                     | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7623 | NS      | $243936.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                           | RADIANT LOGISTICS INC COMMON STOCK USD.001             | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      3764 | NS      | $23826.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                            | RAMACO RESOURCES INC COMMON STOCK                      | CUSIP: 75134P501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $11.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                            | RAMACO RESOURCES INC COMMON STOCK                      | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $19998.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                      | RANGE RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     12490 | NS      | $440397.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc.                      | RANGER ENERGY SERVICES INC COMMON STOCK                | CUSIP: 75282U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1141 | NS      | $15951.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                  | REYNOLDS CONSUMER PRODUCTS INC COMMON STOCK USD.001    | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17282 | NS      | $396103.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST COMMON STOCK              | CONTRA RESOLUTE FOREST COMMON STOCK                    | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7541 | NS      | $10708.22     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Ribbon Communications Inc.                       | RIBBON COMMUNICATIONS INC COMMON STOCK USD.001         | CUSIP: 762544104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8541 | NS      | $24598.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd.                      | RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05     | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $15895.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc.                   | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1631 | NS      | $43058.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                              | RIOT PLATFORMS INC COMMON STOCK                        | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2091 | NS      | $26492.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc.                           | RIVERVIEW BANCORP INC COMMON STOCK USD.01              | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $19703.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                 | ROBERT HALF INC COMMON STOCK USD.001                   | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3575 | NS      | $97097.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                                | ROCKY BRANDS INC COMMON STOCK                          | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $23522.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                               | ROGERS CORP COMMON STOCK USD1.0                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       829 | NS      | $75911.53     | 0.04%             |  |  |  | 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        |      5847 | NS      | $315387.18    | 0.17%             |  |  |  | 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        |       281 | NS      | $23511.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                 | SELECTQUOTE INC COMMON STOCK USD.01                    | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9833 | NS      | $13864.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                         | SENECA FOODS CORP COMMON STOCK USD.25                  | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $74675.25     | 0.04%             |  |  |  | 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        |       265 | NS      | $19024.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc.                               | SHOE CARNIVAL INC COMMON STOCK USD.01                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3686 | NS      | $62219.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc.                   | SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4351 | NS      | $36983.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc.                            | SHORE BANCSHARES INC COMMON STOCK USD.01               | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3724 | NS      | $65840.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                   | SIERRA BANCORP COMMON STOCK                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $57484.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc.                           | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3721 | NS      | $22735.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | SILGAN HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      7724 | NS      | $311817.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation               | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01        | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9791 | NS      | $184560.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Simply Good Foods Company                    | SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001         | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9045 | NS      | $181623.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                            | SIMULATIONS PLUS INC COMMON STOCK USD.001              | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $17136.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc.                                    | SINCLAIR INC COMMON STOCK USD.01                       | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $47047.50     | 0.03%             |  |  |  | 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        |      3142 | NS      | $62824.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co. Inc.                               | USA TODAY CO INC COMMON STOCK USD.01                   | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      4958 | NS      | $25533.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                     | GAP INC/THE COMMON STOCK USD.05                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     29845 | NS      | $764032.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                           | GENCOR INDUSTRIES INC COMMON STOCK USD.1               | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $18947.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                            | GENERAC HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $89867.83     | 0.05%             |  |  |  | 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        |      3390 | NS      | $286455.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                     | SKYWEST INC COMMON STOCK                               | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3517 | NS      | $353141.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                          | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1789 | NS      | $113440.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                     | SMITH and WESSON BRANDS INC COMMON STOCK USD.001       | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      5955 | NS      | $58775.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                     | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01        | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $95441.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                             | CAPITAL BANCORP INC COMMON STOCK USD.01                | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1039 | NS      | $29268.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc.                   | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01      | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13578 | NS      | $92466.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                      | CAREDX INC COMMON STOCK USD.001                        | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1713 | NS      | $32272.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                      | CARMAX INC COMMON STOCK USD.5                          | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8067 | NS      | $311708.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc.                           | CARRIAGE SERVICES INC COMMON STOCK USD.01              | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $33755.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                    | CARS.COM INC COMMON STOCK USD.01                       | CUSIP: 14575E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5933 | NS      | $72382.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                           | CARTER BANKSHARES INC COMMON STOCK USD1.0              | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $29372.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                    | CARTER'S INC COMMON STOCK USD.01                       | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3145 | NS      | $101992.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                    | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5        | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       338 | NS      | $14033.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                          | CASTLE BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $96938.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                               | DELUXE CORP COMMON STOCK USD1.0                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      4579 | NS      | $102249.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                             | DENTSPLY SIRONA INC COMMON STOCK USD.01                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      4688 | NS      | $53583.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                             | DESIGNER BRANDS INC COMMON STOCK                       | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2923 | NS      | $21717.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc.                        | DESTINATION XL GROUP INC COMMON STOCK USD.01           | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2471 | NS      | $2272.08      | 0.00%             |  |  |  | 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        |      7265 | NS      | $774812.25    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc.                  | JAMES RIVER GROUP HOLDINGS INC COMMON STOCK USD.0002   | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $13718.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc.                               | JAKKS PACIFIC INC COMMON STOCK USD.001                 | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       482 | NS      | $8136.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc.                          | JANUX THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $11992.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                   | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001    | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5808 | NS      | $37984.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                            | JELD-WEN HOLDING INC COMMON STOCK USD.01               | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4097 | NS      | $10078.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                      | JETBLUE AIRWAYS CORP COMMON STOCK USD.01               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5299 | NS      | $24110.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                       | ADDUS HOMECARE CORP COMMON STOCK USD.001               | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1732 | NS      | $185999.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                    | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1885 | NS      | $195040.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                              | SMARTFINANCIAL INC COMMON STOCK USD1.0                 | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1186 | NS      | $43870.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc.                                   | SMARTRENT INC COMMON STOCK USD.0001                    | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $8686.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                            | TELEFLEX INC COMMON STOCK USD1.0                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       968 | NS      | $118134.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                            | TRUSTMARK CORP COMMON STOCK                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      6793 | NS      | $264587.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                          | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01          | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $14271.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                                   | AMERIS BANCORP COMMON STOCK USD1.0                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      5877 | NS      | $436484.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                        | AMES NATIONAL CORP COMMON STOCK USD2.0                 | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $11480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems Inc.                              | AMTECH SYSTEMS INC COMMON STOCK USD.01                 | CUSIP: 032332504<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $30170.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc.                               | ANDERSONS INC/THE COMMON STOCK                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3985 | NS      | $211882.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                               | ANGIODYNAMICS INC COMMON STOCK USD.01                  | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      2371 | NS      | $30443.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                          | ANIKA THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $15231.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.              | ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001    | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $4707.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                       | ARKO CORP COMMON STOCK USD.0001                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7149 | NS      | $32456.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                            | JOHNSON OUTDOORS INC COMMON STOCK USD.05               | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       626 | NS      | $26573.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                  | JONES LANG LASALLE INC COMMON STOCK USD.01             | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1530 | NS      | $514799.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                           | ARROW ELECTRONICS INC COMMON STOCK USD1.0              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      4682 | NS      | $515862.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                      | ARROW FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $36110.00     | 0.02%             |  |  |  | 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        |      1739 | NS      | $404369.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                     | ASHLAND INC COMMON STOCK                               | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4854 | NS      | $284784.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | ASSOCIATED BANC-CORP COMMON STOCK USD.01               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     15675 | NS      | $403788.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                    | ASSURANT INC COMMON STOCK USD.01                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1409 | NS      | $339357.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                            | ASTEC INDUSTRIES INC COMMON STOCK USD.2                | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2815 | NS      | $121945.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AstroNova Inc.                                   | ASTRONOVA INC COMMON STOCK USD.05                      | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |      1439 | NS      | $12447.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc.                              | ASURE SOFTWARE INC COMMON STOCK USD.01                 | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1391 | NS      | $13103.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc.                        | ATEA PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $9996.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                      | ATKORE INC COMMON STOCK USD.01                         | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2996 | NS      | $189497.00    | 0.10%             |  |  |  | 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        |     11953 | NS      | $421940.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                  | ATLANTICUS HOLDINGS CORP COMMON STOCK                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $67753.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                              | AVIAT NETWORKS INC COMMON STOCK USD.01                 | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       829 | NS      | $17724.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | AVIENT CORP COMMON STOCK USD.01                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      8252 | NS      | $257792.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                       | AVNET INC COMMON STOCK USD1.0                          | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9370 | NS      | $450509.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                        | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $33341.10     | 0.02%             |  |  |  | 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        |      5130 | NS      | $442000.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                 | BandG FOODS INC COMMON STOCK USD.01                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      5104 | NS      | $21947.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc.                                 | BCB BANCORP INC COMMON STOCK                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1477 | NS      | $11919.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                        | BOK FINANCIAL CORP COMMON STOCK USD.00006              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      4828 | NS      | $571924.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF INC.                                        | BGSF INC COMMON STOCK USD.01                           | CUSIP: 05601C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $3704.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                      | PILGRIM'S PRIDE CORP COMMON STOCK USD.01               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      9888 | NS      | $385533.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                 | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      5134 | NS      | $489834.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                 | BALL CORP COMMON STOCK                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     20004 | NS      | $1059611.88   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                   | BANDWIDTH INC COMMON STOCK USD.001                     | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2329 | NS      | $35983.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                     | PLEXUS CORP COMMON STOCK USD.01                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2482 | NS      | $364854.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc.                         | PLIANT THERAPEUTICS INC COMMON STOCK                   | CUSIP: 729139105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1976 | NS      | $2410.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                          | BANC OF CALIFORNIA INC COMMON STOCK USD.01             | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      7844 | NS      | $151310.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                           | BANK FIRST CORP COMMON STOCK USD1.0                    | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $22780.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | POLARIS INC COMMON STOCK USD.01                        | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2358 | NS      | $149143.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc.                       | PONCE FINANCIAL GROUP INC COMMON STOCK USD.01          | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $13047.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                     | POPULAR INC COMMON STOCK USD.01                        | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5254 | NS      | $654228.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc.                                  | PORTILLO'S INC COMMON STOCK USD.01                     | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5244 | NS      | $23807.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                          | GENWORTH FINANCIAL INC COMMON STOCK USD.001            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     40497 | NS      | $365687.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                            | GENTHERM INC COMMON STOCK                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1109 | NS      | $40334.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                               | POST HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3185 | NS      | $315474.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Powerfleet Inc.                                  | POWERFLEET INC NJ COMMON STOCK USD.01                  | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9661 | NS      | $51396.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Geospace Technologies Corporation                | GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01         | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $8725.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                     | GERMAN AMERICAN BANCORP INC COMMON STOCK               | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      1684 | NS      | $65979.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                        | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $140162.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc.                                      | GUESS? INC COMMON STOCK USD.01                         | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | CH        |      7810 | NS      | $130817.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                                   | PREFERRED BANK/LOS ANGELES CA COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1142 | NS      | $107839.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Preformed Line Products Company                  | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0         | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       600 | NS      | $124026.00    | 0.07%             |  |  |  | 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        |       922 | NS      | $191766.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                          | HF SINCLAIR CORP COMMON STOCK                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15888 | NS      | $732119.04    | 0.41%             |  |  |  | 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        |      3587 | NS      | $221282.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                  | PRICESMART INC COMMON STOCK USD.0001                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2713 | NS      | $332803.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corporation                | PRIMEENERGY RESOURCES CORP COMMON STOCK USD.1          | CUSIP: 74158E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       140 | NS      | $23940.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                    | PRIMORIS SERVICES CORP COMMON STOCK USD.0001           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       207 | NS      | $25696.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                          | ACCO BRANDS CORP COMMON STOCK USD.01                   | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      8323 | NS      | $31044.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                 | ACNB CORP COMMON STOCK USD2.5                          | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $31330.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                           | PRIMIS FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      3854 | NS      | $53609.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                         | PROASSURANCE CORP COMMON STOCK USD.01                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      4655 | NS      | $112464.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                          | FIVE POINT HOLDINGS LLC COMMON STOCK                   | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4575 | NS      | $25574.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                               | PROG HOLDINGS INC COMMON STOCK USD.5                   | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1807 | NS      | $53288.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                           | PROPETRO HOLDING CORP COMMON STOCK                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12321 | NS      | $117172.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc.                     | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7345 | NS      | $51708.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                | LIMONEIRA CO COMMON STOCK USD.01                       | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |       726 | NS      | $9165.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                       | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0          | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8511 | NS      | $588195.21    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc.                                  | PROTO LABS INC COMMON STOCK USD.001                    | CUSIP: 743713109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $124249.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                         | ADT INC COMMON STOCK USD.01                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53189 | NS      | $429235.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                      | ABM INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5820 | NS      | $246186.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Holdings Inc.                | PROVIDENT FINANCIAL HOLDINGS I COMMON STOCK USD.01     | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1778 | NS      | $28287.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01     | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11642 | NS      | $229929.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corporation         | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK            | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $26565.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                 | AGCO CORP COMMON STOCK USD.01                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5423 | NS      | $565727.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                | AMC NETWORKS INC COMMON STOCK                          | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      2542 | NS      | $24199.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                    | PUBMATIC INC COMMON STOCK USD.0001                     | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $13899.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                                | QCR HOLDINGS INC COMMON STOCK USD1.0                   | CUSIP: 74727A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $120701.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Company                          | OUTDOOR HOLDING CO COMMON STOCK USD.001                | CUSIP: 00175J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4648 | NS      | $7948.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc.                                    | GOLD.COM INC COMMON STOCK USD.01                       | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2621 | NS      | $89245.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc.                                 | GCI LIBERTY INC COMMON STOCK                           | CUSIP: 36164V602<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $16702.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                              | TEEKAY TANKERS LTD COMMON STOCK USD.01                 | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      3513 | NS      | $187664.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                      | QUAKER CHEMICAL CORP COMMON STOCK USD1.0               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1427 | NS      | $195941.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                       | QORVO INC COMMON STOCK USD.0001                        | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $82397.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                       | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01          | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4204 | NS      | $31067.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd.                       | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01          | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13964 | NS      | $104171.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                       | BANK OF HAWAII CORP COMMON STOCK USD.01                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       722 | NS      | $49363.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                            | BANK OF MARIN BANCORP COMMON STOCK                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2508 | NS      | $65233.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                               | SPOK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2056 | NS      | $27118.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc.              | SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01     | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      3273 | NS      | $4778.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                           | STAAR SURGICAL CO COMMON STOCK USD.01                  | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $39137.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                     | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0        | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2401 | NS      | $88476.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank OZK                                         | BANK OZK COMMON STOCK                                  | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11075 | NS      | $509671.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| BankFinancial Corporation                        | BANKFINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $25752.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       449 | NS      | $97558.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                    | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      8593 | NS      | $638288.04    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                  | BANKUNITED INC COMMON STOCK USD.01                     | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      7426 | NS      | $330976.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                      | BANK7 CORP COMMON STOCK USD.01                         | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $12007.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                        | STARZ ENTERTAINMENT CORP COMMON STOCK                  | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       217 | NS      | $2538.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                   | STEPAN CO COMMON STOCK USD1.0                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1951 | NS      | $92399.36     | 0.05%             |  |  |  | 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        |       185 | NS      | $384435.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Company Public Limited Company           | PERRIGO CO PLC COMMON STOCK EUR.001                    | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     13161 | NS      | $183201.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc.                             | STELLAR BANCORP INC COMMON STOCK USD.01                | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3617 | NS      | $111909.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation         | STEWART INFORMATION SERVICES C COMMON STOCK USD1.0     | CUSIP: 860372101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $172558.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping and Trading Limited               | GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01       | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |      5252 | NS      | $96794.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                           | STIFEL FINANCIAL CORP COMMON STOCK USD.15              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1138 | NS      | $142500.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                         | WORLD KINECT CORP COMMON STOCK USD.01                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      6191 | NS      | $145055.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                  | DMC GLOBAL INC COMMON STOCK                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      1495 | NS      | $10001.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc.                                   | DHI GROUP INC COMMON STOCK USD.01                      | CUSIP: 23331S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5212 | NS      | $8078.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                     | WORTHINGTON ENTERPRISES INC COMMON STOCK               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3821 | NS      | $197048.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                           | WORTHINGTON STEEL INC COMMON STOCK USD.0001            | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $153885.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                      | XENCOR INC COMMON STOCK USD.01                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2288 | NS      | $35029.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                       | XEROX HOLDINGS CORP COMMON STOCK USD1.0                | CUSIP: 98421M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18434 | NS      | $43688.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc.                                       | XPERI INC COMMON STOCK USD.001                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3587 | NS      | $21019.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                        | YELP INC COMMON STOCK USD.000001                       | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2397 | NS      | $72844.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association        | ZIONS BANCORP NA COMMON STOCK USD.001                  | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13627 | NS      | $797724.58    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17541 | NS      | $178391.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                      | ZUMIEZ INC COMMON STOCK                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1822 | NS      | $47463.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                    | ADIENT PLC COMMON STOCK USD.001                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      8723 | NS      | $167219.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                             | DXP ENTERPRISES INC/TX COMMON STOCK USD.01             | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1295 | NS      | $142178.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                | DT MIDSTREAM INC COMMON STOCK USD.01                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4039 | NS      | $483387.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Birkenstock Holding plc                          | BIRKENSTOCK HOLDING PLC COMMON STOCK                   | CUSIP: M2029K104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4704 | NS      | $192393.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                              | CNH INDUSTRIAL NV COMMON STOCK EUR.01                  | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     63809 | NS      | $588318.98    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                        | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01            | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7270 | NS      | $97054.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                             | SEABOARD CORP COMMON STOCK USD1.0                      | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        82 | NS      | $364475.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida          | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      4717 | NS      | $148208.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc.                 | SEAPORT ENTERTAINMENT GROUP IN COMMON STOCK            | CUSIP: 812215200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $16626.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc.                                        | SEER INC COMMON STOCK USD.00001                        | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2095 | NS      | $3833.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc.                      | SELECT WATER SOLUTIONS INC COMMON STOCK USD.01         | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      9501 | NS      | $99950.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation              | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8695 | NS      | $129120.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company            | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      6437 | NS      | $74411.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc.                                 | OPKO HEALTH INC COMMON STOCK USD.01                    | CUSIP: 68375N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8398 | NS      | $10581.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                    | OPORTUN FINANCIAL CORP COMMON STOCK USD.0001           | CUSIP: 68376D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $6660.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                        | OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $59060.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc.                                     | CERTARA INC COMMON STOCK USD.01                        | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9929 | NS      | $87474.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                        | CEVA INC COMMON STOCK USD.001                          | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $24963.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc.    | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2435 | NS      | $485733.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | KIRBY CORP COMMON STOCK USD.1                          | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      1890 | NS      | $208240.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Knight-Swift Transportation Holdings Inc.        | SWIFT TRANSPORTATION CO COMMON STOCK USD.01            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15126 | NS      | $790787.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                            | CHART INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1024 | NS      | $211179.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc.                                       | CHEGG INC COMMON STOCK USD.001                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      7137 | NS      | $6637.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                              | KNOWLES CORP COMMON STOCK USD.01                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      9130 | NS      | $195655.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Kodiak Gas Services Inc.                         | KODIAK GAS SERVICES INC COMMON STOCK USD.01            | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4848 | NS      | $181315.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                    | CHEMUNG FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       723 | NS      | $40343.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                               | KOSMOS ENERGY LTD COMMON STOCK USD.01                  | CUSIP: 500688106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16832 | NS      | $15273.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc.                                | KRISPY KREME INC COMMON STOCK USD.01                   | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15398 | NS      | $61899.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Worldwide Inc.                            | KRONOS WORLDWIDE INC COMMON STOCK USD.01               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      5645 | NS      | $24950.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                | LATHAM GROUP INC COMMON STOCK USD.0001                 | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $24999.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                          | LAUREATE EDUCATION INC COMMON STOCK USD.001            | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       804 | NS      | $27070.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc.                | DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0     | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2214 | NS      | $60641.46     | 0.03%             |  |  |  | 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        |      2208 | NS      | $172798.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LIVANOVA PLC COMMON STOCK GBP1.0                       | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2219 | NS      | $136535.07    | 0.08%             |  |  |  | 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        |     13320 | NS      | $148384.80    | 0.08%             |  |  |  | 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        |     11560 | NS      | $127622.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited            | ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK          | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      3319 | NS      | $65749.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                           | NABORS INDUSTRIES LTD COMMON STOCK USD.001             | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       530 | NS      | $28779.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.          | NATIONAL ENERGY SERVICES REUNI COMMON STOCK            | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3276 | NS      | $51302.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                            | NOBLE CORP PLC COMMON STOCK USD.00001                  | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12060 | NS      | $340574.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                  | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01        | CUSIP: G65773106<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     20225 | NS      | $69574.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                  | PAYSAFE LTD COMMON STOCK USD.0001                      | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4562 | NS      | $36906.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Prothena Corporation Public Limited Company      | PROTHENA CORP PLC COMMON STOCK USD.01                  | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       973 | NS      | $9292.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                      | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0         | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2743 | NS      | $771221.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                             | SFL CORP LTD COMMON STOCK USD.01                       | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     12426 | NS      | $97047.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Seadrill Limited                                 | SEADRILL LTD COMMON STOCK USD.01                       | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5319 | NS      | $184037.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                         | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8678 | NS      | $109950.26    | 0.06%             |  |  |  | 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        |      1612 | NS      | $60369.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                      | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11242 | NS      | $869456.28    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                        | CNB FINANCIAL CORP/PA COMMON STOCK                     | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2328 | NS      | $60923.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                         | CNO FINANCIAL GROUP INC COMMON STOCK USD.01            | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      9400 | NS      | $399218.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                  | CTS CORP COMMON STOCK                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2507 | NS      | $107475.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     16223 | NS      | $596519.71    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                              | CVB FINANCIAL CORP COMMON STOCK                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11610 | NS      | $215946.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                  | CVR ENERGY INC COMMON STOCK USD.01                     | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1274 | NS      | $32410.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc.                                   | CABLE ONE INC COMMON STOCK USD.01                      | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $59584.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | CABOT CORP COMMON STOCK USD1.0                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2316 | NS      | $153504.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                          | CACI INTERNATIONAL INC COMMON STOCK USD.1              | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       516 | NS      | $274929.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                      | CACTUS INC COMMON STOCK USD.01                         | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2265 | NS      | $103465.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | CADENCE BANK COMMON STOCK USD2.5                       | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17565 | NS      | $752484.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Tri Pointe Homes Inc.                            | TRI POINTE HOMES INC COMMON STOCK USD.01               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10181 | NS      | $320396.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                            | TTM TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     11374 | NS      | $784806.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc.                                | WEIS MARKETS INC COMMON STOCK                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2494 | NS      | $159840.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                          | WERNER ENTERPRISES INC COMMON STOCK USD.01             | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      6648 | NS      | $199506.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                    | WESBANCO INC COMMON STOCK USD2.0833                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8696 | NS      | $289055.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                         | WESCO INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4309 | NS      | $1054153.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                       | WESTAMERICA BANCORP COMMON STOCK                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1332 | NS      | $63709.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                  | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4595 | NS      | $386301.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc.                 | WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01     | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      3609 | NS      | $45545.58     | 0.03%             |  |  |  | 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        |      2473 | NS      | $23023.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                             | WESTLAKE CORP COMMON STOCK USD.01                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1412 | NS      | $104403.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                 | WEYCO GROUP INC COMMON STOCK USD1.0                    | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1316 | NS      | $40256.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | WHIRLPOOL CORP COMMON STOCK USD1.0                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2459 | NS      | $177392.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley and Sons Inc.                         | JOHN WILEY and SONS INC COMMON STOCK USD1.0            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3198 | NS      | $97954.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                               | WILLDAN GROUP INC COMMON STOCK USD.01                  | CUSIP: 96924N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       202 | NS      | $20939.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | WINTRUST FINANCIAL CORP COMMON STOCK                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3477 | NS      | $486154.14    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                     | WORLD ACCEPTANCE CORP COMMON STOCK                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $34676.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | OSHKOSH CORP COMMON STOCK USD.01                       | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3356 | NS      | $421614.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company      | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001         | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2444 | NS      | $415480.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                     | OVINTIV INC COMMON STOCK                               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22193 | NS      | $869743.67    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                    | OWENS CORNING COMMON STOCK USD.001                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      5214 | NS      | $583498.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                           | OXFORD INDUSTRIES INC COMMON STOCK USD1.0              | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1341 | NS      | $45862.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group Inc.                           | PENNANT GROUP INC/THE COMMON STOCK USD.001             | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2698 | NS      | $75948.70     | 0.04%             |  |  |  | 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        |      3750 | NS      | $494400.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                     | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001      | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1825 | NS      | $288879.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                             | PEOPLES BANCORP INC/OH COMMON STOCK                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3396 | NS      | $101981.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp.                 | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0     | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $32781.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                   | PERDOCEO EDUCATION CORP COMMON STOCK USD.01            | CUSIP: 71363P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6614 | NS      | $193988.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                   | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      3034 | NS      | $272817.28    | 0.15%             |  |  |  | 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        |      6164 | NS      | $169694.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                     | REVVITY INC COMMON STOCK USD1.0                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      7835 | NS      | $758036.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Pipe International Holdings Inc.           | PERMA-PIPE INTERNATIONAL HOLDI COMMON STOCK USD.01     | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |      1100 | NS      | $33396.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | PERMIAN RESOURCES CORP COMMON STOCK USD.0001           | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66420 | NS      | $931872.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                  | PERSONALIS INC COMMON STOCK                            | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $9122.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Petco Health and Wellness Company Inc.           | PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001  | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16756 | NS      | $47084.36     | 0.03%             |  |  |  | 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        |      1275 | NS      | $71731.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                | RYDER SYSTEM INC COMMON STOCK USD.5                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      3502 | NS      | $670247.78    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                      | RYERSON HOLDING CORP COMMON STOCK USD.01               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2583 | NS      | $64988.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                               | SandT BANCORP INC COMMON STOCK USD2.5                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3678 | NS      | $144729.30    | 0.08%             |  |  |  | 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        |    586489 | NS      | $586488.91    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc.                      | SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 78413P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2432 | NS      | $14640.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Corporation                                  | SLM CORP COMMON STOCK USD.2                            | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5196 | NS      | $140603.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM ENERGY CO COMMON STOCK USD.01                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     11859 | NS      | $221763.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                      | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01         | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $86635.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI COMMON STOCK              | CONTRA SAGE THERAPEUTI COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2478 | NS      | $446.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Saia Inc.                                        | SAIA INC COMMON STOCK USD.001                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       809 | NS      | $264154.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                   | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      8305 | NS      | $117847.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI Worldwide Inc.                               | ACI WORLDWIDE INC COMMON STOCK USD.005                 | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $55937.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corporation                          | ACME UNITED CORP COMMON STOCK USD2.5                   | CUSIP: 004816104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $29547.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TIC Solutions Inc.                               | TIC SOLUTIONS INC COMMON STOCK                         | CUSIP: 00510N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $32988.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                | ADAPTHEALTH CORP COMMON STOCK USD.0001                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10001 | NS      | $99609.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                      | CORE NATURAL RESOURCES INC COMMON STOCK USD.01         | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2002 | NS      | $177197.02    | 0.10%             |  |  |  | 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        |        64 | NS      | $28381.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc.              | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11194 | NS      | $426155.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                               | VESTIS CORP COMMON STOCK USD.01                        | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8348 | NS      | $55681.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc.                     | FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001       | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8017 | NS      | $37760.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FTAI Infrastructure Inc.                         | FTAI INFRASTRUCTURE INC COMMON STOCK USD.01            | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $10755.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                           | EQUITY BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1442 | NS      | $64385.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                            | ESCALADE INC COMMON STOCK                              | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2119 | NS      | $28585.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                        | ANGI INC COMMON STOCK                                  | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      4966 | NS      | $64210.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                       | ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01          | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3592 | NS      | $82041.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                  | FMC CORP COMMON STOCK USD.1                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       870 | NS      | $12066.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc.                                   | MARINEMAX INC COMMON STOCK USD.001                     | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2018 | NS      | $48896.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation         | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      3104 | NS      | $179069.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                            | FULGENT GENETICS INC COMMON STOCK USD.0001             | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2590 | NS      | $68039.30     | 0.04%             |  |  |  | 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        |      2951 | NS      | $175466.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                              | FLYWIRE CORP COMMON STOCK USD.0001                     | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $26450.88     | 0.01%             |  |  |  | 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        |     31117 | NS      | $532100.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                            | MARTEN TRANSPORT LTD COMMON STOCK USD.01               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7224 | NS      | $82209.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                 | NEOGENOMICS INC COMMON STOCK USD.001                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2587 | NS      | $30423.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries Inc.                              | KVH INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $6342.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                      | KAISER ALUMINUM CORP COMMON STOCK USD.01               | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $61450.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                     | MAGNITE INC COMMON STOCK USD.00001                     | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1010 | NS      | $16392.30     | 0.01%             |  |  |  | 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        |     16854 | NS      | $368934.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                  | NERDWALLET INC COMMON STOCK USD.0001                   | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2380 | NS      | $32249.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neumora Therapeutics Inc.                        | NEUMORA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5323 | NS      | $9528.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc.                                | MALIBU BOATS INC COMMON STOCK USD.01                   | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1546 | NS      | $43612.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company Inc.                       | MANITOWOC CO INC/THE COMMON STOCK USD.01               | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      4590 | NS      | $55034.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                     | NETGEAR INC COMMON STOCK USD.001                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      3142 | NS      | $77073.26     | 0.04%             |  |  |  | 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        |      1214 | NS      | $147258.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc.                                      | NKARTA INC COMMON STOCK                                | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2121 | NS      | $3923.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                   | NORTHEAST BANK COMMON STOCK USD1.0                     | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       770 | NS      | $80026.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                               | MANPOWERGROUP INC COMMON STOCK USD.01                  | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3818 | NS      | $113509.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                   | MAPLEBEAR INC COMMON STOCK USD.0001                    | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3773 | NS      | $169709.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                        | MARCUS and MILLICHAP INC COMMON STOCK USD.0001         | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3071 | NS      | $83807.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                           | MARCUS CORP/THE COMMON STOCK USD1.0                    | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      4627 | NS      | $71764.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                               | OLYMPIC STEEL INC COMMON STOCK                         | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1697 | NS      | $72606.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                               | OMNICOM GROUP INC COMMON STOCK USD.15                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4329 | NS      | $349566.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                          | KB HOME COMMON STOCK USD1.0                            | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4725 | NS      | $266537.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                           | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01           | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8307 | NS      | $61554.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                    | OMNICELL INC COMMON STOCK USD.001                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      3918 | NS      | $177485.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                      | OMNIAB INC COMMON STOCK USD.0001                       | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6457 | NS      | $11945.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                              | KELLY SERVICES INC COMMON STOCK USD1.0                 | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4561 | NS      | $40136.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                               | KEMPER CORP COMMON STOCK USD.1                         | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      4883 | NS      | $197956.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                      | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $182.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc.                                      | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $156.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal Inc.                                  | KENNAMETAL INC COMMON STOCK USD1.25                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      8328 | NS      | $236598.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc.                     | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     11933 | NS      | $115392.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM Inc.                           | 1-800-FLOWERS.COM INC COMMON STOCK USD.01              | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3196 | NS      | $12560.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneMain Holdings Inc.                            | ONEMAIN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     10668 | NS      | $720623.40    | 0.40%             |  |  |  | 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        |     21346 | NS      | $623730.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                          | AEBI SCHMIDT HOLDING AG COMMON STOCK USD1.0            | CUSIP: H00501108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3018 | NS      | $38177.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc.                             | ONEWATER MARINE INC COMMON STOCK USD.01                | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $5745.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                     | ONESPAN INC COMMON STOCK USD.001                       | CUSIP: 68287N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $30186.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                  | BUNGE GLOBAL SA COMMON STOCK USD.01                    | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1349 | NS      | $120168.92    | 0.07%             |  |  |  | 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        |       367 | NS      | $19245.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ON24 Inc.                                        | ON24 INC COMMON STOCK USD.0001                         | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $21221.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                  | TRANSOCEAN LTD COMMON STOCK CHF.1                      | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     59579 | NS      | $246061.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                     | GLOBANT SA COMMON STOCK USD1.2                         | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |       157 | NS      | $10263.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexa Resources S.A.                              | NEXA RESOURCES SA COMMON STOCK                         | CUSIP: L67359106<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | BR        |       900 | NS      | $7965.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                       | ORION SA COMMON STOCK                                  | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4191 | NS      | $22128.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings S.A.                               | COPA HOLDINGS SA COMMON STOCK                          | CUSIP: P31076105<br>LEI: N/A                  | Long             | EC               | CORP              | PA        |      1954 | NS      | $235671.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corporation                     | ARDMORE SHIPPING CORP COMMON STOCK USD.01              | CUSIP: Y0207T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3297 | NS      | $34915.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                   | COSTAMARE INC COMMON STOCK USD.0001                    | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |     11608 | NS      | $183290.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare Bulkers Holdings Limited               | COSTAMARE BULKERS HOLDINGS LTD COMMON STOCK USD.0001   | CUSIP: Y2001C101<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      1918 | NS      | $29556.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                | CIRRUS LOGIC INC COMMON STOCK USD.001                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1079 | NS      | $127861.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens and Northern Corporation                | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0         | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $19363.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                 | CITI TRENDS INC COMMON STOCK USD.01                    | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $15252.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                             | CITY HOLDING CO COMMON STOCK USD2.5                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $12158.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                    | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5048 | NS      | $250885.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                            | SURGERY PARTNERS INC COMMON STOCK USD.01               | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      5297 | NS      | $81838.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Services Inc.                   | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3407 | NS      | $742794.14    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                    | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3139 | NS      | $102770.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                       | UNUM GROUP COMMON STOCK USD.1                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      9284 | NS      | $719510.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                            | URBAN OUTFITTERS INC COMMON STOCK USD.0001             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      4823 | NS      | $362978.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc.                                   | URBAN ONE INC COMMON STOCK USD.001                     | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      3100 | NS      | $2662.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                       | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       289 | NS      | $16172.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                  | UTZ BRANDS INC COMMON STOCK USD.0001                   | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $44851.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                  | VSE CORP COMMON STOCK USD.05                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       821 | NS      | $141844.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| VAALCO Energy Inc.                               | VAALCO ENERGY INC COMMON STOCK USD.1                   | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      6882 | NS      | $25050.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                     | GENESCO INC COMMON STOCK USD1.0                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1311 | NS      | $32473.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | GENTEX CORP COMMON STOCK USD.06                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      7252 | NS      | $168754.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                | GENIE ENERGY LTD COMMON STOCK                          | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $13780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                             | GLACIER BANCORP INC COMMON STOCK USD.01                | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $30526.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group Inc.                | GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005  | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3299 | NS      | $25237.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Industrial Company                        | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01               | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $50433.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                              | GLOBUS MEDICAL INC COMMON STOCK USD.001                | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1225 | NS      | $106954.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                  | GLOBE LIFE INC COMMON STOCK USD1.0                     | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4403 | NS      | $615803.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                        | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01           | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1315 | NS      | $35754.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc.                             | GOODRX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3210 | NS      | $8699.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                             | BLUE FOUNDRY BANCORP COMMON STOCK USD.01               | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $11336.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc.                       | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0          | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3675 | NS      | $15692.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                           | BLUELINX HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 09624H208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $73285.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                            | BOISE CASCADE CO COMMON STOCK USD.01                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3402 | NS      | $250387.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                  | BORGWARNER INC COMMON STOCK USD.01                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     21094 | NS      | $950495.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                     | BOSTON BEER CO INC/THE COMMON STOCK USD.01             | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $96003.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                         | BOSTON OMAHA CORP COMMON STOCK                         | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2031 | NS      | $25123.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowman Consulting Group Ltd.                     | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01        | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $34571.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                | BRADY CORP COMMON STOCK USD.01                         | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2040 | NS      | $159874.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                      | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001        | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $30835.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                       | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5735 | NS      | $371570.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Plains Inc.                                | GREEN PLAINS INC COMMON STOCK USD.001                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      3377 | NS      | $33094.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                    | GREENBRIER COS INC/THE COMMON STOCK                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      3130 | NS      | $146296.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2525 | NS      | $170942.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers and Merchants Bancorp Inc.               | FARMERS and MERCHANTS BANCORP IN COMMON STOCK          | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $7984.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                 | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1013 | NS      | $75660.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                      | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2685 | NS      | $24245.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                     | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10381 | NS      | $104848.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc.                          | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01             | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       841 | NS      | $330765.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                        | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1723 | NS      | $62872.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                             | MGP INGREDIENTS INC COMMON STOCK                       | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $13875.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp.                             | GROWGENERATION CORP COMMON STOCK USD.001               | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2529 | NS      | $3793.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                      | FARMERS NATIONAL BANC CORP COMMON STOCK                | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2674 | NS      | $35617.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                      | FASTLY INC COMMON STOCK USD.00002                      | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $25969.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                   | M/I HOMES INC COMMON STOCK USD.01                      | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $224168.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS INC COMMON STOCK                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       562 | NS      | $89807.60     | 0.05%             |  |  |  | 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        |      1510 | NS      | $126991.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                              | MVB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 553810102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $20069.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                      | MACY'S INC COMMON STOCK USD.01                         | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28501 | NS      | $628447.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                               | STEVEN MADDEN LTD COMMON STOCK USD.0001                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      3578 | NS      | $148987.92    | 0.08%             |  |  |  | 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        |       364 | NS      | $34609.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corporation              | MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01       | CUSIP: 55933J203<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2526 | NS      | $6441.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company Inc.                | MAYVILLE ENGINEERING CO INC COMMON STOCK               | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $33621.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McEwen Inc.                                      | MCEWEN INC COMMON STOCK                                | CUSIP: 58039P305<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1777 | NS      | $32892.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                  | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01     | CUSIP: 92828Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $90711.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                      | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     12027 | NS      | $174271.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Agricultural Mortgage Corporation        | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       898 | NS      | $157661.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1           | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     16954 | NS      | $351456.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                      | VISHAY PRECISION GROUP INC COMMON STOCK                | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $64911.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | VISTEON CORP COMMON STOCK                              | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $160338.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                              | VITESSE ENERGY INC COMMON STOCK USD.01                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $25866.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivid Seats Inc.                                 | VIVID SEATS INC COMMON STOCK USD.0001                  | CUSIP: 92854T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $1463.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp                                    | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3610 | NS      | $183351.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                       | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01             | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $26336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                          | FIRST BUSEY CORP COMMON STOCK USD.001                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      7814 | NS      | $185895.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                              | FIRST HAWAIIAN INC COMMON STOCK USD.01                 | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     11994 | NS      | $303448.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                           | FIRST INTERNET BANCORP COMMON STOCK                    | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $16215.99     | 0.01%             |  |  |  | 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        |      8824 | NS      | $305310.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                      | FIRST MERCHANTS CORP COMMON STOCK                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      4867 | NS      | $182415.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc.                                | FOSSIL GROUP INC COMMON STOCK USD.01                   | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      3231 | NS      | $12148.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L.B. Foster Company                              | L B FOSTER CO COMMON STOCK USD.01                      | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      1699 | NS      | $45788.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                        | FOX FACTORY HOLDING CORP COMMON STOCK USD.001          | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3760 | NS      | $64333.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                              | VOYA FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2868 | NS      | $213637.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                        | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      1361 | NS      | $5348.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                          | FRANKLIN RESOURCES INC COMMON STOCK USD.1              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     33033 | NS      | $789158.37    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                       | WSFS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      4815 | NS      | $265980.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker and Dunlop Inc.                           | WALKER and DUNLOP INC COMMON STOCK                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1425 | NS      | $85713.75     | 0.05%             |  |  |  | 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        |      1878 | NS      | $165583.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                        | WAFD INC COMMON STOCK USD1.0                           | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7756 | NS      | $248424.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                    | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1795 | NS      | $53042.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc.                        | WATERSTONE FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 94188P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3889 | NS      | $64362.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                    | WEBSTER FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     14613 | NS      | $919742.22    | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| First Advantage Corporation                      | FIRST ADVANTAGE CORP COMMON STOCK USD.001              | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1878 | NS      | $27287.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First American Financial Corporation             | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      8688 | NS      | $533790.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp Inc.                           | FIRST BANCORP INC/THE COMMON STOCK USD.01              | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $34795.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                    | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1217449 | NS      | $12179598.81  | 6.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Optical Cable Corporation                        | OPTICAL CABLE CORP COMMON STOCK                        | CUSIP: 683827208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $4142.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                    | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 14888U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $34823.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | CATHAY GENERAL BANCORP COMMON STOCK USD.01             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      6640 | NS      | $321309.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cato Corporation                             | CATO CORP/THE COMMON STOCK USD.033                     | CUSIP: 149205106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $6047.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc.                            | CAVCO INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $32490.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                             | CELANESE CORP COMMON STOCK USD.0001                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1769 | NS      | $74793.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                   | CENTRAL GARDEN and PET CO COMMON STOCK USD.01          | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1833 | NS      | $58930.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                   | CENTRAL GARDEN and PET CO COMMON STOCK USD.01          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4521 | NS      | $131967.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | FLOWSERVE CORP COMMON STOCK USD1.25                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2281 | NS      | $158255.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                   | FLUSHING FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $59542.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FONAR Corporation                                | FONAR CORP COMMON STOCK USD.0001                       | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $8593.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                    | INNOVIVA INC COMMON STOCK USD.01                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      7085 | NS      | $141629.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation        | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5794 | NS      | $71961.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | INTEGER HOLDINGS CORP COMMON STOCK USD.001             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1801 | NS      | $141252.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                       | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1569 | NS      | $14105.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Forestar Group Inc.                              | FORESTAR GROUP INC COMMON STOCK USD1.0                 | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      4423 | NS      | $108938.49    | 0.06%             |  |  |  | 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        |      8853 | NS      | $442827.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc.                   | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       377 | NS      | $13930.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc.                                 | GCI LIBERTY INC COMMON STOCK USD.01                    | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $115090.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ESC GCI LIBERTY INC SR COMMON STOCK              | ESC GCI LIBERTY INC SR COMMON STOCK                    | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| G-III Apparel Group Ltd.                         | G-III APPAREL GROUP LTD COMMON STOCK USD.01            | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5446 | NS      | $157716.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                   | INTERFACE INC COMMON STOCK USD.1                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      5284 | NS      | $147529.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ITEOS THERAPEUT COMMON STOCK              | CONTRA ITEOS THERAPEUT COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1538 | NS      | $158.41       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J and J Snack Foods Corp.                        | J and J SNACK FOODS CORP COMMON STOCK                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $66873.80     | 0.04%             |  |  |  | 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        |      2477 | NS      | $112852.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp.                                       | LCNB CORP COMMON STOCK                                 | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $9834.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                   | LGI HOMES INC COMMON STOCK USD.01                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2578 | NS      | $110750.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                  | LKQ CORP COMMON STOCK USD.01                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     11897 | NS      | $359289.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                   | LCI INDUSTRIES COMMON STOCK USD.01                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2008 | NS      | $243650.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                              | LSB INDUSTRIES INC COMMON STOCK USD.1                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      6523 | NS      | $55445.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                              | LSI INDUSTRIES INC COMMON STOCK                        | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3947 | NS      | $72309.04     | 0.04%             |  |  |  | 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        |      3808 | NS      | $200453.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.                | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004 | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $9758.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                               | MOSAIC CO/THE COMMON STOCK USD.01                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     25732 | NS      | $619883.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                   | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01      | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1585 | NS      | $19558.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                            | LA-Z-BOY INC COMMON STOCK USD1.0                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      4577 | NS      | $170584.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                   | LAKELAND FINANCIAL CORP COMMON STOCK                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $20941.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc.                                | MOVADO GROUP INC COMMON STOCK USD.01                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1758 | NS      | $36249.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                          | MUELLER INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3199 | NS      | $367245.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc.                         | LAKELAND INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1110 | NS      | $9812.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lands' End Inc.                                  | LANDS' END INC COMMON STOCK USD.01                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      2354 | NS      | $34180.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy Oil Corporation                           | MURPHY OIL CORP COMMON STOCK USD1.0                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     16753 | NS      | $523531.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                            | MYERS INDUSTRIES INC COMMON STOCK                      | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      4005 | NS      | $74973.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                             | MYRIAD GENETICS INC COMMON STOCK USD.01                | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $4803.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                 | NBT BANCORP INC COMMON STOCK USD.01                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4510 | NS      | $187255.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                      | N-ABLE INC/US COMMON STOCK USD.001                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9627 | NS      | $72009.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                            | NCR VOYIX CORP COMMON STOCK USD.01                     | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      5833 | NS      | $59496.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation             | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01      | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      2029 | NS      | $31206.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                            | QUANTERIX CORP COMMON STOCK USD.001                    | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $5412.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                 | PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001   | CUSIP: 747717106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4289 | NS      | $29508.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                      | RBB BANCORP COMMON STOCK                               | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1075 | NS      | $22188.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                    | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $9440.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Industries Ltd.                               | RF INDUSTRIES LTD COMMON STOCK USD.01                  | CUSIP: 749552105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $693.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI CORP COMMON STOCK USD1.0                           | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       924 | NS      | $59117.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                         | RPC INC COMMON STOCK USD.1                             | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18302 | NS      | $99562.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| The RMR Group Inc.                               | RMR GROUP INC/THE COMMON STOCK                         | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       440 | NS      | $6556.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                | RADIAN GROUP INC COMMON STOCK USD.001                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      9022 | NS      | $324701.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                        | J M SMUCKER CO/THE COMMON STOCK                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      7745 | NS      | $757538.45    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc.                 | SOLSTICE ADVANCED MATERIALS IN COMMON STOCK USD.01     | CUSIP: 83443Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1777 | NS      | $86326.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                            | SONIC AUTOMOTIVE INC COMMON STOCK USD.01               | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2092 | NS      | $129411.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | SONOCO PRODUCTS CO COMMON STOCK                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4787 | NS      | $208904.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                        | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2314 | NS      | $70322.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank Corporation                      | SOUTHSTATE BANK CORP COMMON STOCK USD2.5               | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      7682 | NS      | $722953.02    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc.                    | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      2271 | NS      | $134170.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries Incorporated                 | FRIEDMAN INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 358435105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $30960.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                               | ENVIRI CORP COMMON STOCK USD1.25                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      6918 | NS      | $123970.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies Inc.                 | HAVERTY FURNITURE COS INC COMMON STOCK USD1.0          | CUSIP: 419596101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $37679.68     | 0.02%             |  |  |  | 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        |     13257 | NS      | $204820.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                   | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01      | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4919 | NS      | $94051.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                | HEALTHSTREAM INC COMMON STOCK                          | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2711 | NS      | $62542.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                             | HEALTH CATALYST INC COMMON STOCK USD.001               | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $5898.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                           | HEARTLAND EXPRESS INC COMMON STOCK USD.01              | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8010 | NS      | $72330.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | HECLA MINING CO COMMON STOCK USD.25                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     41970 | NS      | $805404.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                         | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2995 | NS      | $160202.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Helix Energy Solutions Group Inc.                | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK            | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     15979 | NS      | $100188.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                            | RANPAK HOLDINGS CORP COMMON STOCK USD.0001             | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4753 | NS      | $25713.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rayonier Advanced Materials Inc.                 | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01     | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      4555 | NS      | $26828.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                             | RE/MAX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2193 | NS      | $16644.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                        | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01           | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9125 | NS      | $129210.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                        | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3280 | NS      | $132905.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.           | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01     | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1274 | NS      | $69178.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation         | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0     | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10059 | NS      | $169594.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corporation                      | FIRST COMMUNITY CORP/SC COMMON STOCK USD1.0            | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |       434 | NS      | $12868.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5105 | NS      | $339176.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                             | INTREPID POTASH INC COMMON STOCK USD.001               | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1117 | NS      | $30974.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                     | INVESTAR HOLDING CORP COMMON STOCK USD1.0              | CUSIP: 46134L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $13360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                          | INVESTORS TITLE CO COMMON STOCK                        | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $50676.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                          | TETRA TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8102 | NS      | $75915.74     | 0.04%             |  |  |  | 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        |      4127 | NS      | $373658.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                          | TRINITY INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      8335 | NS      | $220377.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                           | TRIUMPH FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       875 | NS      | $54801.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                               | UNITY BANCORP INC COMMON STOCK                         | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       906 | NS      | $46858.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                            | UNIVERSAL CORP/VA COMMON STOCK                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2089 | NS      | $110194.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Electronics Inc.                       | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01          | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       745 | NS      | $2689.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                  | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0     | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $64221.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                         | FIRST FINANCIAL BANCORP COMMON STOCK                   | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9095 | NS      | $227556.90    | 0.13%             |  |  |  | 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        |       725 | NS      | $21655.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc.                | UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01     | CUSIP: 91359V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3446 | NS      | $116474.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK            | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1998 | NS      | $30349.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products Inc.                             | DORMAN PRODUCTS INC COMMON STOCK USD.01                | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1962 | NS      | $241698.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                 | LEAR CORP COMMON STOCK USD.01                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4812 | NS      | $551455.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                       | DICK'S SPORTING GOODS INC COMMON STOCK USD.01          | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $30685.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                     | DIEBOLD NIXDORF INC COMMON STOCK                       | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      1163 | NS      | $78956.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                          | DIGI INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3664 | NS      | $158614.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                         | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      6789 | NS      | $104143.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                           | HERITAGE COMMERCE CORP COMMON STOCK                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      6790 | NS      | $81547.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                               | HERC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      1149 | NS      | $170488.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                   | HERITAGE FINANCIAL CORP/WA COMMON STOCK                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3545 | NS      | $83839.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc.                                   | HUB GROUP INC COMMON STOCK USD.01                      | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5858 | NS      | $249609.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc.                         | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $18118.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc.               | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       703 | NS      | $239069.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                        | VAREX IMAGING CORP COMMON STOCK USD.01                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      4007 | NS      | $46681.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                           | VEECO INSTRUMENTS INC COMMON STOCK USD.01              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      3352 | NS      | $95800.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                         | V2X INC COMMON STOCK USD.01                            | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053 | NS      | $111991.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                          | VELOCITY FINANCIAL INC COMMON STOCK                    | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $48433.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                                | VERA BRADLEY INC COMMON STOCK                          | CUSIP: 92335C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2034 | NS      | $4922.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                    | VERACYTE INC COMMON STOCK USD.001                      | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7060 | NS      | $297226.00    | 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        |       434 | NS      | $23509.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc.                    | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       924 | NS      | $58295.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                  | ALKERMES PLC COMMON STOCK USD.01                       | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |      3076 | NS      | $86066.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield and Son Limited     | BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0   | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2175 | NS      | $108358.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                            | BORR DRILLING LTD COMMON STOCK USD.05                  | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7383 | NS      | $29753.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                           | CAPRI HOLDINGS LTD COMMON STOCK                        | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1569 | NS      | $38283.60     | 0.02%             |  |  |  | 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        |     20427 | NS      | $330713.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Dole plc                                         | DOLE PLC COMMON STOCK USD.01                           | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8043 | NS      | $120564.57    | 0.07%             |  |  |  | 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        |      8696 | NS      | $565326.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                               | EVEREST GROUP LTD COMMON STOCK USD.01                  | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       246 | NS      | $83480.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                        | APTIV PLC COMMON STOCK USD.01                          | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       516 | NS      | $39262.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Limited               | FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01     | CUSIP: G3398L118<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3045 | NS      | $59590.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                     | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01        | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $198102.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                     | ALLIENT INC COMMON STOCK                               | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1380 | NS      | $74175.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                       | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4442 | NS      | $6085.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                    | ARCHROCK INC COMMON STOCK USD.01                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      9337 | NS      | $242948.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                      | ARCOSA INC COMMON STOCK USD.01                         | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2760 | NS      | $293443.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                                | HOME BANCORP INC COMMON STOCK USD.01                   | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $53522.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                | MECHANICS BANCORP COMMON STOCK                         | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1802 | NS      | $26363.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                        | HOMETRUST BANCSHARES INC COMMON STOCK                  | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161 | NS      | $49853.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Honest Company Inc.                          | HONEST CO INC/THE COMMON STOCK USD.001                 | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3767 | NS      | $9718.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hooker Furnishings Corporation                   | HOOKER FURNISHINGS CORP COMMON STOCK                   | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $20559.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc.                                | HOPE BANCORP INC COMMON STOCK USD.001                  | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13236 | NS      | $145066.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001        | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4103 | NS      | $189476.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                             | HORIZON BANCORP INC/IN COMMON STOCK                    | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      4797 | NS      | $81357.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                         | HORMEL FOODS CORP COMMON STOCK USD.01465               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     15195 | NS      | $360121.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc.                       | HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01          | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $28481.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer