# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009621
**Filing Date:** 2023-2
**Character Count:** 669774
**Document Hash:** 45f71817d3e4f2003d887e8871279479
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009621.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009621

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 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:** 23664354

**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 Index Trust (Series ID: S000008311)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022703 | NAV          |  |
| C000022704 | Series I     | JESIX           |
| C000022705 | Series II    |  |

## 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:** 617-312-0176

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

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

- **b. EDGAR series identifier (if any):** S000008311

- **c. LEI of Series:** 549300ZI3L77YIGJS706

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $495400545.66

**Total Liabilities:** $679285.39

**Net Assets:** $494721260.27

**Cash Not Reported:** $2511497.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022703 | 10.99%               | 2.39%                | -6.61%               |
| Class ID C000022704 | 11.03%               | 2.40%                | -6.62%               |
| Class ID C000022705 | 10.96%               | 2.33%                | -6.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1788254.32              | $46863571.55                               |
| Month 2  | $-333774.71              | $11100357.45                               |
| Month 3  | $-2152212.78             | $-31382006.68                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Amkor Technology Inc.                                    | AMKOR TECHNOLOGY INC COMMON STOCK USD.001                     | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21007 | NS      | $503747.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc.                               | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025             | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14500 | NS      | $369315.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                           | DILLARD'S INC COMMON STOCK                                    | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $267286.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ducommun Incorporated                                    | DUCOMMUN INC COMMON STOCK USD.01                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      2365 | NS      | $118155.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Duckhorn Portfolio Inc.                              | DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01                | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8556 | NS      | $141772.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                            | DUOLINGO INC COMMON STOCK USD.0001                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4869 | NS      | $346331.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                                    | DYCOM INDUSTRIES INC COMMON STOCK USD.333                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5945 | NS      | $556452.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc.                             | AURINIA PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 05156V102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     27990 | NS      | $120916.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                      | AVANOS MEDICAL INC COMMON STOCK USD.01                        | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      9628 | NS      | $260533.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                            | AVEPOINT INC COMMON STOCK USD.0001                            | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27339 | NS      | $112363.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                      | AVIAT NETWORKS INC COMMON STOCK USD.01                        | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      2353 | NS      | $73390.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc.                                     | AVID TECHNOLOGY INC COMMON STOCK USD.01                       | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      7493 | NS      | $199238.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc.                                    | AVID BIOSERVICES INC COMMON STOCK USD.001                     | CUSIP: 05368M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12788 | NS      | $176090.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                       | AVIENT CORP COMMON STOCK USD.01                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     18862 | NS      | $636781.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc.                                | AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30570 | NS      | $303865.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                                 | AVIDITY BIOSCIENCES INC COMMON STOCK                          | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11121 | NS      | $246774.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                       | AVISTA CORP COMMON STOCK                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     15227 | NS      | $675165.18    | 0.14%             |  |  |  | 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        |      6740 | NS      | $534886.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                                | CEVA INC COMMON STOCK USD.001                                 | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4855 | NS      | $124190.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                    | CHAMPIONX CORP COMMON STOCK USD.01                            | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41683 | NS      | $1208390.17   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc.                                  | CHARGE ENTERPRISES INC COMMON STOCK USD.0001                  | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26959 | NS      | $33429.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                    | CHART INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      8823 | NS      | $1016674.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corporation                                        | CHASE CORP COMMON STOCK USD.1                                 | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1535 | NS      | $132409.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                    | CHATHAM LODGING TRUST REIT USD.01                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10679 | NS      | $131031.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                      | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01                | CUSIP: 163072101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10198 | NS      | $323378.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse Inc.                                | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      7142 | NS      | $237685.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc.                                               | CHEGG INC COMMON STOCK USD.001                                | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     25643 | NS      | $647998.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                         | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867               | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3597 | NS      | $425093.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                         | CHICO'S FAS INC COMMON STOCK USD.01                           | CUSIP: 168615102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24954 | NS      | $122773.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp.                         | FRANKLIN STREET PROPERTIES COR REIT USD.0001                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     22306 | NS      | $60895.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC COMMON STOCK                           | ESC FRESH MKT INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10371 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontdoor Inc.                                           | FRONTDOOR INC COMMON STOCK USD.01                             | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17135 | NS      | $356408.00    | 0.07%             |  |  |  | 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        |      7737 | NS      | $79458.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc.                                     | FUELCELL ENERGY INC COMMON STOCK USD.0001                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     84839 | NS      | $235852.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| fuboTV Inc.                                              | FUBOTV INC COMMON STOCK                                       | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40211 | NS      | $69967.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulcrum Therapeutics Inc.                                | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9084 | NS      | $66131.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                            | TRUEBLUE INC COMMON STOCK                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6858 | NS      | $134279.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                           | TRUPANION INC COMMON STOCK USD.00001                          | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      8108 | NS      | $385373.24    | 0.08%             |  |  |  | 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        |      4053 | NS      | $152352.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                    | TRUSTMARK CORP COMMON STOCK                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     12327 | NS      | $430335.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                       | TTEC HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      3876 | NS      | $171047.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc.                                              | TUCOWS INC COMMON STOCK                                       | CUSIP: 898697206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2183 | NS      | $74047.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corporation                            | TUPPERWARE BRANDS CORP COMMON STOCK USD.01                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      9583 | NS      | $39673.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc.                                | TURNING POINT BRANDS INC COMMON STOCK USD.01                  | CUSIP: 90041L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3052 | NS      | $66014.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                                 | TURTLE BEACH CORP COMMON STOCK                                | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      3489 | NS      | $25016.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc.                                   | TUSIMPLE HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32449 | NS      | $53216.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                                 | TUTOR PERINI CORP COMMON STOCK USD1.0                         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      9240 | NS      | $69762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc.                                  | 22ND CENTURY GROUP INC COMMON STOCK USD.00001                 | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35441 | NS      | $32623.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| 2Seventy Bio Inc.                                        | 2SEVENTY BIO INC COMMON STOCK USD.0001                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8160 | NS      | $76459.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 23AndMe Holding Co.                                      | 23ANDME HOLDING CO COMMON STOCK USD.0001                      | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54691 | NS      | $118132.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                             | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001                  | CUSIP: 90184D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11761 | NS      | $280029.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                             | TWO HARBORS INVESTMENT CORP REIT CNY1.0                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     17729 | NS      | $279586.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc.                                                  | 2U INC COMMON STOCK USD.001                                   | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     15942 | NS      | $99956.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc.                                    | TYRA BIOSCIENCES INC COMMON STOCK USD.0001                    | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2939 | NS      | $22336.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                    | UFP TECHNOLOGIES INC COMMON STOCK USD.01                      | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1419 | NS      | $167285.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                               | UDEMY INC COMMON STOCK USD.00001                              | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15222 | NS      | $160592.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                | UMB FINANCIAL CORP COMMON STOCK USD1.0                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      9065 | NS      | $757108.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                      | UFP INDUSTRIES INC COMMON STOCK                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     12336 | NS      | $977628.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                            | WD-40 CO COMMON STOCK USD.001                                 | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2799 | NS      | $451226.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                               | WSFS FINANCIAL CORP COMMON STOCK USD.01                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     13110 | NS      | $594407.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                              | WABASH NATIONAL CORP COMMON STOCK USD.01                      | CUSIP: 929566107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9927 | NS      | $224350.20    | 0.05%             |  |  |  | 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        |      6347 | NS      | $498112.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc.                                        | WARBY PARKER INC COMMON STOCK USD.0001                        | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17611 | NS      | $237572.39    | 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        |     10425 | NS      | $361122.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc.                                  | WASHINGTON FEDERAL INC COMMON STOCK USD1.0                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13222 | NS      | $443598.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                         | WASHINGTON REAL ESTATE INVESTM REIT USD.01                    | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     17729 | NS      | $315576.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                            | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      3476 | NS      | $163997.68    | 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        |      5392 | NS      | $92958.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                            | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      5594 | NS      | $818010.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                                | WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001               | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6932 | NS      | $31748.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc.                                               | WEBER INC COMMON STOCK USD.001                                | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6386 | NS      | $51407.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc.                                        | WEIS MARKETS INC COMMON STOCK                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $279703.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                                  | WERNER ENTERPRISES INC COMMON STOCK USD.01                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     13107 | NS      | $527687.82    | 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        |     11521 | NS      | $426046.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                                 | WEST BANCORPORATION INC COMMON STOCK                          | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      4090 | NS      | $104499.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                               | WESTAMERICA BANCORPORATION COMMON STOCK                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4943 | NS      | $291686.43    | 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        |      1445 | NS      | $30576.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                           | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT | CUSIP: 962CDS906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17737 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wheels Up Experience Inc.                                | WHEELS UP EXPERIENCE INC COMMON STOCK USD.0001                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35771 | NS      | $36844.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                          | WHITESTONE REIT REIT USD.001                                  | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10143 | NS      | $97778.52     | 0.02%             |  |  |  | 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        |      6751 | NS      | $367524.44    | 0.07%             |  |  |  | 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        |      3261 | NS      | $247705.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                            | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 483497103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5543 | NS      | $37470.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                        | KAMAN CORP COMMON STOCK USD1.0                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      5863 | NS      | $130744.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc.                                 | KARUNA THERAPEUTICS INC COMMON STOCK                          | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6243 | NS      | $1226749.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc.                             | KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     16283 | NS      | $55362.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                  | KB HOME COMMON STOCK USD1.0                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     15859 | NS      | $505109.15    | 0.10%             |  |  |  | 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        |     13071 | NS      | $132670.65    | 0.03%             |  |  |  | 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        |      7361 | NS      | $124400.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                          | KENNAMETAL INC COMMON STOCK USD1.25                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     16879 | NS      | $406108.74    | 0.08%             |  |  |  | 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        |     24435 | NS      | $384362.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc.                                  | KEROS THERAPEUTICS INC COMMON STOCK USD.0001                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3960 | NS      | $190159.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc.                                     | LIGHTWAVE LOGIC INC COMMON STOCK USD.001                      | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23680 | NS      | $102060.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Lifestance Health Group Inc.                             | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15514 | NS      | $76639.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc.                                               | LIMELIGHT NETWORKS INC COMMON STOCK USD.001                   | CUSIP: 53261M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29958 | NS      | $33852.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc.                       | LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001           | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      7370 | NS      | $56749.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                      | LINDSAY CORP COMMON STOCK USD1.0                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      2226 | NS      | $362504.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                           | LIONS GATE ENTERTAINMENT CORP COMMON STOCK NPV                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     12528 | NS      | $71534.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                           | LIONS GATE ENTERTAINMENT CORP COMMON STOCK                    | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     24200 | NS      | $131406.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                                  | LIQUIDITY SERVICES INC COMMON STOCK USD.001                   | CUSIP: 53635B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $71003.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                                     | LIQUIDIA CORP COMMON STOCK USD.001                            | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9928 | NS      | $63241.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Oak Bancshares Inc.                                 | LIVE OAK BANCSHARES INC COMMON STOCK NPV                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7021 | NS      | $212034.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc.                                          | LIVEPERSON INC COMMON STOCK USD.001                           | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     14647 | NS      | $148520.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                           | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     21349 | NS      | $865915.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corporation                           | ARTESIAN RESOURCES CORP COMMON STOCK USD1.0                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2102 | NS      | $123135.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                   | ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01            | CUSIP: 04316A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12336 | NS      | $366379.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                             | ARVINAS INC COMMON STOCK USD.001                              | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10093 | NS      | $345281.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                               | ASANA INC COMMON STOCK USD.00001                              | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15400 | NS      | $212058.00    | 0.04%             |  |  |  | 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        |      4552 | NS      | $815946.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc.                           | ASHFORD HOSPITALITY TRUST INC REIT                            | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8051 | NS      | $35987.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc.                                      | ASPEN AEROGELS INC COMMON STOCK USD.00001                     | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6510 | NS      | $76752.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc.                        | ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001           | CUSIP: 04546L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4554 | NS      | $104742.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                     | ASSOCIATED BANC-CORP COMMON STOCK USD.01                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     30567 | NS      | $705792.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                    | ASTEC INDUSTRIES INC COMMON STOCK USD.2                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4763 | NS      | $193663.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                       | ELF BEAUTY INC COMMON STOCK USD.01                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     10126 | NS      | $559967.80    | 0.11%             |  |  |  | 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        |      4372 | NS      | $43545.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc.                                                | EQRX INC COMMON STOCK                                         | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41956 | NS      | $103211.76    | 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        |      6321 | NS      | $278566.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc.                                            | ESS TECH INC COMMON STOCK USD.0001                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18336 | NS      | $44556.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EVO Payments Inc.                                        | EVO PAYMENTS INC COMMON STOCK USD.0001                        | CUSIP: 26927E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9668 | NS      | $327165.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc.                               | EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD.001             | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      2104 | NS      | $61499.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc.                                   | EARTHSTONE ENERGY INC COMMON STOCK USD.001                    | CUSIP: 27032D304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8935 | NS      | $127145.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc.                      | EASTERLY GOVERNMENT PROPERTIES REIT USD.01                    | CUSIP: 27616P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18297 | NS      | $261098.19    | 0.05%             |  |  |  | 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        |     32700 | NS      | $564075.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                                    | EASTMAN KODAK CO COMMON STOCK USD.01                          | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     12835 | NS      | $39146.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PROGENIC PHARMACEUTICALS INC. COMMON STOCK               | PROGENIC PHARMACEUTICALS INC. COMMON STOCK                    | CUSIP: 743CVR037<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24422 | NS      | $28107.28     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PubMatic Inc.                                            | PUBMATIC INC COMMON STOCK USD.0001                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9015 | NS      | $115482.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corporation                                      | PULMONX CORP COMMON STOCK                                     | CUSIP: 745848101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7395 | NS      | $62339.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corporation                                   | PURE CYCLE CORP COMMON STOCK USD.0033                         | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4490 | NS      | $47055.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc.                              | PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22415 | NS      | $151525.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Purple Innovation Inc.                                   | PURPLE INNOVATION INC COMMON STOCK                            | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11989 | NS      | $57427.31     | 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        |      3115 | NS      | $154628.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                              | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2808 | NS      | $468655.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                         | Q2 HOLDINGS INC COMMON STOCK USD.0001                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     11712 | NS      | $314701.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                              | QUALYS INC COMMON STOCK USD.001                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      7948 | NS      | $892004.04    | 0.18%             |  |  |  | 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        |      6999 | NS      | $165736.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc.                               | TREAN INSURANCE GROUP INC COMMON STOCK                        | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4979 | NS      | $29874.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                                     | TREDEGAR CORP COMMON STOCK                                    | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      6187 | NS      | $63231.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                                     | TREEHOUSE FOODS INC COMMON STOCK USD.01                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     10448 | NS      | $515922.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                         | TRICO BANCSHARES COMMON STOCK                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6227 | NS      | $317514.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                       | TRIMAS CORP COMMON STOCK USD.01                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      8646 | NS      | $239840.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                        | TRINET GROUP INC COMMON STOCK USD.000025                      | CUSIP: 896288107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7691 | NS      | $521449.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                                  | TRINITY INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     17099 | NS      | $505617.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                   | TRIUMPH BANCORP INC COMMON STOCK USD.01                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      4996 | NS      | $244154.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                       | TRIUMPH GROUP INC COMMON STOCK USD.001                        | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     13423 | NS      | $141209.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                       | TRIUMPH GROUP INC WARRANTS CALL EXP 19DEC23                   | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      4026 | NS      | $2697.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                             | TRUECAR INC COMMON STOCK USD.0001                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     19316 | NS      | $48483.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corporation                             | EMPIRE PETROLEUM CORP COMMON STOCK USD.001                    | CUSIP: 292034303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1992 | NS      | $24501.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                           | EMPIRE STATE REALTY TRUST INC REIT USD.01                     | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     28779 | NS      | $193970.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                                  | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5686 | NS      | $245237.18    | 0.05%             |  |  |  | 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        |      6047 | NS      | $145853.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                  | ALARM.COM HOLDINGS INC COMMON STOCK                           | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      9977 | NS      | $493661.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                               | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      6426 | NS      | $633539.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc.                                      | ALBIREO PHARMA INC COMMON STOCK USD.01                        | CUSIP: 01345P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3774 | NS      | $81556.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc.                                             | ALECTOR INC COMMON STOCK USD.0001                             | CUSIP: 014442107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13251 | NS      | $122306.73    | 0.02%             |  |  |  | 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        |      3801 | NS      | $88753.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander and Baldwin Inc.                               | ALEXANDER and BALDWIN INC REIT                                | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15015 | NS      | $281230.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                         | ALEXANDER'S INC REIT USD1.0                                   | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       380 | NS      | $83622.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc.                                               | ALICO INC COMMON STOCK USD1.0                                 | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1445 | NS      | $34492.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                                | ALIGNMENT HEALTHCARE INC COMMON STOCK                         | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20466 | NS      | $240680.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                              | ALIGHT INC COMMON STOCK USD.0001                              | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70098 | NS      | $586019.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc.                                   | ALKAMI TECHNOLOGY INC COMMON STOCK USD.001                    | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7689 | NS      | $112182.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc.                                            | ALLBIRDS INC COMMON STOCK USD.0001                            | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21431 | NS      | $51863.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                  | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     25551 | NS      | $762952.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                 | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      3240 | NS      | $220287.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                              | ALLETE INC COMMON STOCK                                       | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     11824 | NS      | $762766.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                            | ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     10302 | NS      | $387973.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                          | ALLIED MOTION TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      2952 | NS      | $102759.12    | 0.02%             |  |  |  | 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        |     16710 | NS      | $105105.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc.                                             | ALLOVIR INC COMMON STOCK                                      | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7023 | NS      | $36027.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc.                                            | ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK USD.01            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     22576 | NS      | $398240.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc.                       | ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01             | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3149 | NS      | $460982.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                   | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     14965 | NS      | $184817.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                            | AMERESCO INC COMMON STOCK USD.0001                            | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6554 | NS      | $374495.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                               | AMERICAN ASSETS TRUST INC REIT USD.01                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10044 | NS      | $266166.00    | 0.05%             |  |  |  | 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        |     23593 | NS      | $184497.26    | 0.04%             |  |  |  | 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        |     31889 | NS      | $445170.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company          | AMERICAN EQUITY INVESTMENT LIF COMMON STOCK USD1.0            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     14454 | NS      | $659391.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Necessity Retail REIT Inc.                           | AMERICAN FINANCE TRUST INC REIT                               | CUSIP: 02607T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28491 | NS      | $168951.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc.                        | AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0            | CUSIP: 027745108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2727 | NS      | $100708.11    | 0.02%             |  |  |  | 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        |     12057 | NS      | $81384.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                       | DIAMOND HILL INVESTMENT GROUP COMMON STOCK                    | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       651 | NS      | $120448.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc.                           | DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD.01             | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     20891 | NS      | $217266.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Company                          | DIAMONDROCK HOSPITALITY CO REIT USD.01                        | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43520 | NS      | $356428.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                             | DIEBOLD NIXDORF INC COMMON STOCK USD1.25                      | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     16905 | NS      | $24005.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                  | DIGI INTERNATIONAL INC COMMON STOCK USD.01                    | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7010 | NS      | $256215.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corporation                                     | DIGIMARC CORP COMMON STOCK USD.001                            | CUSIP: 25381B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3014 | NS      | $55728.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine Inc.                                     | DIGITAL TURBINE INC COMMON STOCK USD.0001                     | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19478 | NS      | $296844.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                                 | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01                   | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     32960 | NS      | $360582.40    | 0.07%             |  |  |  | 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        |      2929 | NS      | $246797.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                                   | SAGE THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     10798 | NS      | $411835.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                                | SAIA INC COMMON STOCK USD.001                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      5488 | NS      | $1150723.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                      | ST JOE CO/THE COMMON STOCK                                    | CUSIP: 790148100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7060 | NS      | $272869.00    | 0.06%             |  |  |  | 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        |     21964 | NS      | $274989.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc.                                  | SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19243 | NS      | $76009.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SandRidge Energy Inc.                                    | SANDRIDGE ENERGY INC COMMON STOCK USD.001                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      6759 | NS      | $115105.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc.                                | SANDY SPRING BANCORP INC COMMON STOCK USD1.0                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8894 | NS      | $313335.62    | 0.06%             |  |  |  | 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        |      1790 | NS      | $145562.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc.                                | SANGAMO THERAPEUTICS INC COMMON STOCK USD.01                  | CUSIP: 800677106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28120 | NS      | $88296.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                      | SANMINA CORP COMMON STOCK USD.01                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     11678 | NS      | $669032.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                        | SAUL CENTERS INC REIT USD.01                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2554 | NS      | $103896.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                          | SCANSOURCE INC COMMON STOCK                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      5239 | NS      | $153083.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.                          | SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      5343 | NS      | $163762.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                   | SCHOLASTIC CORP COMMON STOCK USD.01                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6141 | NS      | $242323.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                                         | SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01             | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11250 | NS      | $210262.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                      | SCHWEITZER-MAUDUIT INTERNATION COMMON STOCK USD.1             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     11290 | NS      | $235961.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                    | SCIENTIFIC GAMES CORP COMMON STOCK USD.001                    | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19527 | NS      | $1144282.20   | 0.23%             |  |  |  | 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        |     12631 | NS      | $166602.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc.                         | SCULPTOR CAPITAL MANAGEMENT IN COMMON STOCK                   | CUSIP: 811246107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5551 | NS      | $48071.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida                  | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     12424 | NS      | $387504.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corporation                            | SEASPINE HOLDINGS CORP COMMON STOCK USD.01                    | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      8024 | NS      | $67000.40     | 0.01%             |  |  |  | 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        |      4057 | NS      | $141183.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                        | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2379 | NS      | $243633.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                           | STEELCASE INC COMMON STOCK                                    | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     18266 | NS      | $129140.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                           | STEPAN CO COMMON STOCK USD1.0                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      4327 | NS      | $460652.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc.                                                | STEM INC COMMON STOCK USD.0001                                | CUSIP: 85859N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29907 | NS      | $267368.58    | 0.05%             |  |  |  | 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        |      9647 | NS      | $284200.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                                     | STEPSTONE GROUP INC COMMON STOCK USD.001                      | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11209 | NS      | $282242.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                     | STERLING CHECK CORP COMMON STOCK USD.01                       | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5064 | NS      | $78340.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                             | STERLING CONSTRUCTION CO INC COMMON STOCK USD.01              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      6062 | NS      | $198833.60    | 0.04%             |  |  |  | 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        |      5520 | NS      | $235869.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc.                                          | STITCH FIX INC COMMON STOCK USD.00002                         | CUSIP: 860897107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17708 | NS      | $55071.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.                   | SAPIENS INTERNATIONAL CORP NV COMMON STOCK EUR.01             | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6497 | NS      | $120064.56    | 0.02%             |  |  |  | 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        |      9441 | NS      | $641988.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                         | SIRIUSPOINT LTD COMMON STOCK USD.1                            | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     20426 | NS      | $120513.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc.                               | SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: G8232Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10098 | NS      | $150258.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                             | STONECO LTD COMMON STOCK USD.000079365                        | CUSIP: G85158106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     57297 | NS      | $540883.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                        | ABSCI CORP COMMON STOCK USD.0001                              | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12283 | NS      | $25794.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc.                                        | ACV AUCTIONS INC COMMON STOCK USD.001                         | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24455 | NS      | $200775.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                              | ABM INDUSTRIES INC COMMON STOCK USD.01                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     13699 | NS      | $608509.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc.                              | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 29251M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4079 | NS      | $189755.08    | 0.04%             |  |  |  | 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        |      4802 | NS      | $230207.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                                  | ENCORE WIRE CORP COMMON STOCK USD.01                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3714 | NS      | $510897.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                        | ENERGY FUELS INC/CANADA COMMON STOCK                          | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32788 | NS      | $203613.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                                     | ENERGY RECOVERY INC COMMON STOCK USD.001                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     11645 | NS      | $238606.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                                  | ENERGIZER HOLDINGS INC COMMON STOCK                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     13750 | NS      | $461312.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                  | ENERSYS COMMON STOCK USD.01                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      8406 | NS      | $620699.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                                 | ENERPAC TOOL GROUP CORP COMMON STOCK USD.2                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     12133 | NS      | $308784.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                                | ENERGY VAULT HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 29280W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17093 | NS      | $53330.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enfusion Inc.                                            | ENFUSION INC COMMON STOCK USD.001                             | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5648 | NS      | $54616.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc.                                         | ENGAGESMART INC COMMON STOCK USD.001                          | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7379 | NS      | $129870.40    | 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        |      5655 | NS      | $125314.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                                    | ENPRO INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4260 | NS      | $463019.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                 | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      6411 | NS      | $245990.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                    | ENSIGN GROUP INC COMMON STOCK USD.001                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     11099 | NS      | $1050076.39   | 0.21%             |  |  |  | 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        |      5670 | NS      | $321262.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                     | PEOPLES BANCORP INC/OH COMMON STOCK                           | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5682 | NS      | $160516.50    | 0.03%             |  |  |  | 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        |      1622 | NS      | $84084.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc.                                              | PEPGEN INC COMMON STOCK USD.0001                              | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3128 | NS      | $41821.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                           | CAREER EDUCATION CORP COMMON STOCK USD.01                     | CUSIP: 141665109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13740 | NS      | $190986.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                | PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8092 | NS      | $79301.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc.                                          | PERFICIENT INC COMMON STOCK USD.001                           | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      7049 | NS      | $492231.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                            | SILVER RUN ACQUISITION CORP COMMON STOCK USD.0001             | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43013 | NS      | $404322.20    | 0.08%             |  |  |  | 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        |      4270 | NS      | $75579.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc.                                               | PETIQ INC COMMON STOCK USD.001                                | CUSIP: 71639T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5898 | NS      | $54379.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc.                                              | PFSWEB INC COMMON STOCK USD.001                               | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4074 | NS      | $25055.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc.                             | PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5424 | NS      | $60857.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corporation                         | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      4407 | NS      | $59097.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison and Company Inc.                         | PHILLIPS EDISON and CO INC REIT USD.01                        | CUSIP: 71844V201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24007 | NS      | $764382.88    | 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        |     12338 | NS      | $207648.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                  | PHYSICIANS REALTY TRUST REIT USD.01                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     46614 | NS      | $674504.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                            | PHREESIA INC COMMON STOCK USD.001                             | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10293 | NS      | $333081.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc.                                    | PIEDMONT LITHIUM LTD COMMON STOCK                             | CUSIP: 72016P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3604 | NS      | $158648.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc.                        | PIEDMONT OFFICE REALTY TRUST I REIT USD.01                    | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24993 | NS      | $229185.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                  | PIPER JAFFRAY COS COMMON STOCK USD.01                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      3555 | NS      | $462825.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                        | PITNEY BOWES INC COMMON STOCK USD1.0                          | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     36654 | NS      | $139285.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                          | PLANET LABS PBC COMMON STOCK USD.0001                         | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32664 | NS      | $142088.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc.                                        | SPIRE GLOBAL INC COMMON STOCK                                 | CUSIP: 848560108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30360 | NS      | $29145.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc.                                     | SPIRIT AIRLINES INC COMMON STOCK USD.0001                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     22425 | NS      | $436839.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                               | SPIRE INC COMMON STOCK USD1.0                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     10448 | NS      | $719449.28    | 0.15%             |  |  |  | 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        |      8434 | NS      | $79363.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc.                            | SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7528 | NS      | $195803.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                              | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001               | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22124 | NS      | $716153.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc.                                       | SPROUT SOCIAL INC COMMON STOCK USD.0001                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9679 | NS      | $546476.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc.                                         | SQUARESPACE INC COMMON STOCK USD.0001                         | CUSIP: 85225A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6613 | NS      | $146610.21    | 0.03%             |  |  |  | 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        |      9919 | NS      | $481468.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                                     | STAG INDUSTRIAL INC REIT USD.01                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     37212 | NS      | $1202319.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                            | STAGWELL INC COMMON STOCK USD.00001                           | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16405 | NS      | $101875.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc.                                  | ACT II GLOBAL ACQUISITION CO COMMON STOCK USD.0001            | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9502 | NS      | $38673.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc.                                        | WIDEOPENWEST INC COMMON STOCK USD.01                          | CUSIP: 96758W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11136 | NS      | $101448.96    | 0.02%             |  |  |  | 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        |      8851 | NS      | $354571.06    | 0.07%             |  |  |  | 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        |      2585 | NS      | $46142.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                            | WINGSTOP INC COMMON STOCK USD.01                              | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      6192 | NS      | $852143.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                      | WINMARK CORP COMMON STOCK                                     | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $138196.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      6250 | NS      | $329375.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                          | WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     28986 | NS      | $157973.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc.                                | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0                  | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     16437 | NS      | $179656.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc.                                     | WORKHORSE GROUP INC COMMON STOCK USD.001                      | CUSIP: 98138J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32125 | NS      | $48830.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Workiva Inc.                                             | WORKIVA INC COMMON STOCK USD.001                              | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9866 | NS      | $828448.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                             | WORLD ACCEPTANCE CORP COMMON STOCK                            | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       887 | NS      | $58488.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                         | IMAX CORP COMMON STOCK                                        | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      9911 | NS      | $145295.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago BioSciences Inc.                                   | IMAGO BIOSCIENCES INC COMMON STOCK USD.0001                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5474 | NS      | $196790.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                          | WORLD FUEL SERVICES CORP COMMON STOCK USD.01                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     12534 | NS      | $342554.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc.                              | WORTHINGTON INDUSTRIES INC COMMON STOCK                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      6446 | NS      | $320430.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc.                                           | IMMUNOGEN INC COMMON STOCK USD.01                             | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     44921 | NS      | $222808.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                          | IMMUNITYBIO INC COMMON STOCK USD.0001                         | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17605 | NS      | $89257.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                          | IMMUNOVANT INC COMMON STOCK USD.0001                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9162 | NS      | $162625.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                              | IMPINJ INC COMMON STOCK USD.001                               | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      4432 | NS      | $483885.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc.                                       | INARI MEDICAL INC COMMON STOCK USD.001                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9990 | NS      | $634964.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                           | INDEPENDENCE REALTY TRUST INC REIT USD.01                     | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46399 | NS      | $782287.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                   | INDEPENDENT BANK CORP COMMON STOCK USD.01                     | CUSIP: 453836108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9363 | NS      | $790518.09    | 0.16%             |  |  |  | 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        |      4866 | NS      | $116394.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc.                              | INDEPENDENT BANK GROUP INC COMMON STOCK USD.01                | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $444111.36    | 0.09%             |  |  |  | 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        |     21361 | NS      | $124534.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc.                                  | GRIFFIN INDUSTRIAL REALTY INC COMMON STOCK USD.01             | CUSIP: 45580R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1183 | NS      | $75108.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                    | INDUSTRIAL LOGISTICS PROPERTIE REIT USD.01                    | CUSIP: 456237106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15067 | NS      | $49269.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc.                                    | WW INTERNATIONAL INC COMMON STOCK                             | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     11629 | NS      | $44887.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                                | XPEL INC COMMON STOCK                                         | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4450 | NS      | $267267.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corporation                                     | INFINERA CORP COMMON STOCK USD.001                            | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     40288 | NS      | $271541.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                          | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      7823 | NS      | $35985.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels and Resorts Inc.                            | XENIA HOTELS and RESORTS INC REIT USD.01                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     23769 | NS      | $313275.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                              | XENCOR INC COMMON STOCK USD.01                                | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     11847 | NS      | $308495.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                     | INGEVITY CORP COMMON STOCK USD.01                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      7915 | NS      | $557532.60    | 0.11%             |  |  |  | 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        |      2947 | NS      | $284267.62    | 0.06%             |  |  |  | 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        |     23798 | NS      | $347450.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                            | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK                     | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29713 | NS      | $39518.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc.                                             | INHIBRX INC COMMON STOCK USD.0001                             | CUSIP: 45720L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6734 | NS      | $165925.76    | 0.03%             |  |  |  | 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        |      6439 | NS      | $645638.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc.                                  | XPONENTIAL FITNESS INC COMMON STOCK USD.0001                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $84841.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                             | XOMETRY INC COMMON STOCK USD.000001                           | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7096 | NS      | $228704.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                      | INSMED INC COMMON STOCK USD.01                                | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28011 | NS      | $559659.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp.                                            | INNOVID CORP COMMON STOCK USD.0001                            | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15846 | NS      | $27096.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc.                                        | MIMEDX GROUP INC COMMON STOCK USD.001                         | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24073 | NS      | $66922.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                               | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      6625 | NS      | $402270.00    | 0.08%             |  |  |  | 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        |     28624 | NS      | $189204.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                               | MIRUM PHARMACEUTICALS INC COMMON STOCK                        | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3753 | NS      | $73183.50     | 0.01%             |  |  |  | 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        |      8358 | NS      | $97119.96     | 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        |      9185 | NS      | $89002.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc.                                             | MODEL N INC COMMON STOCK USD.00015                            | CUSIP: 607525102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7509 | NS      | $304565.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                             | MODINE MANUFACTURING CO COMMON STOCK USD.625                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     10423 | NS      | $207000.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc.                                           | MODIVCARE INC COMMON STOCK USD.001                            | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      2623 | NS      | $235361.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                                       | MOELIS and CO COMMON STOCK USD.01                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     13242 | NS      | $508095.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc.                                    | MOMENTIVE GLOBAL INC COMMON STOCK USD.00001                   | CUSIP: 60878Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27583 | NS      | $193081.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                                   | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001                   | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22689 | NS      | $30857.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc.                                              | AGENUS INC COMMON STOCK USD.01                                | CUSIP: 00847G705<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63193 | NS      | $151663.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                            | AGILYSYS INC COMMON STOCK USD.3                               | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4123 | NS      | $326294.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                               | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11440 | NS      | $321235.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc.                                             | AGILITI INC COMMON STOCK                                      | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5807 | NS      | $94712.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                                 | AGREE REALTY CORP REIT USD.0001                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17890 | NS      | $1268937.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc.                        | AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01            | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     12057 | NS      | $313240.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc.                               | AKOUSTIS TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 00973N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12987 | NS      | $36623.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Akero Therapeutics Inc.                                  | AKERO THERAPEUTICS INC COMMON STOCK                           | CUSIP: 00973Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7165 | NS      | $392642.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc.                                   | AKOYA BIOSCIENCES INC COMMON STOCK USD.00001                  | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3203 | NS      | $30652.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                         | ALAMO GROUP INC COMMON STOCK USD.1                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      2035 | NS      | $288156.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc.                                | ARIS WATER SOLUTION INC COMMON STOCK USD.01                   | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4695 | NS      | $67654.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                               | ARKO CORP COMMON STOCK USD.0001                               | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17830 | NS      | $154407.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc.                                   | ARLO TECHNOLOGIES INC COMMON STOCK USD.001                    | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18292 | NS      | $64204.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                           | ARMADA HOFFLER PROPERTIES INC REIT USD.01                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     14067 | NS      | $161770.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                             | ARMOUR RESIDENTIAL REIT INC REIT USD.0001                     | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     26927 | NS      | $151599.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc.                                  | ARRAY TECHNOLOGIES INC COMMON STOCK USD.001                   | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31286 | NS      | $604758.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                           | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11023 | NS      | $201720.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                               | CROCS INC COMMON STOCK USD.001                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     12542 | NS      | $1359929.06   | 0.27%             |  |  |  | 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        |      7378 | NS      | $196033.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc.                               | CROSSFIRST BANKSHARES INC COMMON STOCK USD.01                 | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9857 | NS      | $122325.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                            | CRYOLIFE INC COMMON STOCK USD.01                              | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8194 | NS      | $99311.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                            | CRYOPORT INC COMMON STOCK USD.001                             | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9279 | NS      | $160990.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS HEALTH I COMMON STOCK                             | CONTRA RADIUS HEALTH I COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9985 | NS      | $798.80       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rallybio Corporation                                     | RALLYBIO CORP COMMON STOCK USD.001                            | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3909 | NS      | $25682.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                                    | RAMACO RESOURCES INC COMMON STOCK                             | CUSIP: 75134P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4856 | NS      | $42684.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                                    | RANPAK HOLDINGS CORP COMMON STOCK USD.0001                    | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9614 | NS      | $55472.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                              | RAPID7 INC COMMON STOCK USD.01                                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     12268 | NS      | $416866.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc.                                   | RAPT THERAPEUTICS INC COMMON STOCK                            | CUSIP: 75382E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5546 | NS      | $109810.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                         | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     12782 | NS      | $122707.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                                | RBC BEARINGS INC COMMON STOCK USD.01                          | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5881 | NS      | $1231187.35   | 0.25%             |  |  |  | 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        |      3975 | NS      | $74094.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                                | READY CAPITAL CORP REIT USD.0001                              | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15183 | NS      | $169138.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                                | REALOGY HOLDINGS CORP COMMON STOCK USD.01                     | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23085 | NS      | $147513.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc.                               | REATA PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 75615P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5772 | NS      | $219278.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Recursion Pharmaceuticals Inc.                           | RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001          | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28706 | NS      | $221323.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc.                                    | RED ROCK RESORTS INC COMMON STOCK USD.01                      | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10490 | NS      | $419704.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc.                                          | RED VIOLET INC COMMON STOCK USD.001                           | CUSIP: 75704L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2116 | NS      | $48710.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Redfin Corporation                                       | REDFIN CORP COMMON STOCK                                      | CUSIP: 75737F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23133 | NS      | $98083.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust Inc.                                       | REDWOOD TRUST INC REIT USD.01                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     24744 | NS      | $167269.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                           | REGENXBIO INC COMMON STOCK USD.0001                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      8368 | NS      | $189786.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1                   | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1784 | NS      | $50094.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                                  | RELAY THERAPEUTICS INC COMMON STOCK                           | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17720 | NS      | $264736.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc.                                      | REMITLY GLOBAL INC COMMON STOCK USD.0001                      | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21032 | NS      | $240816.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                     | RENASANT CORP COMMON STOCK USD5.0                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     11199 | NS      | $420970.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc.                                     | SUTRO BIOPHARMA INC COMMON STOCK USD.001                      | CUSIP: 869367102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11370 | NS      | $91869.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc.                                          | SWEETGREEN INC COMMON STOCK USD.001                           | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18494 | NS      | $158493.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                      | SYLVAMO CORP COMMON STOCK USD1.0                              | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7238 | NS      | $351694.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                   | SYNAPTICS INC COMMON STOCK USD.001                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      8234 | NS      | $783547.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synergy Pharmaceuticals LLC                              | SYNERGY PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 871639308<br>LEI: 549300ITFHW1YXFTGH91 | Long             | EC               | CORP              | US        |     80513 | NS      | $233.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                              | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11015 | NS      | $280331.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                                    | TRI POINTE GROUP INC COMMON STOCK USD.01                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20518 | NS      | $381429.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc.                                      | TPI COMPOSITES INC COMMON STOCK USD.01                        | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      8008 | NS      | $81201.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc.                                | TPG RE FINANCE TRUST INC REIT USD.001                         | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14613 | NS      | $99222.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                                    | TTM TECHNOLOGIES INC COMMON STOCK USD.001                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     20727 | NS      | $312563.16    | 0.06%             |  |  |  | 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        |      4140 | NS      | $47527.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                        | TALOS ENERGY INC COMMON STOCK                                 | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13644 | NS      | $257598.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc.                       | TANGER FACTORY OUTLET CENTERS REIT USD.01                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     21021 | NS      | $377116.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc.                                  | TANGO THERAPEUTICS INC COMMON STOCK USD.0001                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9992 | NS      | $72442.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                 | TARGET HOSPITALITY CORP COMMON STOCK USD.0001                 | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6125 | NS      | $92732.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co.                                       | BLINK CHARGING CO COMMON STOCK USD.001                        | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7631 | NS      | $83712.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloom Energy Corporation                                 | BLOOM ENERGY CORP COMMON STOCK USD.0001                       | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37218 | NS      | $711608.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                                     | BLOOMIN' BRANDS INC COMMON STOCK USD.01                       | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     18281 | NS      | $367813.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc.                                             | BLUCORA INC COMMON STOCK USD.0001                             | CUSIP: 095229100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9975 | NS      | $254661.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                                    | BLUE BIRD CORP COMMON STOCK USD.0001                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      3640 | NS      | $38984.40     | 0.01%             |  |  |  | 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        |      6667 | NS      | $85670.95     | 0.02%             |  |  |  | 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        |      4037 | NS      | $50422.13     | 0.01%             |  |  |  | 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        |      5034 | NS      | $115630.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.Ai Inc.                                               | C3.AI INC COMMON STOCK USD.001                                | CUSIP: 12468P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12883 | NS      | $144160.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                                | CBIZ INC COMMON STOCK USD.01                                  | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9925 | NS      | $464986.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and Associates Properties Inc.                       | CBL and ASSOCIATES PROPERTIES IN REIT USD.01                  | CUSIP: 124830878<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5862 | NS      | $135294.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc.                              | TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4015 | NS      | $58859.90     | 0.01%             |  |  |  | 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        |     21838 | NS      | $662783.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc.                                     | C4 THERAPEUTICS INC COMMON STOCK                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9439 | NS      | $55690.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                                | CNB FINANCIAL CORP/PA COMMON STOCK                            | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3667 | NS      | $87237.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                   | CRA INTERNATIONAL INC COMMON STOCK                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1459 | NS      | $178625.37    | 0.04%             |  |  |  | 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        |     23514 | NS      | $537294.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                   | VEECO INSTRUMENTS INC COMMON STOCK USD.01                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     10462 | NS      | $194383.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                                 | VECTRUS INC COMMON STOCK USD.01                               | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $101903.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc.                                              | VAXART INC COMMON STOCK USD.1                                 | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26416 | NS      | $25383.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                             | VAXCYTE INC COMMON STOCK USD.001                              | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $709660.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc.                                            | CS DISCO INC COMMON STOCK USD.005                             | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5035 | NS      | $31821.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                           | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      6522 | NS      | $373058.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc.                                      | VELODYNE LIDAR INC COMMON STOCK USD.0001                      | CUSIP: 92259F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44203 | NS      | $32652.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc.                                              | VELO3D INC COMMON STOCK USD.0001                              | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13005 | NS      | $23278.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSW Industrials Inc.                                     | CSW INDUSTRIALS INC COMMON STOCK USD.01                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      3018 | NS      | $349876.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Incorporated                  | COMMUNITY HEALTHCARE TRUST INC REIT USD.01                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      4869 | NS      | $174310.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc.                                  | VENTYX BIOSCIENCES INC COMMON STOCK USD.0001                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5105 | NS      | $167392.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                            | VERACYTE INC COMMON STOCK USD.001                             | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14913 | NS      | $353885.49    | 0.07%             |  |  |  | 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        |      3022 | NS      | $138800.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                   | COMMVAULT SYSTEMS INC COMMON STOCK USD.01                     | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      9135 | NS      | $574043.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc.                                   | VERA THERAPEUTICS INC COMMON STOCK USD.001                    | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $59849.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Verint Systems Inc.                                      | VERINT SYSTEMS INC COMMON STOCK USD.001                       | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     13147 | NS      | $476973.16    | 0.10%             |  |  |  | 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        |      7108 | NS      | $291428.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                             | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK                     | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12892 | NS      | $235021.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc.                                             | COMPASS INC COMMON STOCK USD.00001                            | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57556 | NS      | $134105.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc.                       | COMPUTER PROGRAMS and SYSTEMS IN COMMON STOCK USD.001         | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      3075 | NS      | $83701.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                                    | VERITEX HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     10757 | NS      | $302056.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                                  | COMSTOCK RESOURCES INC COMMON STOCK USD.5                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     18872 | NS      | $258735.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                         | COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1             | CUSIP: 205826209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6033 | NS      | $73240.62     | 0.01%             |  |  |  | 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        |      4952 | NS      | $28969.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                    | CONDUENT INC COMMON STOCK USD.01                              | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     36166 | NS      | $146472.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc.                                              | CUTERA INC COMMON STOCK USD.001                               | CUSIP: 232109108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3474 | NS      | $153620.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                                | CYTOKINETICS INC COMMON STOCK USD.001                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     16944 | NS      | $776374.08    | 0.16%             |  |  |  | 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        |     23709 | NS      | $242068.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                          | DMC GLOBAL INC COMMON STOCK USD.05                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      4123 | NS      | $80151.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc.                                          | TECHTARGET INC COMMON STOCK USD.001                           | CUSIP: 87874R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5633 | NS      | $248189.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                               | TEGNA INC COMMON STOCK USD1.0                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     45713 | NS      | $968658.47    | 0.20%             |  |  |  | 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        |      8822 | NS      | $46668.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                     | DXP ENTERPRISES INC/TX COMMON STOCK USD.01                    | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3336 | NS      | $91906.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc.                                   | DICE THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7288 | NS      | $227385.60    | 0.05%             |  |  |  | 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        |       274 | NS      | $68639.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                        | DANA INC COMMON STOCK USD.01                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     26748 | NS      | $404697.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc.                                  | DANIMER SCIENTIFIC INC COMMON STOCK USD.0001                  | CUSIP: 236272100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21880 | NS      | $39165.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Daseke Inc.                                              | DASEKE INC COMMON STOCK                                       | CUSIP: 23753F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9142 | NS      | $52017.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                            | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9002 | NS      | $107663.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                      | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      3133 | NS      | $209284.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                | PAN AMERICAN SILVER CORP RTS EXP 22FEB29                      | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     88114 | NS      | $50313.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                          | TEJON RANCH CO COMMON STOCK USD.5                             | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      4710 | NS      | $88736.40     | 0.02%             |  |  |  | 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        |     21050 | NS      | $220814.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc.                                           | TELLURIAN INC COMMON STOCK USD.01                             | CUSIP: 87968A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105935 | NS      | $177970.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust                     | UNIVERSAL HEALTH REALTY INCOME REIT USD.01                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      2670 | NS      | $127439.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                           | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      6785 | NS      | $558473.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                               | PAR TECHNOLOGY CORP COMMON STOCK USD.02                       | CUSIP: 698884103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5554 | NS      | $144792.78    | 0.03%             |  |  |  | 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        |      1433 | NS      | $47919.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.                       | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001           | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6637 | NS      | $44600.64     | 0.01%             |  |  |  | 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        |     10194 | NS      | $237010.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc.                                          | PARAGON 28 INC COMMON STOCK USD.01                            | CUSIP: 69913P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9652 | NS      | $184449.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                            | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      6178 | NS      | $161431.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc.                                     | UPLAND SOFTWARE INC COMMON STOCK USD.0001                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      6287 | NS      | $44826.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc.                                     | PARAMOUNT GROUP INC REIT USD.01                               | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38882 | NS      | $230959.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                                     | PARK AEROSPACE CORP COMMON STOCK USD.1                        | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4206 | NS      | $56402.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc.                                              | UPWORK INC COMMON STOCK USD.0001                              | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25247 | NS      | $263578.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc.                                           | UR-ENERGY INC COMMON STOCK                                    | CUSIP: 91688R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45114 | NS      | $51881.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corporation                                | PARK NATIONAL CORP COMMON STOCK                               | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2851 | NS      | $401278.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc.                                       | PARKE BANCORP INC COMMON STOCK USD.1                          | CUSIP: 700885106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2673 | NS      | $55438.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                     | URANIUM ENERGY CORP COMMON STOCK USD.001                      | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     72650 | NS      | $281882.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                    | URBAN OUTFITTERS INC COMMON STOCK USD.0001                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     13335 | NS      | $318039.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                      | PARSONS CORP COMMON STOCK USD1.0                              | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6872 | NS      | $317830.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                   | PATRICK INDUSTRIES INC COMMON STOCK                           | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4518 | NS      | $273790.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                    | URBAN EDGE PROPERTIES REIT USD.01                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23433 | NS      | $330170.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                           | URSTADT BIDDLE PROPERTIES INC REIT USD.01                     | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      6619 | NS      | $125430.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                                 | PATTERSON COS INC COMMON STOCK USD.01                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     17925 | NS      | $502437.75    | 0.10%             |  |  |  | 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        |     44251 | NS      | $745186.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc.                                       | PAYA HOLDINGS INC COMMON STOCK USD.0001                       | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18412 | NS      | $144902.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                     | PAYONEER GLOBAL INC COMMON STOCK USD.01                       | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45675 | NS      | $249842.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                               | PEABODY ENERGY CORP COMMON STOCK                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     24283 | NS      | $641556.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation                  | PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      3706 | NS      | $137937.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc.                                   | PEAR THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14728 | NS      | $17379.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                  | PEBBLEBROOK HOTEL TRUST REIT USD.01                           | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26931 | NS      | $360606.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                   | PENN VIRGINIA CORP COMMON STOCK                               | CUSIP: 70788V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4058 | NS      | $164064.94    | 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        |      5650 | NS      | $62037.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Mortgage Investment Trust                       | PENNYMAC MORTGAGE INVESTMENT T REIT USD.01                    | CUSIP: 70931T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18540 | NS      | $229710.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                     | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      7853 | NS      | $989713.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corporation                            | ARBUTUS BIOPHARMA CORP COMMON STOCK                           | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23992 | NS      | $55901.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrow Financial Corporation                              | ARROW FINANCIAL CORP COMMON STOCK USD1.0                      | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3102 | NS      | $105157.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                         | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     24631 | NS      | $262073.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                       | DYNEX CAPITAL INC REIT USD.01                                 | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      8843 | NS      | $112482.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                   | DYNE THERAPEUTICS INC COMMON STOCK                            | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6752 | NS      | $78255.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc.                                                 | DZS INC COMMON STOCK USD.001                                  | CUSIP: 268211109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3896 | NS      | $49401.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                            | INNOSPEC INC COMMON STOCK USD.01                              | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5038 | NS      | $518208.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc.                             | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 457730109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5828 | NS      | $1467956.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc.                              | INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 45773H201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51811 | NS      | $80825.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                  | INSTEEL INDUSTRIES INC COMMON STOCK                           | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $108043.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                           | INSPERITY INC COMMON STOCK USD.01                             | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7441 | NS      | $845297.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc.                                | INSTRUCTURE HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3728 | NS      | $87384.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                              | INOGEN INC COMMON STOCK USD.001                               | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      4919 | NS      | $96953.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc.                         | INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      4994 | NS      | $427486.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                            | INNOVIVA INC COMMON STOCK                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     12808 | NS      | $169706.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc.                    | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001                   | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5748 | NS      | $582559.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc.                              | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001              | CUSIP: 45782N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $58408.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                                            | FRONTLINE LTD/BERMUDA COMMON STOCK USD1.0                     | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |     25266 | NS      | $306729.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Ocean Group Limited                               | GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05                    | CUSIP: G39637205<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     25259 | NS      | $219500.71    | 0.04%             |  |  |  | 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        |      6608 | NS      | $53855.20     | 0.01%             |  |  |  | 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        |      4934 | NS      | $547229.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                 | HERBALIFE NUTRITION LTD COMMON STOCK USD.002                  | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20355 | NS      | $302882.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Limited                                    | IBEX HOLDINGS LTD COMMON STOCK USD.0001                       | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1581 | NS      | $39287.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                      | ICHOR HOLDINGS LTD COMMON STOCK USD.0001                      | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5907 | NS      | $158425.74    | 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        |     14654 | NS      | $746181.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                          | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7818 | NS      | $163474.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                             | KINIKSA PHARMACEUTICALS LTD COMMON STOCK                      | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6571 | NS      | $98433.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                             | LIVANOVA PLC COMMON STOCK GBP1.0                              | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11124 | NS      | $617826.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                    | MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001                  | CUSIP: G59665102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6846 | NS      | $44635.92     | 0.01%             |  |  |  | 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        |      4552 | NS      | $130050.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                   | NABORS INDUSTRIES LTD COMMON STOCK USD.001                    | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1883 | NS      | $291620.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                   | NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD  CW26             | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       668 | NS      | $21977.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                  | NATIONAL ENERGY SERVICES REUNI COMMON STOCK                   | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8069 | NS      | $55998.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                                       | JOBY AVIATION INC COMMON STOCK USD.0001                       | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54458 | NS      | $182434.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Noble Corporation plc                                    | NOBLE CORP PLC COMMON STOCK                                   | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17199 | NS      | $648574.29    | 0.13%             |  |  |  | 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        |     41079 | NS      | $125701.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYSAFE LTD COMMON STOCK USD.0001                        | PAYSAFE LTD COMMON STOCK USD.0001                             | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6328 | NS      | $87895.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company              | PROTHENA CORP PLC COMMON STOCK USD.01                         | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7568 | NS      | $455972.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                     | SFL CORP LTD COMMON STOCK USD.01                              | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     23496 | NS      | $216633.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc.                              | AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22334 | NS      | $44444.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                           | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      7872 | NS      | $220573.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                     | AMPLIFY ENERGY CORP COMMON STOCK                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      7353 | NS      | $64632.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                           | AMPLITUDE INC COMMON STOCK USD.00001                          | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12043 | NS      | $145479.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amyris Inc.                                              | AMYRIS INC COMMON STOCK                                       | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |     42810 | NS      | $65499.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amylyx Pharmaceuticals Inc.                              | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10439 | NS      | $385721.05    | 0.08%             |  |  |  | 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        |      4607 | NS      | $39896.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc.                                           | DRIL-QUIP INC COMMON STOCK USD.01                             | CUSIP: 262037104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7026 | NS      | $190896.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc.                             | DUCK CREEK TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16428 | NS      | $197957.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                    | BORR DRILLING LTD COMMON STOCK USD.05                         | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     41544 | NS      | $206473.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corporation                             | CAMBIUM NETWORKS CORP COMMON STOCK USD.0001                   | CUSIP: G17766109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2556 | NS      | $55388.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                          | CIMPRESS PLC COMMON STOCK EUR.01                              | CUSIP: G2143T103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3756 | NS      | $103703.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                       | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005         | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20020 | NS      | $266466.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman and Wakefield PLC                                | CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01                 | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32802 | NS      | $408712.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd.                                   | DIVERSEY HOLDINGS LTD COMMON STOCK USD.0001                   | CUSIP: G28923103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17021 | NS      | $72509.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                                     | ENSTAR GROUP LTD COMMON STOCK USD1.0                          | CUSIP: G3075P101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2350 | NS      | $542944.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                        | ESSENT GROUP LTD COMMON STOCK USD.015                         | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21590 | NS      | $839419.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                 | FABRINET COMMON STOCK USD.01                                  | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      7595 | NS      | $973830.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                                            | FLEX LNG LTD COMMON STOCK USD.1                               | CUSIP: G35947202<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      5904 | NS      | $193001.76    | 0.04%             |  |  |  | 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        |      6181 | NS      | $161880.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc.                                                | EBIX INC COMMON STOCK USD.1                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      5523 | NS      | $110239.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                     | ECHOSTAR CORP COMMON STOCK USD.001                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      7334 | NS      | $122331.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                             | ECOVYST INC COMMON STOCK                                      | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14539 | NS      | $128815.54    | 0.03%             |  |  |  | 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        |     10685 | NS      | $411799.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc.                               | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7967 | NS      | $71224.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc.                                     | EDITAS MEDICINE INC COMMON STOCK USD.0001                     | CUSIP: 28106W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14482 | NS      | $128455.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Education Management Corporation                         | EDUCATION MGMT CORP NEW CALL EXP 05JAN22                      | CUSIP: 28140M137<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7794 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eGain Corporation                                        | EGAIN CORP COMMON STOCK USD.001                               | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4373 | NS      | $39488.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc.                                             | EHEALTH INC COMMON STOCK USD.001                              | CUSIP: 28238P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5478 | NS      | $26513.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                                | MARCUS and MILLICHAP INC COMMON STOCK USD.0001                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      5110 | NS      | $176039.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                   | MARCUS CORP/THE COMMON STOCK USD1.0                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      5056 | NS      | $72755.84     | 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        |      4339 | NS      | $135463.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corporation                           | MARKFORGED HOLDING CORP COMMON STOCK USD.0001                 | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24756 | NS      | $28716.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marqeta Inc.                                             | MARQETA INC COMMON STOCK USD.0001                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90241 | NS      | $551372.51    | 0.11%             |  |  |  | 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        |     12041 | NS      | $238170.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation                       | MASONITE INTERNATIONAL CORP COMMON STOCK                      | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |      4651 | NS      | $374917.11    | 0.08%             |  |  |  | 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        |      3799 | NS      | $98280.13     | 0.02%             |  |  |  | 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        |     23255 | NS      | $1331116.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                     | MATERION CORP COMMON STOCK                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      4224 | NS      | $369642.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                              | MATSON INC COMMON STOCK                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7804 | NS      | $487828.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc.                                          | MATTERPORT INC COMMON STOCK USD.0001                          | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47700 | NS      | $133560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                       | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      6376 | NS      | $194085.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                           | MAXLINEAR INC COMMON STOCK                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     15137 | NS      | $513901.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                             | MAXCYTE INC COMMON STOCK NPV                                  | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19002 | NS      | $103750.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                                  | MAXAR TECHNOLOGIES INC COMMON STOCK                           | CUSIP: 57778K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15244 | NS      | $788724.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                             | MAXIMUS INC COMMON STOCK                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     12530 | NS      | $918824.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                         | MCGRATH RENTCORP COMMON STOCK                                 | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $481357.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc.                                          | MEDIAALPHA INC COMMON STOCK USD.01                            | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5247 | NS      | $52207.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc.                                            | MEDIFAST INC COMMON STOCK USD.001                             | CUSIP: 58470H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2292 | NS      | $264382.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                             | MEDNAX INC COMMON STOCK USD.01                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17357 | NS      | $257925.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                    | MEDPACE HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      5244 | NS      | $1113878.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                              | MERCANTILE BANK CORP COMMON STOCK                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      3504 | NS      | $117313.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                        | MERCHANTS BANCORP COMMON STOCK                                | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $79040.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                              | MERCURY GENERAL CORP COMMON STOCK                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      5526 | NS      | $188989.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc.                                 | MERIDIAN BIOSCIENCE INC COMMON STOCK                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      8774 | NS      | $291384.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc.                                        | MERIDIANLINK INC COMMON STOCK USD.001                         | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4922 | NS      | $67579.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                               | MERIT MEDICAL SYSTEMS INC COMMON STOCK                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     11513 | NS      | $813048.06    | 0.16%             |  |  |  | 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        |      7440 | NS      | $685968.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc.                                | MERSANA THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 59045L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19191 | NS      | $112459.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                   | MESA LABORATORIES INC COMMON STOCK                            | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1056 | NS      | $175517.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                                  | META FINANCIAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6076 | NS      | $261571.80    | 0.05%             |  |  |  | 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        |      7371 | NS      | $327051.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                                | METROCITY BANKSHARES INC COMMON STOCK                         | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $93463.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                          | METROPOLITAN BANK HOLDING CORP COMMON STOCK                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2170 | NS      | $127313.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                         | MICROVISION INC COMMON STOCK USD.001                          | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35064 | NS      | $82400.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MicroStrategy Incorporated                               | MICROSTRATEGY INC COMMON STOCK USD.001                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      1954 | NS      | $276627.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Microvast Holdings Inc.                                  | MICROVAST HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39254 | NS      | $60058.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid Penn Bancorp Inc.                                    | MID PENN BANCORP INC COMMON STOCK USD1.0                      | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3494 | NS      | $104715.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                                  | MIDDLESEX WATER CO COMMON STOCK                               | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3623 | NS      | $285021.41    | 0.06%             |  |  |  | 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        |      4612 | NS      | $122771.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc.                                             | CAREMAX INC COMMON STOCK USD.0001                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13154 | NS      | $48012.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT Inc.                                      | CARETRUST REIT INC REIT USD.01                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     19900 | NS      | $369742.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                            | CARGURUS INC COMMON STOCK USD.001                             | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21126 | NS      | $295975.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc.                                 | CARIBOU BIOSCIENCES INC COMMON STOCK USD.0001                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11910 | NS      | $74794.80     | 0.02%             |  |  |  | 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        |      2830 | NS      | $77938.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc.                                        | CARPARTS.COM INC COMMON STOCK                                 | CUSIP: 14427M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10850 | NS      | $67921.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                         | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      9947 | NS      | $367442.18    | 0.07%             |  |  |  | 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        |     13945 | NS      | $192022.65    | 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        |      5502 | NS      | $91278.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc.                               | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01                 | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     10271 | NS      | $814593.01    | 0.16%             |  |  |  | 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        |      2962 | NS      | $135718.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc.                               | 5E ADVANCED MATERIALS INC COMMON STOCK USD.01                 | CUSIP: 33830Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8020 | NS      | $63197.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                        | FIVE STAR BANCORP COMMON STOCK                                | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2135 | NS      | $58157.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                        | FLUOR CORP COMMON STOCK USD.01                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     29371 | NS      | $1017998.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc.                                      | FLUENCE ENERGY INC COMMON STOCK USD.00001                     | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7646 | NS      | $131128.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corporation                           | FLUSHING FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6215 | NS      | $120446.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc.                                | FOGHORN THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4381 | NS      | $27950.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc.                                     | FOCUS UNIVERSAL INC COMMON STOCK USD.001                      | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3896 | NS      | $24973.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc.                            | FOCUS FINANCIAL PARTNERS INC COMMON STOCK USD.01              | CUSIP: 34417P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12110 | NS      | $451339.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                                         | FOOT LOCKER INC COMMON STOCK USD.01                           | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     16777 | NS      | $634002.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                      | FORESTAR GROUP INC COMMON STOCK USD1.0                        | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      3942 | NS      | $60746.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc.                                           | FORGEROCK INC COMMON STOCK USD.001                            | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7838 | NS      | $178471.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                          | FORMFACTOR INC COMMON STOCK USD.001                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     16046 | NS      | $356702.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                                  | FORRESTER RESEARCH INC COMMON STOCK USD.01                    | CUSIP: 346563109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2393 | NS      | $85573.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                                  | FORWARD AIR CORP COMMON STOCK USD.01                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5495 | NS      | $576370.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc.                                        | FOSSIL GROUP INC COMMON STOCK USD.01                          | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     10129 | NS      | $43655.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc.                                  | ARBOR REALTY TRUST INC REIT USD.01                            | CUSIP: 038923108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33979 | NS      | $448183.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                      | ARCBEST CORP COMMON STOCK USD.01                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      5034 | NS      | $352581.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                             | ARCELLX INC COMMON STOCK USD.001                              | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6117 | NS      | $189504.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                       | ARCH RESOURCES INC COMMON STOCK USD.01                        | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      3073 | NS      | $438793.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                         | FOUR CORNERS PROPERTY TRUST IN REIT USD.0001                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     16851 | NS      | $436946.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc.                           | 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6302 | NS      | $139967.42    | 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        |      8795 | NS      | $802367.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc.                                     | FRANCHISE GROUP INC COMMON STOCK USD.01                       | CUSIP: 35180X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5498 | NS      | $130962.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                        | GREEN PLAINS INC COMMON STOCK USD.001                         | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     11118 | NS      | $339099.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                            | GREENBRIER COS INC/THE COMMON STOCK                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      6589 | NS      | $220929.17    | 0.04%             |  |  |  | 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        |       307 | NS      | $84719.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                  | HIRERIGHT HOLDINGS CORP COMMON STOCK USD.001                  | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4565 | NS      | $54140.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc.                                      | HIPPO HOLDINGS INC COMMON STOCK USD.0001                      | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4017 | NS      | $54631.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Holley Inc.                                              | HOLLEY INC COMMON STOCK USD.0001                              | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11568 | NS      | $24524.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                                     | HOME BANCSHARES INC/AR COMMON STOCK USD.01                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38654 | NS      | $880924.66    | 0.18%             |  |  |  | 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        |      1812 | NS      | $72534.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                          | HOMESTREET INC COMMON STOCK                                   | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3828 | NS      | $105576.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                                | HOMETRUST BANCSHARES INC COMMON STOCK                         | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3590 | NS      | $86770.30     | 0.02%             |  |  |  | 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        |     15150 | NS      | $45601.50     | 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        |     23274 | NS      | $298139.94    | 0.06%             |  |  |  | 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        |      8476 | NS      | $316748.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                                  | NICOLET BANKSHARES INC COMMON STOCK                           | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $196283.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corporation                                       | NIKOLA CORP COMMON STOCK USD.0001                             | CUSIP: 654110105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71319 | NS      | $154049.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| 1911 Gold Corporation                                    | 1911 GOLD CORP COMMON STOCK                                   | CUSIP: 65442J107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5045 | NS      | $572.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 908 Devices Inc.                                         | 908 DEVICES INC COMMON STOCK                                  | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4720 | NS      | $35966.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                              | NLIGHT INC COMMON STOCK                                       | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9569 | NS      | $97029.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc.                                              | NKARTA INC COMMON STOCK                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6895 | NS      | $41301.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles and Company                                      | NOODLES and CO COMMON STOCK USD.01                            | CUSIP: 65540B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9190 | NS      | $50453.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc.                                     | ARCHER AVIATION INC COMMON STOCK USD.0001                     | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32592 | NS      | $60947.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                            | ARCHROCK INC COMMON STOCK USD.01                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     27640 | NS      | $248207.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                           | NORTHEAST BANK COMMON STOCK USD1.0                            | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1433 | NS      | $60329.30     | 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        |     13541 | NS      | $417333.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                              | ARCOSA INC COMMON STOCK USD.01                                | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9882 | NS      | $536987.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                                      | ARCONIC CORP COMMON STOCK USD.01                              | CUSIP: 03966V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21191 | NS      | $448401.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                       | BANNER CORP COMMON STOCK USD.01                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6867 | NS      | $433994.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                            | BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1631 | NS      | $48000.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                                  | NORTHFIELD BANCORP INC COMMON STOCK USD.01                    | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9551 | NS      | $150237.23    | 0.03%             |  |  |  | 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        |     24010 | NS      | $335659.80    | 0.07%             |  |  |  | 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        |      3689 | NS      | $118195.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                        | BARNES GROUP INC COMMON STOCK USD.01                          | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     10139 | NS      | $414178.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                           | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01             | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1417 | NS      | $132177.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                              | BAYCOM CORP COMMON STOCK                                      | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3065 | NS      | $58173.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                      | UMH PROPERTIES INC REIT USD.1                                 | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10538 | NS      | $169661.80    | 0.03%             |  |  |  | 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        |      2295 | NS      | $122094.00    | 0.02%             |  |  |  | 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        |      2639 | NS      | $213838.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Silica Holdings Inc.                                | US SILICA HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 90346E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15477 | NS      | $193462.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc.                               | BEACON ROOFING SUPPLY INC COMMON STOCK USD.01                 | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     10582 | NS      | $558623.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                                   | BEAM THERAPEUTICS INC COMMON STOCK USD.01                     | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13159 | NS      | $514648.49    | 0.10%             |  |  |  | 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        |      9366 | NS      | $310482.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                                     | UNIFIRST CORP/MA COMMON STOCK USD.1                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      3063 | NS      | $591128.37    | 0.12%             |  |  |  | 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        |      6353 | NS      | $81064.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                                 | BED BATH and BEYOND INC COMMON STOCK USD.01                   | CUSIP: 075896100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16730 | NS      | $41992.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Unisys Corporation                                       | UNISYS CORP COMMON STOCK USD.01                               | CUSIP: 909214306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13964 | NS      | $71356.04     | 0.01%             |  |  |  | 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        |     21742 | NS      | $734879.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                              | BELDEN INC COMMON STOCK USD.01                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      8893 | NS      | $639406.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc.                                           | LHC GROUP INC COMMON STOCK USD.01                             | CUSIP: 50187A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6127 | NS      | $990674.63    | 0.20%             |  |  |  | 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        |     26912 | NS      | $1089666.88   | 0.22%             |  |  |  | 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        |      4606 | NS      | $126020.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                           | LGI HOMES INC COMMON STOCK USD.01                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      4256 | NS      | $394105.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                           | LCI INDUSTRIES COMMON STOCK USD.01                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      5132 | NS      | $474453.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp.                                  | LI-CYCLE HOLDINGS CORP COMMON STOCK USD.0001                  | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     28609 | NS      | $136178.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LSB Industries Inc.                                      | LSB INDUSTRIES INC COMMON STOCK USD.1                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     15123 | NS      | $201135.90    | 0.04%             |  |  |  | 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        |     12020 | NS      | $465294.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                       | UNITED STATES CELLULAR CORP COMMON STOCK USD1.0               | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3041 | NS      | $63404.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc.                                      | LTC PROPERTIES INC REIT USD.01                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      7920 | NS      | $281397.60    | 0.06%             |  |  |  | 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        |      8885 | NS      | $202755.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime and Minerals Inc.                     | UNITED STATES LIME and MINERALS COMMON STOCK USD.1            | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       435 | NS      | $61230.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                       | UNITIL CORP COMMON STOCK                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $174572.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                      | LADDER CAPITAL CORP REIT USD.001                              | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23445 | NS      | $235387.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc.                                    | LAKELAND BANCORP INC COMMON STOCK                             | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     12832 | NS      | $225971.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                         | UNITI GROUP INC REIT USD.0001                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     49375 | NS      | $273043.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                                       | UNITY BANCORP INC COMMON STOCK                                | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1769 | NS      | $48346.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                           | LAKELAND FINANCIAL CORP COMMON STOCK                          | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4901 | NS      | $357625.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                             | LANCASTER COLONY CORP COMMON STOCK                            | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3995 | NS      | $788213.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                    | UNIVERSAL CORP/VA COMMON STOCK                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4924 | NS      | $260036.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                               | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01                 | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      2897 | NS      | $60286.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                                 | LANDEC CORP COMMON STOCK USD.001                              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      5984 | NS      | $38776.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                          | LANDS' END INC COMMON STOCK USD.01                            | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      3501 | NS      | $26572.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                                   | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14115 | NS      | $719300.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc.                                    | LAREDO PETROLEUM INC COMMON STOCK USD.01                      | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      3446 | NS      | $177193.32    | 0.04%             |  |  |  | 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        |      6066 | NS      | $64238.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Limited                         | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01              | CUSIP: G8766E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9047 | NS      | $280547.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                        | LATHAM GROUP INC COMMON STOCK USD.0001                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9584 | NS      | $30860.48     | 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        |     27371 | NS      | $263309.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc.                                | THERAVANCE BIOPHARMA INC COMMON STOCK                         | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     13744 | NS      | $154207.68    | 0.03%             |  |  |  | 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        |     13203 | NS      | $99418.59     | 0.02%             |  |  |  | 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        |      1118 | NS      | $41209.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc.                                       | LEGALZOOM.COM INC COMMON STOCK USD.001                        | CUSIP: 52466B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20421 | NS      | $158058.54    | 0.03%             |  |  |  | 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        |      1573 | NS      | $29824.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc.                                   | LEMAITRE VASCULAR INC COMMON STOCK USD.01                     | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3997 | NS      | $183941.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                            | LEMONADE INC COMMON STOCK USD.00001                           | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9857 | NS      | $134843.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingClub Corporation                                  | LENDINGCLUB CORP COMMON STOCK USD.01                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     21718 | NS      | $191118.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                         | LENDINGTREE INC COMMON STOCK USD.01                           | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      2320 | NS      | $49485.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc.                             | LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001              | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18102 | NS      | $34574.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                     | LEXINGTON REALTY TRUST REIT USD.0001                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     57866 | NS      | $579817.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                       | STEVEN MADDEN LTD COMMON STOCK USD.0001                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     16159 | NS      | $516441.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5366 | NS      | $241309.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc.                            | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2636 | NS      | $765099.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                             | RUBICON PROJECT INC/THE COMMON STOCK USD.00001                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     27566 | NS      | $291923.94    | 0.06%             |  |  |  | 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        |     35952 | NS      | $843074.40    | 0.17%             |  |  |  | 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        |      4214 | NS      | $224606.20    | 0.05%             |  |  |  | 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        |      7815 | NS      | $71585.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corporation                                     | MANNKIND CORP COMMON STOCK USD.01                             | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52806 | NS      | $278287.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc.                           | MARATHON DIGITAL HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24550 | NS      | $83961.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Omega Flex Inc.                                          | OMEGA FLEX INC COMMON STOCK USD.01                            | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $62057.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                            | OMNICELL INC COMMON STOCK USD.001                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      9221 | NS      | $464922.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                              | OMNIAB INC COMMON STOCK USD.0001                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16440 | NS      | $59184.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                              | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                        | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OmniAb Inc.                                              | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                       | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONE Gas Inc.                                             | ONE GAS INC COMMON STOCK                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     11048 | NS      | $836554.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                              | ONE LIBERTY PROPERTIES INC REIT USD1.0                        | CUSIP: 682406103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3733 | NS      | $82947.26     | 0.02%             |  |  |  | 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        |      5909 | NS      | $56490.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc.                                    | 1LIFE HEALTHCARE INC COMMON STOCK USD.001                     | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37464 | NS      | $626023.44    | 0.13%             |  |  |  | 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        |      2297 | NS      | $65694.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                             | ONESPAN INC COMMON STOCK USD.001                              | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      8424 | NS      | $94264.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                     | ONTO INNOVATION INC COMMON STOCK                              | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10255 | NS      | $698262.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                                | ON24 INC COMMON STOCK USD.0001                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8786 | NS      | $75823.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc.                                                | OOMA INC COMMON STOCK USD.0001                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5047 | NS      | $68740.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                                 | OPEN LENDING CORP COMMON STOCK                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22248 | NS      | $150174.00    | 0.03%             |  |  |  | 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        |     85924 | NS      | $107405.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                            | OPORTUN FINANCIAL CORP COMMON STOCK USD.0001                  | CUSIP: 68376D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6425 | NS      | $35401.75     | 0.01%             |  |  |  | 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        |      1778 | NS      | $75262.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corporation                                   | OPTIMIZERX CORP COMMON STOCK USD.001                          | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $61118.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                                  | OPTION CARE HEALTH INC COMMON STOCK USD.0001                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     32291 | NS      | $971636.19    | 0.20%             |  |  |  | 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        |     15509 | NS      | $74753.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORCHID ISLAND CAPITAL INC REIT USD.01                    | ORCHID ISLAND CAPITAL INC REIT USD.01                         | CUSIP: 68571X301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7545 | NS      | $79222.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                              | ORGANOGENESIS HOLDINGS INC COMMON STOCK                       | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15287 | NS      | $41122.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                      | ORIGIN BANCORP INC COMMON STOCK                               | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4671 | NS      | $171425.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc.                                    | ORIGIN MATERIALS INC COMMON STOCK USD.0001                    | CUSIP: 68622D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22706 | NS      | $104674.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc.                                                | BARK INC COMMON STOCK USD.0001                                | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26596 | NS      | $39628.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                             | AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001             | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      9520 | NS      | $82633.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                                   | SOLARWINDS CORP COMMON STOCK USD.001                          | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10233 | NS      | $95780.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc.                     | SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01            | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $67077.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc.                                         | SOLID POWER INC COMMON STOCK USD.0001                         | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27745 | NS      | $70472.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc.                                           | SOMALOGIC INC COMMON STOCK                                    | CUSIP: 83444K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32452 | NS      | $81454.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc.                                     | SONDER HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40283 | NS      | $49950.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                                    | SONIC AUTOMOTIVE INC COMMON STOCK USD.01                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      3747 | NS      | $184614.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                            | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01              | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     38306 | NS      | $439752.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc.                                   | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001                    | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7170 | NS      | $130494.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc.                                    | BIONANO GENOMICS INC COMMON STOCK USD.0001                    | CUSIP: 09075F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63711 | NS      | $93018.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Quantum-Si Incorporated                                  | QUANTUM SI INC COMMON STOCK USD.0001                          | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20178 | NS      | $36925.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                                    | QUANTERIX CORP COMMON STOCK USD.001                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7230 | NS      | $100135.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                          | QUINSTREET INC COMMON STOCK USD.001                           | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     10529 | NS      | $151091.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc.                                 | QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001                | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     19458 | NS      | $66740.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc.                                       | QURATE RETAIL INC COMMON STOCK USD.01                         | CUSIP: 74915M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72829 | NS      | $118711.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                              | RBB BANCORP COMMON STOCK                                      | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3586 | NS      | $74768.10     | 0.02%             |  |  |  | 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        |      1778 | NS      | $165691.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc.                                           | REV GROUP INC COMMON STOCK USD.001                            | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7424 | NS      | $93690.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                     | AMERANT BANCORP INC COMMON STOCK USD.1                        | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5770 | NS      | $154866.80    | 0.03%             |  |  |  | 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        |      8201 | NS      | $356087.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                              | N ABLE INC COMMON STOCK USD.001                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14243 | NS      | $146418.04    | 0.03%             |  |  |  | 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        |     17143 | NS      | $358288.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc.                              | NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 62921N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8854 | NS      | $44447.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                          | NV5 GLOBAL INC COMMON STOCK USD.01                            | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2792 | NS      | $369437.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc.                                    | NACCO INDUSTRIES INC COMMON STOCK USD1.0                      | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       703 | NS      | $26714.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc.                             | NANOSTRING TECHNOLOGIES INC COMMON STOCK USD.0001             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      9924 | NS      | $79094.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc.                         | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01            | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6069 | NS      | $166776.12    | 0.03%             |  |  |  | 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        |      5848 | NS      | $246025.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                  | NATIONAL BEVERAGE CORP COMMON STOCK USD.01                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      4860 | NS      | $226135.80    | 0.05%             |  |  |  | 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        |      2486 | NS      | $147917.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc.                           | NATIONAL HEALTH INVESTORS INC REIT USD.01                     | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      8966 | NS      | $468204.52    | 0.09%             |  |  |  | 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        |      1149 | NS      | $78660.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                            | NATIONAL RESEARCH CORP COMMON STOCK USD.001                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      3005 | NS      | $112086.50    | 0.02%             |  |  |  | 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        |     16320 | NS      | $632563.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place Inc.                                | CHILDREN'S PLACE INC/THE COMMON STOCK USD.1                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      2681 | NS      | $97642.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                           | CHIMERA INVESTMENT CORP REIT USD.01                           | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     48657 | NS      | $267613.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc.                                            | CHIMERIX INC COMMON STOCK USD.001                             | CUSIP: 16934W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17308 | NS      | $32192.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc.                                | CHINOOK THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     10378 | NS      | $271903.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc.                                     | CHUY'S HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3846 | NS      | $108841.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc.                                       | CINCOR PHARMA INC COMMON STOCK USD.00001                      | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5189 | NS      | $63772.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                   | CINEMARK HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 17243V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22667 | NS      | $196296.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc.                                | CIRCOR INTERNATIONAL INC COMMON STOCK USD.01                  | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      4021 | NS      | $96343.16     | 0.02%             |  |  |  | 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        |      3747 | NS      | $85656.42     | 0.02%             |  |  |  | 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        |      1809 | NS      | $47902.32     | 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        |      2716 | NS      | $252832.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave and Buster's Entertainment Inc.                     | DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01           | CUSIP: 238337109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8904 | NS      | $315557.76    | 0.06%             |  |  |  | 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        |      5657 | NS      | $121738.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc.                           | DECIPHERA PHARMACEUTICALS INC COMMON STOCK USD.01             | CUSIP: 24344T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9531 | NS      | $156213.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                                   | DELEK US HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     14460 | NS      | $390420.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                              | DENBURY INC COMMON STOCK                                      | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     10372 | NS      | $902571.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                       | DELUXE CORP COMMON STOCK USD1.0                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      9002 | NS      | $152853.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                                 | DENALI THERAPEUTICS INC COMMON STOCK USD.01                   | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22524 | NS      | $626392.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                      | DENNY'S CORP COMMON STOCK USD.01                              | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     12063 | NS      | $111100.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                                     | DESIGNER BRANDS INC COMMON STOCK                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     10730 | NS      | $104939.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc.                                 | DESIGN THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7202 | NS      | $73892.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc.                                       | DESKTOP METAL INC COMMON STOCK USD.0001                       | CUSIP: 25058X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59480 | NS      | $80892.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Guess? Inc.                                              | GUESS? INC COMMON STOCK USD.01                                | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      6704 | NS      | $138705.76    | 0.03%             |  |  |  | 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        |      2341 | NS      | $172391.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HandE Equipment Services Inc.                            | HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01              | CUSIP: 404030108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6664 | NS      | $302545.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc.                                           | HCI GROUP INC COMMON STOCK                                    | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1432 | NS      | $56692.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Foods Group Inc.                                      | HF FOODS GROUP INC COMMON STOCK                               | CUSIP: 40417F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8421 | NS      | $34189.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                          | HNI CORP COMMON STOCK USD1.0                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      8706 | NS      | $247511.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group Inc.                                   | HACKETT GROUP INC/THE COMMON STOCK USD.001                    | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      5765 | NS      | $117433.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                                  | HAEMONETICS CORP COMMON STOCK USD.01                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     10443 | NS      | $821341.95    | 0.17%             |  |  |  | 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        |     18642 | NS      | $301627.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                               | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27606 | NS      | $1570781.40   | 0.32%             |  |  |  | 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        |      9381 | NS      | $143904.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc.                             | HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0               | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      8328 | NS      | $388251.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                     | HECLA MINING CO COMMON STOCK USD.25                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    114672 | NS      | $637576.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick and Struggles International Inc.                | HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01          | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      4063 | NS      | $113642.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                        | A10 NETWORKS INC COMMON STOCK USD.00001                       | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     13342 | NS      | $221877.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                                   | ATN INTERNATIONAL INC COMMON STOCK USD.01                     | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2282 | NS      | $103397.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc.                                                 | AXT INC COMMON STOCK USD.001                                  | CUSIP: 00246W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9593 | NS      | $42017.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                                 | AZZ INC COMMON STOCK USD1.0                                   | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5010 | NS      | $201402.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc.                                 | AARON'S CO INC/THE COMMON STOCK USD.5                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6388 | NS      | $76336.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc.                                 | ABCELLERA BIOLOGICS INC COMMON STOCK                          | CUSIP: 00288U106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     42911 | NS      | $434688.43    | 0.09%             |  |  |  | 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        |     10207 | NS      | $233842.37    | 0.05%             |  |  |  | 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        |     16071 | NS      | $844370.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc.                              | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24831 | NS      | $395309.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                      | ACADIA REALTY TRUST REIT USD.001                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19175 | NS      | $275161.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc.                                 | ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001                 | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12256 | NS      | $94371.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                       | CONMED CORP COMMON STOCK USD.01                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      6017 | NS      | $533346.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                                  | CONNECTONE BANCORP INC COMMON STOCK                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      7760 | NS      | $187869.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                                   | FATE THERAPEUTICS INC COMMON STOCK USD.001                    | CUSIP: 31189P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17326 | NS      | $174819.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0             | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1885 | NS      | $212458.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                               | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     12227 | NS      | $568188.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                    | FEDERATED INVESTORS INC COMMON STOCK                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     17462 | NS      | $634045.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc.                                            | FIBROGEN INC COMMON STOCK USD.01                              | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     18323 | NS      | $293534.46    | 0.06%             |  |  |  | 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        |      3519 | NS      | $85722.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                              | FIRST ADVANTAGE CORP COMMON STOCK USD.001                     | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12204 | NS      | $158652.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp Inc.                                   | FIRST BANCORP INC/ME COMMON STOCK USD.01                      | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $79849.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                           | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1                  | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     38187 | NS      | $485738.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                                     | MDC HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 552676108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11659 | NS      | $368424.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                       | MFA FINANCIAL INC REIT USD.01                                 | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     21445 | NS      | $211233.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                                          | MGE ENERGY INC COMMON STOCK USD1.0                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7555 | NS      | $531872.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                     | MGP INGREDIENTS INC COMMON STOCK                              | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2865 | NS      | $304778.70    | 0.06%             |  |  |  | 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        |      5318 | NS      | $245585.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc.                                          | MRC GLOBAL INC COMMON STOCK USD.01                            | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17421 | NS      | $201735.18    | 0.04%             |  |  |  | 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        |      2333 | NS      | $51372.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                           | MYR GROUP INC COMMON STOCK USD.01                             | CUSIP: 55405W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3377 | NS      | $310920.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.                 | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10455 | NS      | $658455.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corporation                                | MACATAWA BANK CORP COMMON STOCK                               | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7411 | NS      | $81743.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                     | MACERICH CO/THE REIT USD.01                                   | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44668 | NS      | $502961.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                   | MACK-CALI REALTY CORP REIT USD.01                             | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17911 | NS      | $285322.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc.                                         | MACROGENICS INC COMMON STOCK USD.01                           | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     13046 | NS      | $87538.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc.                              | SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01                | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8260 | NS      | $441992.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc.                                                | SEER INC COMMON STOCK USD.00001                               | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11315 | NS      | $65627.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc.                              | SELECT ENERGY SERVICES INC COMMON STOCK USD.01                | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     15451 | NS      | $142767.24    | 0.03%             |  |  |  | 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        |     21860 | NS      | $542783.80    | 0.11%             |  |  |  | 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        |     12269 | NS      | $1087156.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                         | SELECTQUOTE INC COMMON STOCK USD.01                           | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29055 | NS      | $19522.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                      | SEMTECH CORP COMMON STOCK USD.01                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     13198 | NS      | $378650.62    | 0.08%             |  |  |  | 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        |      1117 | NS      | $68081.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                        | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      8622 | NS      | $628716.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc.                                 | SENSEONICS HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     93468 | NS      | $96272.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc.                                  | SERES THERAPEUTICS INC COMMON STOCK USD.001                   | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     15017 | NS      | $84095.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                 | SERVICE PROPERTIES TRUST REIT USD.01                          | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35317 | NS      | $257460.93    | 0.05%             |  |  |  | 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        |     10298 | NS      | $709635.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                         | SHAKE SHACK INC COMMON STOCK USD.01                           | CUSIP: 819047101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7779 | NS      | $323061.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc.                                           | SHARECARE INC COMMON STOCK USD.0001                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62593 | NS      | $100148.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                    | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK                    | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     10037 | NS      | $159387.56    | 0.03%             |  |  |  | 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        |      3714 | NS      | $88801.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ShockWave Medical Inc.                                   | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001                    | CUSIP: 82489T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7355 | NS      | $1512261.55   | 0.31%             |  |  |  | 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        |     28548 | NS      | $704279.16    | 0.14%             |  |  |  | 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        |      4386 | NS      | $76447.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc.                                         | SHOTSPOTTER INC COMMON STOCK                                  | CUSIP: 82536T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1934 | NS      | $65427.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                                        | SHUTTERSTOCK INC COMMON STOCK USD.01                          | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5027 | NS      | $265023.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                        | TELOS CORP COMMON STOCK USD.001                               | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11552 | NS      | $58799.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc.                                    | TENABLE HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 88025T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23132 | NS      | $882485.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                          | TENNANT CO COMMON STOCK USD.375                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      3734 | NS      | $229902.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                        | TEREX CORP COMMON STOCK USD.01                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     13893 | NS      | $593508.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                               | TERRENO REALTY CORP REIT USD.01                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15298 | NS      | $869997.26    | 0.18%             |  |  |  | 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        |     26743 | NS      | $92530.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                            | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     10361 | NS      | $624871.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                     | TEXAS ROADHOUSE INC COMMON STOCK USD.001                      | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13753 | NS      | $1250835.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc.                                     | TG THERAPEUTICS INC COMMON STOCK USD.001                      | CUSIP: 88322Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27730 | NS      | $328045.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                                | BEAUTY HEALTH CO/THE COMMON STOCK USD.0001                    | CUSIP: 88331L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20141 | NS      | $183283.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                      | ODP CORP/THE COMMON STOCK USD.01                              | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8364 | NS      | $380896.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                        | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK                   | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     30157 | NS      | $222558.66    | 0.04%             |  |  |  | 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        |      7538 | NS      | $115783.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                               | INTERNATIONAL SEAWAYS INC COMMON STOCK                        | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      9942 | NS      | $368052.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc.                                        | SAFE BULKERS INC COMMON STOCK USD.001                         | CUSIP: Y7388L103<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |     15673 | NS      | $45608.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                                     | SCORPIO TANKERS INC COMMON STOCK USD.01                       | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      9743 | NS      | $523881.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation                                       | TEEKAY CORP COMMON STOCK USD.001                              | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     15496 | NS      | $70351.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                      | TEEKAY TANKERS LTD COMMON STOCK USD.01                        | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      4679 | NS      | $144159.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc.                                      | ADMA BIOLOGICS INC COMMON STOCK USD.0001                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38953 | NS      | $151137.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc.                                    | CITY OFFICE REIT INC REIT USD.01                              | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      8917 | NS      | $74724.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                                  | CIVISTA BANCSHARES INC COMMON STOCK                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      3755 | NS      | $82647.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                   | BONANZA CREEK ENERGY INC COMMON STOCK                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     15202 | NS      | $880651.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                               | CLAROS MORTGAGE TRUST INC COMMON STOCK USD.01                 | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18907 | NS      | $278121.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corporation                                       | CLARUS CORP COMMON STOCK USD.0001                             | CUSIP: 18270P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6189 | NS      | $48521.76     | 0.01%             |  |  |  | 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        |     35516 | NS      | $184683.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                          | CLEANSPARK INC COMMON STOCK                                   | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10177 | NS      | $20761.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc.                      | CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79505 | NS      | $83480.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc.                                        | CLEAR SECURE INC COMMON STOCK USD.00001                       | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12888 | NS      | $353517.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                         | HILLENBRAND INC COMMON STOCK                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     14607 | NS      | $623280.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc.                                            | HILLEVAX INC COMMON STOCK USD.0001                            | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3622 | NS      | $60596.06     | 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        |     27884 | NS      | $201043.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                    | HILLTOP HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     10680 | NS      | $320506.80    | 0.06%             |  |  |  | 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        |     17996 | NS      | $693565.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp.                                   | INNOVAGE HOLDING CORP COMMON STOCK USD.001                    | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4103 | NS      | $29459.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                             | INTEGER HOLDINGS CORP COMMON STOCK USD.001                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      6783 | NS      | $464364.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                               | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     17608 | NS      | $614343.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                              | INTAPP INC COMMON STOCK USD.001                               | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3130 | NS      | $78062.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                        | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001           | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8302 | NS      | $72974.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc.                                       | INTER PARFUMS INC COMMON STOCK USD.001                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3697 | NS      | $356834.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc.                           | INTERCEPT PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 45845P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5225 | NS      | $64633.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                           | INTERFACE INC COMMON STOCK USD.1                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     12610 | NS      | $124460.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                        | INTERDIGITAL INC COMMON STOCK USD.01                          | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6281 | NS      | $310783.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                     | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10863 | NS      | $497090.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                        | INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD.1              | CUSIP: 459902102<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     20540 | NS      | $465847.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                         | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK                   | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6540 | NS      | $159379.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                        | NORTHWEST NATURAL HOLDING CO COMMON STOCK                     | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7043 | NS      | $335176.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                                   | NORTHWEST PIPE CO COMMON STOCK USD.01                         | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      2089 | NS      | $70399.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                                 | NORTHWESTERN CORP COMMON STOCK USD.01                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     11964 | NS      | $709943.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc.                                  | NOVAGOLD RESOURCES INC COMMON STOCK                           | CUSIP: 66987E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     49869 | NS      | $298216.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                             | NOVANTA INC COMMON STOCK                                      | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7333 | NS      | $996334.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                                 | NOW INC COMMON STOCK USD.01                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     23121 | NS      | $293636.70    | 0.06%             |  |  |  | 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        |     10211 | NS      | $430495.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                            | NUVALENT INC COMMON STOCK USD.0001                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4119 | NS      | $122663.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NuVasive Inc.                                            | NUVASIVE INC COMMON STOCK USD.001                             | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     10842 | NS      | $447124.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corporation                                | NUSCALE POWER CORP COMMON STOCK USD.0001                      | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6312 | NS      | $64761.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc.                                        | NUTEX HEALTH INC COMMON STOCK                                 | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52370 | NS      | $99503.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                                  | NURIX THERAPEUTICS INC COMMON STOCK                           | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9711 | NS      | $106626.78    | 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        |     27418 | NS      | $52642.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| O-I Glass Inc.                                           | O-I GLASS INC COMMON STOCK                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32072 | NS      | $531433.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                              | PFD OFG BANCORP COMMON STOCK USD1.0                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      9236 | NS      | $254544.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                         | OSI SYSTEMS INC COMMON STOCK                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      3232 | NS      | $257008.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                 | OASIS PETROLEUM INC COMMON STOCK                              | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8459 | NS      | $1157275.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                           | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     20971 | NS      | $366782.79    | 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        |     11710 | NS      | $248837.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc.                                  | OCULAR THERAPEUTIX INC COMMON STOCK USD.0001                  | CUSIP: 67576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17147 | NS      | $48183.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc.                                              | OCUGEN INC COMMON STOCK USD.001                               | CUSIP: 67577C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46575 | NS      | $60547.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                           | OFFICE PROPERTIES INCOME TRUST REIT USD.01                    | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10135 | NS      | $135302.25    | 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        |     13500 | NS      | $100710.00    | 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        |     60171 | NS      | $1081874.58   | 0.22%             |  |  |  | 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        |      9404 | NS      | $150840.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                                 | OLO INC COMMON STOCK USD.001                                  | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18825 | NS      | $117656.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                       | OLYMPIC STEEL INC COMMON STOCK                                | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      2086 | NS      | $70047.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc.                              | ALPINE IMMUNE SCIENCES INC COMMON STOCK USD.001               | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      4792 | NS      | $35221.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                                | ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001                | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4615 | NS      | $60871.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc.                                  | ALTAIR ENGINEERING INC COMMON STOCK                           | CUSIP: 021369103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10776 | NS      | $489984.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                                    | ALTO INGREDIENTS INC COMMON STOCK USD.001                     | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     15709 | NS      | $45241.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                            | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001             | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     13434 | NS      | $802681.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                                    | ALTUS MIDSTREAM CO COMMON STOCK USD.0001                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3452 | NS      | $114192.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc.                                         | ALTUS POWER INC COMMON STOCK USD.0001                         | CUSIP: 02217A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9483 | NS      | $61829.16     | 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        |      2970 | NS      | $68428.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc.                               | AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      9375 | NS      | $163500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                              | AXOGEN INC COMMON STOCK USD.01                                | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8790 | NS      | $87724.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                                 | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      6616 | NS      | $510292.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Axos Financial Inc.                                      | AXOS FINANCIAL INC COMMON STOCK USD.01                        | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11781 | NS      | $450269.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc.                                             | AXONICS MODULATION TECHNOLOGIE COMMON STOCK USD.0001          | CUSIP: 05465P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10098 | NS      | $631427.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                         | BandG FOODS INC COMMON STOCK USD.01                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     14523 | NS      | $161931.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc.                                         | BCB BANCORP INC COMMON STOCK                                  | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      3462 | NS      | $62281.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc.                                        | BGC PARTNERS INC COMMON STOCK USD.01                          | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     66356 | NS      | $250162.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                     | BRT APARTMENTS CORP REIT USD3.0                               | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2769 | NS      | $54383.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial Inc.                                  | B. RILEY FINANCIAL INC COMMON STOCK USD.0001                  | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4235 | NS      | $144837.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc.                                           | BRP GROUP INC COMMON STOCK USD.01                             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12550 | NS      | $315507.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B R C Inc.                                               | BRC INC COMMON STOCK USD.0001                                 | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5736 | NS      | $35046.96     | 0.01%             |  |  |  | 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        |      3222 | NS      | $102298.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                         | HERMAN MILLER INC COMMON STOCK USD.2                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     15795 | NS      | $331852.95    | 0.07%             |  |  |  | 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        |      2576 | NS      | $68676.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc.                                   | PROVIDENT BANCORP INC COMMON STOCK USD.01                     | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4019 | NS      | $29258.32     | 0.01%             |  |  |  | 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        |     14755 | NS      | $315166.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                    | ASTRONICS CORP COMMON STOCK USD.01                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      5900 | NS      | $60770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc.                               | ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     19576 | NS      | $64209.28     | 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        |     16064 | NS      | $77267.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc.                                       | ATHIRA PHARMA INC COMMON STOCK USD.0001                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7965 | NS      | $25249.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                              | ATKORE INTERNATIONAL GROUP INC COMMON STOCK USD.01            | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8494 | NS      | $963389.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corporation                    | ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15315 | NS      | $538169.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc.                        | ATLAS AIR WORLDWIDE HOLDINGS I COMMON STOCK USD.01            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      5745 | NS      | $579096.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                            | ATRICURE INC COMMON STOCK USD.001                             | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9435 | NS      | $418725.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Incorporated                                     | ATOMERA INC COMMON STOCK USD.001                              | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4844 | NS      | $30129.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atrion Corporation                                       | ATRION CORP COMMON STOCK USD.1                                | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $150492.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc.                                    | AURA BIOSCIENCES INC COMMON STOCK USD.00001                   | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4035 | NS      | $42367.50     | 0.01%             |  |  |  | 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        |      4422 | NS      | $131687.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc.                                  | FULL HOUSE RESORTS INC COMMON STOCK USD.0001                  | CUSIP: 359678109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7201 | NS      | $54151.52     | 0.01%             |  |  |  | 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        |     10896 | NS      | $780371.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                             | FULTON FINANCIAL CORP COMMON STOCK USD2.5                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     32845 | NS      | $552781.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                               | FUNKO INC COMMON STOCK USD.0001                               | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6683 | NS      | $72911.53     | 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        |      5889 | NS      | $47877.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc.                                         | FVCBANKCORP INC COMMON STOCK USD.01                           | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3267 | NS      | $62301.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                         | GATX CORP COMMON STOCK USD.625                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      7213 | NS      | $767030.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                       | GEO GROUP INC/THE REIT USD.01                                 | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24328 | NS      | $266391.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                 | G-III APPAREL GROUP LTD COMMON STOCK USD.01                   | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9191 | NS      | $126008.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                 | GMS INC COMMON STOCK USD.01                                   | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8917 | NS      | $444066.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc.                                         | USERTESTING INC COMMON STOCK USD.0001                         | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10158 | NS      | $76286.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc.                               | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01                 | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       740 | NS      | $74392.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co. Inc.                                         | GANNETT CO INC COMMON STOCK USD.01                            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     31601 | NS      | $64150.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                       | GCM GROSVENOR INC COMMON STOCK USD.0001                       | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9151 | NS      | $69639.11     | 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        |     13630 | NS      | $216171.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                          | VSE CORP COMMON STOCK USD.05                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      2291 | NS      | $107402.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                                       | GENERATION BIO CO COMMON STOCK USD.0001                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10344 | NS      | $40651.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                             | GENESCO INC COMMON STOCK USD1.0                               | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      2659 | NS      | $122367.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                       | VAALCO ENERGY INC COMMON STOCK USD.1                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     20994 | NS      | $95732.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc.                                              | VACASA INC COMMON STOCK USD.00001                             | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24451 | NS      | $30808.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc.                                 | GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0                | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2024 | NS      | $70111.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                             | HAWKINS INC COMMON STOCK USD.05                               | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      4013 | NS      | $154901.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                  | VALLEY NATIONAL BANCORP COMMON STOCK                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     88966 | NS      | $1006205.46   | 0.20%             |  |  |  | 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        |     11596 | NS      | $85694.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc.                                | HAYNES INTERNATIONAL INC COMMON STOCK USD.001                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      2610 | NS      | $119250.90    | 0.02%             |  |  |  | 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        |     15465 | NS      | $185580.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                | VAREX IMAGING CORP COMMON STOCK USD.01                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      7959 | NS      | $161567.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                                     | VARONIS SYSTEMS INC COMMON STOCK USD.001                      | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     22634 | NS      | $541857.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                        | HEALTHSTREAM INC COMMON STOCK                                 | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5090 | NS      | $126435.60    | 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        |     11833 | NS      | $125784.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                        | HEALTHEQUITY INC COMMON STOCK USD.0001                        | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17128 | NS      | $1055769.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                        | VECTOR GROUP LTD COMMON STOCK USD.1                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     29453 | NS      | $349312.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                  | BRANDYWINE REALTY TRUST REIT USD.01                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     35269 | NS      | $216904.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                                    | BRIDGEBIO PHARMA INC COMMON STOCK                             | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22410 | NS      | $170764.20    | 0.03%             |  |  |  | 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        |      5005 | NS      | $88788.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc.                                 | BRIGHT HEALTH GROUP INC COMMON STOCK USD.0001                 | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43136 | NS      | $28034.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc.                                          | BRIGHTCOVE INC COMMON STOCK USD.001                           | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      9452 | NS      | $49433.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                                 | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9255 | NS      | $63766.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSphere Investment Group Inc.                       | BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD.001            | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6724 | NS      | $138379.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                                 | BRIGHTSPIRE CAPITAL INC REIT USD.01                           | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20280 | NS      | $126344.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc.                               | BRINKER INTERNATIONAL INC COMMON STOCK USD.1                  | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9065 | NS      | $289264.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                      | BRINK'S CO/THE COMMON STOCK USD1.0                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      9479 | NS      | $509117.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                       | BRISTOW GROUP INC COMMON STOCK USD.01                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      4864 | NS      | $131960.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc.                            | BROADMARK REALTY CAPITAL INC REIT                             | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27319 | NS      | $97255.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc.                                | BROADSTONE NET LEASE INC REIT USD.00025                       | CUSIP: 11135E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35818 | NS      | $580609.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                             | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01               | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     39110 | NS      | $106770.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corporation                          | BROOKFIELD BUSINESS CORP COMMON STOCK                         | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5506 | NS      | $103457.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corporation                    | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK                   | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20210 | NS      | $786169.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc.                                   | BROOKLINE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15649 | NS      | $221433.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle Inc.                                          | BUCKLE INC/THE COMMON STOCK USD.01                            | CUSIP: 118440106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6060 | NS      | $274821.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                               | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01                 | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2799 | NS      | $66728.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                              | BUMBLE INC COMMON STOCK USD.01                                | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17865 | NS      | $376058.25    | 0.08%             |  |  |  | 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        |      4889 | NS      | $108242.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc.                                   | BUTTERFLY NETWORK INC COMMON STOCK USD.0001                   | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28987 | NS      | $71308.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc.                          | ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1593 | NS      | $68913.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                   | ESSENTIAL PROPERTIES REALTY TR REIT USD.01                    | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28939 | NS      | $679198.33    | 0.14%             |  |  |  | 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        |      4747 | NS      | $125415.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc.                              | E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42039 | NS      | $246768.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| European Wax Center Inc.                                 | EUROPEAN WAX CENTER INC COMMON STOCK USD.00001                | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4969 | NS      | $61864.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc.                                          | EVENTBRITE INC COMMON STOCK USD.00001                         | CUSIP: 29975E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16115 | NS      | $94433.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                        | EVERCOMMERCE INC COMMON STOCK USD.00001                       | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5393 | NS      | $40123.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc.                                          | EVERBRIDGE INC COMMON STOCK USD.001                           | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      8349 | NS      | $246963.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                      | EVERI HOLDINGS INC COMMON STOCK USD.001                       | CUSIP: 30034T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18257 | NS      | $261987.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc.                                             | EVERTEC INC COMMON STOCK USD.01                               | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     12481 | NS      | $404134.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                           | EVERQUOTE INC COMMON STOCK USD.001                            | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4246 | NS      | $62586.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc.                         | EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001          | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18971 | NS      | $49134.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                                      | EVOLENT HEALTH INC COMMON STOCK USD.01                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     16934 | NS      | $475506.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                              | EVOLUS INC COMMON STOCK USD.00001                             | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7505 | NS      | $56362.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                                | EVGO INC COMMON STOCK USD.0001                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14482 | NS      | $64734.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evoqua Water Technologies Corp.                          | EVOQUA WATER TECHNOLOGIES CORP COMMON STOCK USD.01            | CUSIP: 30057T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24405 | NS      | $966438.00    | 0.20%             |  |  |  | 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        |      3677 | NS      | $108103.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc.                                   | EXCELERATE ENERGY INC COMMON STOCK USD.001                    | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3923 | NS      | $98271.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                                 | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      6658 | NS      | $1128064.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                             | CALERES INC COMMON STOCK USD.01                               | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      7195 | NS      | $160304.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                         | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     15479 | NS      | $673491.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                           | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01            | CUSIP: 130788102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11221 | NS      | $680441.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                               | CALIX INC COMMON STOCK                                        | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11858 | NS      | $811442.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exp World Holdings Inc.                                  | EXP WORLD HOLDINGS INC COMMON STOCK USD.00001                 | CUSIP: 30212W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14593 | NS      | $161690.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc.                                            | EXPONENT INC COMMON STOCK USD.001                             | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10542 | NS      | $1044606.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                            | CALLAWAY GOLF CO COMMON STOCK USD.01                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     29060 | NS      | $573935.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                                 | CALLON PETROLEUM CO COMMON STOCK                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     10193 | NS      | $378058.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                    | EXTREME NETWORKS INC COMMON STOCK USD.001                     | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     26470 | NS      | $484665.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                              | EZCORP INC COMMON STOCK USD.01                                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     10630 | NS      | $86634.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                      | FLYWIRE CORP COMMON STOCK USD.0001                            | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11833 | NS      | $289553.51    | 0.06%             |  |  |  | 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        |      7405 | NS      | $267616.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                        | CAMBRIDGE BANCORP COMMON STOCK USD1.0                         | CUSIP: 132152109<br>LEI: 549300Q8HL7EWEE0HW14 | Long             | EC               | CORP              | US        |      1456 | NS      | $120935.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                              | CAMDEN NATIONAL CORP COMMON STOCK                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      2930 | NS      | $122151.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                                | FIGS INC COMMON STOCK USD.0001                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26562 | NS      | $178762.26    | 0.04%             |  |  |  | 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        |      1489 | NS      | $80197.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc.                              | CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      7986 | NS      | $178247.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc.                                     | CANNAE HOLDINGS INC COMMON STOCK                              | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14845 | NS      | $306549.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc.                                           | FTC SOLAR INC COMMON STOCK USD.0001                           | CUSIP: 30320C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9771 | NS      | $26186.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| F45 Training Holdings Inc.                               | F45 TRAINING HOLDINGS INC COMMON STOCK USD.00005              | CUSIP: 30322L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8013 | NS      | $22837.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Gorman-Rupp Company                                  | GORMAN-RUPP CO/THE COMMON STOCK                               | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4734 | NS      | $121285.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc.                                        | GOSSAMER BIO INC COMMON STOCK USD.0001                        | CUSIP: 38341P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13653 | NS      | $29627.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GrafTech International Ltd.                              | GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01                | CUSIP: 384313508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40495 | NS      | $192756.20    | 0.04%             |  |  |  | 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        |       746 | NS      | $450740.66    | 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        |      2777 | NS      | $75478.86     | 0.02%             |  |  |  | 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        |      7030 | NS      | $99263.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc.                                   | FARMLAND PARTNERS INC REIT USD.01                             | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      9604 | NS      | $119665.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                                   | FARO TECHNOLOGIES INC COMMON STOCK USD.001                    | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4047 | NS      | $119022.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                        | GRANITE CONSTRUCTION INC COMMON STOCK USD.01                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      9368 | NS      | $328535.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc.                        | GRANITE POINT MORTGAGE TRUST I REIT USD.01                    | CUSIP: 38741L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11496 | NS      | $61618.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                              | FASTLY INC COMMON STOCK USD.00002                             | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23686 | NS      | $193988.34    | 0.04%             |  |  |  | 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        |     22830 | NS      | $1128258.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc.                                     | GRAY TELEVISION INC COMMON STOCK                              | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17326 | NS      | $193877.94    | 0.04%             |  |  |  | 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        |     13589 | NS      | $80854.55     | 0.02%             |  |  |  | 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        |      1726 | NS      | $102679.74    | 0.02%             |  |  |  | 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        |      5395 | NS      | $130720.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                                    | GREEN DOT CORP COMMON STOCK USD.001                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10133 | NS      | $160304.06    | 0.03%             |  |  |  | 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        |     21123 | NS      | $1047067.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                   | HERITAGE COMMERCE CORP COMMON STOCK                           | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     12904 | NS      | $167752.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                       | HERC HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      5239 | NS      | $689295.23    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                           | HERITAGE FINANCIAL CORP/WA COMMON STOCK                       | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7010 | NS      | $214786.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc.                              | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK USD.01                | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3422 | NS      | $111146.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                         | GLADSTONE COMMERCIAL CORP REIT USD.001                        | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8265 | NS      | $152902.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                               | GLADSTONE LAND CORP REIT USD.001                              | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6871 | NS      | $126082.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                                  | HERON THERAPEUTICS INC COMMON STOCK USD.01                    | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     22663 | NS      | $56657.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hersha Hospitality Trust                                 | HERSHA HOSPITALITY TRUST REIT USD.01                          | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      7243 | NS      | $61710.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                                        | HESKA CORP COMMON STOCK USD.001                               | CUSIP: 42805E306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2025 | NS      | $125874.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                             | HIBBETT SPORTS INC COMMON STOCK USD.01                        | CUSIP: 428567101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2619 | NS      | $178668.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                                   | GLATFELTER CORP COMMON STOCK USD.01                           | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     10006 | NS      | $27816.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                      | GLAUKOS CORP COMMON STOCK USD.001                             | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9440 | NS      | $412339.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc.                                     | HIGHPEAK ENERGY INC COMMON STOCK USD.0001                     | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1331 | NS      | $30439.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Janux Therapeutics Inc.                                  | JANUX THERAPEUTICS INC COMMON STOCK USD.001                   | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $47253.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                 | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                      | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2775 | NS      | $65295.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                          | GLOBALSTAR INC COMMON STOCK USD.0001                          | CUSIP: 378973408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143464 | NS      | $190807.12    | 0.04%             |  |  |  | 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        |     17323 | NS      | $164914.96    | 0.03%             |  |  |  | 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        |     17925 | NS      | $172976.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation                       | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      6549 | NS      | $598120.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc.                               | JOHN MARSHALL BANCORP INC COMMON STOCK                        | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2602 | NS      | $74885.56     | 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        |      1187 | NS      | $78484.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp.                                          | JOINT CORP/THE COMMON STOCK USD.001                           | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3219 | NS      | $45001.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc.                                    | GLOBAL NET LEASE INC REIT USD.01                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     21345 | NS      | $268306.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc.                              | GLOBAL WATER RESOURCES INC COMMON STOCK USD.01                | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2565 | NS      | $34063.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                          | J2 GLOBAL INC COMMON STOCK USD.01                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      9403 | NS      | $743777.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc.                                | KAR AUCTION SERVICES INC COMMON STOCK USD.01                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     22739 | NS      | $296743.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                       | KKR REAL ESTATE FINANCE TRUST REIT USD.01                     | CUSIP: 48251K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10853 | NS      | $151507.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                              | KADANT INC COMMON STOCK USD.01                                | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2365 | NS      | $420094.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                                 | GLOBAL MEDICAL REIT INC REIT                                  | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     12731 | NS      | $120689.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                                | GOGO INC COMMON STOCK USD.0001                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     10402 | NS      | $153533.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                                | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01                  | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      4234 | NS      | $158351.60    | 0.03%             |  |  |  | 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        |     58163 | NS      | $590354.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc.                                 | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01                   | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4021 | NS      | $138081.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                               | GOPRO INC COMMON STOCK USD.0001                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     27208 | NS      | $135495.84    | 0.03%             |  |  |  | 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        |      3047 | NS      | $91105.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc.                                   | HAWAIIAN HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 419879101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10792 | NS      | $110725.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                                | HIMS and HERS HEALTH INC COMMON STOCK USD.0001                | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25168 | NS      | $161326.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                      | LIBERTY OILFIELD SERVICES INC COMMON STOCK                    | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29023 | NS      | $464658.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                        | LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK                   | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3260 | NS      | $106504.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                        | LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK                   | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6622 | NS      | $213427.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                            | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2446576 | NS      | $24455482.82  | 4.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                       | ENOVIX CORP COMMON STOCK USD.0001                             | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22775 | NS      | $283321.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Financial Services Corp                       | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01             | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6961 | NS      | $340810.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation                   | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     12960 | NS      | $62208.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc.                                           | ENVESTNET INC COMMON STOCK                                    | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     11333 | NS      | $699246.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                               | EPLUS INC COMMON STOCK USD.01                                 | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5402 | NS      | $239200.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                          | EQUITRANS MIDSTREAM CORP COMMON STOCK                         | CUSIP: 294600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85264 | NS      | $571268.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                                   | EQUITY BANCSHARES INC COMMON STOCK USD.01                     | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      3452 | NS      | $112776.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                      | EQUITY COMMONWEALTH REIT USD.01                               | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     21471 | NS      | $536130.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                              | ERASCA INC COMMON STOCK USD.0001                              | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14105 | NS      | $60792.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                   | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                     | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      5277 | NS      | $461948.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                               | ESPERION THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     15361 | NS      | $95699.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                             | TIPTREE INC COMMON STOCK USD.001                              | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5632 | NS      | $77946.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                                 | TITAN INTERNATIONAL INC COMMON STOCK                          | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10748 | NS      | $164659.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                     | TITAN MACHINERY INC COMMON STOCK USD.00001                    | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      4194 | NS      | $166627.62    | 0.03%             |  |  |  | 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        |      2623 | NS      | $203492.34    | 0.04%             |  |  |  | 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        |      2955 | NS      | $125794.35    | 0.03%             |  |  |  | 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        |     13530 | NS      | $417265.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                            | TRANSCAT INC COMMON STOCK USD.5                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1502 | NS      | $106446.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                   | TRANSMEDICS GROUP INC COMMON STOCK                            | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6285 | NS      | $387910.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc.                            | TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001           | CUSIP: 89421B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $117323.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                                | TRAVERE THERAPEUTICS INC COMMON STOCK                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12676 | NS      | $266576.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc.                             | TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001              | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6932 | NS      | $159366.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels and Resorts Inc.                          | BRAEMAR HOTELS and RESORTS INC REIT USD.01                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     14940 | NS      | $61403.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                          | CLEARFIELD INC COMMON STOCK USD.01                            | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2362 | NS      | $222358.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                             | CLEARWATER PAPER CORP COMMON STOCK USD.0001                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      3530 | NS      | $133469.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                     | CLEARWAY ENERGY INC COMMON STOCK USD.01                       | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      7939 | NS      | $237534.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                     | CLEARWAY ENERGY INC COMMON STOCK                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     16405 | NS      | $522827.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                          | CLOVER HEALTH INVESTMENTS CORP COMMON STOCK USD.0001          | CUSIP: 18914F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80941 | NS      | $75234.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Coastal Financial Corporation                            | COASTAL FINANCIAL CORP/WA COMMON STOCK                        | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2388 | NS      | $113477.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                              | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0                | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       965 | NS      | $494427.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc.                                             | CODEXIS INC COMMON STOCK USD.0001                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13326 | NS      | $62099.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                        | COEUR MINING INC COMMON STOCK USD.01                          | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     58049 | NS      | $195044.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc.                      | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8826 | NS      | $503788.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc.                                  | COGENT BIOSCIENCES INC COMMON STOCK USD.001                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13204 | NS      | $152638.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen and Steers Inc.                                    | COHEN and STEERS INC COMMON STOCK USD.01                      | CUSIP: 19247A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5212 | NS      | $336486.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus BioSciences Inc.                                 | COHERUS BIOSCIENCES INC COMMON STOCK USD.0001                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     15700 | NS      | $124344.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                                | COHU INC COMMON STOCK USD1.0                                  | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9907 | NS      | $317519.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                            | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      7044 | NS      | $163420.80    | 0.03%             |  |  |  | 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        |      4518 | NS      | $57333.42     | 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        |     16014 | NS      | $482501.82    | 0.10%             |  |  |  | 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        |      7052 | NS      | $152464.24    | 0.03%             |  |  |  | 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        |      5886 | NS      | $191118.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                 | COMFORT SYSTEMS USA INC COMMON STOCK USD.01                   | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7229 | NS      | $831913.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                | COMMERCIAL METALS CO COMMON STOCK USD.01                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     24307 | NS      | $1174028.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company Inc.                           | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01                  | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42542 | NS      | $312683.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc.                               | COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0                 | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10826 | NS      | $681496.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc.                            | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01              | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26278 | NS      | $113520.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc.                                   | CTO REALTY GROWTH INC REIT USD.01                             | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4047 | NS      | $73979.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc.                                          | CUE HEALTH INC COMMON STOCK USD.00001                         | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23504 | NS      | $48653.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc.                                   | CULLINAN MANAGEMENT INC COMMON STOCK USD.0001                 | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6412 | NS      | $67646.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                   | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      6272 | NS      | $177748.48    | 0.04%             |  |  |  | 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        |     12773 | NS      | $80725.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                  | GENWORTH FINANCIAL INC COMMON STOCK USD.001                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    101363 | NS      | $536210.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                    | GENTHERM INC COMMON STOCK                                     | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      6842 | NS      | $446714.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                             | GERMAN AMERICAN BANCORP INC COMMON STOCK                      | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      5442 | NS      | $202986.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                        | GERON CORP COMMON STOCK USD.001                               | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75559 | NS      | $182852.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                       | GETTY REALTY CORP REIT USD.01                                 | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8537 | NS      | $288977.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                                | GEVO INC COMMON STOCK                                         | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     42088 | NS      | $79967.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries Inc.                                | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6731 | NS      | $308818.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                    | HAMILTON BEACH BRANDS H COMMON STOCK                          | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $14830.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                               | HAMILTON LANE INC COMMON STOCK                                | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7420 | NS      | $473989.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                              | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     17668 | NS      | $854954.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                              | HANMI FINANCIAL CORP COMMON STOCK USD.001                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6283 | NS      | $155504.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc. | HANNON ARMSTRONG SUSTAINABLE I REIT USD.01                    | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18050 | NS      | $523089.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc.                                   | HARBORONE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 41165Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9967 | NS      | $138541.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                            | HARMONIC INC COMMON STOCK USD.001                             | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     19028 | NS      | $249266.80    | 0.05%             |  |  |  | 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        |      5400 | NS      | $297540.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                                       | HARSCO CORP COMMON STOCK USD1.25                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     16716 | NS      | $105143.64    | 0.02%             |  |  |  | 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        |      4191 | NS      | $51507.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc.                                   | AMERICAN SOFTWARE INC/GA COMMON STOCK USD.1                   | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6763 | NS      | $99280.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                            | AMERICAN STATES WATER CO COMMON STOCK                         | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7617 | NS      | $704953.35    | 0.14%             |  |  |  | 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        |      5918 | NS      | $128479.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                                | AMERICAN WELL CORP COMMON STOCK USD.01                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47969 | NS      | $135752.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                            | AMERICAN WOODMARK CORP COMMON STOCK                           | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3486 | NS      | $170325.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                                  | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01                 | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1264 | NS      | $91336.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                           | AMERISAFE INC COMMON STOCK USD.01                             | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4038 | NS      | $209854.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                           | AMERIS BANCORP COMMON STOCK USD1.0                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     13607 | NS      | $641433.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                 | AMICUS THERAPEUTICS INC COMMON STOCK USD.01                   | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     56972 | NS      | $695628.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                      | CTI BIOPHARMA CORP COMMON STOCK                               | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20562 | NS      | $123577.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                          | CTS CORP COMMON STOCK                                         | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      6457 | NS      | $254534.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                | CNX RESOURCES CORP COMMON STOCK USD.01                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     37418 | NS      | $630119.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                      | CVB FINANCIAL CORP COMMON STOCK                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26902 | NS      | $692726.50    | 0.14%             |  |  |  | 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        |      6112 | NS      | $191550.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp.                                      | CVENT HOLDING CORP COMMON STOCK USD.0001                      | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10021 | NS      | $54113.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                        | CABOT CORP COMMON STOCK USD1.0                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     11403 | NS      | $762176.52    | 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        |     12121 | NS      | $609201.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | CADENCE BANK COMMON STOCK USD2.5                              | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37365 | NS      | $921420.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc.                                      | CADRE HOLDINGS INC COMMON STOCK USD.01                        | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3748 | NS      | $75484.72     | 0.02%             |  |  |  | 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        |      7759 | NS      | $422477.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc.                                        | CONTEXTLOGIC INC COMMON STOCK USD.0001                        | CUSIP: 21077C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118196 | NS      | $57644.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                        | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17773 | NS      | $360969.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc.                                           | CORECIVIC INC REIT USD.01                                     | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24149 | NS      | $279162.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                        | CORPORATE OFFICE PROPERTIES TR REIT USD.01                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     22856 | NS      | $592884.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                      | CORSAIR GAMING INC COMMON STOCK                               | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8087 | NS      | $109740.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                       | CORVEL CORP COMMON STOCK USD.0001                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1833 | NS      | $266389.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc.                                           | COUCHBASE INC COMMON STOCK USD.00001                          | CUSIP: 22207T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6065 | NS      | $80421.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Coursera Inc.                                            | COURSERA INC COMMON STOCK USD.00001                           | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23817 | NS      | $281755.11    | 0.06%             |  |  |  | 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        |      1983 | NS      | $68552.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                               | COWEN INC COMMON STOCK USD.01                                 | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      5426 | NS      | $209552.12    | 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        |      4639 | NS      | $439498.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                            | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7156 | NS      | $306563.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancshares Inc.                                | FIRST BANCSHARES INC/THE COMMON STOCK USD1.0                  | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      4234 | NS      | $135530.34    | 0.03%             |  |  |  | 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        |      4155 | NS      | $57172.80     | 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        |     10583 | NS      | $261611.76    | 0.05%             |  |  |  | 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        |      1871 | NS      | $68385.05     | 0.01%             |  |  |  | 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        |     18837 | NS      | $263152.89    | 0.05%             |  |  |  | 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        |      3659 | NS      | $124040.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                 | FIRST FINANCIAL BANCORP COMMON STOCK                          | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19080 | NS      | $462308.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                              | FIRST FINANCIAL CORP/IN COMMON STOCK                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1964 | NS      | $90501.12     | 0.02%             |  |  |  | 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        |     10620 | NS      | $152184.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc.                                         | 1STDIBS.COM INC COMMON STOCK USD.0001                         | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4988 | NS      | $25339.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                          | ANAPTYSBIO INC COMMON STOCK USD.001                           | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4298 | NS      | $133195.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                               | ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001                | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     14379 | NS      | $133149.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| The Andersons Inc.                                       | ANDERSONS INC/THE COMMON STOCK                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      6656 | NS      | $232893.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                       | ANGIODYNAMICS INC COMMON STOCK USD.01                         | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      7771 | NS      | $107006.67    | 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        |      3118 | NS      | $92292.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                             | ANTERIX INC COMMON STOCK USD.0001                             | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      3795 | NS      | $122085.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc.                                    | AN2 THERAPEUTICS INC COMMON STOCK USD.00001                   | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $22433.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Company              | APARTMENT INVESTMENT AND MANAG REIT USD.01                    | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31445 | NS      | $223888.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                             | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19384 | NS      | $1002346.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                  | APOGEE ENTERPRISES INC COMMON STOCK USD.333                   | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      4657 | NS      | $207050.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.               | APOLLO COMMERCIAL REAL ESTATE REIT USD.01                     | CUSIP: 03762U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28700 | NS      | $308812.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc.                             | APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8085 | NS      | $239235.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                       | APPIAN CORP COMMON STOCK USD.0001                             | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8312 | NS      | $270638.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                            | APPFOLIO INC COMMON STOCK USD.0001                            | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3984 | NS      | $419833.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                              | APPLE HOSPITALITY REIT INC REIT NPV                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     44294 | NS      | $698959.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corporation                              | APPLIED DIGITAL CORP COMMON STOCK USD.001                     | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15335 | NS      | $28216.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock and Wilcox Enterprises Inc.                      | BABCOCK and WILCOX ENTERPRISES I COMMON STOCK USD.01          | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     13485 | NS      | $77808.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                        | BADGER METER INC COMMON STOCK USD1.0                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      5999 | NS      | $654070.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                      | BALCHEM CORP COMMON STOCK USD.0667                            | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6556 | NS      | $800553.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corporation                                      | BALLY'S CORP COMMON STOCK USD.01                              | CUSIP: 05875B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7799 | NS      | $151144.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                                    | BANCFIRST CORP COMMON STOCK USD1.0                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      3985 | NS      | $351397.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp Inc.                                         | BANCORP INC/THE COMMON STOCK USD1.0                           | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11501 | NS      | $326398.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                           | BANDWIDTH INC COMMON STOCK USD.001                            | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4967 | NS      | $113992.65    | 0.02%             |  |  |  | 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        |     11480 | NS      | $182876.40    | 0.04%             |  |  |  | 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        |      1400 | NS      | $129948.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Marin Bancorp                                    | BANK OF MARIN BANCORP COMMON STOCK                            | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3595 | NS      | $118203.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                          | BANKUNITED INC COMMON STOCK USD.01                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     16207 | NS      | $550551.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc.                                                 | 8X8 INC COMMON STOCK USD.001                                  | CUSIP: 282914100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23625 | NS      | $102060.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                                 | ELLINGTON FINANCIAL INC COMMON STOCK                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     11653 | NS      | $144147.61    | 0.03%             |  |  |  | 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        |      2724 | NS      | $209448.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc.                             | MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01               | CUSIP: 60935Y208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19390 | NS      | $211157.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc.                                               | MONRO INC COMMON STOCK USD.01                                 | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6630 | NS      | $299676.00    | 0.06%             |  |  |  | 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        |     13332 | NS      | $147051.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Monte Rosa Therapeutics Inc.                             | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6481 | NS      | $49320.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.                        | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK                   | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5782 | NS      | $256662.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                | MOOG INC COMMON STOCK USD1.0                                  | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5848 | NS      | $513220.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc.                                     | MORPHIC HOLDING INC COMMON STOCK USD.0001                     | CUSIP: 61775R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5494 | NS      | $146964.50    | 0.03%             |  |  |  | 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        |      4332 | NS      | $51377.52     | 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        |      3181 | NS      | $102587.25    | 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        |     11474 | NS      | $676966.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc.                              | MUELLER WATER PRODUCTS INC COMMON STOCK USD.01                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     31681 | NS      | $340887.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                                    | MR COOPER GROUP INC COMMON STOCK USD.01                       | CUSIP: 62482R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14375 | NS      | $576868.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MultiPlan Corporation                                    | MULTIPLAN CORP COMMON STOCK                                   | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79262 | NS      | $91151.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                                   | MURPHY OIL CORP COMMON STOCK USD1.0                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     30411 | NS      | $1307977.11   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                          | MURPHY USA INC COMMON STOCK                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4332 | NS      | $1210967.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                                    | MYERS INDUSTRIES INC COMMON STOCK                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      7615 | NS      | $169281.45    | 0.03%             |  |  |  | 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        |     16505 | NS      | $239487.55    | 0.05%             |  |  |  | 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        |     26951 | NS      | $927114.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                   | FIRST INTERNET BANCORP COMMON STOCK                           | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1928 | NS      | $46811.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                         | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK                   | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18909 | NS      | $730832.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The First of Long Island Corporation                     | FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1              | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5562 | NS      | $100116.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                              | FIRST MERCHANTS CORP COMMON STOCK                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     11648 | NS      | $478849.28    | 0.10%             |  |  |  | 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        |      3935 | NS      | $126234.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                                   | 1ST SOURCE CORP COMMON STOCK                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $164632.09    | 0.03%             |  |  |  | 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        |      2730 | NS      | $36936.90     | 0.01%             |  |  |  | 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        |      1729 | NS      | $48671.35     | 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        |      7882 | NS      | $685024.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc.                                              | FISKER INC COMMON STOCK USD.0001                              | CUSIP: 33813J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36907 | NS      | $268313.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc.                                               | XPERI INC COMMON STOCK                                        | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8646 | NS      | $74442.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc.                                 | Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7922 | NS      | $38659.36     | 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        |     14110 | NS      | $385767.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                                | YEXT INC COMMON STOCK USD.001                                 | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24133 | NS      | $157588.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                                   | YORK WATER CO/THE COMMON STOCK                                | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3328 | NS      | $149693.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                              | ZIMVIE INC COMMON STOCK USD.01                                | CUSIP: 98888T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4503 | NS      | $42058.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc.                            | ZENTALIS PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9820 | NS      | $197774.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                               | ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001                | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22904 | NS      | $187125.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                                        | ZIPRECRUITER INC COMMON STOCK USD.00001                       | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15386 | NS      | $252638.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                              | ZUMIEZ INC COMMON STOCK                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      3457 | NS      | $75155.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                   | ZURN WATER SOLUTIONS CORP COMMON STOCK USD.01                 | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     25666 | NS      | $542835.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc.                                               | ZUORA INC COMMON STOCK                                        | CUSIP: 98983V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25937 | NS      | $164959.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc.                                               | ZYNEX INC COMMON STOCK USD.001                                | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4597 | NS      | $63944.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA ZOGENIX INC COMMON STOCK                          | CONTRA ZOGENIX INC COMMON STOCK                               | CUSIP: 989CVR014<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12884 | NS      | $25768.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| EMIN RUSSELL 2000 0323                                   | EMIN RUSSELL 2000 0323                                        | CUSIP: ADI22QP77<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       241 | NC      | $-703599.50   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc.                            | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001            | CUSIP: 46116X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18933 | NS      | $1001934.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                           | CONSTELLIUM SE COMMON STOCK EUR.02                            | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     26050 | NS      | $308171.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                            | ADIENT PLC COMMON STOCK USD.001                               | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     19696 | NS      | $683254.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                     | INTREPID POTASH INC COMMON STOCK USD.001                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2299 | NS      | $66372.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                              | INVENTRUST PROPERTIES CORP REIT                               | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13916 | NS      | $329391.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                            | INVESCO MORTGAGE CAPITAL INC REIT USD.01                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      7495 | NS      | $95411.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                                  | INVESTORS TITLE CO COMMON STOCK                               | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $27886.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                             | ALKERMES PLC COMMON STOCK USD.01                              | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     33681 | NS      | $880084.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                           | AMBARELLA INC COMMON STOCK USD.00045                          | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7568 | NS      | $622316.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corporation                                      | INVITAE CORP COMMON STOCK USD.0001                            | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     51793 | NS      | $96334.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ Inc.                                                | IONQ INC COMMON STOCK                                         | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25403 | NS      | $87640.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Argo Group International Holdings Ltd.                   | ARGO GROUP INTERNATIONAL HOLDI COMMON STOCK USD1.0            | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      6603 | NS      | $170687.55    | 0.03%             |  |  |  | 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        |     10226 | NS      | $304837.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc.                             | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666        | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     31455 | NS      | $200997.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corporation                                     | IRADIMED CORP COMMON STOCK USD.0001                           | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1594 | NS      | $45094.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                            | BIOHAVEN LTD COMMON STOCK                                     | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13127 | NS      | $182202.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                              | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001               | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25978 | NS      | $1335269.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                                       | IROBOT CORP COMMON STOCK USD.01                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      5541 | NS      | $266688.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc.                            | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 46333X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27921 | NS      | $345941.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc.                                  | ITEOS THERAPEUTICS INC COMMON STOCK                           | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4955 | NS      | $96771.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                        | ADAPTHEALTH CORP COMMON STOCK                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14900 | NS      | $286378.00    | 0.06%             |  |  |  | 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        |      3168 | NS      | $315184.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| i3 Verticals Inc.                                        | I3 VERTICALS INC COMMON STOCK USD.0001                        | CUSIP: 46571Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4664 | NS      | $113521.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                               | ITRON INC COMMON STOCK                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      9334 | NS      | $472767.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                                    | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001               | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2889 | NS      | $35101.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc.                                          | IVERIC BIO INC COMMON STOCK USD.001                           | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     27776 | NS      | $594684.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J and J Snack Foods Corp.                                | JandJ SNACK FOODS CORP COMMON STOCK                           | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3112 | NS      | $465897.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                                     | JACK IN THE BOX INC COMMON STOCK USD.01                       | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      4373 | NS      | $298369.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp.                                        | DAKOTA GOLD CORP COMMON STOCK USD.001                         | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12143 | NS      | $37036.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                                   | JACKSON FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15221 | NS      | $529538.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                         | NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       451 | NS      | $126731.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                      | NAVIENT CORP COMMON STOCK USD.01                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     22641 | NS      | $372444.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                      | NEKTAR THERAPEUTICS COMMON STOCK USD.0001                     | CUSIP: 640268108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39031 | NS      | $88210.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                              | NELNET INC COMMON STOCK USD.01                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2959 | NS      | $268529.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                               | XPERI HOLDING CORP COMMON STOCK                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21543 | NS      | $204227.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc.                                          | ADICET BIO INC COMMON STOCK USD.0001                          | CUSIP: 007002108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6214 | NS      | $55553.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                       | NEOGEN CORP COMMON STOCK USD.16                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     44981 | NS      | $685060.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                         | NEOGENOMICS INC COMMON STOCK USD.001                          | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26439 | NS      | $244296.36    | 0.05%             |  |  |  | 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        |      9203 | NS      | $326706.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc.                                             | AEMETIS INC COMMON STOCK USD.001                              | CUSIP: 00770K202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6822 | NS      | $27015.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc.                                               | NERDY INC COMMON STOCK USD.0001                               | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12156 | NS      | $27351.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                          | NERDWALLET INC COMMON STOCK USD.0001                          | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5782 | NS      | $55507.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                             | NETGEAR INC COMMON STOCK USD.001                              | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      6102 | NS      | $110507.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                                    | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     14208 | NS      | $461902.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                            | ADVANSIX INC COMMON STOCK USD.01                              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      5606 | NS      | $213140.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                         | AEROJET ROCKETDYNE HOLDINGS IN COMMON STOCK USD.1             | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     16332 | NS      | $913448.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp.                                          | NETSTREIT CORP COMMON STOCK USD.01                            | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10827 | NS      | $198458.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC REIT USD.01                        | ORION OFFICE REIT INC REIT USD.01                             | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12292 | NS      | $104973.68    | 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        |     10088 | NS      | $872410.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Orrstown Financial Services Inc.                         | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK                   | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2757 | NS      | $63852.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc.                                 | CONYERS PARK II ACQUISITION COMMON STOCK USD.0001             | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18231 | NS      | $37920.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc.                          | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      7750 | NS      | $664795.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                    | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025                   | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3128 | NS      | $124275.44    | 0.03%             |  |  |  | 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        |      4096 | NS      | $84090.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc.                                        | OSCAR HEALTH INC COMMON STOCK USD.00001                       | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27404 | NS      | $67413.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                   | OTTER TAIL CORP COMMON STOCK USD5.0                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8494 | NS      | $498682.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc.                                              | OUSTER INC COMMON STOCK USD.0001                              | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30294 | NS      | $26143.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Outbrain Inc.                                            | OUTBRAIN INC COMMON STOCK USD.001                             | CUSIP: 69002R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $33666.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                      | CONTRA ADURO BIOTECH I COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4010 | NS      | $8100.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aerovate Therapeutics Inc.                               | AEROVATE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1857 | NS      | $54410.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                                      | OUTFRONT MEDIA INC REIT USD.01                                | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     30259 | NS      | $501694.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc.                                      | OUTSET MEDICAL INC COMMON STOCK USD.001                       | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10144 | NS      | $261918.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                                       | AEROVIRONMENT INC COMMON STOCK USD.0001                       | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5089 | NS      | $435923.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                      | AERSALE CORP COMMON STOCK USD.0001                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4237 | NS      | $68724.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc.                                       | OVERSTOCK.COM INC COMMON STOCK USD.0001                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      8827 | NS      | $170890.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens and Minor Inc.                                     | OWENS and MINOR INC COMMON STOCK USD2.0                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     15337 | NS      | $299531.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                    | BOISE CASCADE CO COMMON STOCK USD.01                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      8085 | NS      | $555196.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                                  | BOOT BARN HOLDINGS INC COMMON STOCK                           | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6097 | NS      | $381184.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                                   | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3034 | NS      | $282708.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. Transportation Services Inc.                      | PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01            | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1335 | NS      | $34576.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                                 | BOSTON OMAHA CORP COMMON STOCK                                | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4433 | NS      | $117474.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                            | BOWLERO CORP COMMON STOCK USD.0001                            | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6415 | NS      | $86474.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc.                                            | ACCOLADE INC COMMON STOCK                                     | CUSIP: 00437E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13926 | NS      | $108483.54    | 0.02%             |  |  |  | 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        |     20179 | NS      | $822899.62    | 0.17%             |  |  |  | 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        |      2211 | NS      | $103695.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                                       | ACI WORLDWIDE INC COMMON STOCK USD.005                        | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23516 | NS      | $540868.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc.                                | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001               | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     13313 | NS      | $209679.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                              | PCB BANCORP COMMON STOCK                                      | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3552 | NS      | $62834.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corporation                               | PCSB FINANCIAL CORP COMMON STOCK USD.01                       | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3509 | NS      | $66811.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtran Holdings Inc.                                     | ADTRAN HOLDINGS INC COMMON STOCK                              | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15733 | NS      | $295623.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARMACE COMMON STOCK                          | ACHILLION PHARMACE COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     38157 | NS      | $57380.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PDF Solutions Inc.                                       | PDF SOLUTIONS INC COMMON STOCK USD.00015                      | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      6364 | NS      | $181501.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                       | PDL BIOPHARMA INC COMMON STOCK USD.01                         | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     28581 | NS      | $33439.77     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Acushnet Holdings Corp.                                  | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001                   | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6832 | NS      | $290086.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc.                                             | ADAGIO THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11974 | NS      | $17961.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc.                                     | PGT INNOVATIONS INC COMMON STOCK USD.01                       | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     12022 | NS      | $215915.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                        | PJT PARTNERS INC COMMON STOCK                                 | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      4892 | NS      | $360491.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                     | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK                    | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23441 | NS      | $179089.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                   | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10633 | NS      | $219890.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                                 | BOX INC COMMON STOCK USD.0001                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     28788 | NS      | $896170.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                        | BRADY CORP COMMON STOCK USD.01                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      9446 | NS      | $444906.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                       | PNM RESOURCES INC COMMON STOCK                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     17556 | NS      | $856557.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc.                                 | PMV PHARMACEUTICALS INC COMMON STOCK                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7852 | NS      | $68312.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                           | PRA GROUP INC COMMON STOCK USD.01                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      8091 | NS      | $273313.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                                    | PTC THERAPEUTICS INC COMMON STOCK USD.001                     | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     14495 | NS      | $553274.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                             | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK                      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8533 | NS      | $126288.40    | 0.03%             |  |  |  | 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        |      4840 | NS      | $82086.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc.                   | PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001            | CUSIP: 69404D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46989 | NS      | $384370.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc.                             | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01               | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     19379 | NS      | $611601.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                               | ARGAN INC COMMON STOCK USD.15                                 | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2827 | NS      | $104259.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corporation                  | ARES COMMERCIAL REAL ESTATE CO REIT USD.01                    | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      9491 | NS      | $97662.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                           | CONSENSUS CLOUD SOLUTION COMMON STOCK USD.01                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3794 | NS      | $203965.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                                       | CONSOL ENERGY INC COMMON STOCK USD.01                         | CUSIP: 20854L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7071 | NS      | $459615.00    | 0.09%             |  |  |  | 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        |      9253 | NS      | $357258.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc.                                    | PACTIV EVERGREEN INC COMMON STOCK                             | CUSIP: 69526K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9056 | NS      | $102876.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                                     | BELLRING BRANDS INC COMMON STOCK USD.01                       | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27148 | NS      | $696074.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                               | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      7049 | NS      | $188137.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                           | PAGERDUTY INC COMMON STOCK USD.000005                         | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17907 | NS      | $475609.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc.                                    | PALOMAR HOLDINGS INC COMMON STOCK USD.0001                    | CUSIP: 69753M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5029 | NS      | $227109.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc.                                        | BENEFITFOCUS INC COMMON STOCK USD.001                         | CUSIP: 08180D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $57540.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc.                                         | BENSON HILL INC COMMON STOCK USD.0001                         | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36552 | NS      | $93207.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc.                | CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01            | CUSIP: 209034107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15848 | NS      | $56735.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                               | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001                | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8466 | NS      | $225957.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc.                                     | BERKELEY LIGHTS INC COMMON STOCK                              | CUSIP: 084310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13208 | NS      | $35397.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc.                             | BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01               | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      9375 | NS      | $280312.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Container Store Group Inc.                           | CONTAINER STORE GROUP INC/THE COMMON STOCK USD.01             | CUSIP: 210751103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7214 | NS      | $31092.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                            | EMBECTA CORP COMMON STOCK USD.01                              | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12024 | NS      | $304086.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation                                        | BERRY PETROLEUM CORP COMMON STOCK USD.001                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16401 | NS      | $131208.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc.                                         | BEYOND MEAT INC COMMON STOCK                                  | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13056 | NS      | $160719.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Big 5 Sporting Goods Corporation                         | BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01                 | CUSIP: 08915P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4657 | NS      | $41121.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Big Lots Inc.                                            | BIG LOTS INC COMMON STOCK USD.01                              | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5945 | NS      | $87391.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc.                                | BIGCOMMERCE HOLDINGS INC COMMON STOCK                         | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13852 | NS      | $121066.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc.                                 | KEZAR LIFE SCIENCES INC COMMON STOCK USD.001                  | CUSIP: 49372L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11018 | NS      | $77566.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                         | EMCOR GROUP INC COMMON STOCK USD.01                           | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9843 | NS      | $1457846.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                               | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     10784 | NS      | $127359.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                              | KFORCE INC COMMON STOCK USD.01                                | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      4174 | NS      | $228860.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc.                               | KIMBALL INTERNATIONAL INC COMMON STOCK USD.05                 | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      9692 | NS      | $62998.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc.                                       | RENT-A-CENTER INC/TX COMMON STOCK USD.01                      | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10506 | NS      | $236910.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc.                                     | RENT THE RUNWAY INC COMMON STOCK USD.001                      | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10524 | NS      | $32098.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball Electronics Inc.                                 | KIMBALL ELECTRONICS INC COMMON STOCK                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      5136 | NS      | $116022.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc.                                   | KINNATE BIOPHARMA INC COMMON STOCK USD.0001                   | CUSIP: 49705R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6366 | NS      | $38832.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Bancorp Inc.                                    | REPUBLIC BANCORP INC/KY COMMON STOCK                          | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1875 | NS      | $76725.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                               | REPAY HOLDINGS CORP COMMON STOCK                              | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18420 | NS      | $148281.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                               | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01                 | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $1162456.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                  | KITE REALTY GROUP TRUST REIT USD.01                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44964 | NS      | $946492.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                                     | REPLIMUNE GROUP INC COMMON STOCK USD.001                      | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8390 | NS      | $228208.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                      | REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01                | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12904 | NS      | $27743.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                      | KNOWLES CORP COMMON STOCK USD.01                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     18405 | NS      | $302210.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc.                                             | KNOWBE4 INC COMMON STOCK USD.00001                            | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15043 | NS      | $372765.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                            | RESOLUTE FOREST PRODUCTS INC COMMON STOCK USD.001             | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9238 | NS      | $199448.42    | 0.04%             |  |  |  | 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        |     30058 | NS      | $494454.10    | 0.10%             |  |  |  | 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        |      7278 | NS      | $52110.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                                      | KONTOOR BRANDS INC COMMON STOCK                               | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $455886.00    | 0.09%             |  |  |  | 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        |      4459 | NS      | $125743.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                               | KORN FERRY COMMON STOCK USD.01                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     10933 | NS      | $553428.46    | 0.11%             |  |  |  | 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        |     93219 | NS      | $592872.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.               | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     25839 | NS      | $266658.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc.                                     | RESERVOIR MEDIA INC COMMON STOCK USD.0001                     | CUSIP: 76119X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4009 | NS      | $23933.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                                | RESOURCES CONNECTION INC COMMON STOCK USD.01                  | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6816 | NS      | $125278.08    | 0.03%             |  |  |  | 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        |     14983 | NS      | $154624.56    | 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        |      4674 | NS      | $43935.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                     | RETAIL OPPORTUNITY INVESTMENTS REIT USD.0001                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24907 | NS      | $374352.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                              | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     26715 | NS      | $576242.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                                     | KRYSTAL BIOTECH INC COMMON STOCK USD.00001                    | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4362 | NS      | $345557.64    | 0.07%             |  |  |  | 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        |     11791 | NS      | $521869.66    | 0.11%             |  |  |  | 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        |      2731 | NS      | $105553.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                                       | VISTA OUTDOOR INC COMMON STOCK USD.01                         | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     11440 | NS      | $278792.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc.                                      | KURA SUSHI USA INC COMMON STOCK USD.001                       | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $46774.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                                       | KURA ONCOLOGY INC COMMON STOCK USD.0001                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     13320 | NS      | $165301.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                                 | KYMERA THERAPEUTICS INC COMMON STOCK                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7933 | NS      | $198007.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                             | SKYWEST INC COMMON STOCK                                      | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10376 | NS      | $171307.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                      | VISTEON CORP COMMON STOCK                                     | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5730 | NS      | $749655.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc.                               | VITA COCO CO INC/THE COMMON STOCK USD.01                      | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5982 | NS      | $82671.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                 | SLEEP NUMBER CORP COMMON STOCK USD.01                         | CUSIP: 83125X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4547 | NS      | $118131.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                      | SMARTFINANCIAL INC COMMON STOCK USD1.0                        | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3659 | NS      | $100622.50    | 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        |     27394 | NS      | $66567.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                  | SNAP ONE HOLDINGS CORP COMMON STOCK USD.001                   | CUSIP: 83303Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4331 | NS      | $32092.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritiv Corporation                                      | VERITIV CORP COMMON STOCK USD.01                              | CUSIP: 923454102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2725 | NS      | $331659.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                      | VERICEL CORP COMMON STOCK                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      9814 | NS      | $258500.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc.                                            | VERITONE INC COMMON STOCK USD.001                             | CUSIP: 92347M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7164 | NS      | $37969.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                               | VERRA MOBILITY CORP COMMON STOCK USD.0001                     | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29354 | NS      | $405965.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc.                                       | VERTEX ENERGY INC COMMON STOCK USD.001                        | CUSIP: 92534K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11304 | NS      | $70084.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Veru Inc.                                                | VERU INC COMMON STOCK USD.01                                  | CUSIP: 92536C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13454 | NS      | $71037.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc.                                  | VERVE THERAPEUTICS INC COMMON STOCK USD.001                   | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9712 | NS      | $187927.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                                | VIAD CORP COMMON STOCK USD1.5                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      4252 | NS      | $103706.28    | 0.02%             |  |  |  | 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        |     47115 | NS      | $495178.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc.                                  | VICARIOUS SURGICAL INC COMMON STOCK USD.0001                  | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12582 | NS      | $25415.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                        | VICOR CORP COMMON STOCK USD.01                                | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4589 | NS      | $246658.75    | 0.05%             |  |  |  | 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        |      3414 | NS      | $91597.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                         | VITAL FARMS INC COMMON STOCK USD.0001                         | CUSIP: 92847W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6409 | NS      | $95622.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc.                                   | VIVINT SMART HOME INC COMMON STOCK                            | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19854 | NS      | $236262.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc.                                                | VIEW INC COMMON STOCK USD.0001                                | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26426 | NS      | $25498.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ViewRay Inc.                                             | VIEWRAY INC COMMON STOCK USD.001                              | CUSIP: 92672L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31688 | NS      | $141962.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc.                                         | VIVID SEATS INC COMMON STOCK USD.0001                         | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5726 | NS      | $41799.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vizio Holding Corp.                                      | VIZIO HOLDING CORP COMMON STOCK USD.0001                      | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14428 | NS      | $106911.48    | 0.02%             |  |  |  | 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        |      2089 | NS      | $48652.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc.                                               | VIMEO INC COMMON STOCK USD.01                                 | CUSIP: 92719V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30430 | NS      | $104374.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corporation                                        | VUZIX CORP COMMON STOCK                                       | CUSIP: 92921W300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12567 | NS      | $45743.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WandT Offshore Inc.                                      | WandT OFFSHORE INC COMMON STOCK USD.00001                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     19739 | NS      | $110143.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc.                                      | VINCO VENTURES INC COMMON STOCK USD.001                       | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38997 | NS      | $18094.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vintage Wine Estates Inc.                                | VINTAGE WINE ESTATES INC COMMON STOCK                         | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7190 | NS      | $23439.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc.                                   | VIR BIOTECHNOLOGY INC COMMON STOCK                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14964 | NS      | $378738.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc.                            | VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 92766K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50637 | NS      | $176216.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics Inc                                | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01                 | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7799 | NS      | $227808.79    | 0.05%             |  |  |  | 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        |      1468 | NS      | $281033.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                               | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01                 | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26325 | NS      | $200070.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                           | TRINSEO PLC COMMON STOCK                                      | CUSIP: G9059U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7370 | NS      | $167372.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Limited                             | TRITON INTERNATIONAL LTD/BERMU COMMON STOCK USD.01            | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12163 | NS      | $836571.14    | 0.17%             |  |  |  | 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        |     24204 | NS      | $331836.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Limited                                        | GOLAR LNG LTD COMMON STOCK USD1.0                             | CUSIP: G9456A100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     20892 | NS      | $476128.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                          | VALARIS LTD COMMON STOCK USD.01                               | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12451 | NS      | $841936.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGames S.A.                                            | NEOGAMES SA COMMON STOCK                                      | CUSIP: L6673X107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2999 | NS      | $36557.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.                            | ORION ENGINEERED CARBONS SA COMMON STOCK                      | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     12542 | NS      | $223373.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                   | PERIMETER SOLUTIONS SA COMMON STOCK USD1.0                    | CUSIP: L7579L106<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     24966 | NS      | $228189.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd.                                         | CAESARSTONE LTD COMMON STOCK                                  | CUSIP: M20598104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5705 | NS      | $32575.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                       | NANO-X IMAGING LTD COMMON STOCK ILS.01                        | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9864 | NS      | $72796.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed N.V.                                             | AFFIMED NV COMMON STOCK                                       | CUSIP: N01045108<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     30948 | NS      | $38375.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna N.V.                                   | ERMENEGILDO ZEGNA HOLDITALIA S COMMON STOCK                   | CUSIP: N30577105<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     12244 | NS      | $128194.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                                | FRANK S INTERNATIONAL NV COMMON STOCK EUR.01                  | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16173 | NS      | $293216.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior S.A.          | BANCO LATINOAMERICANO DE COMER COMMON STOCK                   | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      6383 | NS      | $103404.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                             | ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001                | CUSIP: P73684113<br>LEI: N/A                  | Long             | EC               | CORP              | BS        |     14077 | NS      | $131338.41    | 0.03%             |  |  |  | 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        |      8028 | NS      | $115683.48    | 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        |     10952 | NS      | $101634.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                                        | DHT HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     27850 | NS      | $247308.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                          | DORIAN LPG LTD COMMON STOCK USD.01                            | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      6164 | NS      | $116807.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc.                                 | EAGLE BULK SHIPPING INC COMMON STOCK USD.01                   | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |      2746 | NS      | $137135.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc.                                               | ENETI INC COMMON STOCK USD.01                                 | CUSIP: Y2294C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4351 | NS      | $43727.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                            | BRIDGE BANCORP INC COMMON STOCK USD.01                        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6797 | NS      | $216348.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc.                                  | DINE BRANDS GLOBAL INC COMMON STOCK USD.01                    | CUSIP: 254423106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3043 | NS      | $196577.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                      | DIODES INC COMMON STOCK USD.667                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      9210 | NS      | $701249.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                             | SENIOR HOUSING PROP TRUST REIT USD.01                         | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54192 | NS      | $35051.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                               | DOCGO INC COMMON STOCK USD.0001                               | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17094 | NS      | $120854.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc.                                                | DOMO INC COMMON STOCK USD.001                                 | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6495 | NS      | $92488.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                       | DONEGAL GROUP INC COMMON STOCK USD.01                         | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3595 | NS      | $51049.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc.                       | DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      5334 | NS      | $206159.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                                     | DORMAN PRODUCTS INC COMMON STOCK USD.01                       | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5440 | NS      | $439932.80    | 0.09%             |  |  |  | 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        |      4699 | NS      | $169915.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                                     | DOUGLAS ELLIMAN INC COMMON STOCK                              | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16788 | NS      | $68327.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp.                                              | NEVRO CORP COMMON STOCK USD.001                               | CUSIP: 64157F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7234 | NS      | $286466.40    | 0.06%             |  |  |  | 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        |     19820 | NS      | $983468.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                          | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01            | CUSIP: 649445103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3002 | NS      | $25817.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc.                             | NEW YORK MORTGAGE TRUST INC REIT USD.02                       | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     79757 | NS      | $204177.92    | 0.04%             |  |  |  | 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        |     29664 | NS      | $236422.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc.                                   | NEWPARK RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     18916 | NS      | $78501.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc.                          | NEXTIER OILFIELD SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 65290C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36212 | NS      | $334598.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc.                          | NEXPOINT RESIDENTIAL TRUST INC REIT USD.01                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      4719 | NS      | $205370.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                                   | NEXTDECADE CORP COMMON STOCK USD.0001                         | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7483 | NS      | $36966.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc.                                  | NEXTGEN HEALTHCARE INC COMMON STOCK USD.01                    | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11596 | NS      | $217772.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc.                                             | NEXTNAV INC COMMON STOCK USD.0001                             | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14443 | NS      | $42317.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc.                                          | PLBY GROUP INC COMMON STOCK USD.0001                          | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9391 | NS      | $25825.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Playstudios Inc.                                         | PLAYSTUDIOS INC COMMON STOCK USD.0001                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17049 | NS      | $66150.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUB RIGHTS PLBY GROUP INC RIGHTS                         | SUB RIGHTS PLBY GROUP INC RIGHTS                              | CUSIP: 728RGT010<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7052 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Plexus Corp.                                             | PLEXUS CORP COMMON STOCK USD.01                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      5599 | NS      | $576305.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc.                            | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                      | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7973 | NS      | $152922.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POINT Biopharma Global Inc.                              | POINT BIOPHARMA GLOBAL INC COMMON STOCK USD.0001              | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17638 | NS      | $128581.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                         | PORCH GROUP INC COMMON STOCK USD.0001                         | CUSIP: 733245104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18814 | NS      | $35370.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Portillo's Inc.                                          | PORTILLO'S INC COMMON STOCK USD.01                            | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5785 | NS      | $94411.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                        | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     18428 | NS      | $902972.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc.                                            | POSHMARK INC COMMON STOCK USD.0001                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9689 | NS      | $173239.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc.                                 | POSTAL REALTY TRUST INC  A COMMON STOCK USD.01                | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4161 | NS      | $60459.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                               | POTLATCHDELTIC CORP REIT USD1.0                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     16459 | NS      | $724031.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                                   | POWELL INDUSTRIES INC COMMON STOCK USD.01                     | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      2054 | NS      | $72259.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                  | POWER INTEGRATIONS INC COMMON STOCK USD.001                   | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11752 | NS      | $842853.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerschool Holdings Inc.                                | POWERSCHOOL HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9561 | NS      | $220667.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                            | PRECIGEN INC COMMON STOCK                                     | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21642 | NS      | $32895.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                           | PREFERRED BANK/LOS ANGELES CA COMMON STOCK                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2696 | NS      | $201175.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                          | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0                | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       451 | NS      | $37563.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc.                                | REVANCE THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     16639 | NS      | $307155.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc.                                | REVOLUTION MEDICINES INC COMMON STOCK                         | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15621 | NS      | $372092.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                                       | REVOLVE GROUP INC COMMON STOCK USD.001                        | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8476 | NS      | $188675.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| REX American Resources Corporation                       | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $108292.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                               | RIBBON COMMUNICATIONS INC COMMON STOCK USD.001                | CUSIP: 762544104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16984 | NS      | $47385.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                               | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 766559603<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39861 | NS      | $59791.50     | 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        |      2214 | NS      | $65158.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc.                                       | RIMINI STREET INC COMMON STOCK                                | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10746 | NS      | $40942.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc.                                         | RING ENERGY INC COMMON STOCK                                  | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     19044 | NS      | $46848.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc.                                     | RIOT BLOCKCHAIN INC COMMON STOCK                              | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33181 | NS      | $112483.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rite Aid Corporation                                     | RITE AID CORP COMMON STOCK                                    | CUSIP: 767754872<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11735 | NS      | $39194.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Lab USA Inc.                                      | ROCKET LAB USA INC COMMON STOCK USD.0001                      | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45899 | NS      | $173039.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                              | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     11148 | NS      | $218166.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                                        | ROCKY BRANDS INC COMMON STOCK                                 | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1622 | NS      | $38311.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                       | ROGERS CORP COMMON STOCK USD1.0                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      3897 | NS      | $465067.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                              | R1 RCM INC COMMON STOCK USD.01                                | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31301 | NS      | $342745.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc.                                         | ROVER GROUP INC COMMON STOCK USD.0001                         | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19831 | NS      | $72779.77     | 0.01%             |  |  |  | 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        |      7855 | NS      | $410659.40    | 0.08%             |  |  |  | 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        |      2021 | NS      | $113721.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc.                             | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001             | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13492 | NS      | $48436.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc.                            | RUTH'S HOSPITALITY GROUP INC COMMON STOCK USD.01              | CUSIP: 783332109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6685 | NS      | $103483.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                             | RXSIGHT INC COMMON STOCK USD.0001                             | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4606 | NS      | $58358.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                              | RYERSON HOLDING CORP COMMON STOCK USD.01                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      3879 | NS      | $117378.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                        | RYMAN HOSPITALITY PROPERTIES I REIT USD.01                    | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11084 | NS      | $906449.52    | 0.18%             |  |  |  | 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        |      7682 | NS      | $262570.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                | SJW GROUP COMMON STOCK USD.001                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5587 | NS      | $453608.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                        | SM ENERGY CO COMMON STOCK USD.01                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     25057 | NS      | $872735.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc.                                        | SPS COMMERCE INC COMMON STOCK USD.001                         | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7436 | NS      | $955005.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                                      | SP PLUS CORP COMMON STOCK USD.001                             | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      4250 | NS      | $147560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                    | SPX TECHNOLOGIES INC COMMON STOCK                             | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      9113 | NS      | $598268.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                              | SABRA HEALTHCARE REIT REIT USD.01                             | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     47541 | NS      | $590934.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                        | SABRE CORP COMMON STOCK USD.01                                | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67549 | NS      | $417452.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                            | SAFEHOLD INC REIT USD.01                                      | CUSIP: 78645L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5672 | NS      | $162332.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The ONE Group Hospitality Inc.                           | ONE GROUP HOSPITALITY INC/THE COMMON STOCK USD.0001           | CUSIP: 88338K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4341 | NS      | $27348.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The RealReal Inc.                                        | REALREAL INC/THE COMMON STOCK USD.00001                       | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19867 | NS      | $24833.75     | 0.01%             |  |  |  | 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        |      7113 | NS      | $142829.04    | 0.03%             |  |  |  | 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        |      3231 | NS      | $59547.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                   | 3D SYSTEMS CORP COMMON STOCK USD.001                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     26299 | NS      | $194612.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc.                                             | THREDUP INC COMMON STOCK USD.0001                             | CUSIP: 88556E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14054 | NS      | $18410.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                      | THRYV HOLDINGS INC COMMON STOCK                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5315 | NS      | $100985.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                           | TIDEWATER INC COMMON STOCK                                    | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9517 | NS      | $350701.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc.                                  | TILE SHOP HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 88677Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6129 | NS      | $26845.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc.                                             | TILLY'S INC COMMON STOCK USD.001                              | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5176 | NS      | $46842.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                                  | TIMKENSTEEL CORP COMMON STOCK                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      9312 | NS      | $169199.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                         | ACNB CORP COMMON STOCK USD2.5                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1888 | NS      | $75161.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc.                                        | ACM RESEARCH INC COMMON STOCK USD.0001                        | CUSIP: 00108J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10111 | NS      | $77955.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc.                                           | AFC GAMMA INC REIT USD.01                                     | CUSIP: 00109K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3801 | NS      | $59789.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                        | AMC NETWORKS INC COMMON STOCK                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      6381 | NS      | $99990.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc.                               | ALX ONCOLOGY HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4616 | NS      | $52022.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc.                             | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01               | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8933 | NS      | $918491.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc.                                                | AMMO INC COMMON STOCK                                         | CUSIP: 00175J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18845 | NS      | $32601.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| A-Mark Precious Metals Inc.                              | A-MARK PRECIOUS METALS INC COMMON STOCK USD.01                | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3578 | NS      | $124263.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                 | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      2736 | NS      | $110069.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                                    | API GROUP CORP COMMON STOCK                                   | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42745 | NS      | $804033.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                        | ASGN INC COMMON STOCK USD.01                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     10128 | NS      | $825229.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BioXcel Therapeutics Inc.                                | BIOXCEL THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 09075P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4080 | NS      | $87638.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ's Restaurants Inc.                                    | BJ'S RESTAURANTS INC COMMON STOCK                             | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4816 | NS      | $127046.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                                  | BLACK HILLS CORP COMMON STOCK USD1.0                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     13375 | NS      | $940797.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                           | BLACKBAUD INC COMMON STOCK USD.001                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      9618 | NS      | $566115.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                           | BLACKLINE INC COMMON STOCK USD.01                             | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11434 | NS      | $769165.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                           | BLACKSTONE MORTGAGE TRUST INC REIT USD.01                     | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     34840 | NS      | $737562.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc.                                  | BLADE AIR MOBILITY INC COMMON STOCK USD.0001                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12274 | NS      | $43940.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc.                                          | BLEND LABS INC COMMON STOCK USD.00001                         | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43559 | NS      | $62724.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc.                                         | CANO HEALTH INC COMMON STOCK USD.0001                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34907 | NS      | $47822.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc.                                               | CANOO INC COMMON STOCK USD.0001                               | CUSIP: 13803R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36865 | NS      | $45343.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cantaloupe Inc                                           | CANTALOUPE INC COMMON STOCK                                   | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12550 | NS      | $54592.50     | 0.01%             |  |  |  | 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        |      2944 | NS      | $95680.00     | 0.02%             |  |  |  | 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        |      2324 | NS      | $54706.96     | 0.01%             |  |  |  | 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        |     26813 | NS      | $231932.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CapStar Financial Holdings Inc.                          | CAPSTAR FINANCIAL HOLDINGS INC COMMON STOCK USD1.0            | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $86092.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc.                                   | CARA THERAPEUTICS INC COMMON STOCK USD.001                    | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      9315 | NS      | $100043.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc.                              | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                       | CUSIP: 141619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8558 | NS      | $116559.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc.                                          | CARDLYTICS INC COMMON STOCK                                   | CUSIP: 14161W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7115 | NS      | $41124.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                              | CAREDX INC COMMON STOCK USD.001                               | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10614 | NS      | $121105.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc.                                    | CASSAVA SCIENCES INC COMMON STOCK USD.001                     | CUSIP: 14817C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7907 | NS      | $233572.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Castle Biosciences Inc.                                  | CASTLE BIOSCIENCES INC COMMON STOCK                           | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5128 | NS      | $120713.12    | 0.02%             |  |  |  | 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        |     19927 | NS      | $370642.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                   | CATHAY GENERAL BANCORP COMMON STOCK USD.01                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     14643 | NS      | $597287.97    | 0.12%             |  |  |  | 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        |      4320 | NS      | $40305.60     | 0.01%             |  |  |  | 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        |      1844 | NS      | $417205.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc.                                | CELLDEX THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9468 | NS      | $421988.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                                    | CELSIUS HOLDINGS INC COMMON STOCK USD.001                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11477 | NS      | $1194067.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc.                                          | GX ACQUISITION CORP COMMON STOCK USD.0001                     | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14694 | NS      | $18955.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                              | CENTERSPACE REIT                                              | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3153 | NS      | $184986.51    | 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        |      3275 | NS      | $122648.75    | 0.02%             |  |  |  | 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        |      7104 | NS      | $254323.20    | 0.05%             |  |  |  | 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        |      5699 | NS      | $115575.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                 | CENTURY ALUMINUM CO COMMON STOCK USD.01                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     11076 | NS      | $90601.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                     | CENTRUS ENERGY CORP COMMON STOCK USD.1                        | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2246 | NS      | $72950.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc.                                     | CENTURY CASINOS INC COMMON STOCK USD.01                       | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      5989 | NS      | $42102.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                                 | CENTURY COMMUNITIES INC COMMON STOCK USD.01                   | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5765 | NS      | $288307.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                             | CERENCE INC COMMON STOCK USD.01                               | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8225 | NS      | $152409.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corporation                      | CERBERUS CYBER SENTINEL CORP COMMON STOCK USD.00001           | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10178 | NS      | $25953.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc.                                | CENTURY THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4647 | NS      | $23839.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc.                       | CEREVEL THERAPEUTICS HOLDING COMMON STOCK USD.0001            | CUSIP: 15678U128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11819 | NS      | $372771.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                        | CERUS CORP COMMON STOCK USD.001                               | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36297 | NS      | $132484.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc.                           | FRANKLIN BSP REALTY TRUST INC REIT USD.01                     | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17344 | NS      | $223737.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                       | FRANKLIN COVEY CO COMMON STOCK USD.05                         | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2518 | NS      | $117766.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co. Inc.                               | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      9475 | NS      | $755631.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc.                               | GREENE COUNTY BANCORP INC COMMON STOCK USD.1                  | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $30834.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                      | GREENLIGHT BIOSCIENCES HOLDI COMMON STOCK USD.0001            | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13484 | NS      | $15911.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                               | GREIF INC COMMON STOCK                                        | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      5074 | NS      | $340262.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                               | GREIF INC COMMON STOCK                                        | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1201 | NS      | $93954.23     | 0.02%             |  |  |  | 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        |     11239 | NS      | $126101.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                      | GRIFFON CORP COMMON STOCK USD.25                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      9424 | NS      | $337284.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc.                                  | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01                    | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2941 | NS      | $530468.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                             | GROUPON INC COMMON STOCK USD.0001                             | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4614 | NS      | $39588.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GrowGeneration Corp.                                     | GROWGENERATION CORP COMMON STOCK USD.001                      | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12248 | NS      | $48012.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                                       | LIVENT CORP COMMON STOCK USD.001                              | CUSIP: 53814L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33512 | NS      | $665883.44    | 0.13%             |  |  |  | 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        |     13907 | NS      | $325980.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corporation                                 | LOCAL BOUNTI CORP COMMON STOCK USD.0001                       | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14513 | NS      | $20173.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp.                                   | LORDSTOWN MOTORS CORP COMMON STOCK USD.0001                   | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39686 | NS      | $45242.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Lovesac Company                                      | LOVESAC CO COMMON STOCK USD.00001                             | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3014 | NS      | $66338.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc.                                | LUMBER LIQUIDATORS HOLDINGS IN COMMON STOCK USD.001           | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6433 | NS      | $36153.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc.                                | LUMINAR TECHNOLOGIES INC COMMON STOCK USD.0001                | CUSIP: 550424105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52422 | NS      | $259488.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corporation                               | LUTHER BURBANK CORP COMMON STOCK                              | CUSIP: 550550107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3612 | NS      | $40129.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                      | LUXFER HOLDINGS PLC COMMON STOCK USD.5                        | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6038 | NS      | $82841.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc.                                  | LYELL IMMUNOPHARMA INC COMMON STOCK USD.0001                  | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36264 | NS      | $125836.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MBIA Inc.                                                | MBIA INC COMMON STOCK USD1.0                                  | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     10063 | NS      | $129309.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shyft Group Inc.                                     | SHYFT GROUP INC/THE COMMON STOCK USD.01                       | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      7362 | NS      | $183019.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc.                                             | SI-BONE INC COMMON STOCK USD.0001                             | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7066 | NS      | $96097.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                           | SIERRA BANCORP COMMON STOCK                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3651 | NS      | $77547.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc.                                      | SIGHT SCIENCES INC COMMON STOCK USD.001                       | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4808 | NS      | $58705.68     | 0.01%             |  |  |  | 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        |      9754 | NS      | $71789.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                                | SILICON LABORATORIES INC COMMON STOCK USD.0001                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6910 | NS      | $937479.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc.                                   | SILK ROAD MEDICAL INC COMMON STOCK USD.001                    | CUSIP: 82710M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7749 | NS      | $409534.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc.                  | SILVERCREST ASSET MANAGEMENT G COMMON STOCK USD.01            | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2252 | NS      | $42270.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc.                                 | SILVERBOW RESOURCES INC COMMON STOCK                          | CUSIP: 82836G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $69455.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corporation                           | SILVERGATE CAPITAL CORP COMMON STOCK                          | CUSIP: 82837P408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6595 | NS      | $114753.00    | 0.02%             |  |  |  | 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        |     25276 | NS      | $545456.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                       | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.001            | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6939 | NS      | $110052.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                      | SUNCOKE ENERGY INC COMMON STOCK USD.01                        | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     17201 | NS      | $148444.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc.                        | SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001           | CUSIP: 86745K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20575 | NS      | $370555.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                                     | SUNPOWER CORP COMMON STOCK USD.001                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     16985 | NS      | $306239.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc.                                             | SUNOPTA INC COMMON STOCK                                      | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     20625 | NS      | $174075.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                            | SUNSTONE HOTEL INVESTORS INC REIT USD.01                      | CUSIP: 867892101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44070 | NS      | $425716.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                | SUPER MICRO COMPUTER INC COMMON STOCK USD.001                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      9543 | NS      | $783480.30    | 0.16%             |  |  |  | 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        |      3284 | NS      | $33037.04     | 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        |     10151 | NS      | $362086.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                                    | SURGERY PARTNERS INC COMMON STOCK USD.01                      | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     10404 | NS      | $289855.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc.                                           | SURMODICS INC COMMON STOCK USD.05                             | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      2907 | NS      | $99186.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc.                                     | AADI BIOSCIENCE INC COMMON STOCK USD.0001                     | CUSIP: 00032Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3351 | NS      | $42993.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                                | AAON INC COMMON STOCK USD.004                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9044 | NS      | $681194.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                | AAR CORP COMMON STOCK USD1.0                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      6983 | NS      | $313536.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                                  | ACCO BRANDS CORP COMMON STOCK USD.01                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     19772 | NS      | $110525.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| bluebird bio Inc.                                        | BLUEBIRD BIO INC COMMON STOCK USD.01                          | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17226 | NS      | $119203.92    | 0.02%             |  |  |  | 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        |      1763 | NS      | $125366.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                          | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001                 | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12395 | NS      | $543024.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                         | BBX CAPITAL CORP COMMON STOCK USD.01                          | CUSIP: 096308101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $64621.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                  | PREMIER FINANCIAL CORP COMMON STOCK                           | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7482 | NS      | $201789.54    | 0.04%             |  |  |  | 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        |     10227 | NS      | $640210.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                          | PRICESMART INC COMMON STOCK USD.0001                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      5019 | NS      | $305054.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                            | PRIMORIS SERVICES CORP COMMON STOCK USD.0001                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     11014 | NS      | $241647.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                   | PRIMIS FINANCIAL CORP COMMON STOCK USD.01                     | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      6047 | NS      | $71656.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                  | PRIMO WATER CORP COMMON STOCK                                 | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32520 | NS      | $505360.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc.                                      | PRIME MEDICINE INC COMMON STOCK USD.00001                     | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2131 | NS      | $39593.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                                 | PROASSURANCE CORP COMMON STOCK USD.01                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     11328 | NS      | $197900.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corporation                          | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001               | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5333 | NS      | $221532.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                                 | PRIVIA HEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9493 | NS      | $215586.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp.                               | PROFESSIONAL HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 743139107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2884 | NS      | $80002.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp.                                    | PROFRAC HOLDING CORP COMMON STOCK USD.01                      | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4728 | NS      | $119145.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc.                                       | PROG HOLDINGS INC COMMON STOCK USD.5                          | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10610 | NS      | $179202.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                            | PROGRESS SOFTWARE CORP COMMON STOCK USD.01                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      8894 | NS      | $448702.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                             | PROGYNY INC COMMON STOCK USD.0001                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15647 | NS      | $487404.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                       | PROS HOLDINGS INC COMMON STOCK USD.001                        | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      8533 | NS      | $207010.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                   | PROPETRO HOLDING CORP COMMON STOCK                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18007 | NS      | $186732.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc.                              | PROMETHEUS BIOSCIENCES INC COMMON STOCK USD.0001              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7185 | NS      | $790350.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc.                            | PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001           | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9984 | NS      | $108925.44    | 0.02%             |  |  |  | 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        |      5746 | NS      | $146695.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc.                                      | PROVENTION BIO INC COMMON STOCK                               | CUSIP: 74374N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13229 | NS      | $139830.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Proterra Inc.                                            | PROTERRA INC COMMON STOCK USD.0001                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47302 | NS      | $178328.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                | RLI CORP COMMON STOCK USD1.0                                  | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7998 | NS      | $1049897.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                        | RLJ LODGING TRUST REIT                                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34206 | NS      | $362241.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                                 | RPC INC COMMON STOCK USD.1                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15736 | NS      | $139893.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                       | RMR GROUP INC/THE COMMON STOCK                                | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      3410 | NS      | $96332.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                               | RPT REALTY REIT USD.01                                        | CUSIP: 74971D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17767 | NS      | $178380.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc.                                | RACKSPACE TECHNOLOGY INC COMMON STOCK USD.01                  | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12797 | NS      | $37751.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc.                                        | RADIAN GROUP INC COMMON STOCK USD.001                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     33041 | NS      | $630091.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                                   | RADIANT LOGISTICS INC COMMON STOCK USD.001                    | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      7969 | NS      | $40562.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc.                        | RADIUS GLOBAL INFRASTRUCTURE I COMMON STOCK                   | CUSIP: 750481103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15927 | NS      | $188257.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                              | RADNET INC COMMON STOCK USD.0001                              | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10326 | NS      | $194438.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                              | RAMBUS INC COMMON STOCK USD.001                               | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22358 | NS      | $800863.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                                 | STOCK YARDS BANCORP INC COMMON STOCK                          | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      5856 | NS      | $380522.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc.                                  | STOKE THERAPEUTICS INC COMMON STOCK                           | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5016 | NS      | $46297.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                           | STONERIDGE INC COMMON STOCK                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      5649 | NS      | $121792.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                        | STONEX GROUP INC COMMON STOCK USD.01                          | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      3491 | NS      | $332692.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                                 | STRATEGIC EDUCATION INC COMMON STOCK USD.01                   | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      4686 | NS      | $367007.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                                  | STRATUS PROPERTIES INC COMMON STOCK USD.01                    | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      1371 | NS      | $26446.59     | 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        |      8255 | NS      | $258216.40    | 0.05%             |  |  |  | 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        |      3501 | NS      | $177220.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                             | SUMMIT HOTEL PROPERTIES INC REIT                              | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22638 | NS      | $163446.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc.                                    | SUMMIT MATERIALS INC COMMON STOCK USD.01                      | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24882 | NS      | $706397.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc.                                          | SUMO LOGIC INC COMMON STOCK USD.0001                          | CUSIP: 86646P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24209 | NS      | $196092.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                     | HORIZON BANCORP INC/IN COMMON STOCK                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      8685 | NS      | $130969.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc.                                      | HOSTESS BRANDS INC COMMON STOCK USD.0001                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28103 | NS      | $630631.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                      | HOULIHAN LOKEY INC COMMON STOCK USD.001                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     10284 | NS      | $896353.44    | 0.18%             |  |  |  | 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        |      1125 | NS      | $47340.00     | 0.01%             |  |  |  | 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        |      6838 | NS      | $543552.62    | 0.11%             |  |  |  | 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        |      8825 | NS      | $89309.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc.                                            | HUMACYTE INC COMMON STOCK USD.0001                            | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13424 | NS      | $28324.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                              | HURON CONSULTING GROUP INC COMMON STOCK USD.01                | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      4102 | NS      | $297805.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                          | IDT CORP COMMON STOCK USD.01                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3154 | NS      | $88848.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                   | HYLIION HOLDINGS CORP COMMON STOCK USD.0001                   | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30232 | NS      | $70742.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyster-Yale Materials Handling Inc.                      | HYSTER-YALE MATERIALS HANDLING COMMON STOCK USD.01            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $61579.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                   | ICF INTERNATIONAL INC COMMON STOCK USD.001                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      3740 | NS      | $370447.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                        | IES HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2028 | NS      | $72135.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc.                                        | HYZON MOTORS INC COMMON STOCK                                 | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19787 | NS      | $30669.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                                  | CRESCENT ENERGY INC COMMON STOCK USD.0001                     | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8018 | NS      | $96135.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IGM Biosciences Inc.                                     | IGM BIOSCIENCES INC COMMON STOCK USD.01                       | CUSIP: 449585108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2205 | NS      | $37507.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                                | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      6234 | NS      | $583938.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc.                                               | ISTAR INC REIT USD.001                                        | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     14438 | NS      | $110161.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc.                                            | ICOSAVAX INC COMMON STOCK USD.0001                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4940 | NS      | $39223.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc.                                  | IDEAYA BIOSCIENCES INC COMMON STOCK                           | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9126 | NS      | $165819.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc.                                             | IDENTIV INC COMMON STOCK USD.001                              | CUSIP: 45170X205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5066 | NS      | $36677.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                         | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25585 | NS      | $156836.05    | 0.03%             |  |  |  | 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        |     18471 | NS      | $702452.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                           | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01              | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8834 | NS      | $783222.44    | 0.16%             |  |  |  | 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        |      3243 | NS      | $118596.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc.                            | SINCLAIR BROADCAST GROUP INC COMMON STOCK USD.01              | CUSIP: 829226109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8559 | NS      | $132750.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc.                           | SINGULAR GENOMICS SYSTEMS INC COMMON STOCK USD.0001           | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13621 | NS      | $27378.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp.                                       | SITE CENTERS CORP REIT USD.1                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     40131 | NS      | $548189.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                                       | SITIME CORP COMMON STOCK USD.0001                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3363 | NS      | $341748.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                    | SITIO ROYALTIES CORP COMMON STOCK USD.0001                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14598 | NS      | $421159.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillsoft Corp.                                          | SKILLSOFT CORP COMMON STOCK USD.0001                          | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19309 | NS      | $25101.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillz Inc.                                              | SKILLZ INC COMMON STOCK USD.0001                              | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65294 | NS      | $33071.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                             | SKYLINE CHAMPION CORP COMMON STOCK USD.028                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11013 | NS      | $567279.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                               | SONOS INC COMMON STOCK USD.001                                | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26437 | NS      | $446785.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc.                               | SORRENTO THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     79332 | NS      | $70288.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc.                             | SOUTH JERSEY INDUSTRIES INC COMMON STOCK USD1.25              | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     25264 | NS      | $897629.92    | 0.18%             |  |  |  | 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        |      2023 | NS      | $55693.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                   | SOUTH STATE CORP COMMON STOCK USD2.5                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     15422 | NS      | $1177623.92   | 0.24%             |  |  |  | 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        |      1911 | NS      | $87428.25     | 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        |      1796 | NS      | $82310.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                                | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      5879 | NS      | $211585.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                              | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0                | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13768 | NS      | $851963.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc.                                        | SOVOS BRANDS INC COMMON STOCK USD.001                         | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7656 | NS      | $110016.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                                      | SPARTANNASH CO COMMON STOCK                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      7249 | NS      | $219209.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer