# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001193125-26-080799
**Filing Date:** 2026-2
**Character Count:** 644567
**Document Hash:** 8fd961f7e3b71296232456d6b32e4157
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080799.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080799

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 26695032

**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          | JAEWX           |
| C000022704 | Series I     | JESIX           |
| C000022705 | Series II    | JAJOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Small Cap 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:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $553955686.54

**Total Liabilities:** $766180.57

**Net Assets:** $553189505.97

**Cash Not Reported:** $2169531.62

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022703 | 1.81%                | 0.95%                | -0.60%               |
| Class ID C000022704 | 1.78%                | 0.95%                | -0.67%               |
| Class ID C000022705 | 1.83%                | 0.89%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $594098.40               | $8913996.20                                |
| Month 2  | $452205.04               | $4336863.00                                |
| Month 3  | $6479287.16              | $-10493881.70                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citizens Financial Services Inc.                | CITIZENS FINANCIAL SERVICES IN COMMON STOCK USD1.0     | CUSIP: 174615104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $52002.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc.                                   | CITIZENS INC/TX COMMON STOCK                           | CUSIP: 174740100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8834 | NS      | $42668.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Community Bancorp Inc                  | CITIZENS COMMUNITY BANCORP INC COMMON STOCK USD.01     | CUSIP: 174903104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $35354.88     | 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        |      2533 | NS      | $301933.60    | 0.05%             |  |  |  | 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        |      7833 | NS      | $54752.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                         | CIVISTA BANCSHARES INC COMMON STOCK                    | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      3734 | NS      | $82969.48     | 0.01%             |  |  |  | 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        |     23519 | NS      | $175451.74    | 0.03%             |  |  |  | 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        |     22659 | NS      | $94488.03     | 0.02%             |  |  |  | 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        |     17941 | NS      | $667584.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                 | VALARIS LTD COMMON STOCK USD.01                        | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11391 | NS      | $574106.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                            | VTEX COMMON STOCK USD.0001                             | CUSIP: G9470A102<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11371 | NS      | $42754.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webull Corporation                              | WEBULL CORP COMMON STOCK USD.0001                      | CUSIP: G9572D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50221 | NS      | $390217.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| WhiteFiber Inc.                                 | WHITEFIBER INC COMMON STOCK USD.01                     | CUSIP: G96115103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2043 | NS      | $32279.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                             | ADC THERAPEUTICS SA COMMON STOCK CHF.064               | CUSIP: H0036K147<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16178 | NS      | $57108.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp.                       | MEDALLION FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      3342 | NS      | $34389.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc.                                 | MEDIAALPHA INC COMMON STOCK USD.01                     | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6378 | NS      | $82595.10     | 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        |      2307 | NS      | $24638.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc.                    | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01        | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15966 | NS      | $341512.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Valley Bancorp.                             | OAK VALLEY BANCORP COMMON STOCK                        | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1444 | NS      | $43406.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                  | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     18234 | NS      | $438163.02    | 0.08%             |  |  |  | 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        |     10222 | NS      | $183484.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc.                                | ONITY GROUP INC COMMON STOCK USD.01                    | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      1259 | NS      | $57649.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PriceSmart Inc.                                 | PRICESMART INC COMMON STOCK USD.0001                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      4730 | NS      | $580229.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                   | PRIMORIS SERVICES CORP COMMON STOCK USD.0001           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      9926 | NS      | $1232213.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                          | PRIMIS FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      4414 | NS      | $61398.74     | 0.01%             |  |  |  | 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        |     18582 | NS      | $64479.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                         | BLACK HILLS CORP COMMON STOCK USD1.0                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     13281 | NS      | $921967.02    | 0.17%             |  |  |  | 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        |      3843 | NS      | $141614.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc.                          | PRINCETON BANCORP INC COMMON STOCK                     | CUSIP: 74179A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1032 | NS      | $35800.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                        | PROASSURANCE CORP COMMON STOCK USD.01                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      9281 | NS      | $224228.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation               | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2208 | NS      | $479754.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                       | STARZ ENTERTAINMENT CORP COMMON STOCK                  | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      2431 | NS      | $28442.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc.               | PRIORITY TECHNOLOGY HOLDINGS I COMMON STOCK USD.001    | CUSIP: 74275G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5397 | NS      | $29413.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Procept Biorobotics Corporation                 | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9916 | NS      | $311957.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                  | STEPAN CO COMMON STOCK USD1.0                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3989 | NS      | $188919.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                      | ORION SA COMMON STOCK                                  | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11167 | NS      | $58961.76     | 0.01%             |  |  |  | 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        |     21587 | NS      | $511827.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                          | PROPETRO HOLDING CORP COMMON STOCK                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14512 | NS      | $138009.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MediWound Ltd                                   | MEDIWOUND LTD COMMON STOCK ILS.01                      | CUSIP: M68830112<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1990 | NS      | $36735.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nano-X Imaging Ltd                              | NANO-X IMAGING LTD COMMON STOCK ILS.01                 | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12576 | NS      | $35212.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                        | PAGAYA TECHNOLOGIES LTD COMMON STOCK USD.0001          | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9386 | NS      | $196167.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UroGen Pharma Ltd.                              | UROGEN PHARMA LTD COMMON STOCK USD.01                  | CUSIP: M96088105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6704 | NS      | $157007.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna N.V.                          | ERMENEGILDO ZEGNA NV COMMON STOCK                      | CUSIP: N30577105<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     11894 | NS      | $121913.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                       | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01            | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16507 | NS      | $220368.45    | 0.04%             |  |  |  | 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        |      5183 | NS      | $231161.80    | 0.04%             |  |  |  | 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        |     18494 | NS      | $383565.56    | 0.07%             |  |  |  | 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        |      6363 | NS      | $67384.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                  | COSTAMARE INC COMMON STOCK USD.0001                    | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      8050 | NS      | $127109.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Protalix BioTherapeutics Inc.                   | PROTALIX BIOTHERAPEUTICS INC COMMON STOCK USD.0001     | CUSIP: 74365A309<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12507 | NS      | $22512.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Protara Therapeutics Inc.                       | PROTARA THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |      6724 | NS      | $35838.92     | 0.01%             |  |  |  | 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        |     10695 | NS      | $934101.30    | 0.17%             |  |  |  | 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        |      4375 | NS      | $221331.25    | 0.04%             |  |  |  | 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        |     23757 | NS      | $469200.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                   | PUBMATIC INC COMMON STOCK USD.0001                     | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7276 | NS      | $64538.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc.                          | PULSE BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 74587B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3473 | NS      | $47684.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Puma Biotechnology Inc.                         | PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001           | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8139 | NS      | $48427.05     | 0.01%             |  |  |  | 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        |      8591 | NS      | $132129.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Incorporated                         | QUANTUM-SI INC COMMON STOCK USD.0001                   | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29366 | NS      | $32302.60     | 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        |      8773 | NS      | $55796.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc.                          | QUANTUM COMPUTING INC COMMON STOCK                     | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37043 | NS      | $380061.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                | PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001   | CUSIP: 747717106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5918 | NS      | $40715.84     | 0.01%             |  |  |  | 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        |     34592 | NS      | $703947.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc.                       | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0           | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     14855 | NS      | $269618.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                    | WORKIVA INC COMMON STOCK USD.001                       | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9244 | NS      | $797295.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                    | WORLD ACCEPTANCE CORP COMMON STOCK                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $78056.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                        | WORLD KINECT CORP COMMON STOCK USD.01                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     10001 | NS      | $234323.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                    | WORTHINGTON ENTERPRISES INC COMMON STOCK               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5829 | NS      | $300601.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                          | WORTHINGTON STEEL INC COMMON STOCK USD.0001            | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6112 | NS      | $211597.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                      | XENON PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 98420N105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14064 | NS      | $630348.48    | 0.11%             |  |  |  | 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        |     11409 | NS      | $464802.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                    | ARVINAS INC COMMON STOCK USD.001                       | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12202 | NS      | $144715.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                      | ASANA INC COMMON STOCK USD.00001                       | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15958 | NS      | $218784.18    | 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        |      3568 | NS      | $829667.04    | 0.15%             |  |  |  | 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        |     12791 | NS      | $36198.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                               | ESSENT GROUP LTD COMMON STOCK USD.015                  | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     17275 | NS      | $1123047.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                        | FABRINET COMMON STOCK USD.01                           | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      6633 | NS      | $3019872.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Limited              | FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01     | CUSIP: G3398L118<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10249 | NS      | $200572.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                    | FLEX LNG LTD COMMON STOCK USD.1                        | CUSIP: G35947202<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5617 | NS      | $140144.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                    | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01        | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5951 | NS      | $212034.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                        | GIGACLOUD TECHNOLOGY INC COMMON STOCK USD.05           | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4505 | NS      | $176956.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Limited                           | GENIUS SPORTS LTD COMMON STOCK USD.001                 | CUSIP: G3934V109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     40232 | NS      | $443356.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Limited                      | GAMBLING.COM GROUP LTD COMMON STOCK                    | CUSIP: G3R239101<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      4490 | NS      | $24515.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                | SIRIUSPOINT LTD COMMON STOCK USD.1                     | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     18890 | NS      | $413502.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                    | STONECO LTD COMMON STOCK USD.000079365                 | CUSIP: G85158106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     46127 | NS      | $682218.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group (SGHC) Limited                      | SUPER GROUP SGHC LTD COMMON STOCK                      | CUSIP: G8588X103<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     29331 | NS      | $350505.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                 | TECNOGLASS INC COMMON STOCK USD.0001                   | CUSIP: G87264100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5015 | NS      | $252354.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                         | TEEKAY CORP LTD COMMON STOCK USD.001                   | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      9776 | NS      | $88277.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                             | TEEKAY TANKERS LTD COMMON STOCK USD.01                 | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      4381 | NS      | $234033.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Theravance Biopharma Inc.                       | THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001        | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      7150 | NS      | $133776.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd.                      | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01          | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5513 | NS      | $40741.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                     | ARCOSA INC COMMON STOCK USD.01                         | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8936 | NS      | $950075.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc.                                    | ARDELYX INC COMMON STOCK USD.000001                    | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     44224 | NS      | $257825.92    | 0.05%             |  |  |  | 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        |     14522 | NS      | $346059.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                    | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20242 | NS      | $587827.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                          | EQUITY BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      2921 | NS      | $130422.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                     | ERASCA INC COMMON STOCK USD.0001                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32609 | NS      | $121305.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                           | ESCALADE INC COMMON STOCK                              | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $26440.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                          | ESCO TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      4762 | NS      | $930447.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                      | ESPERION THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     43118 | NS      | $159536.60    | 0.03%             |  |  |  | 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        |     10346 | NS      | $367696.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                 | POWERFLEET INC NJ COMMON STOCK USD.01                  | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22957 | NS      | $122131.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc.              | POWER SOLUTIONS INTERNATIONAL COMMON STOCK USD.001     | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      1578 | NS      | $90166.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Praxis Precision Medicines Inc.                 | PRAXIS PRECISION MEDICINES INC COMMON STOCK USD.0001   | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4137 | NS      | $1219339.38   | 0.22%             |  |  |  | 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        |      6994 | NS      | $275213.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                     | H2O AMERICA COMMON STOCK                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6104 | NS      | $299034.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                     | SEZZLE INC COMMON STOCK                                | CUSIP: 78435P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2992 | NS      | $189917.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp.                           | SL GREEN REALTY CORP REIT USD.01                       | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13182 | NS      | $604658.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                               | SM ENERGY CO COMMON STOCK USD.01                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     20967 | NS      | $392082.90    | 0.07%             |  |  |  | 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        |      7047 | NS      | $628099.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYX Platforms Corp.                            | SKYX PLATFORMS CORP COMMON STOCK                       | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14817 | NS      | $32152.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc.                                 | SSR MINING INC COMMON STOCK                            | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     37410 | NS      | $820027.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                           | SPX TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      8850 | NS      | $1770531.00   | 0.32%             |  |  |  | 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        |     43328 | NS      | $820632.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                               | SABRE CORP COMMON STOCK USD.01                         | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69213 | NS      | $94129.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Palladyne AI Corp.                              | PALLADYNE AI CORP COMMON STOCK USD.0001                | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5705 | NS      | $24303.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Beam Therapeutics Inc.                          | BEAM THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17622 | NS      | $488481.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Beazer Homes USA Inc.                           | BEAZER HOMES USA INC COMMON STOCK USD.001              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      5036 | NS      | $102079.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                        | BED BATH and BEYOND INC WARRANTS CALL EXP 07OCT26      | CUSIP: 075896159<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      1084 | NS      | $715.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                   | BEL FUSE INC COMMON STOCK USD.1                        | CUSIP: 077347201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $49486.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                   | BEL FUSE INC COMMON STOCK USD.1                        | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1889 | NS      | $320431.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                     | BELDEN INC COMMON STOCK USD.01                         | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7193 | NS      | $838344.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                      | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      6561 | NS      | $280548.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc.                          | BENITEC BIOPHARMA INC COMMON STOCK                     | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2926 | NS      | $39413.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corporation                    | BEACON FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     15089 | NS      | $397896.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc.                               | BETA BIONICS INC COMMON STOCK USD.0001                 | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7194 | NS      | $219201.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Better Home and Finance Holding Company         | BETTER HOME and FINANCE HOLDING COMMON STOCK USD.0001  | CUSIP: 08774B508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $33883.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.      | HA SUSTAINABLE INFRASTRUCTURE COMMON STOCK USD.01      | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22419 | NS      | $704629.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                   | HARMONIC INC COMMON STOCK USD.001                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     20464 | NS      | $202388.96    | 0.04%             |  |  |  | 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        |      8047 | NS      | $301118.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc.                                     | HARROW INC COMMON STOCK USD.001                        | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5809 | NS      | $284641.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawthorn Bancshares Inc.                        | HAWTHORN BANCSHARES INC COMMON STOCK USD1.0            | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161 | NS      | $40495.68     | 0.01%             |  |  |  | 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        |     12960 | NS      | $247795.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                               | HEALTHSTREAM INC COMMON STOCK                          | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4738 | NS      | $109305.66    | 0.02%             |  |  |  | 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        |     14268 | NS      | $34100.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthEquity Inc.                               | HEALTHEQUITY INC COMMON STOCK USD.0001                 | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15673 | NS      | $1435803.53   | 0.26%             |  |  |  | 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        |      8497 | NS      | $76727.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartflow Inc.                                  | HEARTFLOW INC COMMON STOCK USD.001                     | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3710 | NS      | $108146.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                            | HECLA MINING CO COMMON STOCK USD.25                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    116761 | NS      | $2240643.59   | 0.41%             |  |  |  | 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        |      6113 | NS      | $326984.37    | 0.06%             |  |  |  | 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        |     25914 | NS      | $162480.78    | 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        |     17733 | NS      | $508582.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                          | HERITAGE COMMERCE CORP COMMON STOCK                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     10507 | NS      | $126189.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                              | HERC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      6005 | NS      | $891021.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                  | HERITAGE FINANCIAL CORP/WA COMMON STOCK                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6221 | NS      | $147126.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001   | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4507 | NS      | $131874.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                         | HERON THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     29488 | NS      | $38334.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hertz Global Holdings Inc.                      | HERTZ GLOBAL HLDGS INC COMMON STOCK USD.01             | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     21359 | NS      | $109785.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HighPeak Energy Inc.                            | HIGHPEAK ENERGY INC COMMON STOCK USD.0001              | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5266 | NS      | $24960.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand Inc.                                | HILLENBRAND INC COMMON STOCK                           | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     13007 | NS      | $412582.04    | 0.07%             |  |  |  | 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        |     18512 | NS      | $53314.56     | 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        |     14820 | NS      | $153979.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc.                     | NORTHPOINTE BANCSHARES INC COMMON STOCK NPV            | CUSIP: 66661N886<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3821 | NS      | $64116.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                           | NORTHRIM BANCORP INC COMMON STOCK USD1.0               | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3942 | NS      | $104896.62    | 0.02%             |  |  |  | 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        |     25815 | NS      | $309780.00    | 0.06%             |  |  |  | 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        |      7445 | NS      | $347979.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                               | EVERCOMMERCE INC COMMON STOCK USD.00001                | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3091 | NS      | $37432.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC Inc.                                    | EVERTEC INC COMMON STOCK USD.01                        | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     11975 | NS      | $348352.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                  | EVERQUOTE INC COMMON STOCK USD.001                     | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5424 | NS      | $146448.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                 | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001          | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      9134 | NS      | $32334.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Faraday Future Intelligent Electric Inc.        | FARADAY FUTURE INTELLIGENT ELE COMMON STOCK USD.0001   | CUSIP: 307359885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26647 | NS      | $27179.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers National Banc Corp.                     | FARMERS NATIONAL BANC CORP COMMON STOCK                | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7561 | NS      | $100712.52    | 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        |      7116 | NS      | $68954.04     | 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        |     25778 | NS      | $262420.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                  | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1           | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     29233 | NS      | $606000.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                   | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7406 | NS      | $376150.74    | 0.07%             |  |  |  | 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        |      4433 | NS      | $72967.18     | 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        |     15310 | NS      | $364224.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.          | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01     | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $82047.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Inc.                              | FIRST CAPITAL INC COMMON STOCK USD.01                  | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $38539.20     | 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        |     19122 | NS      | $322396.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corporation                     | FIRST COMMUNITY CORP/SC COMMON STOCK USD1.0            | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      1428 | NS      | $42340.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                               | GERON CORP COMMON STOCK USD.001                        | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102344 | NS      | $135094.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Images Holdings Inc.                      | GETTY IMAGES HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23012 | NS      | $30836.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc.                   | GINKGO BIOWORKS HOLDINGS INC COMMON STOCK USD.0001     | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7967 | NS      | $66205.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                            | GLACIER BANCORP INC COMMON STOCK USD.01                | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23492 | NS      | $1034822.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                | GLADSTONE COMMERCIAL CORP REIT USD.001                 | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $95517.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                      | GLADSTONE LAND CORP REIT USD.001                       | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6630 | NS      | $60664.50     | 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        |     10294 | NS      | $1162295.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group Inc.               | GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005  | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24494 | NS      | $187379.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Industrial Company                       | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01               | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2959 | NS      | $86461.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                 | GLOBALSTAR INC COMMON STOCK USD.0001                   | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9218 | NS      | $562666.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Net Lease Inc.                           | GLOBAL NET LEASE INC REIT USD.01                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     36883 | NS      | $317193.80    | 0.06%             |  |  |  | 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        |      4056 | NS      | $34273.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                        | GLOBAL MEDICAL REIT INC REIT                           | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      2339 | NS      | $78917.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                  | FERROGLOBE PLC COMMON STOCK USD7.5                     | CUSIP: 37954N206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22524 | NS      | $104511.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                       | GOGO INC COMMON STOCK USD.0001                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     14767 | NS      | $68814.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                       | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01           | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      3514 | NS      | $95545.66     | 0.02%             |  |  |  | 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        |     50717 | NS      | $444280.92    | 0.08%             |  |  |  | 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        |      4385 | NS      | $322955.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman-Rupp Company                         | GORMAN-RUPP CO/THE COMMON STOCK                        | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3979 | NS      | $189997.25    | 0.03%             |  |  |  | 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        |     35606 | NS      | $110378.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Corporation                              | GRAHAM CORP COMMON STOCK USD.1                         | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1927 | NS      | $123771.21    | 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        |      4846 | NS      | $127401.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                           | UFP TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1392 | NS      | $309065.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                      | UDEMY INC COMMON STOCK USD.00001                       | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17478 | NS      | $102246.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                       | UMB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     13190 | NS      | $1517377.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                             | UFP INDUSTRIES INC COMMON STOCK                        | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     10646 | NS      | $969318.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Gold Corp.                                 | US GOLD CORP COMMON STOCK USD1.0                       | CUSIP: 90291C201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $42255.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties Inc.                             | UMH PPTYS INC REIT USD.1                               | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15342 | NS      | $244091.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                      | USANA HEALTH SCIENCES INC COMMON STOCK USD.001         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2209 | NS      | $43362.67     | 0.01%             |  |  |  | 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        |      2772 | NS      | $216465.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc.                    | USCB FINANCIAL HOLDINGS INC COMMON STOCK               | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2553 | NS      | $47026.26     | 0.01%             |  |  |  | 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        |      8254 | NS      | $209073.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                            | UNIFIRST CORP/MA COMMON STOCK USD.1                    | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2706 | NS      | $521987.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                              | UNISYS CORP COMMON STOCK USD.01                        | CUSIP: 909214306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13706 | NS      | $37828.56     | 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        |     22518 | NS      | $703011.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corporation              | UNITED STATES ANTIMONY CORP COMMON STOCK USD.01        | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21897 | NS      | $109922.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Lime and Minerals Inc.            | UNITED STATES LIME and MINERALS COMMON STOCK USD.1     | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      2017 | NS      | $241515.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                | UNITI GROUP INC COMMON STOCK USD.0001                  | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     30876 | NS      | $216440.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Unitil Corporation                              | UNITIL CORP COMMON STOCK                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3369 | NS      | $163194.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                              | UNITY BANCORP INC COMMON STOCK                         | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $72666.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                           | UNIVERSAL CORP/VA COMMON STOCK                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4367 | NS      | $230359.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust            | UNIVERSAL HEALTH REALTY INCOME REIT USD.01             | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      2324 | NS      | $91124.04     | 0.02%             |  |  |  | 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        |      4568 | NS      | $154398.40    | 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        |      1382 | NS      | $20992.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Technical Institute Inc.              | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001    | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8528 | NS      | $222836.64    | 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        |      5337 | NS      | $174733.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc.                               | UPSTREAM BIO INC COMMON STOCK USD.001                  | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6008 | NS      | $163117.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Holdings Inc.                           | UPSTART HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15659 | NS      | $684768.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Upwork Inc.                                     | UPWORK INC COMMON STOCK USD.0001                       | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22598 | NS      | $447892.36    | 0.08%             |  |  |  | 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        |     87771 | NS      | $1025165.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                           | URBAN OUTFITTERS INC COMMON STOCK USD.0001             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     11245 | NS      | $846298.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                           | URBAN EDGE PROPERTIES REIT USD.01                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23859 | NS      | $457854.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc.                             | USA RARE EARTH INC COMMON STOCK USD.0001               | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16203 | NS      | $192815.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                      | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       597 | NS      | $33408.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                      | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10653 | NS      | $93959.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                       | VAREX IMAGING CORP COMMON STOCK USD.01                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      7768 | NS      | $90497.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                            | VARONIS SYSTEMS INC COMMON STOCK USD.001               | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     21525 | NS      | $706020.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                          | VEECO INSTRUMENTS INC COMMON STOCK USD.01              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     10907 | NS      | $311722.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                        | V2X INC COMMON STOCK USD.01                            | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4270 | NS      | $232928.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                    | VAXCYTE INC COMMON STOCK USD.001                       | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21075 | NS      | $972400.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                         | VELOCITY FINANCIAL INC COMMON STOCK                    | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2361 | NS      | $49014.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc.                                   | VERASTEM INC COMMON STOCK USD.0001                     | CUSIP: 92337C203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9874 | NS      | $76227.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                   | VERACYTE INC COMMON STOCK USD.001                      | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14419 | NS      | $607039.90    | 0.11%             |  |  |  | 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        |     10225 | NS      | $517794.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                             | VERICEL CORP COMMON STOCK                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      9314 | NS      | $335397.14    | 0.06%             |  |  |  | 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        |     29445 | NS      | $659862.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                     | VERTEX INC COMMON STOCK USD.001                        | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13043 | NS      | $260468.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc.        | PURSUIT ATTRACTIONS AND HOSPIT COMMON STOCK USD1.5     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      3964 | NS      | $133507.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                            | SCORPIO TANKERS INC COMMON STOCK USD.01                | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      8271 | NS      | $420414.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wave Life Sciences Ltd.                         | WAVE LIFE SCIENCES LTD COMMON STOCK                    | CUSIP: Y95308105<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |     21352 | NS      | $362984.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                     | FIRST FINANCIAL CORP COMMON STOCK                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1946 | NS      | $117577.32    | 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        |     12114 | NS      | $74622.24     | 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        |      1653 | NS      | $44316.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                        | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      7525 | NS      | $1374366.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc.                             | AXOS FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9945 | NS      | $856861.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                | BandG FOODS INC COMMON STOCK USD.01                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     14269 | NS      | $61356.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc.                                | BCB BANCORP INC COMMON STOCK                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      4410 | NS      | $35588.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc.                        | BICARA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5872 | NS      | $98825.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                            | BRT APARTMENTS CORP REIT USD3.0                        | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3444 | NS      | $50626.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corporation                     | BK TECHNOLOGIES CORP COMMON STOCK USD.6                | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $37593.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                | BALDWIN INSURANCE GROUP INC/ COMMON STOCK              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13199 | NS      | $317171.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| B R C Inc.                                      | BRC INC COMMON STOCK USD.0001                          | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19687 | NS      | $21852.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BV Financial Inc.                               | BV FINANCIAL INC COMMON STOCK USD.01                   | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $32579.44     | 0.01%             |  |  |  | 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        |      7774 | NS      | $524900.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc.                              | MISTRAS GROUP INC COMMON STOCK USD.01                  | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2512 | NS      | $31776.80     | 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        |      3007 | NS      | $250483.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc.                              | QUAD/GRAPHICS INC COMMON STOCK USD.025                 | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      5824 | NS      | $36516.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                     | QUAKER CHEMICAL CORP COMMON STOCK USD1.0               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2528 | NS      | $347119.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                | Q2 HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     11437 | NS      | $825293.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc.                       | RAPPORT THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5292 | NS      | $160559.28    | 0.03%             |  |  |  | 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        |     12802 | NS      | $124435.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies Inc.                       | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23763 | NS      | $834556.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation              | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5343 | NS      | $172685.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST COMMON STOCK             | CONTRA RESOLUTE FOREST COMMON STOCK                    | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9238 | NS      | $13117.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rezolute Inc.                                   | REZOLUTE INC COMMON STOCK                              | CUSIP: 76200L309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15648 | NS      | $36929.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                     | RHYTHM PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9722 | NS      | $1040642.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                      | SPIRE INC COMMON STOCK USD1.0                          | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     10581 | NS      | $875048.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                              | SPOK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      4405 | NS      | $58101.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc.                                   | SPRINKLR INC COMMON STOCK USD.00003                    | CUSIP: 85208T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21174 | NS      | $164733.72    | 0.03%             |  |  |  | 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        |      9881 | NS      | $111358.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SR Bancorp Inc.                                 | SR BANCORP INC COMMON STOCK                            | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $25262.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STAAR Surgical Company                          | STAAR SURGICAL CO COMMON STOCK USD.01                  | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9226 | NS      | $213028.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                           | MID PENN BANCORP INC COMMON STOCK USD1.0               | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3585 | NS      | $111206.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlefield Banc Corp.                          | MIDDLEFIELD BANC CORP COMMON STOCK                     | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1464 | NS      | $50566.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                         | MIDDLESEX WATER CO COMMON STOCK                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3438 | NS      | $173343.96    | 0.03%             |  |  |  | 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        |      4008 | NS      | $84849.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc.                            | MISTER CAR WASH INC COMMON STOCK USD.01                | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19056 | NS      | $105951.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE Inc.                                  | AMERISAFE INC COMMON STOCK USD.01                      | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3447 | NS      | $132399.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | AMERIS BANCORP COMMON STOCK USD1.0                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     11933 | NS      | $886263.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                       | AMES NATIONAL CORP COMMON STOCK USD2.0                 | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1851 | NS      | $42498.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                        | AMICUS THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     54718 | NS      | $779184.32    | 0.14%             |  |  |  | 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        |     27938 | NS      | $352018.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                  | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      6716 | NS      | $179854.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                  | AMPLITUDE INC COMMON STOCK USD.00001                   | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17339 | NS      | $200785.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc.                       | AMPRIUS TECHNOLOGIES INC COMMON STOCK                  | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20305 | NS      | $160206.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc.                     | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16406 | NS      | $198184.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                 | ANAPTYSBIO INC COMMON STOCK USD.001                    | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3402 | NS      | $164928.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc.                              | ANDERSONS INC/THE COMMON STOCK                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      6034 | NS      | $320827.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT Inc.                    | ANGEL OAK MORTGAGE REIT INC REIT USD.01                | CUSIP: 03464Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2851 | NS      | $24547.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                              | ANGIODYNAMICS INC COMMON STOCK USD.01                  | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      7408 | NS      | $95118.72     | 0.02%             |  |  |  | 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        |     14067 | NS      | $50219.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore Inc.                                     | ATKORE INC COMMON STOCK USD.01                         | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6192 | NS      | $391644.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                    | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $92288.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlanta Braves Holdings Inc.                    | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7685 | NS      | $303173.25    | 0.05%             |  |  |  | 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        |     25897 | NS      | $914164.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                 | ATLANTICUS HOLDINGS CORP COMMON STOCK                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $67552.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.              | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK             | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15272 | NS      | $792769.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                   | ATRICURE INC COMMON STOCK USD.001                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8992 | NS      | $355723.52    | 0.06%             |  |  |  | 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        |      8459 | NS      | $46101.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aurinia Pharmaceuticals Inc.                    | AURINIA PHARMACEUTICALS INC COMMON STOCK               | CUSIP: 05156V102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     21959 | NS      | $350246.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                             | AVIAT NETWORKS INC COMMON STOCK USD.01                 | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      2183 | NS      | $46672.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                              | AVIENT CORP COMMON STOCK USD.01                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     17013 | NS      | $531486.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                        | AVIDITY BIOSCIENCES INC COMMON STOCK                   | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21244 | NS      | $1532329.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                              | AVISTA CORP COMMON STOCK                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     14822 | NS      | $571239.88    | 0.10%             |  |  |  | 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        |      5699 | NS      | $457857.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                  | BANDWIDTH INC COMMON STOCK USD.001                     | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5093 | NS      | $78686.85     | 0.01%             |  |  |  | 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        |     22969 | NS      | $443072.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                          | BANK FIRST CORP COMMON STOCK USD1.0                    | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $205632.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                      | BANK OF HAWAII CORP COMMON STOCK USD.01                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      7080 | NS      | $484059.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                           | BANK OF MARIN BANCORP COMMON STOCK                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2913 | NS      | $75767.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                       | BANKFINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2951 | NS      | $35412.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BankUnited Inc.                                 | BANKUNITED INC COMMON STOCK USD.01                     | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     13623 | NS      | $607177.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                     | BANK7 CORP COMMON STOCK USD.01                         | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $36922.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                              | BANNER CORP COMMON STOCK USD.01                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6106 | NS      | $382601.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                   | BANKWELL FINANCIAL GROUP INC COMMON STOCK              | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1351 | NS      | $61902.82     | 0.01%             |  |  |  | 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        |      3268 | NS      | $101471.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes and Noble Education Inc.                 | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01     | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      3150 | NS      | $28948.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Barrett Business Services Inc.                  | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01      | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4605 | NS      | $166747.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                     | BAYCOM CORP COMMON STOCK                               | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2295 | NS      | $67473.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                        | FIRSTSUN CAPITAL BANCORP COMMON STOCK                  | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2419 | NS      | $91039.07     | 0.02%             |  |  |  | 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        |      7269 | NS      | $1158533.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                           | FORTREA HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 34965K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16838 | NS      | $290455.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc.                  | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      1968 | NS      | $72717.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                         | FORWARD AIR CORP COMMON STOCK USD.01                   | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3992 | NS      | $99800.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| L.B. Foster Company                             | L B FOSTER CO COMMON STOCK USD.01                      | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      1781 | NS      | $47997.95     | 0.01%             |  |  |  | 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        |     19533 | NS      | $450430.98    | 0.08%             |  |  |  | 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        |      7539 | NS      | $56542.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Factory Holding Corp.                       | FOX FACTORY HOLDING CORP COMMON STOCK USD.001          | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7859 | NS      | $134467.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                              | ENVIRI CORP COMMON STOCK USD1.25                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     13978 | NS      | $250485.76    | 0.05%             |  |  |  | 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        |      2663 | NS      | $62207.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.               | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     32016 | NS      | $393796.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                    | HAWKINS INC COMMON STOCK USD.01                        | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      3598 | NS      | $511131.88    | 0.09%             |  |  |  | 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        |     37051 | NS      | $320861.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                           | HILLTOP HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      7980 | NS      | $270841.20    | 0.05%             |  |  |  | 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        |     11154 | NS      | $499141.50    | 0.09%             |  |  |  | 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        |     23882 | NS      | $205146.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Rigel Pharmaceuticals Inc.                      | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 766559702<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3174 | NS      | $135942.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                          | NABORS INDUSTRIES LTD WARRANTS CALL EXP 11JUN26        | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       668 | NS      | $118.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Energy Services Reunited Corp.         | NATIONAL ENERGY SERVICES REUNI COMMON STOCK            | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11170 | NS      | $174922.20    | 0.03%             |  |  |  | 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        |     89385 | NS      | $1179882.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Noble Corporation plc                           | NOBLE CORP PLC COMMON STOCK USD.00001                  | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23124 | NS      | $653021.76    | 0.12%             |  |  |  | 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        |     36868 | NS      | $126825.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NovoCure Limited                                | NOVOCURE LTD COMMON STOCK                              | CUSIP: G6674U108<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     18864 | NS      | $243911.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PagSeguro Digital Ltd.                          | PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025          | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     32737 | NS      | $315584.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Limited                      | PATRIA INVESTMENTS LTD COMMON STOCK USD.0001           | CUSIP: G69451105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12414 | NS      | $197258.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Paysafe Limited                                 | PAYSAFE LTD COMMON STOCK USD.0001                      | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6318 | NS      | $51112.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Prothena Corporation Public Limited Company     | PROTHENA CORP PLC COMMON STOCK USD.01                  | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8300 | NS      | $79265.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                  | REZOLVE AI PLC COMMON STOCK USD.0001                   | CUSIP: G75398100<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     33084 | NS      | $85025.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corporation                             | KNOWLES CORP COMMON STOCK USD.01                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     15660 | NS      | $335593.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc.                        | KODIAK GAS SERVICES INC COMMON STOCK USD.01            | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15493 | NS      | $579438.20    | 0.10%             |  |  |  | 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        |      5111 | NS      | $359098.86    | 0.06%             |  |  |  | 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        |     20803 | NS      | $109215.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                        | STOCK YARDS BANCORP INC COMMON STOCK                   | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      4920 | NS      | $319554.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc.                         | STOKE THERAPEUTICS INC COMMON STOCK                    | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8251 | NS      | $261886.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc.                               | STONEX GROUP INC COMMON STOCK USD.01                   | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      9001 | NS      | $856265.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                        | STRATEGIC EDUCATION INC COMMON STOCK USD.01            | CUSIP: 86272C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4272 | NS      | $342614.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                   | STRATTEC SECURITY CORP COMMON STOCK USD.01             | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       755 | NS      | $57485.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                   | CARGURUS INC COMMON STOCK USD.001                      | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15149 | NS      | $580964.15    | 0.11%             |  |  |  | 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        |      2493 | NS      | $105453.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                   | CARS.COM INC COMMON STOCK USD.01                       | CUSIP: 14575E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10093 | NS      | $123134.60    | 0.02%             |  |  |  | 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        |      4430 | NS      | $87093.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                   | CARTER'S INC COMMON STOCK USD.01                       | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6511 | NS      | $211151.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc.                          | SILA REALTY TRUST INC REIT USD.01                      | CUSIP: 146280508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10161 | NS      | $236852.91    | 0.04%             |  |  |  | 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        |     11566 | NS      | $1132774.04   | 0.20%             |  |  |  | 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        |      2189 | NS      | $90887.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                         | CASTLE BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5215 | NS      | $202863.50    | 0.04%             |  |  |  | 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        |     21253 | NS      | $496045.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                              | GETTY REALTY CORP REIT USD.01                          | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9877 | NS      | $270333.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                       | GEVO INC COMMON STOCK                                  | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     42886 | NS      | $85772.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                       | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $271969.44    | 0.05%             |  |  |  | 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        |     37680 | NS      | $1223469.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Hingham Institution for Savings The             | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0     | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $85471.96     | 0.02%             |  |  |  | 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        |      3298 | NS      | $99203.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc.                                     | HOLLEY INC COMMON STOCK USD.0001                       | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14546 | NS      | $60074.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                            | HOME BANCSHARES INC/AR COMMON STOCK USD.01             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34135 | NS      | $948270.30    | 0.17%             |  |  |  | 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        |      1291 | NS      | $74619.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                               | MECHANICS BANCORP COMMON STOCK                         | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9054 | NS      | $132460.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares Inc.                       | HOMETRUST BANCSHARES INC COMMON STOCK                  | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3061 | NS      | $131439.34    | 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        |     17569 | NS      | $45328.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp Inc.                               | HOPE BANCORP INC COMMON STOCK USD.001                  | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22651 | NS      | $248254.96    | 0.04%             |  |  |  | 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        |      7478 | NS      | $345334.04    | 0.06%             |  |  |  | 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        |      2964 | NS      | $114114.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                | MILLERKNOLL INC COMMON STOCK USD.2                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     12575 | NS      | $229871.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                   | PRECIGEN INC COMMON STOCK                              | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33274 | NS      | $139085.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                                  | PREFERRED BANK/LOS ANGELES CA COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2060 | NS      | $194525.80    | 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        |       478 | NS      | $98807.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Prestige Consumer Healthcare Inc.               | PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9078 | NS      | $560021.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                 | QUINSTREET INC COMMON STOCK USD.001                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     10383 | NS      | $149203.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                     | RBB BANCORP COMMON STOCK                               | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3205 | NS      | $66151.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                   | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1662 | NS      | $39622.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REV Group Inc.                                  | REV GROUP INC COMMON STOCK USD.001                     | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8898 | NS      | $541087.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc.                              | RGC RESOURCES INC COMMON STOCK USD5.0                  | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $37743.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                               | RLJ LODGING TRUST REIT                                 | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24839 | NS      | $185050.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                        | RPC INC COMMON STOCK USD.1                             | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17295 | NS      | $94084.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                              | RMR GROUP INC/THE COMMON STOCK                         | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      3161 | NS      | $47098.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO Inc.                                        | RXO INC COMMON STOCK USD.01                            | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30062 | NS      | $379983.68    | 0.07%             |  |  |  | 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        |     10152 | NS      | $48526.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc.                                     | ARHAUS INC COMMON STOCK USD.001                        | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9520 | NS      | $106719.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                      | ARKO CORP COMMON STOCK USD.0001                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14759 | NS      | $67005.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arlo Technologies Inc.                          | ARLO TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18281 | NS      | $255751.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                 | ZIFF DAVIS INC COMMON STOCK USD.01                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      7501 | NS      | $263660.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                   | OPENLANE INC COMMON STOCK USD.01                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     19351 | NS      | $576272.78    | 0.10%             |  |  |  | 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        |     10168 | NS      | $83580.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                     | KADANT INC COMMON STOCK USD.01                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2165 | NS      | $617068.30    | 0.11%             |  |  |  | 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        |      2965 | NS      | $340559.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc.                                    | KALTURA INC COMMON STOCK USD.0001                      | CUSIP: 483467106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18730 | NS      | $30717.20     | 0.01%             |  |  |  | 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        |      7150 | NS      | $115472.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Karat Packaging Inc.                            | KARAT PACKAGING INC COMMON STOCK USD.001               | CUSIP: 48563L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1781 | NS      | $40197.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                         | KB HOME COMMON STOCK USD1.0                            | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     11534 | NS      | $650632.94    | 0.12%             |  |  |  | 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        |     10729 | NS      | $79501.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                             | KELLY SERVICES INC COMMON STOCK USD1.0                 | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6316 | NS      | $55580.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc.                         | ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 488445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10360 | NS      | $92825.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal Inc.                                 | KENNAMETAL INC COMMON STOCK USD1.25                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     13921 | NS      | $395495.61    | 0.07%             |  |  |  | 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        |     22743 | NS      | $219924.81    | 0.04%             |  |  |  | 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        |      5396 | NS      | $109862.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                     | KFORCE INC COMMON STOCK USD.01                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3446 | NS      | $106550.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                        | KIMBALL ELECTRONICS INC COMMON STOCK                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      4526 | NS      | $125913.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Companies Inc.              | KINDERCARE LEARNING COS INC COMMON STOCK USD.01        | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6288 | NS      | $27164.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Companies Inc.                        | KINGSTONE COS INC COMMON STOCK USD.01                  | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2059 | NS      | $34652.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kingsway Financial Services Inc.                | KINGSWAY FINANCIAL SERVICES COMMON STOCK               | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4225 | NS      | $56826.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kite Realty Group Trust                         | KITE REALTY GROUP TRUST REIT USD.01                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39900 | NS      | $956403.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                         | KNIFE RIVER CORP COMMON STOCK                          | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10531 | NS      | $740855.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc.                    | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31114 | NS      | $219042.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                           | LIMBACH HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1971 | NS      | $153442.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc.                                | LINKBANCORP INC COMMON STOCK USD.01                    | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4552 | NS      | $37599.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                         | LIONSGATE STUDIOS CORP COMMON STOCK                    | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     37955 | NS      | $346529.15    | 0.06%             |  |  |  | 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        |      4334 | NS      | $131363.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                            | LIQUIDIA CORP COMMON STOCK USD.001                     | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11808 | NS      | $407257.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Oak Bancshares Inc.                        | LIVE OAK BANCSHARES INC COMMON STOCK                   | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6562 | NS      | $225404.70    | 0.04%             |  |  |  | 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        |      9915 | NS      | $492775.50    | 0.09%             |  |  |  | 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        |     15690 | NS      | $329646.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tri Pointe Homes Inc.                           | TRI POINTE HOMES INC COMMON STOCK USD.01               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15642 | NS      | $492253.74    | 0.09%             |  |  |  | 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        |     11665 | NS      | $100435.65    | 0.02%             |  |  |  | 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        |      6249 | NS      | $50054.49     | 0.01%             |  |  |  | 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        |      7199 | NS      | $589454.12    | 0.11%             |  |  |  | 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        |     17543 | NS      | $1032756.41   | 0.19%             |  |  |  | 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        |     22524 | NS      | $529989.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 10x Genomics Inc.                               | 10X GENOMICS INC COMMON STOCK USD.00001                | CUSIP: 88025U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20443 | NS      | $333425.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                 | TENNANT CO COMMON STOCK USD.375                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      3397 | NS      | $250358.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                               | TEREX CORP COMMON STOCK USD.01                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     11833 | NS      | $631645.54    | 0.11%             |  |  |  | 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        |      6069 | NS      | $225524.04    | 0.04%             |  |  |  | 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        |      2377 | NS      | $90349.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc.                         | THIRD HARMONIC BIO INC COMMON STOCK USD.0001           | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5239 | NS      | $157.17       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 3D Systems Corporation                          | 3D SYSTEMS CORP COMMON STOCK USD.001                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     22333 | NS      | $39529.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc.                                    | THREDUP INC COMMON STOCK USD.0001                      | CUSIP: 88556E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18235 | NS      | $116521.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                             | THRYV HOLDINGS INC COMMON STOCK                        | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7247 | NS      | $43844.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                  | TIDEWATER INC COMMON STOCK                             | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9044 | NS      | $456812.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc.                         | TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01          | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1634 | NS      | $58497.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                   | METALLUS INC COMMON STOCK                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      6934 | NS      | $118987.44    | 0.02%             |  |  |  | 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        |      8566 | NS      | $1078202.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                      | ADEIA INC COMMON STOCK                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20214 | NS      | $348691.50    | 0.06%             |  |  |  | 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        |      6599 | NS      | $682798.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                         | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001           | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11055 | NS      | $434461.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Aehr Test Systems                               | AEHR TEST SYSTEMS COMMON STOCK USD.01                  | CUSIP: 00760J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5254 | NS      | $106078.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq Inc.                                        | ARQ INC COMMON STOCK                                   | CUSIP: 00770C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6618 | NS      | $21640.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc.                         | SPYRE THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 00773J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12707 | NS      | $416281.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AdvanSix Inc.                                   | ADVANSIX INC COMMON STOCK USD.01                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      4970 | NS      | $85981.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc.                                     | AELUMA INC COMMON STOCK USD.0001                       | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2451 | NS      | $42083.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities Inc.                        | CENTURY COMMUNITIES INC COMMON STOCK USD.01            | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4840 | NS      | $287254.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                    | CERENCE INC COMMON STOCK USD.01                        | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7472 | NS      | $79875.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc.                                   | CERIBELL INC COMMON STOCK USD.001                      | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5201 | NS      | $114057.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867        | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4338 | NS      | $541208.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc.       | CHICAGO ATLANTIC REAL ESTATE F REIT USD.01             | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3473 | NS      | $42578.98     | 0.01%             |  |  |  | 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        |      5435 | NS      | $93753.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc.                       | COMMERCIAL BANCGROUP INC COMMON STOCK USD.01           | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1618 | NS      | $39738.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                       | COMMERCIAL METALS CO COMMON STOCK USD.01               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20408 | NS      | $1412641.76   | 0.26%             |  |  |  | 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        |     40083 | NS      | $726704.79    | 0.13%             |  |  |  | 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        |      4733 | NS      | $31758.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                           | CONDUENT INC COMMON STOCK USD.01                       | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     29550 | NS      | $56736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                              | CONMED CORP COMMON STOCK USD.01                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      5779 | NS      | $234627.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                         | CONNECTONE BANCORP INC COMMON STOCK                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      8839 | NS      | $231758.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                | GATX CORP COMMON STOCK USD.625                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6578 | NS      | $1115628.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                              | GEO GROUP INC/THE COMMON STOCK USD.01                  | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24862 | NS      | $400775.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc.                   | GBANK FINANCIAL HOLDINGS INC COMMON STOCK              | CUSIP: 36166F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1714 | NS      | $58087.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd.                        | G-III APPAREL GROUP LTD COMMON STOCK USD.01            | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6729 | NS      | $194871.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monopar Therapeutics Inc.                       | MONOPAR THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 61023L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $55309.10     | 0.01%             |  |  |  | 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        |     12923 | NS      | $21581.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc.                    | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8639 | NS      | $135459.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.               | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004 | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6106 | NS      | $151611.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                       | MOOG INC COMMON STOCK USD1.0                           | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5161 | NS      | $1256961.55   | 0.23%             |  |  |  | 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        |      2581 | NS      | $31849.54     | 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        |      2956 | NS      | $60952.72     | 0.01%             |  |  |  | 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        |     28629 | NS      | $681942.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Claritev Corporation                            | CLARITEV CORP COMMON STOCK                             | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1418 | NS      | $60619.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp.                            | SABLE OFFSHORE CORP COMMON STOCK USD.0001              | CUSIP: 78574H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14085 | NS      | $127046.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                        | NWPX INFRASTRUCTURE INC COMMON STOCK USD.01            | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1744 | NS      | $108982.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                  | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01      | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11216 | NS      | $723880.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                | GEN DIGITAL INC RIGHT                                  | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1637 | NS      | $7219.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                          | NORWOOD FINANCIAL CORP COMMON STOCK USD.1              | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $49704.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc.                         | NOVAGOLD RESOURCES INC COMMON STOCK                    | CUSIP: 66987E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     55797 | NS      | $520028.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc.                                    | NOVAVAX INC COMMON STOCK USD.01                        | CUSIP: 670002401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27243 | NS      | $183072.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Novanta Inc.                                    | NOVANTA INC COMMON STOCK                               | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6672 | NS      | $793901.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                       | DNOW INC COMMON STOCK USD.01                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     34131 | NS      | $452235.75    | 0.08%             |  |  |  | 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        |      8951 | NS      | $86108.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                   | NUVALENT INC COMMON STOCK USD.0001                     | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9205 | NS      | $925930.95    | 0.17%             |  |  |  | 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        |     23315 | NS      | $330373.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc.                               | NUTEX HEALTH INC COMMON STOCK                          | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       633 | NS      | $104204.46    | 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        |     18518 | NS      | $351286.46    | 0.06%             |  |  |  | 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        |     44382 | NS      | $397662.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| O-I Glass Inc.                                  | O-I GLASS INC COMMON STOCK USD.01                      | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28197 | NS      | $416187.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                     | PFD OFG BANCORP COMMON STOCK USD1.0                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      8036 | NS      | $329315.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                | OSI SYSTEMS INC COMMON STOCK                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2973 | NS      | $758293.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                      | OP BANCORP COMMON STOCK                                | CUSIP: 67109R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2528 | NS      | $35695.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc.                                 | OMEGA FLEX INC COMMON STOCK USD.01                     | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $26908.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                   | OMNICELL INC COMMON STOCK USD.001                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      8448 | NS      | $382694.40    | 0.07%             |  |  |  | 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        |      7099 | NS      | $573670.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc.                                     | OUSTER INC COMMON STOCK USD.0001                       | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10054 | NS      | $217568.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                             | OUTFRONT MEDIA INC REIT USD.01                         | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     27043 | NS      | $651736.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                           | MYERS INDUSTRIES INC COMMON STOCK                      | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      6858 | NS      | $128381.76    | 0.02%             |  |  |  | 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        |     14295 | NS      | $583093.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                 | NVE CORP COMMON STOCK USD.01                           | CUSIP: 629445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       941 | NS      | $55829.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc.                           | NACCO INDUSTRIES INC COMMON STOCK USD1.0               | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $38545.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corporation                          | NCR ATLEOS CORP COMMON STOCK USD.01                    | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13473 | NS      | $513456.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc.                        | NANO NUCLEAR ENERGY INC COMMON STOCK USD.0001          | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7362 | NS      | $176761.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Neogen Corporation                              | NEOGEN CORP COMMON STOCK USD.16                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     40595 | NS      | $283759.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                | NEOGENOMICS INC COMMON STOCK USD.001                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23833 | NS      | $280276.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                 | NERDWALLET INC COMMON STOCK USD.0001                   | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7949 | NS      | $107708.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                     | NET LEASE OFFICE PROPERTIES REIT                       | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2760 | NS      | $71180.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                    | NETGEAR INC COMMON STOCK USD.001                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4948 | NS      | $121374.44    | 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        |     12873 | NS      | $348343.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                          | NPK INTERNATIONAL INC COMMON STOCK                     | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     15241 | NS      | $181672.72    | 0.03%             |  |  |  | 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        |      4109 | NS      | $83371.61     | 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        |     51062 | NS      | $95485.94     | 0.02%             |  |  |  | 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        |      8216 | NS      | $212630.08    | 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        |     16496 | NS      | $216262.56    | 0.04%             |  |  |  | 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        |      4838 | NS      | $651968.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                         | BRANDYWINE REALTY TRUST REIT USD.01                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     31736 | NS      | $92669.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc.                                      | BRAZE INC COMMON STOCK USD.0001                        | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15733 | NS      | $539484.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc.                   | ACADIAN ASSET MANAGEMENT INC COMMON STOCK USD.001      | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $231522.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                        | BRIGHTSPIRE CAPITAL INC REIT USD.01                    | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24487 | NS      | $137127.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.               | BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0   | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20420 | NS      | $764729.00    | 0.14%             |  |  |  | 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        |      8124 | NS      | $1165956.48   | 0.21%             |  |  |  | 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        |      7725 | NS      | $901739.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                              | BRISTOW GROUP INC COMMON STOCK USD.01                  | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      5178 | NS      | $189618.36    | 0.03%             |  |  |  | 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        |     34250 | NS      | $594922.50    | 0.11%             |  |  |  | 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        |     42541 | NS      | $459017.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                       | COHU INC COMMON STOCK USD1.0                           | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8384 | NS      | $195095.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                              | ENOVIS CORP COMMON STOCK USD.001                       | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10653 | NS      | $283795.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                   | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      5766 | NS      | $266965.80    | 0.05%             |  |  |  | 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        |      3685 | NS      | $65666.70     | 0.01%             |  |  |  | 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        |      5788 | NS      | $89945.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc.                 | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0     | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9775 | NS      | $561476.00    | 0.10%             |  |  |  | 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        |     23973 | NS      | $74795.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Healthcare Trust Incorporated         | COMMUNITY HEALTHCARE TRUST INC REIT USD.01             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      5089 | NS      | $83561.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                       | COMMUNITY WEST BANCSHARES COMMON STOCK                 | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3169 | NS      | $71302.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc.                    | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0        | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3055 | NS      | $172607.50    | 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        |      8225 | NS      | $1031086.00   | 0.19%             |  |  |  | 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        |      6404 | NS      | $125774.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Diversified Holdings                    | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK              | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13350 | NS      | $64080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Therapeutics Inc.                       | COMPASS THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24312 | NS      | $130555.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CompoSecure Inc.                                | COMPOSECURE INC COMMON STOCK USD.0001                  | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10623 | NS      | $204811.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Inc.                                   | SUNPOWER INC COMMON STOCK USD.0001                     | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12167 | NS      | $19102.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Inc.                                    | COMPASS INC COMMON STOCK USD.00001                     | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90129 | NS      | $952663.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                  | TRUBRIDGE INC COMMON STOCK USD.001                     | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      2027 | NS      | $44735.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                         | COMSTOCK RESOURCES INC COMMON STOCK USD.5              | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     13659 | NS      | $316615.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentra Group Holdings Parent Inc.            | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01     | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21660 | NS      | $426268.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc.                                  | CORECIVIC INC COMMON STOCK USD.01                      | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19415 | NS      | $371020.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc.                            | CORE SCIENTIFIC INC COMMON STOCK USD.00001             | CUSIP: 21874A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53363 | NS      | $776965.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                     | CORE NATURAL RESOURCES INC COMMON STOCK USD.01         | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9369 | NS      | $829250.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc.                                   | CORMEDIX INC COMMON STOCK USD.001                      | CUSIP: 21900C308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13655 | NS      | $158807.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Company                         | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                 | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $642681.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc.                                      | GRAIL INC COMMON STOCK                                 | CUSIP: 384747101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6461 | NS      | $552996.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated               | GRANITE CONSTRUCTION INC COMMON STOCK USD.01           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7999 | NS      | $922684.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc.                    | GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001      | CUSIP: 387432107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11009 | NS      | $51742.30     | 0.01%             |  |  |  | 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        |      5854 | NS      | $366811.64    | 0.07%             |  |  |  | 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        |      9878 | NS      | $126537.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                               | GREEN PLAINS INC COMMON STOCK USD.001                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     12699 | NS      | $124450.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                   | GREENBRIER COS INC/THE COMMON STOCK                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      5500 | NS      | $257070.00    | 0.05%             |  |  |  | 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        |      1544 | NS      | $34323.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                      | GREIF INC COMMON STOCK                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4516 | NS      | $305733.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                      | GREIF INC COMMON STOCK                                 | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       955 | NS      | $71328.95     | 0.01%             |  |  |  | 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        |     12620 | NS      | $113958.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.                   | AMERICAN HEALTHCARE REIT INC REIT USD.01               | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30929 | NS      | $1455518.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                          | PEAKSTONE REALTY TRUST REIT                            | CUSIP: 39818P799<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6915 | NS      | $99230.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                             | GRIFFON CORP COMMON STOCK USD.25                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      7031 | NS      | $517833.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc.                                     | GRINDR INC COMMON STOCK USD.0001                       | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6057 | NS      | $82011.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Grocery Outlet Holding Corp.                    | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17252 | NS      | $174245.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc.                         | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01             | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2256 | NS      | $887284.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                    | GROUPON INC COMMON STOCK USD.0001                      | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4704 | NS      | $82837.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Guardant Health Inc.                            | GUARDANT HEALTH INC COMMON STOCK USD.00001             | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22312 | NS      | $2278947.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc.                 | GUARDIAN PHARMACY SERVICES INC COMMON STOCK USD.01     | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4202 | NS      | $126438.18    | 0.02%             |  |  |  | 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        |      2916 | NS      | $606498.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                              | HBT FINANCIAL INC COMMON STOCK USD.01                  | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $62195.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc.                                  | HCI GROUP INC COMMON STOCK                             | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1972 | NS      | $378012.68    | 0.07%             |  |  |  | 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        |     18444 | NS      | $19735.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamilton Beach Brands Holding Company           | HAMILTON BEACH BRANDS H COMMON STOCK                   | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $19690.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corporation                     | HANCOCK WHITNEY CORP COMMON STOCK USD3.33              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15198 | NS      | $967808.64    | 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        |      5448 | NS      | $147259.44    | 0.03%             |  |  |  | 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        |     12338 | NS      | $821093.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc.                       | LARIMAR THERAPEUTICS INC COMMON STOCK USD.01           | CUSIP: 517125100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9367 | NS      | $35688.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Latham Group Inc.                               | LATHAM GROUP INC COMMON STOCK USD.0001                 | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8648 | NS      | $54914.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                    | LIFE360 INC COMMON STOCK USD.001                       | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3788 | NS      | $242962.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ligand Pharmaceuticals Incorporated             | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      3554 | NS      | $671954.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corporation                         | LIGHTBRIDGE CORP COMMON STOCK USD.001                  | CUSIP: 53224K302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4936 | NS      | $62391.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MannKind Corporation                            | MANNKIND CORP COMMON STOCK USD.01                      | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56023 | NS      | $317650.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc.                      | MAPLIGHT THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3202 | NS      | $56243.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc.                              | MARA HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68318 | NS      | $613495.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Maravai LifeSciences Holdings Inc.              | MARAVAI LIFESCIENCES HOLDINGS COMMON STOCK USD.01      | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20708 | NS      | $67301.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                       | MARCUS and MILLICHAP INC COMMON STOCK USD.0001         | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      4838 | NS      | $132029.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                               | RADIAN GROUP INC COMMON STOCK USD.001                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     24662 | NS      | $887585.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellogic Inc.                                 | SATELLOGIC INC COMMON STOCK USD.0001                   | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16098 | NS      | $30103.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                               | SAUL CENTERS INC REIT USD.01                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2699 | NS      | $85099.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc.                                     | SAVARA INC COMMON STOCK USD.001                        | CUSIP: 805111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26432 | NS      | $159384.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc.                       | SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001       | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7336 | NS      | $68518.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                 | SCANSOURCE INC COMMON STOCK                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      4033 | NS      | $157528.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co. Ltd.                     | CONSOLIDATED WATER CO LTD COMMON STOCK USD.6           | CUSIP: G23773107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2706 | NS      | $95494.74     | 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        |     28182 | NS      | $4055107.98   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp.                           | CRITICAL METALS CORP COMMON STOCK USD.001              | CUSIP: G2662B103<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      8370 | NS      | $58087.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman and Wakefield Ltd.                      | CUSHMAN and WAKEFIELD LTD COMMON STOCK                 | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42411 | NS      | $686634.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                        | DOLE PLC COMMON STOCK USD.01                           | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15083 | NS      | $226094.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                         | ALARM.COM HOLDINGS INC COMMON STOCK                    | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      8780 | NS      | $447955.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                      | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      5512 | NS      | $279458.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA COMMON STOCK              | CONTRA ALBIREO PHARMA COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3774 | NS      | $23210.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aldeyra Therapeutics Inc.                       | ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 01438T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10357 | NS      | $53649.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alector Inc.                                    | ALECTOR INC COMMON STOCK USD.0001                      | CUSIP: 014442107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16699 | NS      | $26050.44     | 0.00%             |  |  |  | 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        |      4339 | NS      | $97714.28     | 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        |     13958 | NS      | $288093.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                | ALEXANDER'S INC REIT USD1.0                            | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       412 | NS      | $89791.28     | 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        |      1153 | NS      | $41946.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                       | ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001          | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31196 | NS      | $616121.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                     | ALIGHT INC COMMON STOCK USD.0001                       | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81211 | NS      | $158361.45    | 0.03%             |  |  |  | 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        |     12637 | NS      | $291535.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegiant Travel Company                        | ALLEGIANT TRAVEL CO COMMON STOCK USD.001               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      2653 | NS      | $226221.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                   | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      8343 | NS      | $617632.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc.                  | ALLIANCE LAUNDRY HOLDINGS INC COMMON STOCK             | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8274 | NS      | $168375.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                    | ALLIENT INC COMMON STOCK                               | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      2605 | NS      | $140018.75    | 0.03%             |  |  |  | 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        |     29583 | NS      | $40528.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc.              | ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01      | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $431141.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                          | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     21521 | NS      | $452801.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc.               | ALPINE INCOME PROPERTY TRUST I REIT USD.01             | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2744 | NS      | $45879.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                       | ALTA EQUIPMENT GROUP INC COMMON STOCK                  | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4499 | NS      | $20695.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuboTV Inc.                                     | FUBOTV INC COMMON STOCK                                | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60725 | NS      | $153027.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc.                       | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7787 | NS      | $88070.97     | 0.02%             |  |  |  | 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        |      3843 | NS      | $100955.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                            | PEOPLES BANCORP INC/OH COMMON STOCK                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6384 | NS      | $191711.52    | 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        |      1791 | NS      | $87239.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                  | PERDOCEO EDUCATION CORP COMMON STOCK USD.01            | CUSIP: 71363P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11986 | NS      | $351549.38    | 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        |     16938 | NS      | $63178.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                | ACNB CORP COMMON STOCK USD2.5                          | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1963 | NS      | $94911.05     | 0.02%             |  |  |  | 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        |     42590 | NS      | $776841.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                               | ABSCI CORP COMMON STOCK USD.0001                       | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25267 | NS      | $88181.83     | 0.02%             |  |  |  | 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        |     11582 | NS      | $200368.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC COMMON STOCK            | PERIMETER SOLUTIONS INC COMMON STOCK                   | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25585 | NS      | $704355.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Services Inc.           | PERMA-FIX ENVIRONMENTAL SERVIC COMMON STOCK USD.001    | CUSIP: 714157203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3367 | NS      | $42390.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Perpetua Resources Corp.                        | PERPETUA RESOURCES CORP COMMON STOCK                   | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15646 | NS      | $378789.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                 | PERSONALIS INC COMMON STOCK                            | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9285 | NS      | $73908.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Petco Health and Wellness Company Inc.          | PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001  | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15133 | NS      | $42523.73     | 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        |      7343 | NS      | $121820.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      3773 | NS      | $140959.28    | 0.03%             |  |  |  | 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        |     23233 | NS      | $826397.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA Inc.                                     | PHINIA INC COMMON STOCK USD.01                         | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6966 | NS      | $436698.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Education Partners Inc.                 | PHOENIX EDUCATION PARTNERS INC COMMON STOCK USD.01     | CUSIP: 718968100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $31087.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                 | PHOTRONICS INC COMMON STOCK USD.01                     | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10520 | NS      | $336640.00    | 0.06%             |  |  |  | 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        |     31174 | NS      | $250015.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                     | ABM INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     11222 | NS      | $474690.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                   | PHREESIA INC COMMON STOCK USD.01                       | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10749 | NS      | $181873.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc.                      | PIEDMONT REALTY TRUST INC REIT USD.01                  | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23260 | NS      | $193988.40    | 0.04%             |  |  |  | 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        |     14893 | NS      | $98591.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                    | ARMOUR RESIDENTIAL REIT INC REIT USD.0001              | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     20336 | NS      | $359743.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                         | PIPER SANDLER COS COMMON STOCK USD.01                  | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      3200 | NS      | $1087072.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                               | PITNEY BOWES INC COMMON STOCK USD1.0                   | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     29626 | NS      | $313146.82    | 0.06%             |  |  |  | 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        |      9288 | NS      | $366411.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                 | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01     | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     95879 | NS      | $149571.24    | 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        |     27944 | NS      | $257643.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ArriVent Biopharma Inc.                         | ARRIVENT BIOPHARMA INC COMMON STOCK USD.0001           | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5682 | NS      | $114321.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc.                    | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01        | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7144 | NS      | $112589.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc.                                   | GOLD.COM INC COMMON STOCK USD.01                       | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3506 | NS      | $119379.30    | 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        |     29884 | NS      | $769811.84    | 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        |      4175 | NS      | $180861.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astria Therapeutics Inc.                        | ASTRIA THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7760 | NS      | $101578.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                           | ASTRONICS CORP COMMON STOCK USD.01                     | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      5634 | NS      | $305588.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                        | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      3316 | NS      | $261765.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                       | ANGI INC COMMON STOCK                                  | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      6831 | NS      | $88324.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc.                             | ASURE SOFTWARE INC COMMON STOCK USD.01                 | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4722 | NS      | $44481.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ategrity Specialty Holdings LLC                 | ATEGRITY SPECIALTY HOLDINGS LL COMMON STOCK            | CUSIP: 04681Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1456 | NS      | $30590.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                               | ASGN INC COMMON STOCK USD.01                           | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      7714 | NS      | $371583.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                               | A10 NETWORKS INC COMMON STOCK USD.00001                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     13191 | NS      | $233348.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                  | PLUMAS BANCORP COMMON STOCK                            | CUSIP: 729273102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $62789.45     | 0.01%             |  |  |  | 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        |      7900 | NS      | $172852.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                          | ATN INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1915 | NS      | $43662.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc.                               | ASP ISOTOPES INC COMMON STOCK USD.01                   | CUSIP: 00218A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17081 | NS      | $91383.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                    | INVESTAR HOLDING CORP COMMON STOCK USD1.0              | CUSIP: 46134L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1777 | NS      | $47481.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                         | INVESTORS TITLE CO COMMON STOCK                        | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $62410.00     | 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        |      5427 | NS      | $581665.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc.                   | ABACUS GLOBAL MANAGEMENT INC COMMON STOCK USD.0001     | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7607 | NS      | $65039.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Polaris Inc.                                    | POLARIS INC COMMON STOCK USD.01                        | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      9816 | NS      | $620862.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc.                      | PONCE FINANCIAL GROUP INC COMMON STOCK USD.01          | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3839 | NS      | $62767.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                       | IONQ INC COMMON STOCK USD.0001                         | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62173 | NS      | $2789702.51   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc.                    | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666 | CUSIP: 462260100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56861 | NS      | $155230.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                         | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5114 | NS      | $408199.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                | ALAMO GROUP INC COMMON STOCK USD.1                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1899 | NS      | $318785.13    | 0.06%             |  |  |  | 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        |     15985 | NS      | $145943.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Portillo's Inc.                                 | PORTILLO'S INC COMMON STOCK USD.01                     | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12433 | NS      | $56445.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Iradimed Corporation                            | IRADIMED CORP COMMON STOCK USD.0001                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1570 | NS      | $152729.60    | 0.03%             |  |  |  | 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        |     29546 | NS      | $99570.02     | 0.02%             |  |  |  | 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        |     15766 | NS      | $56126.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Anika Therapeutics Inc.                         | ANIKA THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3581 | NS      | $34413.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perspective Therapeutics Inc                    | PERSPECTIVE THERAPEUTICS INC COMMON STOCK USD.001      | CUSIP: 46489V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11489 | NS      | $31594.75     | 0.01%             |  |  |  | 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        |      4391 | NS      | $110609.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Company               | PORTLAND GENERAL ELECTRIC CO COMMON STOCK              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     20527 | NS      | $985090.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc.                        | POSTAL REALTY TRUST INC REIT USD.01                    | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $70209.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc.                                    | ANNEXON INC COMMON STOCK                               | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18611 | NS      | $93427.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                    | ANTERIX INC COMMON STOCK USD.0001                      | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      2160 | NS      | $47152.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land and Pineapple Company Inc.            | MAUI LAND and PINEAPPLE CO INC COMMON STOCK            | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $26731.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                  | MAXLINEAR INC COMMON STOCK                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     15230 | NS      | $265458.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                      | POTLATCHDELTIC CORP REIT USD1.0                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     14167 | NS      | $563563.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA POSEIDA THERAPE COMMON STOCK             | CONTRA POSEIDA THERAPE COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13765 | NS      | $6882.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Apartment Investment and Management Company     | APARTMENT INVESTMENT AND MANAG REIT USD.01             | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24539 | NS      | $145761.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                      | EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001       | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56743 | NS      | $650274.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Powell Industries Inc.                          | POWELL INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1754 | NS      | $559140.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Proficient Auto Logistics Inc.                  | PROFICIENT AUTO LOGISTICS INC COMMON STOCK USD.01      | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4710 | NS      | $45404.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                    | MAXCYTE INC COMMON STOCK                               | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20954 | NS      | $32478.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                    | MAXIMUS INC COMMON STOCK                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     10367 | NS      | $894879.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                      | EPLUS INC COMMON STOCK USD.01                          | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4850 | NS      | $425345.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                              | VESTIS CORP COMMON STOCK USD.01                        | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21060 | NS      | $140470.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ProFrac Holding Corp.                           | PROFRAC HOLDING CORP COMMON STOCK USD.01               | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5730 | NS      | $22289.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                              | PROG HOLDINGS INC COMMON STOCK USD.5                   | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7162 | NS      | $211207.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company Inc.               | MAYVILLE ENGINEERING CO INC COMMON STOCK               | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2556 | NS      | $47848.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Maze Therapeutics Inc.                          | MAZE THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3972 | NS      | $164559.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd.                             | EPSILON ENERGY LTD COMMON STOCK                        | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4864 | NS      | $22568.96     | 0.00%             |  |  |  | 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        |      1312 | NS      | $133915.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                   | PROGRESS SOFTWARE CORP COMMON STOCK USD.01             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      7861 | NS      | $337708.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                    | PROGYNY INC COMMON STOCK USD.0001                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13826 | NS      | $355051.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                | MCGRATH RENTCORP COMMON STOCK                          | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4558 | NS      | $478270.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc.                                | MCGRAW HILL INC COMMON STOCK USD.01                    | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5443 | NS      | $89809.50     | 0.02%             |  |  |  | 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        |     36064 | NS      | $1069658.24   | 0.19%             |  |  |  | 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        |      4567 | NS      | $104310.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc.                       | ETON PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4811 | NS      | $81354.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc.                        | EUROPEAN WAX CENTER INC COMMON STOCK USD.00001         | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5756 | NS      | $20721.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc.                                | EVE HOLDING INC COMMON STOCK USD.0001                  | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18129 | NS      | $72334.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eventbrite Inc.                                 | EVENTBRITE INC COMMON STOCK USD.00001                  | CUSIP: 29975E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14607 | NS      | $65001.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                            | SUNPOWER CORP COMMON STOCK USD.001                     | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     18631 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SunOpta Inc.                                    | SUNOPTA INC COMMON STOCK                               | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     18191 | NS      | $69125.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                     | SUNRUN INC COMMON STOCK USD.0001                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     41093 | NS      | $756111.20    | 0.14%             |  |  |  | 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        |     33808 | NS      | $302243.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc.                       | SUNRISE REALTY TRUST INC REIT USD.0001                 | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2202 | NS      | $20764.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc.                  | FRANKLIN BSP REALTY TRUST INC REIT USD.01              | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14775 | NS      | $148193.25    | 0.03%             |  |  |  | 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        |      2487 | NS      | $41731.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co. Inc.                      | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1            | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      7154 | NS      | $683421.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corporation         | FRANKLIN FINANCIAL SERVICES CO COMMON STOCK USD1.0     | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $40109.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc.                      | FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0          | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      1230 | NS      | $66223.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                 | FRESHWORKS INC COMMON STOCK USD.00001                  | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37020 | NS      | $453495.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc.                                  | T1 ENERGY INC COMMON STOCK USD.0001                    | CUSIP: 35834F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24593 | NS      | $164281.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Water Solutions Inc.                     | SELECT WATER SOLUTIONS INC COMMON STOCK USD.01         | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     17623 | NS      | $185393.96    | 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        |     20010 | NS      | $297148.50    | 0.05%             |  |  |  | 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        |     11124 | NS      | $930745.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                | SELECTQUOTE INC COMMON STOCK USD.01                    | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27539 | NS      | $38829.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                  | SIERRA BANCORP COMMON STOCK                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $80360.12     | 0.01%             |  |  |  | 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        |      7949 | NS      | $63035.57     | 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        |      7701 | NS      | $47053.11     | 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        |      5988 | NS      | $782631.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartStop Self Storage REIT Inc.                | SMARTSTOP SELF STORAGE REIT IN REIT                    | CUSIP: 83192D402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5710 | NS      | $176667.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc.              | SOLARIS ENERGY INFRASTRUCTURE COMMON STOCK USD.01      | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7767 | NS      | $357048.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc.                        | SOLENO THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 834203309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8598 | NS      | $398087.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc.                          | SOLID BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11011 | NS      | $62102.04     | 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        |     28209 | NS      | $201976.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                             | EVOLENT HEALTH INC COMMON STOCK USD.01                 | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     22161 | NS      | $88644.00     | 0.02%             |  |  |  | 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        |     28903 | NS      | $552914.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                         | BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001          | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5737 | NS      | $107568.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Strata Critical Medical Inc.                    | STRATA CRITICAL MEDICAL INC COMMON STOCK USD.0001      | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12902 | NS      | $62058.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blaize Holdings Inc.                            | BLAIZE HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14927 | NS      | $29107.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Blend Labs Inc.                                 | BLEND LABS INC COMMON STOCK USD.00001                  | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36732 | NS      | $111665.28    | 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        |     40153 | NS      | $3488894.17   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                            | BLOOMIN' BRANDS INC COMMON STOCK USD.01                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     15608 | NS      | $96301.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                           | BLUE BIRD CORP COMMON STOCK USD.0001                   | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      5814 | NS      | $273258.00    | 0.05%             |  |  |  | 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        |      4100 | NS      | $50963.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc.                      | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0          | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13299 | NS      | $56786.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                          | BLUELINX HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 09624H208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1432 | NS      | $87967.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC COMMON STOCK             | CONTRA BLUEPRINT MEDIC COMMON STOCK                    | CUSIP: 096CVR048<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12182 | NS      | $5603.72      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boise Cascade Company                           | BOISE CASCADE CO COMMON STOCK USD.01                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      6952 | NS      | $511667.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                         | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5654 | NS      | $997761.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                        | BOSTON OMAHA CORP COMMON STOCK                         | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4372 | NS      | $54081.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowhead Specialty Holdings Inc.                 | BOWHEAD SPECIALTY HOLDINGS INC COMMON STOCK USD.01     | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3360 | NS      | $95894.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd.                    | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01        | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2661 | NS      | $87866.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                        | BOX INC COMMON STOCK USD.0001                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     25752 | NS      | $770242.32    | 0.14%             |  |  |  | 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        |     11393 | NS      | $32697.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                          | CATHAY GENERAL BANCORP COMMON STOCK USD.01             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     12066 | NS      | $583873.74    | 0.11%             |  |  |  | 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        |      1431 | NS      | $845348.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                   | CELCUITY INC COMMON STOCK USD.001                      | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5917 | NS      | $590161.58    | 0.11%             |  |  |  | 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        |     12111 | NS      | $328934.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                     | CENTERSPACE REIT                                       | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3092 | NS      | $206298.24    | 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        |      1953 | NS      | $62788.95     | 0.01%             |  |  |  | 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        |      8944 | NS      | $261075.36    | 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        |      4794 | NS      | $149381.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc.                           | CENTURI HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14499 | NS      | $366099.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                           | DUCOMMUN INC COMMON STOCK USD.01                       | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      2536 | NS      | $241249.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                             | D-WAVE QUANTUM INC COMMON STOCK USD.0001               | CUSIP: 26740W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61505 | NS      | $1608355.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                           | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5143 | NS      | $1737819.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                          | RADIANT LOGISTICS INC COMMON STOCK USD.001             | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      7843 | NS      | $49646.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     18568 | NS      | $285575.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynex Capital Inc.                              | DYNEX CAPITAL INC REIT USD.01                          | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     26310 | NS      | $368603.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                     | RADNET INC COMMON STOCK USD.0001                       | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12556 | NS      | $895870.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                     | RAMBUS INC COMMON STOCK USD.001                        | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19818 | NS      | $1821076.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Real Brokerage Inc.                         | REAL BROKERAGE INC/THE COMMON STOCK                    | CUSIP: 75585H206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24916 | NS      | $90943.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                       | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01           | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19414 | NS      | $274902.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc.                   | EAGLE FINANCIAL SERVICES INC COMMON STOCK USD2.5       | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       947 | NS      | $37685.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc.             | EASTERLY GOVERNMENT PROPERTIES REIT USD.01             | CUSIP: 27616P301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7543 | NS      | $159836.17    | 0.03%             |  |  |  | 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        |      7590 | NS      | $423522.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                       | FIGS INC COMMON STOCK USD.0001                         | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16254 | NS      | $184645.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc.                  | RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001   | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70133 | NS      | $286843.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc.                          | RIVERVIEW BANCORP INC COMMON STOCK USD.01              | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5041 | NS      | $25305.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc.                         | EASTERN BANKSHARES INC COMMON STOCK USD.01             | CUSIP: 27627N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40319 | NS      | $743079.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                           | EASTMAN KODAK CO COMMON STOCK USD.01                   | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      9034 | NS      | $76427.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                     | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     16638 | NS      | $58399.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocky Brands Inc.                               | ROCKY BRANDS INC COMMON STOCK                          | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $40768.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                            | ECHOSTAR CORP COMMON STOCK USD.001                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     24914 | NS      | $2708151.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                    | ECOVYST INC COMMON STOCK                               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21105 | NS      | $205351.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                              | ROGERS CORP COMMON STOCK USD1.0                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      3327 | NS      | $304653.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                  | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      8440 | NS      | $143902.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewise Therapeutics Inc.                      | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12428 | NS      | $308400.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA 89BIO INC COMMON STOCK                   | CONTRA 89BIO INC COMMON STOCK                          | CUSIP: 282CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24104 | NS      | $8195.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Electromed Inc.                                 | ELECTROMED INC COMMON STOCK USD.01                     | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1392 | NS      | $40535.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                       | TAYSHA GENE THERAPIES INC COMMON STOCK USD.00001       | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40897 | NS      | $224933.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc.                                 | TECHTARGET INC COMMON STOCK USD.001                    | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6041 | NS      | $32621.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc.                       | TECTONIC THERAPEUTIC INC COMMON STOCK USD.0001         | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2117 | NS      | $44160.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA Inc.                                      | TEGNA INC COMMON STOCK USD1.0                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     29191 | NS      | $566597.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                 | TEJON RANCH CO COMMON STOCK USD.5                      | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      4499 | NS      | $70949.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc.                             | TELADOC HEALTH INC COMMON STOCK USD.001                | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33093 | NS      | $231651.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems Inc.                 | TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18264 | NS      | $748824.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                               | TELOS CORP COMMON STOCK USD.001                        | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10006 | NS      | $51030.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                 | FS BANCORP INC COMMON STOCK USD.01                     | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1367 | NS      | $56279.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                               | FRP HOLDINGS INC COMMON STOCK USD.1                    | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2557 | NS      | $58274.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon's Beyond Global Inc.                     | FALCON'S BEYOND GLOBAL INC COMMON STOCK USD.0001       | CUSIP: 306121104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2726 | NS      | $40917.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers and Merchants Bancorp Inc.              | FARMERS and MERCHANTS BANCORP IN COMMON STOCK          | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2694 | NS      | $66595.68     | 0.01%             |  |  |  | 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        |     21651 | NS      | $21274.27     | 0.00%             |  |  |  | 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        |      1712 | NS      | $300575.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                      | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     11027 | NS      | $1197421.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc.                                 | FB BANCORP INC COMMON STOCK USD.01                     | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $43535.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc.                     | FENNEC PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 31447P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4848 | NS      | $37329.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity D and D Bancorp Inc.                   | FIDELITY DandD BANCORP INC COMMON STOCK                | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $39394.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America Companies Inc.               | FINANCE OF AMERICA COS INC COMMON STOCK USD.0001       | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $22805.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Financial Institutions Inc.                     | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01         | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3508 | NS      | $109344.36    | 0.02%             |  |  |  | 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        |      4943 | NS      | $30300.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudson Technologies Inc.                        | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7347 | NS      | $50326.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc.                                   | HUMACYTE INC COMMON STOCK USD.0001                     | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29616 | NS      | $28446.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Huron Consulting Group Inc.                     | HURON CONSULTING GROUP INC COMMON STOCK USD.01         | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3124 | NS      | $540170.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                     | HUT 8 CORP COMMON STOCK USD.01                         | CUSIP: 44812J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17546 | NS      | $806063.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                 | IDT CORP COMMON STOCK USD.01                           | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2988 | NS      | $153015.48    | 0.03%             |  |  |  | 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        |     24142 | NS      | $44421.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc.                                | HYSTER-YALE INC COMMON STOCK USD.01                    | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2284 | NS      | $67857.64     | 0.01%             |  |  |  | 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        |      7458 | NS      | $43107.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                            | INGEVITY CORP COMMON STOCK USD.01                      | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      6725 | NS      | $397985.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc.                 | INFINITY NATURAL RESOURCES INC COMMON STOCK USD.01     | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2966 | NS      | $43689.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc.                                 | REPOSITRAK INC COMMON STOCK USD.01                     | CUSIP: 700215304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2267 | NS      | $28042.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corporation                       | PARK NATIONAL CORP COMMON STOCK                        | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2755 | NS      | $419255.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc.                         | JANUX THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7974 | NS      | $110041.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                        | PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0            | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $38927.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                  | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001    | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24953 | NS      | $163192.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc.                          | JEFFERSON CAPITAL INC COMMON STOCK USD.0001            | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1627 | NS      | $36347.18     | 0.01%             |  |  |  | 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        |     16725 | NS      | $41143.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                     | JETBLUE AIRWAYS CORP COMMON STOCK USD.01               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     54704 | NS      | $248903.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                           | JBT MAREL CORP COMMON STOCK USD.01                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      9587 | NS      | $1444473.29   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc.                      | JOHN MARSHALL BANCORP INC COMMON STOCK                 | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2739 | NS      | $54752.61     | 0.01%             |  |  |  | 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        |      1220 | NS      | $51789.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp.                                 | JOINT CORP/THE COMMON STOCK USD.001                    | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2421 | NS      | $21111.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kratos Defense and Security Solutions Inc.      | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     30619 | NS      | $2324288.29   | 0.42%             |  |  |  | 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        |      4550 | NS      | $1121757.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                        | BED BATH and BEYOND INC COMMON STOCK                   | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     12815 | NS      | $69969.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Accendra Health Inc                             | ACCENDRA HEALTH INC COMMON STOCK USD2.0                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     14654 | NS      | $41031.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                          | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5           | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25099 | NS      | $963801.60    | 0.17%             |  |  |  | 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        |      3815 | NS      | $138675.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corporation          | AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001   | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4592 | NS      | $57996.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods Inc.                       | UNITED NATURAL FOODS INC COMMON STOCK USD.01           | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     11020 | NS      | $371043.40    | 0.07%             |  |  |  | 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        |     13475 | NS      | $139870.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                 | VSE CORP COMMON STOCK USD.05                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      4217 | NS      | $728571.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                              | VAALCO ENERGY INC COMMON STOCK USD.1                   | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     19962 | NS      | $72661.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                         | VALLEY NATIONAL BANCORP COMMON STOCK                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     87757 | NS      | $1025001.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Himalaya Shipping Ltd.                          | HIMALAYA SHIPPING LTD COMMON STOCK USD1.0              | CUSIP: G4660A103<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5291 | NS      | $48148.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IBEX Limited                                    | IBEX HOLDINGS LTD COMMON STOCK USD.0001                | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1870 | NS      | $71396.60     | 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        |      6374 | NS      | $117472.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                    | INDIVIOR PLC COMMON STOCK USD.5                        | CUSIP: G4766E116<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     22277 | NS      | $799298.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestra Medical Technologies Ltd                 | KESTRA MEDICAL TECHNOLOGIES LT COMMON STOCK USD100.0   | CUSIP: G52441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3705 | NS      | $98256.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LivaNova PLC                                    | LIVANOVA PLC COMMON STOCK GBP1.0                       | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10067 | NS      | $619422.51    | 0.11%             |  |  |  | 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        |      8744 | NS      | $69514.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marex Group plc                                 | MAREX GROUP PLC COMMON STOCK                           | CUSIP: G5S37H101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10136 | NS      | $388816.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                        | KYMERA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10378 | NS      | $807512.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                          | LB PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3670 | NS      | $81694.20     | 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        |      4662 | NS      | $92354.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                          | NABORS INDUSTRIES LTD COMMON STOCK USD.001             | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      2603 | NS      | $141342.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Aebi Schmidt Holding AG                         | AEBI SCHMIDT HOLDING AG COMMON STOCK USD1.0            | CUSIP: H00501108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7182 | NS      | $90852.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                          | CRISPR THERAPEUTICS AG COMMON STOCK CHF.03             | CUSIP: H17182108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16019 | NS      | $840036.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett and Platt Incorporated                  | LEGGETT and PLATT INC COMMON STOCK USD.01              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     24642 | NS      | $271062.00    | 0.05%             |  |  |  | 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        |     23598 | NS      | $234328.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                 | TRANSOCEAN LTD COMMON STOCK CHF.1                      | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    170002 | NS      | $702108.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Ardagh Metal Packaging S.A.                     | ARDAGH METAL PACKAGING SA COMMON STOCK USD.01          | CUSIP: L02235106<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     26411 | NS      | $108285.10    | 0.02%             |  |  |  | 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        |      1914 | NS      | $37361.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Legence Corp.                                   | LEGENCE CORP COMMON STOCK USD.01                       | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6851 | NS      | $294867.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc.                          | LEMAITRE VASCULAR INC COMMON STOCK USD.01              | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3904 | NS      | $316614.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                   | LEMONADE INC COMMON STOCK USD.00001                    | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11119 | NS      | $791450.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingClub Corporation                         | LENDINGCLUB CORP COMMON STOCK USD.01                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     20771 | NS      | $393402.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                | LENDINGTREE INC COMMON STOCK USD.01                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      2054 | NS      | $109046.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc.                          | LENZ THERAPEUTICS INC COMMON STOCK USD.00001           | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3046 | NS      | $48736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lexeo Therapeutics Inc.                         | LEXEO THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11679 | NS      | $115972.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                            | LXP INDUSTRIAL TRUST REIT USD.0001                     | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     10549 | NS      | $523019.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                               | ZIPRECRUITER INC COMMON STOCK USD.00001                | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12237 | NS      | $47724.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                     | ZUMIEZ INC COMMON STOCK                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2484 | NS      | $64708.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation          | ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01     | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     27560 | NS      | $1281264.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc.                                  | ZYMEWORKS INC COMMON STOCK USD.00001                   | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9258 | NS      | $243763.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0326                           | E-MINI RUSS 2000 0326                                  | CUSIP: ADI30KJ10<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       150 | NC      | $-820082.14   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Titan America SA                                | TITAN AMERICA SA COMMON STOCK                          | CUSIP: B9151N105<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      4751 | NS      | $78296.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                  | CONSTELLIUM SE COMMON STOCK EUR.02                     | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     25303 | NS      | $476961.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                   | ADIENT PLC COMMON STOCK USD.001                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     15058 | NS      | $288661.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                 | ALKERMES PLC COMMON STOCK USD.01                       | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     29799 | NS      | $833776.02    | 0.15%             |  |  |  | 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        |      6909 | NS      | $1446537.33   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK             | CONTRA ADURO BIOTECH I COMMON STOCK                    | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4010 | NS      | $5618.41      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc.                           | JADE BIOSCIENCES INC COMMON STOCK USD.0001             | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8617 | NS      | $132960.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc.                                  | ALTIMMUNE INC COMMON STOCK USD.0001                    | CUSIP: 02155H200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16737 | NS      | $60420.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Optimum Communications Inc.                     | OPTIMUM COMMUNICATIONS INC COMMON STOCK USD.01         | CUSIP: 02156K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49442 | NS      | $81579.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Oklo Inc.                                       | OKLO INC COMMON STOCK                                  | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19970 | NS      | $1433047.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc.                                | ALTI GLOBAL INC COMMON STOCK USD.0001                  | CUSIP: 02157E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8699 | NS      | $40363.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinetik Holdings Inc.                           | KINETIK HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8188 | NS      | $295177.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc.                                     | ALUMIS INC COMMON STOCK USD.0001                       | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10463 | NS      | $102118.88    | 0.02%             |  |  |  | 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        |      4212 | NS      | $134910.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc.                     | OCTAVE SPECIALTY GROUP INC COMMON STOCK USD.01         | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      7606 | NS      | $59174.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc.                                | AMBIQ MICRO INC COMMON STOCK USD.000001                | CUSIP: 023193105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $26562.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                            | AMERANT BANCORP INC   B COMMON STOCK USD.1             | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6873 | NS      | $134092.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                   | AMERESCO INC COMMON STOCK USD.0001                     | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5870 | NS      | $171932.30    | 0.03%             |  |  |  | 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        |      9762 | NS      | $184794.66    | 0.03%             |  |  |  | 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        |     20659 | NS      | $132424.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American Battery Technology Company             | AMERICAN BATTERY TECHNOLOGY CO COMMON STOCK USD.001    | CUSIP: 02451V309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20861 | NS      | $69675.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters Inc.                  | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01      | CUSIP: 02553E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29309 | NS      | $772878.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc.         | AMERICAN INTEGRITY INSURANCE G COMMON STOCK USD.001    | CUSIP: 026948109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1514 | NS      | $31536.62     | 0.01%             |  |  |  | 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        |      3113 | NS      | $117671.40    | 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        |      7095 | NS      | $514245.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation             | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01       | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      8023 | NS      | $230901.94    | 0.04%             |  |  |  | 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        |      5576 | NS      | $21300.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                   | AMERICAN WOODMARK CORP COMMON STOCK                    | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2601 | NS      | $140193.90    | 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        |      1454 | NS      | $36728.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Company                        | CENTURY ALUMINUM CO COMMON STOCK USD.01                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      9719 | NS      | $380790.42    | 0.07%             |  |  |  | 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        |      3097 | NS      | $751827.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CuriosityStream Inc.                            | CURIOSITYSTREAM INC COMMON STOCK                       | CUSIP: 23130Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7718 | NS      | $29328.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp Inc.                          | CUSTOMERS BANCORP INC COMMON STOCK USD1.0              | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      5829 | NS      | $426216.48    | 0.08%             |  |  |  | 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        |     11670 | NS      | $67219.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                       | CYTOKINETICS INC COMMON STOCK USD.001                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     21471 | NS      | $1364267.34   | 0.25%             |  |  |  | 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        |     21885 | NS      | $110519.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DMC Global Inc.                                 | DMC GLOBAL INC COMMON STOCK                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      4045 | NS      | $27061.05     | 0.00%             |  |  |  | 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        |      2392 | NS      | $262617.68    | 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        |       231 | NS      | $112570.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Daktronics Inc.                                 | DAKTRONICS INC COMMON STOCK                            | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6983 | NS      | $138053.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                               | DANA INC COMMON STOCK USD.01                           | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     21608 | NS      | $513406.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation          | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     12665 | NS      | $37108.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc.                       | ENTRADA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5613 | NS      | $57701.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                  | FLUSHING FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5764 | NS      | $87439.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                             | FORESTAR GROUP INC COMMON STOCK USD1.0                 | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      3662 | NS      | $90195.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings Inc.                      | FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2044 | NS      | $91080.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                 | FORMFACTOR INC COMMON STOCK USD.001                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     14330 | NS      | $799327.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co. Inc.                              | USA TODAY CO INC COMMON STOCK USD.01                   | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     26083 | NS      | $134327.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Garrett Motion Inc.                             | GARRETT MOTION INC COMMON STOCK USD.001                | CUSIP: 366505105<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     29170 | NS      | $508433.10    | 0.09%             |  |  |  | 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        |     10218 | NS      | $115667.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                             | LUXFER HOLDINGS PLC COMMON STOCK USD.5                 | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5341 | NS      | $72263.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                       | MBIA INC COMMON STOCK USD1.0                           | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      8716 | NS      | $62406.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                              | MFA FINANCIAL INC REIT USD.01                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     18141 | NS      | $168892.71    | 0.03%             |  |  |  | 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        |      6869 | NS      | $538666.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc.                            | MBX BIOSCIENCES INC COMMON STOCK USD.0001              | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5252 | NS      | $165648.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                            | MGP INGREDIENTS INC COMMON STOCK                       | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2632 | NS      | $63957.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                  | M/I HOMES INC COMMON STOCK USD.01                      | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $614160.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tingo Group Inc.                                | TINGO GROUP INC COMMON STOCK USD.001                   | CUSIP: 55328R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23160 | NS      | $46.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M-tron Industries Inc.                          | M-TRON INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 55380K109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       483 | NS      | $25705.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                             | MVB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 553810102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $55792.80     | 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        |      2833 | NS      | $619010.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                            | MACERICH CO/THE REIT USD.01                            | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46693 | NS      | $861952.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                          | VERIS RESIDENTIAL INC REIT USD.01                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14197 | NS      | $211251.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                              | STEVEN MADDEN LTD COMMON STOCK USD.0001                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     13214 | NS      | $550230.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.       | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01     | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7298 | NS      | $393289.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                        | SPHERE ENTERTAINMENT CO COMMON STOCK USD.01            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5095 | NS      | $484432.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Madrigal Pharmaceuticals Inc.                   | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001     | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3414 | NS      | $1988108.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                             | MAGNERA CORP COMMON STOCK USD.01                       | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      5929 | NS      | $89765.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                            | MATERION CORP COMMON STOCK                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      3812 | NS      | $473907.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                          | MATRIX SERVICE CO COMMON STOCK USD.01                  | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5403 | NS      | $63215.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                     | MATSON INC COMMON STOCK                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5780 | NS      | $714119.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation              | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      5491 | NS      | $143424.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                     | MERCANTILE BANK CORP COMMON STOCK                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2951 | NS      | $141943.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                               | MERCHANTS BANCORP COMMON STOCK                         | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4894 | NS      | $166689.64    | 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        |      5990 | NS      | $230555.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc.                              | ARDENT HEALTH INC COMMON STOCK USD.01                  | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4684 | NS      | $41359.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp.                            | PARK AEROSPACE CORP COMMON STOCK USD.1                 | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3556 | NS      | $75885.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                     | VIASAT INC COMMON STOCK USD.0001                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     22705 | NS      | $782414.30    | 0.14%             |  |  |  | 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        |      5483 | NS      | $21548.19     | 0.00%             |  |  |  | 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        |      2523 | NS      | $27298.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc.                            | VIAVI SOLUTIONS INC COMMON STOCK USD.001               | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40593 | NS      | $723367.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                       | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      9528 | NS      | $37445.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                    | ONESPAN INC COMMON STOCK USD.001                       | CUSIP: 68287N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6747 | NS      | $86631.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                       | ON24 INC COMMON STOCK USD.0001                         | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6032 | NS      | $48014.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vox Royalty Corp.                               | VOX ROYALTY CORP COMMON STOCK                          | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11743 | NS      | $55661.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vuzix Corporation                               | VUZIX CORP COMMON STOCK                                | CUSIP: 92921W300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12837 | NS      | $48523.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ooma Inc.                                       | OOMA INC COMMON STOCK                                  | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5363 | NS      | $62907.99     | 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        |     20557 | NS      | $31863.35     | 0.01%             |  |  |  | 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        |     79604 | NS      | $100301.04    | 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        |      7647 | NS      | $40452.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc.                                      | OPPFI INC COMMON STOCK                                 | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5083 | NS      | $53168.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corporation                          | OPTIMIZERX CORP COMMON STOCK USD.001                   | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $37515.60     | 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        |     29356 | NS      | $935282.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc.                      | ORANGE COUNTY BANCORP INC COMMON STOCK USD.25          | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $66635.70     | 0.01%             |  |  |  | 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        |     16542 | NS      | $40031.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc.                      | ORCHID ISLAND CAPITAL INC REIT USD.01                  | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     27064 | NS      | $194860.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                     | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12782 | NS      | $66210.76     | 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        |      5476 | NS      | $205952.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc.                       | ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 68622P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12329 | NS      | $100851.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Group Holdings Inc.                       | ORION GROUP HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      7105 | NS      | $70623.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                         | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     11158 | NS      | $1232624.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                        | P10 INC COMMON STOCK USD.001                           | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11008 | NS      | $107988.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PACS Group Inc.                                 | PACS GROUP INC COMMON STOCK USD.001                    | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8125 | NS      | $311918.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                       | PAN AMERICAN SILVER CORP RIGHT                         | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     88114 | NS      | $43616.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc.                      | PALVELLA THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 697947109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $140571.81    | 0.03%             |  |  |  | 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        |      7413 | NS      | $268943.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc.                       | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      9152 | NS      | $321601.28    | 0.06%             |  |  |  | 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        |      2188 | NS      | $54787.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                          | PATRICK INDUSTRIES INC COMMON STOCK                    | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5973 | NS      | $647652.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Patriot National Bancorp Inc.                   | PATRIOT NATIONAL BANCORP INC COMMON STOCK USD2.0       | CUSIP: 70336F203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12986 | NS      | $23634.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                       | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01           | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63859 | NS      | $390178.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc.                                    | PAYSIGN INC COMMON STOCK                               | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6728 | NS      | $34649.20     | 0.01%             |  |  |  | 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        |     51593 | NS      | $289952.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                      | PEABODY ENERGY CORP COMMON STOCK                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     22477 | NS      | $667566.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc.                                       | DAVE INC COMMON STOCK USD.0001                         | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1903 | NS      | $421343.23    | 0.08%             |  |  |  | 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        |     14667 | NS      | $136696.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation         | PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2964 | NS      | $82547.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                         | PEBBLEBROOK HOTEL TRUST REIT USD.01                    | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21464 | NS      | $242972.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc.                        | PELOTON INTERACTIVE INC COMMON STOCK USD.000025        | CUSIP: 70614W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72975 | NS      | $449526.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc.                          | PENGUIN SOLUTIONS INC COMMON STOCK USD.01              | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9450 | NS      | $184842.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc.                            | DELCATH SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |      5684 | NS      | $57408.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Delek US Holdings Inc.                          | DELEK US HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     10987 | NS      | $325874.42    | 0.06%             |  |  |  | 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        |      4563 | NS      | $42800.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc.                     | DIAMEDICA THERAPEUTICS INC COMMON STOCK                | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6795 | NS      | $54088.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Hill Investment Group Inc.              | DIAMOND HILL INVESTMENT GROUP COMMON STOCK             | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       492 | NS      | $83394.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc.                              | DISC MEDICINE INC COMMON STOCK USD.0001                | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4603 | NS      | $365524.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Company                      | DIVERSIFIED ENERGY CO COMMON STOCK GBP.01              | CUSIP: 25520W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11730 | NS      | $169850.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation            | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001    | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27499 | NS      | $446583.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                               | ADAPTHEALTH CORP COMMON STOCK USD.0001                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18640 | NS      | $185654.40    | 0.03%             |  |  |  | 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        |      3349 | NS      | $359649.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                     | AXOGEN INC COMMON STOCK USD.01                         | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8202 | NS      | $268451.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Miami International Holdings Inc.               | MIAMI INTERNATIONAL HOLDINGS I COMMON STOCK USD.001    | CUSIP: 59356Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4401 | NS      | $195316.38    | 0.04%             |  |  |  | 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        |      4446 | NS      | $48861.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ramaco Resources Inc.                           | RAMACO RESOURCES INC COMMON STOCK                      | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7674 | NS      | $138132.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Energy Services Inc.                     | RANGER ENERGY SERVICES INC COMMON STOCK                | CUSIP: 75282U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4160 | NS      | $58156.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WandT Offshore Inc.                             | WandT OFFSHORE INC COMMON STOCK USD.00001              | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     20709 | NS      | $33755.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica Bancorporation                      | WESTAMERICA BANCORP COMMON STOCK                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4409 | NS      | $210882.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc.                | WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01     | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      3902 | NS      | $49243.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Company                         | WESTROCK COFFEE CO COMMON STOCK                        | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7658 | NS      | $31168.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Westwood Holdings Group Inc.                    | WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01        | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $30392.86     | 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        |      9116 | NS      | $49317.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid7 Inc.                                     | RAPID7 INC COMMON STOCK USD.01                         | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     11988 | NS      | $182217.60    | 0.03%             |  |  |  | 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        |     12135 | NS      | $71475.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                            | RE/MAX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      3814 | NS      | $28948.26     | 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        |     29317 | NS      | $63911.06     | 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        |      4721 | NS      | $220423.49    | 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        |      5081 | NS      | $625928.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                             | DOUGLAS EMMETT INC REIT USD.01                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29654 | NS      | $325897.46    | 0.06%             |  |  |  | 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        |      4103 | NS      | $133962.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                             | LIBERTY ENERGY INC COMMON STOCK                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28987 | NS      | $535100.02    | 0.10%             |  |  |  | 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        |     27684 | NS      | $735840.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc.                              | LIFEWAY FOODS INC COMMON STOCK                         | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $23915.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LifeMD Inc.                                     | LIFEMD INC COMMON STOCK                                | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7900 | NS      | $26939.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JH COLLATERAL                                   | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2931477 | NS      | $29327077.82  | 5.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Finward Bancorp                                 | FINWARD BANCORP COMMON STOCK                           | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       707 | NS      | $24879.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc.                          | FIREFLY AEROSPACE INC COMMON STOCK USD.0001            | CUSIP: 31816X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4005 | NS      | $89591.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc.                                        | TSS INC/MD COMMON STOCK USD.0001                       | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4175 | NS      | $29517.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies Inc.                           | TTM TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     18768 | NS      | $1294992.00   | 0.23%             |  |  |  | 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        |      4132 | NS      | $119828.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc.                                  | TALKSPACE INC COMMON STOCK USD.0001                    | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27132 | NS      | $98489.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc.                               | TALOS ENERGY INC COMMON STOCK                          | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24339 | NS      | $268215.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                       | TANDEM DIABETES CARE INC COMMON STOCK                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     12534 | NS      | $275497.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                      | TANGER INC REIT USD.01                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     20450 | NS      | $682416.50    | 0.12%             |  |  |  | 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        |     19635 | NS      | $173966.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tiptree Inc.                                    | TIPTREE INC COMMON STOCK USD.001                       | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4507 | NS      | $82342.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                        | TITAN INTERNATIONAL INC COMMON STOCK                   | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9253 | NS      | $72450.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Titan Machinery Inc.                            | TITAN MACHINERY INC COMMON STOCK USD.00001             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      4027 | NS      | $60566.08     | 0.01%             |  |  |  | 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        |      2511 | NS      | $182097.72    | 0.03%             |  |  |  | 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        |     14903 | NS      | $216540.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The First Bancorp Inc.                          | FIRST BANCORP INC/THE COMMON STOCK USD.01              | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2542 | NS      | $67210.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp.             | TONIX PHARMACEUTICALS HOLDING COMMON STOCK USD.001     | CUSIP: 890260839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2158 | NS      | $33707.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc.                    | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694       | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3418 | NS      | $125201.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Towne Bank                                      | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667         | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13759 | NS      | $459137.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                   | TRANSCAT INC COMMON STOCK USD.5                        | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1712 | NS      | $97121.76     | 0.02%             |  |  |  | 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        |      3379 | NS      | $113973.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                        | FIRST FINANCIAL BANCORP COMMON STOCK                   | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17539 | NS      | $438825.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                          | TRANSMEDICS GROUP INC COMMON STOCK                     | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6174 | NS      | $751067.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics Inc.                       | TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15159 | NS      | $579225.39    | 0.10%             |  |  |  | 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        |     24945 | NS      | $745107.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                          | FIRST INTERNET BANCORP COMMON STOCK                    | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $36814.68     | 0.01%             |  |  |  | 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        |     10269 | NS      | $25159.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                            | TREDEGAR CORP COMMON STOCK                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      5406 | NS      | $38815.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001  | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16032 | NS      | $554707.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                     | FIRST MERCHANTS CORP COMMON STOCK                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     10634 | NS      | $398562.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                            | TREEHOUSE FOODS INC COMMON STOCK USD.01                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      9188 | NS      | $216744.92    | 0.04%             |  |  |  | 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        |     22338 | NS      | $52941.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Mid Bancshares Inc.                       | FIRST MID BANCSHARES INC COMMON STOCK USD4.0           | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4193 | NS      | $163527.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Corporation                      | FIRST NATIONAL CORP/VA COMMON STOCK USD1.25            | CUSIP: 32106V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $40409.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Savings Financial Group Inc.              | FIRST SAVINGS FINANCIAL GROUP COMMON STOCK USD.01      | CUSIP: 33621E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1116 | NS      | $35555.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                          | 1ST SOURCE CORP COMMON STOCK                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3440 | NS      | $214965.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corporation                        | FIRST UNITED CORP COMMON STOCK USD.01                  | CUSIP: 33741H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1183 | NS      | $44291.52     | 0.01%             |  |  |  | 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        |     10191 | NS      | $153680.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                   | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001     | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28064 | NS      | $220302.40    | 0.04%             |  |  |  | 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        |      5274 | NS      | $43405.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Pennant Group Inc.                          | PENNANT GROUP INC/THE COMMON STOCK USD.001             | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6251 | NS      | $175965.65    | 0.03%             |  |  |  | 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        |     15570 | NS      | $195403.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                    | XOMETRY INC COMMON STOCK USD.000001                    | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7993 | NS      | $475343.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc.                                      | XPERI INC COMMON STOCK USD.001                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8911 | NS      | $52218.46     | 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        |     11188 | NS      | $340003.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                       | YEXT INC COMMON STOCK USD.001                          | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18609 | NS      | $149988.54    | 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        |      2795 | NS      | $88992.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zenas Biopharma Inc.                            | ZENAS BIOPHARMA INC COMMON STOCK USD.0001              | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3494 | NS      | $126867.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Financial Services Inc.                | PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001   | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5342 | NS      | $704289.28    | 0.13%             |  |  |  | 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        |     43777 | NS      | $863282.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                       | ZEVIA PBC COMMON STOCK USD.001                         | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10761 | NS      | $24965.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                          | PLAYTIKA HOLDING CORP COMMON STOCK USD.01              | CUSIP: 72815L107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10985 | NS      | $43390.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                    | PLEXUS CORP COMMON STOCK USD.01                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      4938 | NS      | $725886.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                 | PLUG POWER INC COMMON STOCK USD.01                     | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    207366 | NS      | $408511.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avadel Pharmaceuticals Plc                      | AVADEL PHARMACEUTICALS PLC COMMON STOCK                | CUSIP: 05337M104<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     16419 | NS      | $353829.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                             | AVANOS MEDICAL INC COMMON STOCK USD.01                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      9113 | NS      | $102338.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc.                | AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01     | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12942 | NS      | $105736.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                   | AVEPOINT INC COMMON STOCK USD.0001                     | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27334 | NS      | $379669.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc.                     | DRIVEN BRANDS HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11125 | NS      | $164872.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuitive Machines Inc.                         | INTUITIVE MACHINES INC COMMON STOCK USD.0001           | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20130 | NS      | $326709.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Company                 | DIAMONDROCK HOSPITALITY CO REIT USD.01                 | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37702 | NS      | $337809.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc.                      | DIANTHUS THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 252828108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4517 | NS      | $186145.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                    | DIEBOLD NIXDORF INC COMMON STOCK                       | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      4566 | NS      | $309985.74    | 0.06%             |  |  |  | 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        |      6750 | NS      | $292207.50    | 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        |      3471 | NS      | $22769.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine Inc.                            | DIGITAL TURBINE INC COMMON STOCK USD.0001              | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $100000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                        | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     32715 | NS      | $501848.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalOcean Holdings Inc.                      | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025      | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12569 | NS      | $604820.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc.                  | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7322 | NS      | $220318.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                     | EVOLUS INC COMMON STOCK USD.00001                      | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9857 | NS      | $65549.05     | 0.01%             |  |  |  | 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        |      2661 | NS      | $85524.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Diodes Incorporated                             | DIODES INC COMMON STOCK USD.667                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      8459 | NS      | $417367.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                       | EVGO INC COMMON STOCK USD.0001                         | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23999 | NS      | $69837.09     | 0.01%             |  |  |  | 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        |      4402 | NS      | $123476.10    | 0.02%             |  |  |  | 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        |     12583 | NS      | $105823.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                      | ITRON INC COMMON STOCK                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      8345 | NS      | $774916.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                   | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001      | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3983 | NS      | $122875.55    | 0.02%             |  |  |  | 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        |     16223 | NS      | $146818.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Diversified Healthcare Trust                    | DIVERSIFIED HEALTHCARE TRUST REIT USD.01               | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40525 | NS      | $196546.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC.                                       | DOMO INC COMMON STOCK USD.001                          | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6357 | NS      | $53589.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                   | EXPONENT INC COMMON STOCK USD.001                      | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9379 | NS      | $651465.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                           | EXTREME NETWORKS INC COMMON STOCK USD.001              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     24311 | NS      | $404778.15    | 0.07%             |  |  |  | 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        |      3165 | NS      | $63236.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                            | DOUGLAS ELLIMAN INC COMMON STOCK                       | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14311 | NS      | $33917.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries Inc.               | KULICKE and SOFFA INDUSTRIES INC COMMON STOCK          | CUSIP: 501242101<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      9363 | NS      | $426578.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc.                      | KULR TECHNOLOGY GROUP INC COMMON STOCK USD.0001        | CUSIP: 50125G307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7383 | NS      | $21853.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EyePoint Inc.                                   | EYEPOINT INC COMMON STOCK USD.01                       | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13956 | NS      | $254976.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                             | FLYWIRE CORP COMMON STOCK USD.0001                     | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21633 | NS      | $306323.28    | 0.06%             |  |  |  | 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        |      5560 | NS      | $95076.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings Inc.                          | LIVERAMP HOLDINGS INC COMMON STOCK USD.1               | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11937 | NS      | $350589.69    | 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        |      1175 | NS      | $61487.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LCNB Corp.                                      | LCNB CORP COMMON STOCK                                 | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2858 | NS      | $46842.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Cat Holdings Inc.                           | RED CAT HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 75644T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18837 | NS      | $149377.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc.                       | RED RIVER BANCSHARES INC COMMON STOCK                  | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       941 | NS      | $67215.63     | 0.01%             |  |  |  | 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        |      8951 | NS      | $554514.45    | 0.10%             |  |  |  | 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        |      2066 | NS      | $117658.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Richmond Mutual Bancorporation Inc.             | RICHMOND MUTUAL BANCORP INC COMMON STOCK USD.01        | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1890 | NS      | $26535.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc.                          | RICHTECH ROBOTICS INC COMMON STOCK USD.00001           | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28182 | NS      | $91027.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveWire Group Inc.                             | LIVEWIRE GROUP INC COMMON STOCK USD.0001               | CUSIP: 53838J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7015 | NS      | $31006.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| loanDepot Inc.                                  | LOANDEPOT INC COMMON STOCK USD.001                     | CUSIP: 53946R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16787 | NS      | $34749.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                             | LOVESAC CO COMMON STOCK USD.00001                      | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2664 | NS      | $39294.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc.                         | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    175267 | NS      | $1361824.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corporation                             | REDWIRE CORP COMMON STOCK USD.0001                     | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13595 | NS      | $103322.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc.                              | REDWOOD TRUST INC REIT USD.01                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     23502 | NS      | $129966.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Rock Coffee Bar Inc.                      | BLACK ROCK COFFEE BAR INC COMMON STOCK USD.00001       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3065 | NS      | $68196.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                          | MURPHY OIL CORP COMMON STOCK USD1.0                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     24769 | NS      | $774031.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics Inc.                            | MYRIAD GENETICS INC COMMON STOCK USD.01                | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17022 | NS      | $104685.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                  | REGENXBIO INC COMMON STOCK USD.0001                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      8708 | NS      | $125395.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                       | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1            | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1729 | NS      | $66998.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                  | BLACKBAUD INC COMMON STOCK USD.001                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      7091 | NS      | $449002.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                  | BLACKLINE INC COMMON STOCK USD.01                      | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9557 | NS      | $528406.53    | 0.10%             |  |  |  | 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        |      9447 | NS      | $392239.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                     | N-ABLE INC/US COMMON STOCK USD.001                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14325 | NS      | $107151.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                         | RELAY THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26135 | NS      | $221102.10    | 0.04%             |  |  |  | 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        |     31014 | NS      | $427993.20    | 0.08%             |  |  |  | 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        |      2262 | NS      | $138592.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                     | BUMBLE INC COMMON STOCK USD.01                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13902 | NS      | $49630.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                           | NCR VOYIX CORP COMMON STOCK USD.01                     | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     25611 | NS      | $261232.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                            | RENASANT CORP COMMON STOCK USD5.0                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     17142 | NS      | $603741.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REGULUS THERAPE COMMON STOCK             | CONTRA REGULUS THERAPE COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12077 | NS      | $14009.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Burford Capital Limited                         | BURFORD CAPITAL LTD COMMON STOCK                       | CUSIP: 120831102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37211 | NS      | $331922.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke and Herbert Financial Services Corp.      | BURKE and HERBERT FINANCIAL SERV COMMON STOCK          | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2478 | NS      | $154404.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret and Co.                       | VICTORIA'S SECRET and CO COMMON STOCK USD.01           | CUSIP: 926400102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12732 | NS      | $689692.44    | 0.12%             |  |  |  | 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        |      8102 | NS      | $511155.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc.                              | UPBOUND GROUP INC COMMON STOCK USD.01                  | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9921 | NS      | $174212.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                           | REPUBLIC BANCORP INC/KY COMMON STOCK                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1648 | NS      | $113695.52    | 0.02%             |  |  |  | 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        |      3335 | NS      | $123395.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                        | CECO ENVIRONMENTAL CORP COMMON STOCK USD.01            | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      5390 | NS      | $322591.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                      | REPAY HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13165 | NS      | $48052.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rigetti Computing Inc.                          | RIGETTI COMPUTING INC COMMON STOCK USD.0001            | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58693 | NS      | $1300049.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                          | VIEMED HEALTHCARE INC COMMON STOCK                     | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6762 | NS      | $50241.66     | 0.01%             |  |  |  | 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        |      1798 | NS      | $63640.21     | 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        |      2884 | NS      | $76137.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rimini Street Inc.                              | RIMINI STREET INC COMMON STOCK                         | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9487 | NS      | $36809.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc.                              | CF BANKSHARES INC COMMON STOCK USD.01                  | CUSIP: 12520L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $25972.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                       | CNB FINANCIAL CORP/PA COMMON STOCK                     | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5306 | NS      | $138858.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                             | RIOT PLATFORMS INC COMMON STOCK                        | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64066 | NS      | $811716.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Caret Holdings Inc.                             | ROOT INC/OH COMMON STOCK USD.0001                      | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2256 | NS      | $162950.88    | 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        |     13453 | NS      | $601483.63    | 0.11%             |  |  |  | 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        |     11038 | NS      | $478276.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                          | VIR BIOTECHNOLOGY INC COMMON STOCK                     | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16866 | NS      | $101701.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc.                      | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01          | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14723 | NS      | $458179.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                      | CALIX INC COMMON STOCK                                 | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11056 | NS      | $585194.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                   | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     24373 | NS      | $284432.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc.                                     | RUMBLE INC COMMON STOCK USD.0001                       | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19896 | NS      | $125742.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc.                           | RUSH ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11134 | NS      | $600567.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                  | LGI HOMES INC COMMON STOCK USD.01                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      3841 | NS      | $165009.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                  | LCI INDUSTRIES COMMON STOCK USD.01                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4330 | NS      | $525402.20    | 0.09%             |  |  |  | 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        |      1764 | NS      | $99242.64     | 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        |     16894 | NS      | $328250.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                    | RXSIGHT INC COMMON STOCK USD.001                       | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6629 | NS      | $69074.18     | 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        |      5021 | NS      | $126328.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                   | STAGWELL INC COMMON STOCK USD.00001                    | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21119 | NS      | $103271.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Virginia National Bankshares Corporation        | VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5     | CUSIP: 928031103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $39969.55     | 0.01%             |  |  |  | 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        |      1165 | NS      | $190069.75    | 0.03%             |  |  |  | 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        |     11290 | NS      | $1068259.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                   | SAFEHOLD INC REIT USD.001                              | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     10413 | NS      | $142553.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                     | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     22294 | NS      | $323040.06    | 0.06%             |  |  |  | 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        |      2247 | NS      | $86509.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group Inc.                     | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01         | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $207084.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI COMMON STOCK             | CONTRA SAGE THERAPEUTI COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11117 | NS      | $2001.06      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Visteon Corporation                             | VISTEON CORP COMMON STOCK                              | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5027 | NS      | $478067.70    | 0.09%             |  |  |  | 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        |      8758 | NS      | $464261.58    | 0.08%             |  |  |  | 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        |      7047 | NS      | $418380.39    | 0.08%             |  |  |  | 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        |     18304 | NS      | $261015.04    | 0.05%             |  |  |  | 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        |     30621 | NS      | $124627.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                           | SANDRIDGE ENERGY INC COMMON STOCK USD.001              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      6496 | NS      | $93737.28     | 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        |      6320 | NS      | $201860.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                             | VITESSE ENERGY INC COMMON STOCK USD.01                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5543 | NS      | $106758.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |      1389 | NS      | $98063.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                             | SANMINA CORP COMMON STOCK USD.01                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      9596 | NS      | $1440071.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc.                       | VOYAGER TECHNOLOGIES INC COMMON STOCK USD.0001         | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2632 | NS      | $68800.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                   | WD-40 CO COMMON STOCK USD.001                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2510 | NS      | $494219.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc.                            | SANUWAVE HEALTH INC COMMON STOCK USD.001               | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1420 | NS      | $42372.80     | 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        |      7870 | NS      | $510999.10    | 0.09%             |  |  |  | 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        |      2661 | NS      | $86881.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                    | SUMMIT HOTEL PROPERTIES INC REIT                       | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19555 | NS      | $95232.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corporation                    | SUMMIT MIDSTREAM CORP COMMON STOCK USD.01              | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1854 | NS      | $49464.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.              | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01      | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9418 | NS      | $135525.02    | 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        |     15811 | NS      | $113839.20    | 0.02%             |  |  |  | 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        |      5078 | NS      | $74037.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     10106 | NS      | $558255.44    | 0.10%             |  |  |  | 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        |      7261 | NS      | $62807.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                   | HAMILTON INSURANCE GROUP LTD COMMON STOCK USD.01       | CUSIP: G42706104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8188 | NS      | $228445.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                           | HELEN OF TROY LTD COMMON STOCK USD.1                   | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $93138.75     | 0.02%             |  |  |  | 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        |      6088 | NS      | $366193.20    | 0.07%             |  |  |  | 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        |     18133 | NS      | $395118.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                  | HERBALIFE LTD COMMON STOCK USD.002                     | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $242332.00    | 0.04%             |  |  |  | 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        |      2714 | NS      | $26271.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                            | SFL CORP LTD COMMON STOCK USD.01                       | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     22306 | NS      | $174209.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Limited                                | SEADRILL LTD COMMON STOCK USD.01                       | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11571 | NS      | $400356.60    | 0.07%             |  |  |  | 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        |      7369 | NS      | $610742.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Netstreit Corp.                                 | NETSTREIT CORP REIT USD.01                             | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15369 | NS      | $271109.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc.                                  | NEUROPACE INC COMMON STOCK USD.001                     | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4823 | NS      | $74467.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc.                                  | NEUROGENE INC COMMON STOCK USD.000001                  | CUSIP: 64135M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1853 | NS      | $38171.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlas Energy Solutions Inc.                     | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14618 | NS      | $137701.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| New Fortress Energy Inc.                        | NEW FORTRESS ENERGY INC COMMON STOCK USD.01            | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33066 | NS      | $37695.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Idaho Strategic Resources Inc.                  | IDAHO STRATEGIC RESOURCES INC COMMON STOCK USD.1       | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2650 | NS      | $106795.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     18491 | NS      | $852804.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank N.A                               | FLAGSTAR BANK NA COMMON STOCK USD.01                   | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55752 | NS      | $701917.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                               | ADAMAS TRUST INC REIT USD.02                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     15054 | NS      | $109894.20    | 0.02%             |  |  |  | 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        |     27147 | NS      | $470728.98    | 0.09%             |  |  |  | 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        |      9584 | NS      | $845021.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                       | WAFD INC COMMON STOCK USD1.0                           | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14237 | NS      | $456011.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                      | FIVE9 INC COMMON STOCK USD.001                         | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14250 | NS      | $285712.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                               | FIVE STAR BANCORP COMMON STOCK                         | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3006 | NS      | $107554.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                | ELME COMMUNITIES REIT USD.01                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     15888 | NS      | $276451.20    | 0.05%             |  |  |  | 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        |      3350 | NS      | $98992.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc.                       | WATERSTONE FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 94188P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3116 | NS      | $51569.80     | 0.01%             |  |  |  | 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        |      5012 | NS      | $1383412.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc.                     | CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01         | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $74933.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Waystar Holding Corp.                           | WAYSTAR HOLDING CORP COMMON STOCK USD.01               | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20343 | NS      | $666233.25    | 0.12%             |  |  |  | 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        |     11531 | NS      | $87520.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc.                      | WEBTOON ENTERTAINMENT INC COMMON STOCK                 | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3532 | NS      | $46021.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc.                               | WEIS MARKETS INC COMMON STOCK                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2603 | NS      | $166826.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc.                         | WERNER ENTERPRISES INC COMMON STOCK USD.01             | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     11050 | NS      | $331610.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                   | WESBANCO INC COMMON STOCK USD2.0833                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17180 | NS      | $571063.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                        | WEST BANCORP INC COMMON STOCK                          | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      2977 | NS      | $66059.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                | WEYCO GROUP INC COMMON STOCK USD1.0                    | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1107 | NS      | $33863.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                 | WHITESTONE REIT REIT USD.001                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8778 | NS      | $121926.42    | 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        |      7481 | NS      | $229143.03    | 0.04%             |  |  |  | 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        |      2555 | NS      | $264851.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01          | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       520 | NS      | $70532.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                             | WINMARK CORP COMMON STOCK                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $223931.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                       | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4997 | NS      | $202478.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                 | WISDOMTREE INC COMMON STOCK USD.01                     | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     22527 | NS      | $274604.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DHT Holdings Inc.                               | DHT HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     24734 | NS      | $302002.14    | 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        |      6822 | NS      | $166047.48    | 0.03%             |  |  |  | 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        |      5809 | NS      | $107059.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| International Seaways Inc.                      | INTERNATIONAL SEAWAYS INC COMMON STOCK                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      7367 | NS      | $357667.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd.                         | NAVIGATOR HOLDINGS LTD COMMON STOCK                    | CUSIP: Y62132108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5917 | NS      | $102482.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Safe Bulkers Inc.                               | SAFE BULKERS INC COMMON STOCK USD.001                  | CUSIP: Y7388L103<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      9681 | NS      | $46662.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc.                       | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0           | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $29617.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc.                            | FLOWCO HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $73104.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc.                          | FLOTEK INDUSTRIES INC COMMON STOCK USD.0001            | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      2658 | NS      | $45797.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluor Corporation                               | FLUOR CORP COMMON STOCK USD.01                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     29556 | NS      | $1171304.28   | 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        |     11750 | NS      | $232415.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard BioTools Inc.                          | STANDARD BIOTOOLS INC COMMON STOCK USD.001             | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     56617 | NS      | $72469.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc.                                  | FRONTDOOR INC COMMON STOCK USD.01                      | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13474 | NS      | $777315.06    | 0.14%             |  |  |  | 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        |     16025 | NS      | $75477.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FrontView REIT Inc.                             | FRONTVIEW REIT INC REIT USD.01                         | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4089 | NS      | $60353.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc.                        | FTAI INFRASTRUCTURE INC COMMON STOCK USD.01            | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20664 | NS      | $95261.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| H.B. Fuller Company                             | HB FULLER CO COMMON STOCK USD1.0                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     10024 | NS      | $596027.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                    | FULTON FINANCIAL CORP COMMON STOCK USD2.5              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     32629 | NS      | $630718.57    | 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        |      9018 | NS      | $30661.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FVCBankcorp Inc.                                | FVCBANKCORP INC COMMON STOCK USD.01                    | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3538 | NS      | $49213.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                       | AAR CORP COMMON STOCK USD1.0                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      7194 | NS      | $595591.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                              | AEROVIRONMENT INC COMMON STOCK USD.0001                | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6948 | NS      | $1680651.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| AerSale Corporation                             | AERSALE CORP COMMON STOCK USD.0001                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6138 | NS      | $43641.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                          | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 00835Q202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6926 | NS      | $91977.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc.                                   | AGILYSYS INC COMMON STOCK USD.3                        | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4764 | NS      | $566153.76    | 0.10%             |  |  |  | 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        |     10446 | NS      | $284340.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc.                              | AGILON HEALTH INC COMMON STOCK USD.01                  | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59279 | NS      | $40825.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc.                        | AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     47347 | NS      | $76228.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT COMMON STOCK             | CONTRA AKERO THERAPEUT COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13077 | NS      | $8500.05      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chaince Digital Holdings Inc                    | CHAINCE DIGITAL HOLDINGS INC COMMON STOCK USD.004      | CUSIP: 58936H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7531 | NS      | $37429.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc.                            | MERCURY SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9559 | NS      | $697902.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                     | MERCURY GENERAL CORP COMMON STOCK                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      4916 | NS      | $462398.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corporation                            | MERIDIAN CORP COMMON STOCK                             | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1775 | NS      | $31204.50     | 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        |     10804 | NS      | $952264.56    | 0.17%             |  |  |  | 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        |     12742 | NS      | $838423.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrimack Pharmaceuticals Inc.                  | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2411 | NS      | $72.33        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mesa Laboratories Inc.                          | MESA LABORATORIES INC COMMON STOCK                     | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       998 | NS      | $78343.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                         | PATHWARD FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4109 | NS      | $291739.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                     | QUALYS INC COMMON STOCK USD.001                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6710 | NS      | $891759.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                      | CLAROS MORTGAGE TRUST INC REIT USD.01                  | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17887 | NS      | $54734.22     | 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        |     33186 | NS      | $69690.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                 | CLEANSPARK INC COMMON STOCK                            | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51001 | NS      | $516130.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc.                               | CLEAR SECURE INC COMMON STOCK USD.00001                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15861 | NS      | $556403.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc.                         | VIA TRANSPORTATION INC COMMON STOCK USD.00001          | CUSIP: 92556W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2045 | NS      | $59325.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc.                           | VIANT TECHNOLOGY INC COMMON STOCK USD.001              | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2889 | NS      | $34783.56     | 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        |      4235 | NS      | $464156.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA VERVE THERAPEUT COMMON STOCK             | CONTRA VERVE THERAPEUT COMMON STOCK                    | CUSIP: 925CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13147 | NS      | $8282.61      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Apogee Enterprises Inc.                         | APOGEE ENTERPRISES INC COMMON STOCK USD.333            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3947 | NS      | $143710.27    | 0.03%             |  |  |  | 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        |     25142 | NS      | $243374.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc.                             | ASTRANA HEALTH INC COMMON STOCK USD.001                | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7518 | NS      | $186521.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc.                        | APOGEE THERAPEUTICS INC COMMON STOCK USD.00001         | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7081 | NS      | $534473.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                              | APPIAN CORP A COMMON STOCK USD.0001                    | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7271 | NS      | $257538.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                     | APPLE HOSPITALITY REIT INC REIT                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     39956 | NS      | $473478.60    | 0.09%             |  |  |  | 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        |     43683 | NS      | $1071107.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Optoelectronics Inc.                    | APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001       | CUSIP: 03823U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11097 | NS      | $386841.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Aquestive Therapeutics Inc.                     | AQUESTIVE THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19358 | NS      | $125052.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arbutus Biopharma Corporation                   | ARBUTUS BIOPHARMA CORP COMMON STOCK                    | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28771 | NS      | $138388.51    | 0.03%             |  |  |  | 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        |     35689 | NS      | $276946.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                             | ARCBEST CORP COMMON STOCK USD.01                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      4208 | NS      | $312191.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                    | ARCELLX INC COMMON STOCK USD.001                       | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6323 | NS      | $412259.60    | 0.07%             |  |  |  | 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        |    115730 | NS      | $870289.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                   | ARCHROCK INC COMMON STOCK USD.01                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     31672 | NS      | $824105.44    | 0.15%             |  |  |  | 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        |      5971 | NS      | $166949.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kohl's Corporation                              | KOHL'S CORP COMMON STOCK USD.01                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     20018 | NS      | $408567.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                             | KONTOOR BRANDS INC COMMON STOCK                        | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10154 | NS      | $620307.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                           | SURGERY PARTNERS INC COMMON STOCK USD.01               | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     14242 | NS      | $220038.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corporation                               | KOPIN CORP COMMON STOCK USD.01                         | CUSIP: 500600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33181 | NS      | $77643.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc.                           | KOPPERS HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3493 | NS      | $94590.44     | 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        |     19195 | NS      | $129758.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sylvamo Corporation                             | SYLVAMO CORP COMMON STOCK USD1.0                       | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6357 | NS      | $306089.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | KORN FERRY COMMON STOCK USD.01                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      9586 | NS      | $632867.72    | 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        |     90976 | NS      | $82551.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ascent Industries Co.                           | ASCENT INDUSTRIES CO COMMON STOCK USD1.0               | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      1894 | NS      | $30663.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                          | SYNAPTICS INC COMMON STOCK USD.001                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7087 | NS      | $524579.74    | 0.09%             |  |  |  | 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        |     14527 | NS      | $58398.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                           | KRONOS WORLDWIDE INC COMMON STOCK USD.01               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      5409 | NS      | $23907.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                              | MOELIS and CO COMMON STOCK USD.01                      | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     13612 | NS      | $935688.88    | 0.17%             |  |  |  | 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        |      4310 | NS      | $32626.70     | 0.01%             |  |  |  | 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        |      7143 | NS      | $36000.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc.               | RESOLUTE HOLDINGS MANAGEMENT I COMMON STOCK USD.0001   | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $159776.82    | 0.03%             |  |  |  | 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        |      7473 | NS      | $225609.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave and Buster's Entertainment Inc.            | DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01    | CUSIP: 238337109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5055 | NS      | $81941.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                          | DYNE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22770 | NS      | $445381.20    | 0.08%             |  |  |  | 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        |      5235 | NS      | $54758.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                              | EAGLE BANCORP INC COMMON STOCK USD.01                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      5120 | NS      | $109670.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc.                      | EAGLE BANCORP MONTANA INC COMMON STOCK USD.01          | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |      1505 | NS      | $29949.50     | 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        |     17367 | NS      | $35602.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corporation                               | EGAIN CORP COMMON STOCK USD.001                        | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2995 | NS      | $30818.55     | 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        |      5788 | NS      | $26624.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc.                                        | 8X8 INC COMMON STOCK USD.001                           | CUSIP: 282914100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26172 | NS      | $51558.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                        | ELLINGTON FINANCIAL INC REIT                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     17352 | NS      | $235640.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                   | EMBECTA CORP COMMON STOCK USD.01                       | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10902 | NS      | $129515.76    | 0.02%             |  |  |  | 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        |      6505 | NS      | $43193.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                       | METROCITY BANKSHARES INC COMMON STOCK                  | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4228 | NS      | $112211.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                 | METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1624 | NS      | $124008.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                | MICROVISION INC COMMON STOCK USD.001                   | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57012 | NS      | $47211.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Microvast Holdings Inc.                         | MICROVAST HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36680 | NS      | $102704.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Miller Industries Inc.                          | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01           | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      2136 | NS      | $79822.32     | 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        |     22316 | NS      | $151079.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine (MindMed) Inc.                    | MIND MEDICINE MINDMED INC COMMON STOCK                 | CUSIP: 60255C885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17409 | NS      | $233106.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                      | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5850 | NS      | $356557.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc.                     | MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8616 | NS      | $312674.64    | 0.06%             |  |  |  | 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        |     44021 | NS      | $1030971.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                      | MIRUM PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7536 | NS      | $595268.64    | 0.11%             |  |  |  | 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        |      8074 | NS      | $93658.40     | 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        |      8349 | NS      | $88081.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                    | MODINE MANUFACTURING CO COMMON STOCK USD.625           | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      9625 | NS      | $1285033.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Modiv Industrial Inc.                           | MODIV INDUSTRIAL INC REIT USD.001                      | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $30319.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                        | NEXXEN INTERNATIONAL LTD COMMON STOCK                  | CUSIP: 89484T104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6473 | NS      | $42333.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc.                         | TREVI THERAPEUTICS INC COMMON STOCK                    | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16879 | NS      | $211325.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triller Group Inc.                              | TRILLER GROUP INC COMMON STOCK USD.001                 | CUSIP: 895970101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18937 | NS      | $605.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                | TRICO BANCSHARES COMMON STOCK                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5705 | NS      | $270245.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                              | TRIMAS CORP COMMON STOCK USD.01                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      5855 | NS      | $207559.75    | 0.04%             |  |  |  | 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        |      5546 | NS      | $327934.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                         | TRINITY INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     14831 | NS      | $392131.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                          | TRIUMPH FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      4197 | NS      | $262858.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                  | CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01      | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $74515.30     | 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        |      8635 | NS      | $937329.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango ORE Inc.                               | CONTANGO ORE INC COMMON STOCK USD.001                  | CUSIP: 21077F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2098 | NS      | $55408.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                             | CORSAIR GAMING INC COMMON STOCK                        | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9008 | NS      | $53507.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                              | CORVEL CORP COMMON STOCK USD.0001                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5462 | NS      | $369613.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc.                     | CORVUS PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |     10504 | NS      | $80880.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc.                                   | COURSERA INC COMMON STOCK USD.00001                    | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26367 | NS      | $194061.12    | 0.04%             |  |  |  | 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        |      3018 | NS      | $66516.72     | 0.01%             |  |  |  | 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        |      4095 | NS      | $104013.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford and Company                            | CRAWFORD and CO COMMON STOCK USD1.0                    | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      3262 | NS      | $36697.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                     | CRICUT INC COMMON STOCK USD.001                        | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9510 | NS      | $47074.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Crinetics Pharmaceuticals Inc.                  | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16674 | NS      | $776174.70    | 0.14%             |  |  |  | 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        |      6157 | NS      | $49871.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                   | ARTIVION INC COMMON STOCK USD.01                       | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7827 | NS      | $356989.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                   | CRYOPORT INC COMMON STOCK USD.001                      | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9164 | NS      | $87974.40     | 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        |      5558 | NS      | $102322.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc.                      | CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10247 | NS      | $106056.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Curbline Properties Corp.                       | CURBLINE PROPERTIES CORP REIT                          | CUSIP: 23128Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17950 | NS      | $416619.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                         | LAUREATE EDUCATION INC COMMON STOCK USD.001            | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     23290 | NS      | $784174.30    | 0.14%             |  |  |  | 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        |      2130 | NS      | $58340.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                          | OXFORD INDUSTRIES INC COMMON STOCK USD1.0              | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2679 | NS      | $91621.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PBF Energy Inc.                                 | PBF ENERGY INC COMMON STOCK USD.001                    | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15425 | NS      | $418326.00    | 0.08%             |  |  |  | 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        |      2122 | NS      | $122566.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                     | PCB BANCORP COMMON STOCK                               | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $48366.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc.                              | PDF SOLUTIONS INC COMMON STOCK USD.00015               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      5919 | NS      | $168869.07    | 0.03%             |  |  |  | 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      | $4572.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| PJT Partners Inc.                               | PJT PARTNERS INC COMMON STOCK USD.01                   | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      4202 | NS      | $702574.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                | TXNM ENERGY INC COMMON STOCK                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     18300 | NS      | $1077504.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                  | PRA GROUP INC COMMON STOCK USD.01                      | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      7177 | NS      | $126961.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                           | PTC THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     14262 | NS      | $1083341.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc.                        | ABEONA THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 00289Y206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8266 | NS      | $43561.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aardvark Therapeutics Inc.                      | AARDVARK THERAPEUTICS INC COMMON STOCK USD.00001       | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2435 | NS      | $31959.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                     | ACACIA RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7855 | NS      | $29377.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Academy Sports and Outdoors Inc.                | ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01    | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12220 | NS      | $610511.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Pharmaceuticals Inc.                     | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22847 | NS      | $610243.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                             | ACADIA REALTY TRUST REIT USD.001                       | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24222 | NS      | $497519.88    | 0.09%             |  |  |  | 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        |     10045 | NS      | $114613.45    | 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        |     19009 | NS      | $908820.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc.                       | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001        | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     17552 | NS      | $52831.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC Solutions Inc.                              | TIC SOLUTIONS INC COMMON STOCK                         | CUSIP: 00510N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36954 | NS      | $373604.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Argan Inc.                                      | ARGAN INC COMMON STOCK USD.15                          | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2465 | NS      | $772333.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                     | ARROW FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3139 | NS      | $98564.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                  | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     24377 | NS      | $1618389.03   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc.                                    | ARTERIS INC COMMON STOCK USD.001                       | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5828 | NS      | $90334.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                      | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      9583 | NS      | $118445.88    | 0.02%             |  |  |  | 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        |     26616 | NS      | $173536.32    | 0.03%             |  |  |  | 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        |      4044 | NS      | $174579.48    | 0.03%             |  |  |  | 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        |      5298 | NS      | $210012.72    | 0.04%             |  |  |  | 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        |      5103 | NS      | $80474.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                       | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01           | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4121 | NS      | $223976.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| enCore Energy Corp                              | ENCORE ENERGY CORP COMMON STOCK                        | CUSIP: 29259W700<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     34920 | NS      | $86601.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Fuels Inc.                               | ENERGY FUELS INC/CANADA COMMON STOCK                   | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42013 | NS      | $610869.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                            | ENERGY RECOVERY INC COMMON STOCK USD.001               | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      9646 | NS      | $130124.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                             | LSB INDUSTRIES INC COMMON STOCK USD.1                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     10238 | NS      | $87023.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                             | LSI INDUSTRIES INC COMMON STOCK                        | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5281 | NS      | $96747.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc.                             | LTC PROPERTIES INC REIT USD.01                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      8079 | NS      | $277756.02    | 0.05%             |  |  |  | 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        |      7750 | NS      | $288842.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                             | LADDER CAPITAL CORP REIT USD.001                       | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21328 | NS      | $234394.72    | 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        |     29130 | NS      | $2228153.70   | 0.40%             |  |  |  | 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        |      4148 | NS      | $72714.44     | 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        |      4655 | NS      | $265614.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marzetti Company                            | MARZETTI COMPANY/THE COMMON STOCK                      | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3678 | NS      | $604736.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Minds Biosciences Inc.                   | BRIGHT MINDS BIOSCIENCES INC COMMON STOCK              | CUSIP: 10919W405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $73357.60     | 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        |     13574 | NS      | $171982.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                        | LIFECORE BIOMEDICAL INC COMMON STOCK USD.001           | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      5448 | NS      | $44564.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landmark Bancorp Inc.                           | LANDMARK BANCORP INC/MANHATTAN COMMON STOCK USD.01     | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1019 | NS      | $26687.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corporation                 | BROOKFIELD BUSINESS CORP COMMON STOCK                  | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4424 | NS      | $158733.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Infrastructure Corporation           | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK            | CUSIP: 11276H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22247 | NS      | $1010013.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc.                                     | AZENTA INC COMMON STOCK USD.01                         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      7543 | NS      | $250880.18    | 0.05%             |  |  |  | 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        |      5817 | NS      | $310744.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                 | LANDS' END INC COMMON STOCK USD.01                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      1916 | NS      | $27820.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Beauty Health Company                       | BEAUTY HEALTH CO/THE COMMON STOCK USD.0001             | CUSIP: 88331L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22666 | NS      | $31505.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares Inc.                  | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0      | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5433 | NS      | $142018.62    | 0.03%             |  |  |  | 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        |     36322 | NS      | $138023.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| The RealReal Inc.                               | REALREAL INC/THE COMMON STOCK USD.00001                | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18501 | NS      | $291945.78    | 0.05%             |  |  |  | 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        |      5879 | NS      | $171372.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                         | BYRNA TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3367 | NS      | $56531.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CandF Financial Corporation                     | CandF FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       612 | NS      | $44425.08     | 0.01%             |  |  |  | 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        |     23246 | NS      | $313356.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc.                      | CB FINANCIAL SERVICES INC COMMON STOCK                 | CUSIP: 12479G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $33779.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CBIZ Inc.                                       | CBIZ INC COMMON STOCK USD.01                           | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9126 | NS      | $460406.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                          | CRA INTERNATIONAL INC COMMON STOCK                     | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $236619.41    | 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        |     17519 | NS      | $744031.93    | 0.13%             |  |  |  | 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        |      5057 | NS      | $387821.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                            | CSW INDUSTRIALS INC COMMON STOCK USD.01                | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2995 | NS      | $879122.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                 | CTS CORP COMMON STOCK                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      5357 | NS      | $229654.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                       | CNX RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     23925 | NS      | $879722.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                             | CVB FINANCIAL CORP COMMON STOCK                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24088 | NS      | $448036.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy Inc.                                 | CVR ENERGY INC COMMON STOCK USD.01                     | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5714 | NS      | $145364.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc.                                       | CVRX INC COMMON STOCK USD.01                           | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3276 | NS      | $23259.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cable One Inc.                                  | CABLE ONE INC COMMON STOCK USD.01                      | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $108674.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cabot Corporation                               | CABOT CORP COMMON STOCK USD1.0                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      9771 | NS      | $647621.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                     | CACTUS INC COMMON STOCK USD.01                         | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12606 | NS      | $575842.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                    | CADENCE BANK COMMON STOCK USD2.5                       | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33793 | NS      | $1447692.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc.                                      | CADIZ INC COMMON STOCK USD.01                          | CUSIP: 127537207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10588 | NS      | $59398.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadre Holdings Inc.                             | CADRE HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5235 | NS      | $213797.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods Inc.                            | CAL-MAINE FOODS INC COMMON STOCK USD.01                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      8087 | NS      | $643482.59    | 0.12%             |  |  |  | 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        |      3119 | NS      | $67838.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corporation Plc                | CALEDONIA MINING CORP PLC COMMON STOCK                 | CUSIP: 12932K202<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      3113 | NS      | $81467.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                    | CALERES INC COMMON STOCK USD.01                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      6250 | NS      | $76062.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc.                                    | CALUMET INC COMMON STOCK USD.01                        | CUSIP: 131428104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12709 | NS      | $252527.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Camden National Corporation                     | CAMDEN NATIONAL CORP COMMON STOCK                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      3081 | NS      | $133653.78    | 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        |     11352 | NS      | $110454.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc.                        | CANDEL THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8231 | NS      | $46505.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cannae Holdings Inc.                            | CANNAE HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8999 | NS      | $141554.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc.                                 | CANTALOUPE INC COMMON STOCK                            | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10358 | NS      | $110001.96    | 0.02%             |  |  |  | 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        |      2777 | NS      | $118216.89    | 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        |      2426 | NS      | $68340.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc.                       | SONIDA SENIOR LIVING INC COMMON STOCK USD.01           | CUSIP: 140475203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1062 | NS      | $34631.82     | 0.01%             |  |  |  | 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        |      9066 | NS      | $195462.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cogent Biosciences Inc.                         | COGENT BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25546 | NS      | $907393.92    | 0.16%             |  |  |  | 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        |      5175 | NS      | $324886.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc.                           | COHERUS ONCOLOGY INC COMMON STOCK USD.0001             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     20666 | NS      | $29345.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cooper-Standard Holdings Inc.                   | COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      3122 | NS      | $102495.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Laboratories Inc.                          | CORE LABORATORIES INC COMMON STOCK USD.01              | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8605 | NS      | $137938.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corporation                         | QUIDELORTHO CORP COMMON STOCK USD.001                  | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12555 | NS      | $358570.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                         | COPT DEFENSE PROPERTIES REIT USD.01                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     20782 | NS      | $577739.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                         | ENERGIZER HOLDINGS INC COMMON STOCK                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     11552 | NS      | $229769.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                         | ENERSYS COMMON STOCK USD.01                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      6828 | NS      | $1002009.00   | 0.18%             |  |  |  | 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        |      9838 | NS      | $376205.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                    | ENHABIT INC COMMON STOCK USD.01                        | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9237 | NS      | $85165.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc.                       | ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7363 | NS      | $113390.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ennis Inc.                                      | ENNIS INC COMMON STOCK USD2.5                          | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4452 | NS      | $80180.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                       | ENPRO INC COMMON STOCK USD.01                          | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3877 | NS      | $830182.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                        | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4418 | NS      | $694509.60    | 0.13%             |  |  |  | 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        |     10297 | NS      | $1793737.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                              | ENOVIX CORP COMMON STOCK USD.0001                      | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31174 | NS      | $227881.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Financial Services Corp              | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6749 | NS      | $364446.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                           | SONIC AUTOMOTIVE INC COMMON STOCK USD.01               | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2745 | NS      | $169805.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                      | SONOS INC COMMON STOCK USD.001                         | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22143 | NS      | $388831.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Soundhound AI Inc.                              | SOUNDHOUND AI INC COMMON STOCK USD.0001                | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69107 | NS      | $688996.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc.                     | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0         | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2546 | NS      | $98784.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                              | CALIFORNIA BANCORP COMMON STOCK USD.01                 | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4016 | NS      | $74978.72     | 0.01%             |  |  |  | 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        |      1446 | NS      | $74497.92     | 0.01%             |  |  |  | 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        |      1767 | NS      | $104465.04    | 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        |      5450 | NS      | $165625.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                     | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11891 | NS      | $951517.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc.                   | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      4325 | NS      | $255521.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                | TRIPADVISOR INC COMMON STOCK USD.001                   | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21047 | NS      | $306444.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                    | TRUECAR INC COMMON STOCK USD.0001                      | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     16445 | NS      | $37165.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                   | TRUEBLUE INC COMMON STOCK                              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6205 | NS      | $28232.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                  | TRUPANION INC COMMON STOCK USD.00001                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      6815 | NS      | $254676.55    | 0.05%             |  |  |  | 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        |      3287 | NS      | $135851.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                           | TRUSTMARK CORP COMMON STOCK                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     10200 | NS      | $397290.00    | 0.07%             |  |  |  | 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        |     19209 | NS      | $201694.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CG Oncology Inc.                                | CG ONCOLOGY INC COMMON STOCK                           | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10301 | NS      | $427697.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerus Corporation                               | CERUS CORP COMMON STOCK USD.001                        | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36317 | NS      | $74813.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                       | CEVA INC COMMON STOCK USD.001                          | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4360 | NS      | $93827.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                           | CHART INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      8293 | NS      | $1710265.39   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                           | CHATHAM LODGING TRUST REIT USD.01                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9027 | NS      | $61473.87     | 0.01%             |  |  |  | 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        |      8419 | NS      | $424991.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| The Chefs' Warehouse Inc.                       | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01           | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      6721 | NS      | $418919.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                            | CHEMOURS CO/THE COMMON STOCK USD.01                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     27846 | NS      | $328304.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                   | CHEMUNG FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $50610.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                         | CRESCENT ENERGY CO COMMON STOCK USD.0001               | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43277 | NS      | $363094.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                       | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5862 | NS      | $1040153.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc.                                     | IBOTTA INC COMMON STOCK USD.00001                      | CUSIP: 451051106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2632 | NS      | $59825.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEAYA Biosciences Inc.                         | IDEAYA BIOSCIENCES INC COMMON STOCK                    | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14840 | NS      | $513018.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                | IHEARTMEDIA INC COMMON STOCK                           | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22568 | NS      | $93882.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ICOSAVAX INC COMMON STOCK                | CONTRA ICOSAVAX INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6029 | NS      | $1868.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IMAX Corporation                                | IMAX CORP COMMON STOCK                                 | CUSIP: 45245E109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8003 | NS      | $295790.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corporation                           | IMMERSION CORP COMMON STOCK USD.001                    | CUSIP: 452521107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5262 | NS      | $35781.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc.                                | IMMUNITYBIO INC COMMON STOCK USD.0001                  | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54926 | NS      | $108753.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunome Inc.                                   | IMMUNOME INC COMMON STOCK USD.0001                     | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17276 | NS      | $371088.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunovant Inc.                                 | IMMUNOVANT INC COMMON STOCK USD.0001                   | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12995 | NS      | $330332.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj Inc.                                     | IMPINJ INC COMMON STOCK USD.001                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      4956 | NS      | $862393.56    | 0.16%             |  |  |  | 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        |     43833 | NS      | $766200.84    | 0.14%             |  |  |  | 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        |      9115 | NS      | $666124.20    | 0.12%             |  |  |  | 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        |      3621 | NS      | $117791.13    | 0.02%             |  |  |  | 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        |     36313 | NS      | $128184.89    | 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        |     10276 | NS      | $56929.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                     | INGLES MARKETS INC COMMON STOCK USD.05                 | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2677 | NS      | $183508.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc.                        | INHIBRX BIOSCIENCES INC COMMON STOCK                   | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1651 | NS      | $130429.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Innodata Inc.                                   | INNODATA INC COMMON STOCK USD.01                       | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      5650 | NS      | $287867.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovex International Inc.                      | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7157 | NS      | $156523.59    | 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        |      5395 | NS      | $439530.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                   | INNOSPEC INC COMMON STOCK USD.01                       | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4587 | NS      | $351088.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                         | INSTEEL INDUSTRIES INC COMMON STOCK                    | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3470 | NS      | $109894.90    | 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        |      6700 | NS      | $259424.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                     | INOGEN INC COMMON STOCK USD.001                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      4921 | NS      | $33069.12     | 0.01%             |  |  |  | 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        |      4261 | NS      | $1105260.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva Inc.                                   | INNOVIVA INC COMMON STOCK USD.01                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     11472 | NS      | $229325.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation       | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     12630 | NS      | $156864.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA INHIBRX INC COMMON STOCK                 | CONTRA INHIBRX INC COMMON STOCK                        | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6820 | NS      | $4296.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Integer Holdings Corporation                    | INTEGER HOLDINGS CORP COMMON STOCK USD.001             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      6438 | NS      | $504932.34    | 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        |     19236 | NS      | $172931.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intapp Inc.                                     | INTAPP INC COMMON STOCK USD.001                        | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10508 | NS      | $481476.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                               | INTERPARFUMS INC COMMON STOCK USD.001                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3403 | NS      | $288676.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                  | INTERFACE INC COMMON STOCK USD.1                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     10725 | NS      | $299442.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                               | INTERDIGITAL INC COMMON STOCK USD.01                   | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4754 | NS      | $1513578.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation            | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10018 | NS      | $665595.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                          | BRIGHTSTAR LOTTERY PLC COMMON STOCK USD.1              | CUSIP: 459902102<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     19096 | NS      | $295606.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001   | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5182 | NS      | $79595.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                            | INTREPID POTASH INC COMMON STOCK USD.001               | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2084 | NS      | $57789.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                     | INVENTRUST PROPERTIES CORP REIT USD.001                | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14228 | NS      | $401371.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                          | SCHOLASTIC CORP COMMON STOCK USD.01                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3751 | NS      | $111142.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corporation                | SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001         | CUSIP: 80706P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15097 | NS      | $665022.85    | 0.12%             |  |  |  | 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        |     10410 | NS      | $186130.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Mativ Holdings Inc.                             | MATIV HOLDINGS INC COMMON STOCK USD.1                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      9814 | NS      | $119240.10    | 0.02%             |  |  |  | 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        |     11816 | NS      | $47145.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Seacoast Banking Corporation of Florida         | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     15990 | NS      | $502405.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc.                | SEAPORT ENTERTAINMENT GROUP IN COMMON STOCK            | CUSIP: 812215200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $31572.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parks and Resorts Inc.                   | UNITED PARKS and RESORTS INC COMMON STOCK USD.01       | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4997 | NS      | $181391.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Security National Financial Corporation         | SECURITY NATIONAL FINANCIAL CO COMMON STOCK USD2.0     | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3237 | NS      | $29165.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Global Inc.                               | SPIRE GLOBAL INC COMMON STOCK                          | CUSIP: 848560306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5195 | NS      | $38962.50     | 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        |      3181 | NS      | $344820.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                        | TURTLE BEACH CORP COMMON STOCK                         | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      3012 | NS      | $42258.36     | 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        |      8179 | NS      | $548156.58    | 0.10%             |  |  |  | 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        |     11035 | NS      | $350030.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust Inc.              | TPG MORTGAGE INVESTMENT TRUST REIT USD.01              | CUSIP: 001228501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5491 | NS      | $46783.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                               | AMC NETWORKS INC COMMON STOCK                          | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      5471 | NS      | $52083.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN Holdings Inc.                            | ADTRAN HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13808 | NS      | $119991.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp.                   | ACRES COMMERCIAL REALTY CORP REIT USD.001              | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               | CORP              | US        |      1337 | NS      | $28531.58     | 0.01%             |  |  |  | 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        |      8619 | NS      | $266671.86    | 0.05%             |  |  |  | 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        |     12868 | NS      | $825739.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc.                                | STEREOTAXIS INC COMMON STOCK USD.001                   | CUSIP: 85916J409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13424 | NS      | $30875.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Infrastructure Inc.                    | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01        | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      5478 | NS      | $1677527.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                  | CHIMERA INVESTMENT CORP REIT USD.01                    | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     14872 | NS      | $184858.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHINOOK THERAPE COMMON STOCK             | CONTRA CHINOOK THERAPE COMMON STOCK                    | CUSIP: 169CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12035 | NS      | $16862.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ChoiceOne Financial Services Inc.               | CHOICEONE FINANCIAL SERVICES I COMMON STOCK            | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2599 | NS      | $76722.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Niagen Bioscience Inc.                          | NIAGEN BIOSCIENCE INC COMMON STOCK USD.001             | CUSIP: 171077407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9813 | NS      | $62410.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cidara Therapeutics Inc.                        | CIDARA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |      3599 | NS      | $794983.11    | 0.14%             |  |  |  | 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        |     19071 | NS      | $443210.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc.                              | CIPHER MINING INC COMMON STOCK USD1.0                  | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59616 | NS      | $879932.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens and Northern Corporation               | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0         | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3563 | NS      | $71865.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                | CITI TRENDS INC COMMON STOCK USD.01                    | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       937 | NS      | $38941.72     | 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        |     22342 | NS      | $152149.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc.                      | CAPRICOR THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 14070B309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7087 | NS      | $204530.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc.                           | CARDIFF ONCOLOGY INC COMMON STOCK USD.0001             | CUSIP: 14147L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11845 | NS      | $33284.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT Inc.                             | CARETRUST REIT INC REIT USD.01                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     41079 | NS      | $1485416.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                 | CLEARFIELD INC COMMON STOCK USD.01                     | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2173 | NS      | $63342.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc.                           | CLEARPOINT NEURO INC COMMON STOCK USD.01               | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4954 | NS      | $67770.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearwater Analytics Holdings Inc.              | CLEARWATER ANALYTICS HOLDINGS COMMON STOCK USD.001     | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51257 | NS      | $1236318.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                    | CLEARWATER PAPER CORP COMMON STOCK USD.0001            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2968 | NS      | $51643.20     | 0.01%             |  |  |  | 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        |     75571 | NS      | $177591.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Coastal Financial Corporation                   | COASTAL FINANCIAL CORP/WA COMMON STOCK                 | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2373 | NS      | $271922.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc.                    | COASTALSOUTH BANCSHARES INC COMMON STOCK               | CUSIP: 19058X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1239 | NS      | $28806.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc.                                    | CODEXIS INC COMMON STOCK USD.0001                      | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20033 | NS      | $32653.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coeur Mining Inc.                               | COEUR MINING INC COMMON STOCK USD.01                   | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    117611 | NS      | $2097004.13   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                          | GENCOR INDUSTRIES INC COMMON STOCK USD.1               | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2346 | NS      | $30404.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                    | GENESCO INC COMMON STOCK USD1.0                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1950 | NS      | $48301.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                               | GENIE ENERGY LTD COMMON STOCK                          | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4180 | NS      | $57600.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                         | GENWORTH FINANCIAL INC COMMON STOCK USD.001            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     73666 | NS      | $665203.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                           | GENTHERM INC COMMON STOCK                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      5650 | NS      | $205490.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                    | GERMAN AMERICAN BANCORP INC COMMON STOCK               | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      6847 | NS      | $268265.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                           | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001        | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19759 | NS      | $315748.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                            | JBG SMITH PROPERTIES REIT USD.01                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11040 | NS      | $187790.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ITEOS THERAPEUT COMMON STOCK             | CONTRA ITEOS THERAPEUT COMMON STOCK                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5923 | NS      | $610.07       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J and J Snack Foods Corp.                       | J and J SNACK FOODS CORP COMMON STOCK                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $258729.31    | 0.05%             |  |  |  | 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        |      3285 | NS      | $62250.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dakota Gold Corp.                               | DAKOTA GOLD CORP COMMON STOCK USD.001                  | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17080 | NS      | $97014.40     | 0.02%             |  |  |  | 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        |     12652 | NS      | $1349335.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc.                 | JAMES RIVER GROUP HOLDINGS INC COMMON STOCK USD.0002   | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7270 | NS      | $46237.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc.                              | JAKKS PACIFIC INC COMMON STOCK USD.001                 | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      1780 | NS      | $30046.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                              | JAMF HOLDING CORP COMMON STOCK                         | CUSIP: 47074L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14517 | NS      | $188866.17    | 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        |      2321 | NS      | $222119.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARAGON 28 INC COMMON STOCK              | CONTRA PARAGON 28 INC COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9242 | NS      | $831.78       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Monro Inc.                                      | MONRO INC COMMON STOCK USD.01                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5388 | NS      | $107975.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Napco Security Technologies Inc.                | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01     | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6342 | NS      | $264461.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc.                            | NATHAN'S FAMOUS INC COMMON STOCK USD.01                | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       565 | NS      | $52867.05     | 0.01%             |  |  |  | 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        |      6952 | NS      | $264245.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc.                        | NATIONAL BANKSHARES INC COMMON STOCK USD1.25           | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1278 | NS      | $42851.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                         | NATIONAL BEVERAGE CORP COMMON STOCK USD.01             | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      4672 | NS      | $148990.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc.                         | NATIONAL CINEMEDIA INC COMMON STOCK USD.01             | CUSIP: 635309206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13143 | NS      | $51126.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National HealthCare Corporation                 | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2361 | NS      | $323669.49    | 0.06%             |  |  |  | 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        |      8615 | NS      | $657927.55    | 0.12%             |  |  |  | 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        |       973 | NS      | $103877.48    | 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        |      2237 | NS      | $41988.49     | 0.01%             |  |  |  | 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        |     14342 | NS      | $370310.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc.                 | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01     | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1923 | NS      | $64708.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc.         | NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001    | CUSIP: 63888U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2445 | NS      | $61247.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                 | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK            | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3160 | NS      | $68192.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc.                                      | NAVAN INC COMMON STOCK USD.0000063                     | CUSIP: 639193101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7014 | NS      | $119799.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                             | NAVIENT CORP COMMON STOCK USD.01                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     12517 | NS      | $162721.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corporation               | NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001       | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29404 | NS      | $209944.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NB Bancorp Inc.                                 | NB BANCORP INC COMMON STOCK USD.01                     | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7486 | NS      | $148371.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                     | NELNET INC COMMON STOCK USD.01                         | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2060 | NS      | $273897.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraWulf Inc.                                   | TERAWULF INC COMMON STOCK USD.001                      | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55730 | NS      | $640337.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Terns Pharmaceuticals Inc.                      | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15758 | NS      | $636623.20    | 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        |     18718 | NS      | $1098933.78   | 0.20%             |  |  |  | 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        |     23304 | NS      | $218358.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                   | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01       | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8228 | NS      | $744963.12    | 0.13%             |  |  |  | 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        |     26696 | NS      | $795807.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                       | XPEL INC COMMON STOCK                                  | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4690 | NS      | $234077.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels and Resorts Inc.                   | XENIA HOTELS and RESORTS INC REIT USD.01               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     17400 | NS      | $246036.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                     | XENCOR INC COMMON STOCK USD.01                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     12956 | NS      | $198356.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corporation                        | XOMA ROYALTY CORP COMMON STOCK USD.0005                | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |      1870 | NS      | $49723.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Biohaven Ltd.                                   | BIOHAVEN LTD COMMON STOCK                              | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17626 | NS      | $198997.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                      | BITDEER TECHNOLOGIES GROUP COMMON STOCK USD.0000001    | CUSIP: G11448100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     18184 | NS      | $203842.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc.                                | BIT DIGITAL INC COMMON STOCK USD.01                    | CUSIP: G1144A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58652 | NS      | $110852.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Borr Drilling Limited                           | BORR DRILLING LTD COMMON STOCK USD.05                  | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     49173 | NS      | $198167.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Capri Holdings Limited                          | CAPRI HOLDINGS LTD COMMON STOCK                        | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21433 | NS      | $522965.20    | 0.09%             |  |  |  | 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        |      3233 | NS      | $215285.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                 | GRAY MEDIA INC COMMON STOCK                            | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16141 | NS      | $78122.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM PROPERTY TRUST INC REIT USD.01            | RITHM PROPERTY TRUST INC REIT USD.01                   | CUSIP: 38983D854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $26329.04     | 0.00%             |  |  |  | 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        |     12430 | NS      | $163081.60    | 0.03%             |  |  |  | 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        |      1624 | NS      | $99973.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                 | HNI CORP COMMON STOCK USD1.0                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     11708 | NS      | $492204.32    | 0.09%             |  |  |  | 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        |      5070 | NS      | $99524.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                         | HAEMONETICS CORP COMMON STOCK USD.01                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      8880 | NS      | $711732.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                         | HALLADOR ENERGY CO COMMON STOCK USD.01                 | CUSIP: 40609P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5761 | NS      | $109689.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                          | ICF INTERNATIONAL INC COMMON STOCK USD.001             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      3387 | NS      | $288911.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                | ICU MEDICAL INC COMMON STOCK USD.1                     | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4461 | NS      | $636450.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                               | IES HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1664 | NS      | $647329.28    | 0.12%             |  |  |  | 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        |      5070 | NS      | $240115.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                   | INSEEGO CORP COMMON STOCK                              | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      2414 | NS      | $24791.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspired Entertainment Inc.                     | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001       | CUSIP: 45782N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4606 | NS      | $43112.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc.                                 | INNVENTURE INC COMMON STOCK USD.0001                   | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5316 | NS      | $22220.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                               | LIMONEIRA CO COMMON STOCK USD.01                       | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      3651 | NS      | $46093.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corporation        | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK            | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5372 | NS      | $129733.80    | 0.02%             |  |  |  | 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        |      6892 | NS      | $99382.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                             | LINDSAY CORP COMMON STOCK USD1.0                       | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1993 | NS      | $234914.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                    | MAGNITE INC COMMON STOCK USD.00001                     | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     25747 | NS      | $417873.81    | 0.08%             |  |  |  | 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        |     33066 | NS      | $723814.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MainStreet Bancshares Inc.                      | MAINSTREET BANCSHARES INC COMMON STOCK USD4.0          | CUSIP: 56064Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $30845.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc.                               | MALIBU BOATS INC COMMON STOCK USD.01                   | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3516 | NS      | $99186.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc.                           | MAMA'S CREATIONS INC COMMON STOCK                      | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6928 | NS      | $93458.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company Inc.                      | MANITOWOC CO INC/THE COMMON STOCK USD.01               | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      6495 | NS      | $77875.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                          | MARCUS CORP/THE COMMON STOCK USD1.0                    | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      4342 | NS      | $67344.42     | 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        |      3630 | NS      | $87954.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Marqeta Inc.                                    | MARQETA INC COMMON STOCK USD.0001                      | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67360 | NS      | $319960.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation        | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5076 | NS      | $292834.44    | 0.05%             |  |  |  | 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        |     11354 | NS      | $129208.52    | 0.02%             |  |  |  | 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        |      3223 | NS      | $60946.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                | MASTERBRAND INC COMMON STOCK USD.01                    | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23394 | NS      | $258269.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc.                 | SELLAS LIFE SCIENCES GROUP INC COMMON STOCK USD.0001   | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |     23123 | NS      | $87173.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GeneDx Holdings Corp.                           | GENEDX HOLDINGS CORP COMMON STOCK USD.0001             | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3477 | NS      | $452218.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc.                          | SEMLER SCIENTIFIC INC COMMON STOCK USD.001             | CUSIP: 81684M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2608 | NS      | $39876.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corporation                             | SEMTECH CORP COMMON STOCK USD.01                       | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     16010 | NS      | $1179776.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc.                           | SEMRUSH HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9687 | NS      | $115178.43    | 0.02%             |  |  |  | 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        |       815 | NS      | $90163.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation               | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1          | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      7739 | NS      | $727079.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc.                                   | SEPTERNA INC COMMON STOCK USD.001                      | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3970 | NS      | $110683.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc.                             | SERVE ROBOTICS INC COMMON STOCK USD.0001               | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11520 | NS      | $119577.60    | 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        |     30145 | NS      | $55466.80     | 0.01%             |  |  |  | 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        |      9549 | NS      | $685522.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                        | SEVEN HILLS REALTY TRUST REIT                          | CUSIP: 81784E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5210 | NS      | $46369.00     | 0.01%             |  |  |  | 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        |      7136 | NS      | $579229.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company           | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      9636 | NS      | $111392.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc.                              | SHOE CARNIVAL INC COMMON STOCK USD.01                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3532 | NS      | $59620.16     | 0.01%             |  |  |  | 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        |     30933 | NS      | $262930.50    | 0.05%             |  |  |  | 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        |      5796 | NS      | $102473.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                               | SHUTTERSTOCK INC COMMON STOCK USD.01                   | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4637 | NS      | $88566.70     | 0.02%             |  |  |  | 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        |      7216 | NS      | $142299.52    | 0.03%             |  |  |  | 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        |      1971 | NS      | $29939.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc.                        | ARS PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10999 | NS      | $128138.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corporation              | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01        | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26788 | NS      | $504953.80    | 0.09%             |  |  |  | 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        |     17062 | NS      | $342604.96    | 0.06%             |  |  |  | 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        |      3188 | NS      | $58117.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc.                                   | SINCLAIR INC COMMON STOCK USD.01                       | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7235 | NS      | $110695.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc.                        | SIONNA THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2973 | NS      | $122309.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                              | SITE CENTERS CORP REIT USD.1                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     10422 | NS      | $66909.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                              | SITIME CORP COMMON STOCK USD.0001                      | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3960 | NS      | $1398632.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation             | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK USD.025      | CUSIP: 83001C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17682 | NS      | $271241.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Champion Homes Inc.                             | CHAMPION HOMES INC COMMON STOCK USD.028                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10410 | NS      | $879645.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sky Harbour Group Corporation                   | SKY HARBOUR GROUP CORP COMMON STOCK USD.0001           | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4393 | NS      | $39405.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc.                                    | SKYWEST INC COMMON STOCK                               | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7403 | NS      | $743335.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc.                        | SKYWATER TECHNOLOGY INC COMMON STOCK USD.01            | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5603 | NS      | $101750.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyward Specialty Insurance Group Inc.          | SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01     | CUSIP: 830940102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6556 | NS      | $335077.16    | 0.06%             |  |  |  | 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        |      3580 | NS      | $30286.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Slide Insurance Holdings Inc.                   | SLIDE INSURANCE HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 831349105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5042 | NS      | $98218.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                    | SMITH and WESSON BRANDS INC COMMON STOCK USD.001       | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      8217 | NS      | $81101.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                             | SMARTFINANCIAL INC COMMON STOCK USD1.0                 | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2748 | NS      | $101648.52    | 0.02%             |  |  |  | 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        |     28404 | NS      | $120717.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                     | CAREDX INC COMMON STOCK USD.001                        | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9606 | NS      | $180977.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Valley Banc Corp.                          | OHIO VALLEY BANC CORP COMMON STOCK USD1.0              | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $30664.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                  | OIL-DRI CORP OF AMERICA COMMON STOCK USD.1             | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      1889 | NS      | $92447.66     | 0.02%             |  |  |  | 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        |     10339 | NS      | $69995.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc.                           | OLAPLEX HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28229 | NS      | $37826.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                            | OLD NATIONAL BANCORP/IN COMMON STOCK                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     63408 | NS      | $1414632.48   | 0.26%             |  |  |  | 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        |      9319 | NS      | $181720.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc.                      | OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10958 | NS      | $273950.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                              | OLYMPIC STEEL INC COMMON STOCK                         | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1885 | NS      | $80649.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc.                               | OMADA HEALTH INC COMMON STOCK USD.001                  | CUSIP: 68170A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1869 | NS      | $29492.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corporation                              | OMEROS CORP COMMON STOCK USD.01                        | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |     12190 | NS      | $209363.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb Inc.                                     | OMNIAB INC COMMON STOCK USD.0001                       | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20239 | NS      | $37442.15     | 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      | $892.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc.                                     | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $766.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc.                                    | ONE GAS INC COMMON STOCK                               | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     10860 | NS      | $838935.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Oncology Institute Inc.                     | ONCOLOGY INSTITUTE INC/THE COMMON STOCK USD.0001       | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13093 | NS      | $46611.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.                | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK            | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3273 | NS      | $115929.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                           | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025            | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3478 | NS      | $61769.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orthofix Medical Inc.                           | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7678 | NS      | $116398.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc.                         | ORUKA THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 687604108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7140 | NS      | $216413.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Oscar Health Inc.                               | OSCAR HEALTH INC COMMON STOCK USD.00001                | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36371 | NS      | $522651.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corporation                                 | BKV CORP COMMON STOCK USD.01                           | CUSIP: 05603J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4231 | NS      | $114871.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc.                                  | BACKBLAZE INC COMMON STOCK USD.001                     | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10646 | NS      | $49610.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                               | BADGER METER INC COMMON STOCK USD1.0                   | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      5453 | NS      | $951057.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc.                             | BAKKT HOLDINGS INC/US COMMON STOCK USD.0001            | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $26766.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corporation                             | BALCHEM CORP COMMON STOCK USD.0667                     | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6033 | NS      | $925220.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corporation                             | BALLY'S CORP COMMON STOCK                              | CUSIP: 05875B304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $30776.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corporation                           | BANCFIRST CORP COMMON STOCK USD1.0                     | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      3912 | NS      | $414750.24    | 0.07%             |  |  |  | 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        |     34294 | NS      | $416329.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                  | AMBARELLA INC COMMON STOCK USD.00045                   | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7482 | NS      | $530024.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Limited                | ASPEN INSURANCE HOLDINGS LTD COMMON STOCK              | CUSIP: G05384501<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |      2861 | NS      | $106143.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |      7642 | NS      | $380724.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc.                                | BEYOND MEAT INC COMMON STOCK USD.0001                  | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71041 | NS      | $58253.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc.                                  | BGC GROUP INC COMMON STOCK USD.01                      | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66582 | NS      | $594577.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc.                        | BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 08975B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79728 | NS      | $430531.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce.com Inc.                               | COMMERCE.COM INC COMMON STOCK USD.0001                 | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13316 | NS      | $54861.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                           | BIGLARI HOLDINGS INC COMMON STOCK                      | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $43215.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                   | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01       | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     38592 | NS      | $301017.60    | 0.05%             |  |  |  | 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        |      7645 | NS      | $184856.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                  | BIOVENTUS INC COMMON STOCK USD.001                     | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9170 | NS      | $68224.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BioAge Labs Inc.                                | BIOAGE LABS INC COMMON STOCK USD.00001                 | CUSIP: 09077V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4498 | NS      | $59508.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                           | BJ'S RESTAURANTS INC COMMON STOCK                      | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3624 | NS      | $142785.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                              | DELUXE CORP COMMON STOCK USD1.0                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      8115 | NS      | $181207.95    | 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        |     24521 | NS      | $404841.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                             | DENNY'S CORP COMMON STOCK USD.01                       | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      9513 | NS      | $59170.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Designer Brands Inc.                            | DESIGNER BRANDS INC COMMON STOCK                       | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      6347 | NS      | $47158.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                            | HORIZON BANCORP INC/IN COMMON STOCK                    | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      9685 | NS      | $164257.60    | 0.03%             |  |  |  | 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        |       911 | NS      | $88858.94     | 0.02%             |  |  |  | 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        |     11047 | NS      | $470712.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc.                  | HUDSON PACIFIC PROPERTIES INC REIT USD.01              | CUSIP: 444097406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9909 | NS      | $107314.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc.                                    | NEWSMAX INC COMMON STOCK USD.01                        | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8893 | NS      | $68742.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NewtekOne Inc.                                  | NEWTEKONE INC COMMON STOCK USD.02                      | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |      4157 | NS      | $47181.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc.                                  | NEXTPOWER INC COMMON STOCK USD.0001                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26803 | NS      | $2334809.33   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust          | NEXPOINT DIVERSIFIED REAL ESTA REIT USD.001            | CUSIP: 65340G205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7184 | NS      | $27514.72     | 0.00%             |  |  |  | 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        |      4290 | NS      | $129129.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                          | NEXTDECADE CORP COMMON STOCK USD.0001                  | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25380 | NS      | $133752.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexpoint Real Estate Finance Inc.               | NEXPOINT REAL ESTATE FINANCE I REIT USD.01             | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1734 | NS      | $24414.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc.                          | NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42325 | NS      | $88882.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc.                                    | NEXTNAV INC COMMON STOCK USD.0001                      | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17542 | NS      | $291898.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares Inc.                         | NICOLET BANKSHARES INC COMMON STOCK USD.01             | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $295122.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1911 Gold Corporation                           | 1911 GOLD CORP COMMON STOCK                            | CUSIP: 65442J107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5045 | NS      | $3260.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                                | 908 DEVICES INC COMMON STOCK                           | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5346 | NS      | $28066.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd.                       | NIOCORP DEVELOPMENTS LTD COMMON STOCK                  | CUSIP: 654484609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19857 | NS      | $105242.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                     | NLIGHT INC COMMON STOCK                                | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8530 | NS      | $319960.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                  | NORTHEAST BANK COMMON STOCK USD1.0                     | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $142384.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc.                | NORTHEAST COMMUNITY BANCORP IN COMMON STOCK            | CUSIP: 664121100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2595 | NS      | $58672.95     | 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        |     17616 | NS      | $378215.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp Inc.                         | NORTHFIELD BANCORP INC COMMON STOCK USD.01             | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7317 | NS      | $83633.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer