# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009626
**Filing Date:** 2023-2
**Character Count:** 1302534
**Document Hash:** 8841d4f32b5db46046b0a77edf54f410
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009626.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009626

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664358

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6913369461.22

**Total Liabilities:** $5286499.82

**Net Assets:** $6908082961.40

**Cash Not Reported:** $32920389.19

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111804 | 7.68%                | 8.00%                | -4.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6108681.09              | $468687019.74                              |
| Month 2  | $21346246.09             | $495843458.82                              |
| Month 3  | $32924897.98             | $-362333543.44                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CareTrust REIT Inc.                                                       | CARETRUST REIT INC REIT USD.01                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     15426 | NS      | $286615.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc.                                                   | CHARGE ENTERPRISES INC COMMON STOCK USD.0001                  | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21648 | NS      | $26843.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc.                             | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01            | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      5885 | NS      | $1282341.50   | 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        |     15075 | NS      | $1737092.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                                               | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001               | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12541 | NS      | $4252653.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corporation                                                         | CHASE CORP COMMON STOCK USD.1                                 | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $102908.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                     | CHATHAM LODGING TRUST REIT USD.01                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7960 | NS      | $97669.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                                       | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01                | CUSIP: 163072101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7922 | NS      | $251206.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse Inc.                                                 | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      5482 | NS      | $182440.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc.                                                                | CHEGG INC COMMON STOCK USD.001                                | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     19951 | NS      | $504161.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                                        | CHEMED CORP COMMON STOCK USD1.0                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      3492 | NS      | $1782421.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                                      | CHEMOURS CO/THE COMMON STOCK                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     35443 | NS      | $1085264.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP COMMON STOCK USD.001                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     87083 | NS      | $8968678.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                                             | DUOLINGO INC COMMON STOCK USD.0001                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3785 | NS      | $269227.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                                    | DUPONT DE NEMOURS INC COMMON STOCK USD.01                     | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57275 | NS      | $3930783.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                                                     | DYCOM INDUSTRIES INC COMMON STOCK USD.333                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     11524 | NS      | $1078646.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                                            | DYNATRACE INC COMMON STOCK USD.001                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47321 | NS      | $1812394.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                                          | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     19009 | NS      | $202255.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                                        | DYNEX CAPITAL INC REIT USD.01                                 | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      7077 | NS      | $90019.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                                    | DYNE THERAPEUTICS INC COMMON STOCK                            | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5013 | NS      | $58100.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc.                                                                  | DZS INC COMMON STOCK USD.001                                  | CUSIP: 268211109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2936 | NS      | $37228.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                                        | ELF BEAUTY INC COMMON STOCK USD.01                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      7741 | NS      | $428077.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc.                                               | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      3632 | NS      | $36174.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                                        | EOG RESOURCES INC COMMON STOCK USD.01                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     66184 | NS      | $8572151.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                           | EQT CORP COMMON STOCK                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     42995 | NS      | $1454520.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                            | EPR PROPERTIES REIT USD.01                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     17619 | NS      | $664588.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc.                                                                 | EQRX INC COMMON STOCK                                         | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32468 | NS      | $79871.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                                                        | EAGLE BANCORP INC COMMON STOCK USD.01                         | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      5068 | NS      | $223346.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc.                                                             | ESS TECH INC COMMON STOCK USD.0001                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13893 | NS      | $33759.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO Payments Inc.                                                         | EVO PAYMENTS INC COMMON STOCK USD.0001                        | CUSIP: 26927E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7531 | NS      | $254849.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                                      | EAGLE MATERIALS INC COMMON STOCK USD.01                       | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8653 | NS      | $1149551.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc.                                                | EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD.001             | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      1753 | NS      | $51240.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc.                                                    | EARTHSTONE ENERGY INC COMMON STOCK USD.001                    | CUSIP: 27032D304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7196 | NS      | $102399.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                                                    | EAST WEST BANCORP INC COMMON STOCK USD.001                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33101 | NS      | $2181355.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Investment Corporation                            | JAPAN METROPOLITAN FUND INVEST REIT                           | CUSIP: 651334906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1066 | NS      | $848017.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                     | NEWMARKET CORP COMMON STOCK                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1600 | NS      | $497776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc.                                                        | NEWMARK GROUP INC COMMON STOCK USD.01                         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22672 | NS      | $180695.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                       | NEWMONT GOLDCORP CORP COMMON STOCK USD1.6                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     89601 | NS      | $4229167.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc.                                                    | NEWPARK RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     14577 | NS      | $60494.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                          | NEWS CORP COMMON STOCK USD.01                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     41125 | NS      | $748475.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                          | NEWS CORP COMMON STOCK                                        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     14117 | NS      | $260317.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc.                                           | NEXTIER OILFIELD SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 65290C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28209 | NS      | $260651.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Limited                                                   | BLUESCOPE STEEL LTD COMMON STOCK                              | CUSIP: 653323907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     71776 | NS      | $818047.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc.                                                  | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01                   | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8856 | NS      | $1550065.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC COMMON STOCK USD.01                        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222876 | NS      | $18632433.60  | 0.27%             |  |  |  | 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        |      3670 | NS      | $159718.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                                                    | NEXTDECADE CORP COMMON STOCK USD.0001                         | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $26676.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc.                                                   | NEXTGEN HEALTHCARE INC COMMON STOCK USD.01                    | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8975 | NS      | $168550.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc.                                                              | NEXTNAV INC COMMON STOCK USD.0001                             | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11600 | NS      | $33988.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                          | BOC HONG KONG HOLDINGS LTD COMMON STOCK                       | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    564241 | NS      | $1915482.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nicolet Bankshares Inc.                                                   | NICOLET BANKSHARES INC COMMON STOCK                           | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1917 | NS      | $152957.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc.                                                                 | NIKE INC COMMON STOCK                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    143614 | NS      | $16804274.14  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                             | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     44419 | NS      | $24461099.11  | 0.35%             |  |  |  | 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        |      5455 | NS      | $109536.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                                                | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0                | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2438 | NS      | $44932.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                                                      | THOR INDUSTRIES INC COMMON STOCK USD.1                        | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12607 | NS      | $951702.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                                    | 3D SYSTEMS CORP COMMON STOCK USD.001                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     20319 | NS      | $150360.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                | 3M CO COMMON STOCK USD.01                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     62771 | NS      | $7527498.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                                       | THRYV HOLDINGS INC COMMON STOCK                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3998 | NS      | $75962.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                                            | TIDEWATER INC COMMON STOCK                                    | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6879 | NS      | $253491.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc.                                                   | TILE SHOP HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 88677Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6696 | NS      | $29328.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc.                                                              | TILLY'S INC COMMON STOCK USD.001                              | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4307 | NS      | $38978.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                                        | TIMKEN CO/THE COMMON STOCK                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     15546 | NS      | $1098635.82   | 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        |     17539 | NS      | $419883.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                                         | VECTOR GROUP LTD COMMON STOCK USD.1                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     22755 | NS      | $269874.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                                    | VEECO INSTRUMENTS INC COMMON STOCK USD.01                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      8271 | NS      | $153675.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                                                  | VECTRUS INC COMMON STOCK USD.01                               | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1896 | NS      | $78285.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group S.A.                                                     | AMADEUS IT GROUP SA COMMON STOCK EUR.01                       | CUSIP: B3MSM2900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     68710 | NS      | $3564517.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | PANDORA A/S COMMON STOCK DKK.01                               | CUSIP: B44XTX902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     13837 | NS      | $978019.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.                  | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     30504 | NS      | $598305.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | JULIUS BAER GROUP LTD COMMON STOCK CHF.02                     | CUSIP: B4R2R5908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     32609 | NS      | $1897878.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                              | GLENCORE PLC COMMON STOCK USD.01                              | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |   1490046 | NS      | $9936585.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD COMMON STOCK                                    | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   1820335 | NS      | $20102653.83  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                 | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005               | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    578421 | NS      | $708058.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                               | BRENNTAG AG COMMON STOCK                                      | CUSIP: B4YVF5909<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     23564 | NS      | $1502790.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chr. Hansen Holding A/S                                                   | CHR HANSEN HOLDING A/S COMMON STOCK DKK10.                    | CUSIP: B573M1909<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |     16088 | NS      | $1157254.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | SANDS CHINA LTD COMMON STOCK USD.01                           | CUSIP: B5B23W909<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |    370282 | NS      | $1214609.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                  | OTSUKA HOLDINGS CO LTD COMMON STOCK                           | CUSIP: B5LTM9909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59593 | NS      | $1943490.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                        | AZRIELI GROUP LTD COMMON STOCK ILS.1                          | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6473 | NS      | $431672.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                | GVC HOLDINGS PLC COMMON STOCK EUR.01                          | CUSIP: B5VQMV905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     89801 | NS      | $1430085.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | EVOLUTION GAMING GROUP AB COMMON STOCK SEK.003                | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     27887 | NS      | $2716316.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                    | BUDWEISER BREWING CO APAC LTD COMMON STOCK USD.00001          | CUSIP: BKDXJH902<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    262600 | NS      | $820886.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MandG PLC                                                                 | MandG PLC COMMON STOCK GBP.05                                 | CUSIP: BKFB1C908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    383197 | NS      | $866507.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc.                                                      | BLOOMIN' BRANDS INC COMMON STOCK USD.01                       | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     14130 | NS      | $284295.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc.                                                              | BLUCORA INC COMMON STOCK USD.0001                             | CUSIP: 095229100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7603 | NS      | $194104.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                                                     | BLUE BIRD CORP COMMON STOCK USD.0001                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      3152 | NS      | $33757.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                                      | BLUE FOUNDRY BANCORP COMMON STOCK USD.01                      | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4917 | NS      | $63183.45     | 0.00%             |  |  |  | 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        |      3257 | NS      | $40679.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| bluebird bio Inc.                                                         | BLUEBIRD BIO INC COMMON STOCK USD.01                          | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13199 | NS      | $91337.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                                                    | BLUELINX HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 09624H208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1354 | NS      | $96282.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                                           | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001                 | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9588 | NS      | $420050.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                                          | BBX CAPITAL CORP COMMON STOCK USD.01                          | CUSIP: 096308101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1994 | NS      | $49770.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                        | BOEING CO/THE COMMON STOCK USD5.0                             | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     63306 | NS      | $12059159.94  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                                     | BOISE CASCADE CO COMMON STOCK USD.01                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      6242 | NS      | $428638.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                     | BOOKING HOLDINGS INC COMMON STOCK USD.008                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4503 | NS      | $9074805.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                           | ASTRAZENECA PLC COMMON STOCK USD.25                           | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    236327 | NS      | $31979616.36  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc.                                                   | BOOT BARN HOLDINGS INC COMMON STOCK                           | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $296594.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                                           | BORGWARNER INC COMMON STOCK USD.01                            | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     25934 | NS      | $1043843.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                                              | BOSTON BEER CO INC/THE COMMON STOCK USD.01                    | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2214 | NS      | $729557.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                                                  | BOSTON OMAHA CORP COMMON STOCK                                | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3578 | NS      | $94817.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc.                                                    | BOSTON PROPERTIES LP REIT USD.01                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     16576 | NS      | $1120206.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                             | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    161632 | NS      | $7478712.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                                             | BOWLERO CORP COMMON STOCK USD.0001                            | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5120 | NS      | $69017.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Box Inc.                                                                  | BOX INC COMMON STOCK USD.0001                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     22335 | NS      | $695288.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                                   | BOYD GAMING CORP COMMON STOCK USD.01                          | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18629 | NS      | $1015839.37   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                                    | MESA LABORATORIES INC COMMON STOCK                            | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $136957.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                                                   | META FINANCIAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4655 | NS      | $200397.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RATIONAL AG                                                               | RATIONAL AG COMMON STOCK                                      | CUSIP: 591060900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       780 | NS      | $463184.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Methode Electronics Inc.                                                  | METHODE ELECTRONICS INC COMMON STOCK USD.5                    | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5758 | NS      | $255482.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                              | METLIFE INC COMMON STOCK USD.01                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     76006 | NS      | $5500554.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                                                 | METROCITY BANKSHARES INC COMMON STOCK                         | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3135 | NS      | $67810.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                                           | METROPOLITAN BANK HOLDING CORP COMMON STOCK                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1677 | NS      | $98389.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                     | CARL ZEISS MEDITEC AG COMMON STOCK                            | CUSIP: 592296909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6139 | NS      | $771634.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc.                                         | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      2567 | NS      | $3710470.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon N.V.                                                                | AEGON NV COMMON STOCK EUR.12                                  | CUSIP: 592737902<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    272518 | NS      | $1380759.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle Aktiengesellschaft                                                | BECHTLE AG COMMON STOCK                                       | CUSIP: 593240906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     12491 | NS      | $441533.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    845497 | NS      | $202767090.54 | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc.                                                           | SWEETGREEN INC COMMON STOCK USD.001                           | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14119 | NS      | $120999.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                                       | SYLVAMO CORP COMMON STOCK USD1.0                              | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5632 | NS      | $273658.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                                    | SYNAPTICS INC COMMON STOCK USD.001                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     15736 | NS      | $1497437.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                                               | WATSCO INC COMMON STOCK USD.5                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      7812 | NS      | $1948312.80   | 0.03%             |  |  |  | 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        |     10760 | NS      | $1573434.80   | 0.02%             |  |  |  | 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        |      5529 | NS      | $25322.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc.                                                                | WEBER INC COMMON STOCK USD.001                                | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4607 | NS      | $37086.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                                             | WEBSTER FINANCIAL CORP COMMON STOCK USD.01                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     40866 | NS      | $1934596.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK Limited                                                              | SEEK LTD COMMON STOCK                                         | CUSIP: B0767Y908<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     51397 | NS      | $730697.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati  Industria  Chimica e Farmaceutica S.p.A                        | RECORDATI SPA COMMON STOCK EUR.125                            | CUSIP: B07DRZ908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     15948 | NS      | $662922.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | RENTOKIL INITIAL PLC COMMON STOCK GBP.01                      | CUSIP: B082RF905<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    382663 | NS      | $2350990.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                       | SWISS PRIME SITE AG COMMON STOCK                              | CUSIP: B083BH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     11701 | NS      | $1014158.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU AERO ENGINES AG COMMON STOCK                              | CUSIP: B09DHL908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8150 | NS      | $1753351.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                         | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     51840 | NS      | $2683846.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group NV/SA                                                          | ELIA GROUP SA/NV COMMON STOCK                                 | CUSIP: B09M9F900<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      5042 | NS      | $716784.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | ENGIE SA COMMON STOCK EUR1.0                                  | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    278572 | NS      | $3985270.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                     | HEINEKEN HOLDING NV COMMON STOCK EUR1.6                       | CUSIP: B0CCH4904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     15375 | NS      | $1187417.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Logistics Trust                                                 | MAPLETREE LOGISTICS TRUST REIT                                | CUSIP: B0D6P4907<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    512800 | NS      | $609774.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                                 | ALSTOM SA COMMON STOCK EUR7.0                                 | CUSIP: B0DJ8Q909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     48773 | NS      | $1193309.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | STANDARD CHARTERED PLC COMMON STOCK USD.5                     | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    381331 | NS      | $2844162.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKO Corp.                                                                | ARKO CORP COMMON STOCK USD.0001                               | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13641 | NS      | $118131.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc.                                                    | ARLO TECHNOLOGIES INC COMMON STOCK USD.001                    | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14531 | NS      | $51003.81     | 0.00%             |  |  |  | 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        |     10868 | NS      | $124982.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                                              | ARMOUR RESIDENTIAL REIT INC REIT USD.0001                     | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     18885 | NS      | $106322.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc.                                                   | ARRAY TECHNOLOGIES INC COMMON STOCK USD.001                   | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24195 | NS      | $467689.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                                                    | ARROW ELECTRONICS INC COMMON STOCK USD1.0                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     14445 | NS      | $1510513.65   | 0.02%             |  |  |  | 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        |      2448 | NS      | $82987.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                                            | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     41355 | NS      | $1677358.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corporation                                            | ARTESIAN RESOURCES CORP COMMON STOCK USD1.0                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1475 | NS      | $86405.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                                    | ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01            | CUSIP: 04316A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9622 | NS      | $285773.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                                              | ARVINAS INC COMMON STOCK USD.001                              | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7813 | NS      | $267282.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                                                | ASANA INC COMMON STOCK USD.00001                              | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11882 | NS      | $163615.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01               | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3518 | NS      | $630601.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc.                                            | ASHFORD HOSPITALITY TRUST INC REIT                            | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5964 | NS      | $26659.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                                              | ASHLAND GLOBAL HOLDINGS INC COMMON STOCK                      | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11697 | NS      | $1257778.41   | 0.02%             |  |  |  | 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        |      5136 | NS      | $60553.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                        | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    137708 | NS      | $3430460.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AssetMark Financial Holdings Inc.                                         | ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001           | CUSIP: 04546L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3470 | NS      | $79810.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                                      | ASSOCIATED BANC-CORP COMMON STOCK USD.01                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     59146 | NS      | $1365681.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                             | ASSURANT INC COMMON STOCK USD.01                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6019 | NS      | $752736.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                                     | ASTEC INDUSTRIES INC COMMON STOCK USD.2                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      3697 | NS      | $150320.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                                             | CARTER'S INC COMMON STOCK USD.01                              | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8962 | NS      | $668654.82    | 0.01%             |  |  |  | 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        |      7966 | NS      | $631783.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                                               | CASEY'S GENERAL STORES INC COMMON STOCK NPV                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      8749 | NS      | $1962838.15   | 0.03%             |  |  |  | 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        |      2215 | NS      | $101491.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc.                                                     | CASSAVA SCIENCES INC COMMON STOCK USD.001                     | CUSIP: 14817C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6114 | NS      | $180607.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Castle Biosciences Inc.                                                   | CASTLE BIOSCIENCES INC COMMON STOCK                           | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4056 | NS      | $95478.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc.                                                             | CATALENT INC COMMON STOCK USD.01                              | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20672 | NS      | $930446.72    | 0.01%             |  |  |  | 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        |     15310 | NS      | $284766.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                                          | CATERPILLAR INC COMMON STOCK USD1.0                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     59857 | NS      | $14339342.92  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                    | CATHAY GENERAL BANCORP COMMON STOCK USD.01                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     28854 | NS      | $1176954.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cato Corporation                                                      | CATO CORP/THE COMMON STOCK USD.033                            | CUSIP: 149205106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3329 | NS      | $31059.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc.                                                     | CAVCO INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1425 | NS      | $322406.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                                      | CELANESE CORP COMMON STOCK USD.0001                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     11324 | NS      | $1157765.76   | 0.02%             |  |  |  | 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        |      7351 | NS      | $327634.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                                                     | CELSIUS HOLDINGS INC COMMON STOCK USD.001                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18386 | NS      | $1912879.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc.                                                           | GX ACQUISITION CORP COMMON STOCK USD.0001                     | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11796 | NS      | $15216.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                                       | CENTENE CORP COMMON STOCK USD.001                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     64809 | NS      | $5314986.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                                   | CENTERPOINT ENERGY INC COMMON STOCK USD.01                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     71779 | NS      | $2152652.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                               | CENTERSPACE REIT                                              | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2481 | NS      | $145560.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                                            | CENTRAL GARDEN and PET CO COMMON STOCK USD.01                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3042 | NS      | $113922.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                                            | CENTRAL GARDEN and PET CO COMMON STOCK USD.01                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      5147 | NS      | $184262.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                                              | EQUINIX INC REIT USD.001                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     10301 | NS      | $6747464.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                                          | ACNB CORP COMMON STOCK USD2.5                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1433 | NS      | $57047.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc.                                                       | ADMA BIOLOGICS INC COMMON STOCK USD.0001                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29862 | NS      | $115864.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                                         | ABSCI CORP COMMON STOCK USD.0001                              | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10290 | NS      | $21609.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AXT Inc.                                                                  | AXT INC COMMON STOCK USD.001                                  | CUSIP: 00246W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7177 | NS      | $31435.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HeidelbergCement AG                                                       | HEIDELBERGCEMENT AG COMMON STOCK                              | CUSIP: 512067901<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     22088 | NS      | $1251616.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                  | LAM RESEARCH CORP COMMON STOCK USD.001                        | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     15498 | NS      | $6513809.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                 | LAMAR ADVERTISING CO REIT USD.001                             | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20494 | NS      | $1934633.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc.                                                 | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     15941 | NS      | $1424487.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                                              | LANCASTER COLONY CORP COMMON STOCK                            | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7761 | NS      | $1531245.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                      | MCKESSON CORP COMMON STOCK USD.01                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     16233 | NS      | $6089322.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG COMMON STOCK                              | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    494344 | NS      | $9835750.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                              | SARTORIUS AG PREFERENCE                                       | CUSIP: 584332902<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      3712 | NS      | $1465778.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaAlpha Inc.                                                           | MEDIAALPHA INC COMMON STOCK USD.01                            | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4030 | NS      | $40098.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                                             | MEDICAL PROPERTIES TRUST INC REIT USD.001                     | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140439 | NS      | $1564490.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc.                                                             | MEDIFAST INC COMMON STOCK USD.001                             | CUSIP: 58470H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1743 | NS      | $201055.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                                              | MEDNAX INC COMMON STOCK USD.01                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13443 | NS      | $199762.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                              | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    150661 | NS      | $11709372.92  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                                     | MEDPACE HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      9974 | NS      | $2118577.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                  | ACCOR SA COMMON STOCK EUR3.0                                  | CUSIP: 585284904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     26073 | NS      | $650457.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                            | CONOCOPHILLIPS COMMON STOCK USD.01                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    144300 | NS      | $17027400.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                            | CONSENSUS CLOUD SOLUTION COMMON STOCK USD.01                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2559 | NS      | $137571.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                                               | MERCANTILE BANK CORP COMMON STOCK                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2493 | NS      | $83465.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc.                                                      | SONDER HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31246 | NS      | $38745.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                                                        | CONSOL ENERGY INC COMMON STOCK USD.01                         | CUSIP: 20854L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5479 | NS      | $356135.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc.                                 | CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01            | CUSIP: 209034107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12422 | NS      | $44470.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                                                     | SONIC AUTOMOTIVE INC COMMON STOCK USD.01                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2878 | NS      | $141799.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                                                   | SONOCO PRODUCTS CO COMMON STOCK                               | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     22901 | NS      | $1390319.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                                                  | CONSOLIDATED EDISON INC COMMON STOCK USD.1                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     40025 | NS      | $3814782.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                                                 | CONSTELLATION BRANDS INC COMMON STOCK USD.01                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     17989 | NS      | $4168950.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                                                | SONOS INC COMMON STOCK USD.001                                | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20577 | NS      | $347751.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc.                                                | SORRENTO THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     61822 | NS      | $54774.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                                           | EQUITRANS MIDSTREAM CORP COMMON STOCK                         | CUSIP: 294600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167585 | NS      | $1122819.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                                                    | EQUITY BANCSHARES INC COMMON STOCK USD.01                     | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      2605 | NS      | $85105.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                                                     | SOTERA HEALTH CO COMMON STOCK USD.01                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23189 | NS      | $193164.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc.                                              | SOUTH JERSEY INDUSTRIES INC COMMON STOCK USD1.25              | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     19568 | NS      | $695251.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                                          | CONSTELLATION ENERGY CORP COMMON STOCK                        | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37067 | NS      | $3195546.07   | 0.05%             |  |  |  | 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        |      6404 | NS      | $170922.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                                       | EQUITY COMMONWEALTH REIT USD.01                               | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     16696 | NS      | $416899.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                        | EQUITY RESIDENTIAL REIT USD.01                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     38284 | NS      | $2258756.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Container Store Group Inc.                                            | CONTAINER STORE GROUP INC/THE COMMON STOCK USD.01             | CUSIP: 210751103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5812 | NS      | $25049.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc.                                                         | CONTEXTLOGIC INC COMMON STOCK USD.0001                        | CUSIP: 21077C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94182 | NS      | $45932.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                                               | ERASCA INC COMMON STOCK USD.0001                              | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10714 | NS      | $46177.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                                          | ESAB CORP COMMON STOCK USD.001                                | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12134 | NS      | $569327.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                                               | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0                | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1651 | NS      | $45452.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                                    | SOUTH STATE CORP COMMON STOCK USD2.5                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     11892 | NS      | $908073.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                                                 | COOPER COS INC/THE COMMON STOCK USD.1                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      5654 | NS      | $1869608.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                                               | COPART INC COMMON STOCK                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     49110 | NS      | $2990307.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                                         | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13602 | NS      | $276256.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc.                                                            | CORECIVIC INC REIT USD.01                                     | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18658 | NS      | $215686.48    | 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        |      4113 | NS      | $360052.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                                                | ESPERION THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     11032 | NS      | $68729.36     | 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        |      1205 | NS      | $52128.30     | 0.00%             |  |  |  | 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        |     22438 | NS      | $526619.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                      | CORNING INC COMMON STOCK USD.5                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     87111 | NS      | $2782325.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                                                   | QUIDELORTHO CORP COMMON STOCK USD.001                         | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12564 | NS      | $1076357.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                                                 | GREEN BRICK PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      4336 | NS      | $105061.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                                                     | GREEN DOT CORP COMMON STOCK USD.001                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7839 | NS      | $124012.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                                         | CORPORATE OFFICE PROPERTIES TR REIT USD.01                    | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     44278 | NS      | $1148571.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                                       | CORSAIR GAMING INC COMMON STOCK                               | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6371 | NS      | $86454.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                                         | GREEN PLAINS INC COMMON STOCK USD.001                         | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      8479 | NS      | $258609.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                                             | GREENBRIER COS INC/THE COMMON STOCK                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      5164 | NS      | $173148.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                                              | CORTEVA INC COMMON STOCK USD.01                               | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81742 | NS      | $4804794.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                                        | CORVEL CORP COMMON STOCK USD.0001                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $207676.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc.                                                | GREENE COUNTY BANCORP INC COMMON STOCK USD.1                  | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       534 | NS      | $30662.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                                       | GREENLIGHT BIOSCIENCES HOLDI COMMON STOCK USD.0001            | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12616 | NS      | $14886.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                              | COSTCO WHOLESALE CORP COMMON STOCK USD.005                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     50263 | NS      | $22945059.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                                         | COSTAR GROUP INC COMMON STOCK USD.01                          | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44895 | NS      | $3469485.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                                                | GREIF INC COMMON STOCK                                        | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9873 | NS      | $662083.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                                                | GREIF INC COMMON STOCK                                        | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       887 | NS      | $69390.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                      | SOUTHERN CO/THE COMMON STOCK USD5.0                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    120120 | NS      | $8577769.20   | 0.12%             |  |  |  | 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        |      1457 | NS      | $66657.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                                                 | COTY INC COMMON STOCK USD.01                                  | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     85849 | NS      | $734867.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc.                                                            | COUCHBASE INC COMMON STOCK USD.00001                          | CUSIP: 22207T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4440 | NS      | $58874.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                                               | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7965 | NS      | $89367.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                                       | GRIFFON CORP COMMON STOCK USD.25                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      7352 | NS      | $263128.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc.                                            | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01             | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $61870.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                                                 | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      4892 | NS      | $176063.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc.                                                             | COURSERA INC COMMON STOCK USD.00001                           | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18523 | NS      | $219127.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                                           | COUSINS PROPERTIES INC REIT USD1.0                            | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35564 | NS      | $899413.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                                              | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20790 | NS      | $606860.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc.                                                   | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01                    | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2223 | NS      | $400962.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                    | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     66004 | NS      | $2222354.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                                               | SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0                | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25149 | NS      | $1556220.12   | 0.02%             |  |  |  | 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        |      1546 | NS      | $53445.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                                                | COWEN INC COMMON STOCK USD.01                                 | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      4159 | NS      | $160620.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                                     | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01            | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      8764 | NS      | $830301.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                                        | CRANE HOLDINGS CO COMMON STOCK USD1.0                         | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11208 | NS      | $1125843.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                                               | SOUTHWESTERN ENERGY CO COMMON STOCK USD.01                    | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    259175 | NS      | $1516173.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc.                                                         | SOVOS BRANDS INC COMMON STOCK USD.001                         | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6145 | NS      | $88303.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                                            | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8523 | NS      | $155970.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                                                | CROCS INC COMMON STOCK USD.001                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     24212 | NS      | $2625307.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                                              | GROUPON INC COMMON STOCK USD.0001                             | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3855 | NS      | $33075.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GrowGeneration Corp.                                                      | GROWGENERATION CORP COMMON STOCK USD.001                      | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10168 | NS      | $39858.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cross Country Healthcare Inc.                                             | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001            | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5865 | NS      | $155833.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                                                | LEGACY HOUSING CORP COMMON STOCK USD.001                      | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1483 | NS      | $28117.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                               | BOUYGUES SA COMMON STOCK EUR1.0                               | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     35005 | NS      | $1049861.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Guaranty Bancshares Inc.                                                  | GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0                | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $49708.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                                                       | SPARTANNASH CO COMMON STOCK                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5709 | NS      | $172640.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc.                                                         | SPIRE GLOBAL INC COMMON STOCK                                 | CUSIP: 848560108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21661 | NS      | $20794.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Leidos Holdings Inc.                                                      | LEIDOS HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     15269 | NS      | $1606146.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                      | HERMES INTERNATIONAL COMMON STOCK                             | CUSIP: 525397907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4830 | NS      | $7476121.98   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Inc.                                                      | SPIRIT AIRLINES INC COMMON STOCK USD.0001                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     17348 | NS      | $337939.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                                | SPIRE INC COMMON STOCK USD1.0                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     20447 | NS      | $1407980.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc.                                                    | LEMAITRE VASCULAR INC COMMON STOCK USD.01                     | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3120 | NS      | $143582.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                                             | LEMONADE INC COMMON STOCK USD.00001                           | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7541 | NS      | $103160.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit Realty Capital Inc.                                                | SPIRIT REALTY CAPITAL INC REIT USD.05                         | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     32799 | NS      | $1309664.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                                           | WORLD FUEL SERVICES CORP COMMON STOCK USD.01                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      9784 | NS      | $267396.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                 | AIRBUS SE COMMON STOCK EUR1.0                                 | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     90155 | NS      | $10719644.67  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Guess? Inc.                                                               | GUESS? INC COMMON STOCK USD.01                                | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      5023 | NS      | $103925.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                                                   | LENDINGCLUB CORP COMMON STOCK USD.01                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     16813 | NS      | $147954.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                                          | LENDINGTREE INC COMMON STOCK USD.01                           | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1878 | NS      | $40057.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc.                                        | WORLD WRESTLING ENTERTAINMENT COMMON STOCK USD.01             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     10169 | NS      | $696779.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                   | SIKA AG COMMON STOCK CHF.01                                   | CUSIP: ACI136GD1<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     22275 | NS      | $5354981.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulfport Energy Corporation                                               | GULFPORT ENERGY CORP COMMON STOCK USD.0001                    | CUSIP: 402635502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $130490.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement                                                      | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0                   | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    101508 | NS      | $2608188.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                        | LENNAR CORP COMMON STOCK USD.1                                | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28910 | NS      | $2616355.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc.                                                           | PARAGON 28 INC COMMON STOCK USD.01                            | CUSIP: 69913P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7310 | NS      | $139694.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse Aktiengesellschaft                                           | KNORR-BREMSE AG COMMON STOCK                                  | CUSIP: ACI159PM3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11064 | NS      | $601907.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adevinta ASA                                                              | ADEVINTA ASA COMMON STOCK NOK.2                               | CUSIP: ACI1984W2<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     44448 | NS      | $294322.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                                 | ADIDAS AG COMMON STOCK                                        | CUSIP: 403197908<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     26369 | NS      | $3573693.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corporation                                                   | HF SINCLAIR CORP COMMON STOCK                                 | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31585 | NS      | $1638945.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HandE Equipment Services Inc.                                             | HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01              | CUSIP: 404030108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5145 | NS      | $233583.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                                       | HCA HEALTHCARE INC COMMON STOCK USD.01                        | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24402 | NS      | $5855503.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc.                                                      | PARAMOUNT GROUP INC REIT USD.01                               | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31239 | NS      | $185559.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                                                      | PARK AEROSPACE CORP COMMON STOCK USD.1                        | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3411 | NS      | $45741.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc.                                                                | ALCON INC COMMON STOCK CHF.04                                 | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     76214 | NS      | $5229724.89   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi Spa                                                                  | NEXI SPA COMMON STOCK                                         | CUSIP: ACI19ZTM7<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     90023 | NS      | $710635.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCI Group Inc.                                                            | HCI GROUP INC COMMON STOCK                                    | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1147 | NS      | $45409.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc.                                                       | HF FOODS GROUP INC COMMON STOCK                               | CUSIP: 40417F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6128 | NS      | $24879.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw Comm. VA                                               | WAREHOUSES DE PAUW CVA REIT                                   | CUSIP: ACI1HPHT8<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     24634 | NS      | $705684.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                                 | BANQUE CANTONALE VAUDOISE COMMON STOCK CHF10.0                | CUSIP: ACI1MH6Q8<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      4594 | NS      | $440458.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels and Resorts Inc.                                              | PARK HOTELS and RESORTS INC REIT USD.01                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     52805 | NS      | $622570.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                                                 | PARK NATIONAL CORP COMMON STOCK                               | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2237 | NS      | $314857.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                                           | HNI CORP COMMON STOCK USD1.0                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6525 | NS      | $185505.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    103222 | NS      | $2773575.14   | 0.04%             |  |  |  | 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        |      4342 | NS      | $88446.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corporation                                                        | KAJIMA CORP COMMON STOCK                                      | CUSIP: 648132009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64485 | NS      | $750431.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                             | JDE PEET'S NV COMMON STOCK                                    | CUSIP: ACI1MNCX3<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     15336 | NS      | $443590.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | SIEMENS ENERGY AG COMMON STOCK                                | CUSIP: ACI1RCRC2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     66496 | NS      | $1248538.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parke Bancorp Inc.                                                        | PARKE BANCORP INC COMMON STOCK USD.1                          | CUSIP: 700885106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1991 | NS      | $41293.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                                               | PARKER-HANNIFIN CORP COMMON STOCK USD.5                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     14544 | NS      | $4232304.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                                | HEXAGON AB COMMON STOCK EUR.22                                | CUSIP: ACI1XML96<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    296867 | NS      | $3112675.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB BANK ASA COMMON STOCK NOK12.5                             | CUSIP: ACI1YWP65<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    141877 | NS      | $2802086.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company Incorporated                            | KANSAI ELECTRIC POWER CO INC/T COMMON STOCK                   | CUSIP: 648348001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107424 | NS      | $1043179.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                           | KAO CORP COMMON STOCK                                         | CUSIP: 648380004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72475 | NS      | $2877289.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Electrolux                                                             | ELECTROLUX AB COMMON STOCK SEK5.0                             | CUSIP: ACI204B42<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |     33540 | NS      | $453156.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Volvo Car AB                                                              | VOLVO CAR AB COMMON STOCK SEK.02                              | CUSIP: ACI2190H3<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     90886 | NS      | $413841.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Public Storage                                                            | PUBLIC STORAGE REIT USD.1                                     | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17902 | NS      | $5015961.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc.                                                             | PUBMATIC INC COMMON STOCK USD.0001                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6904 | NS      | $88440.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keio Corporation                                                          | KEIO CORP COMMON STOCK                                        | CUSIP: 648736007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15715 | NS      | $575635.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co. Ltd.                                          | KEISEI ELECTRIC RAILWAY CO LTD COMMON STOCK                   | CUSIP: 648742005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19694 | NS      | $559531.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                  | DAIMLER TRUCK HOLDING AG COMMON STOCK                         | CUSIP: ACI223RB9<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     69034 | NS      | $2122223.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Express Holdings Inc.                                              | NIPPON EXPRESS HOLDINGS INC COMMON STOCK                      | CUSIP: ACI2263L6<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11746 | NS      | $670807.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pulmonx Corporation                                                       | PULMONX CORP COMMON STOCK                                     | CUSIP: 745848101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5698 | NS      | $48034.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                                           | PULTEGROUP INC COMMON STOCK USD.01                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26250 | NS      | $1195162.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kikkoman Corporation                                                      | KIKKOMAN CORP COMMON STOCK                                    | CUSIP: 649080009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22146 | NS      | $1165690.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                       | KEYENCE CORP COMMON STOCK                                     | CUSIP: 649099009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29700 | NS      | $11530861.89  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                      | STRAUMANN HOLDING AG COMMON STOCK CHF.01                      | CUSIP: ACI24VB55<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17024 | NS      | $1952160.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | BOLIDEN AB COMMON STOCK SEK2.11                               | CUSIP: ACI24VD38<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     41716 | NS      | $1566944.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Cycle Corporation                                                    | PURE CYCLE CORP COMMON STOCK USD.0033                         | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3525 | NS      | $36942.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc.                                               | PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17212 | NS      | $116353.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bachem Holding AG                                                         | BACHEM HOLDING AG COMMON STOCK CHF.01                         | CUSIP: ACI25B472<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5062 | NS      | $439231.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                      | FASTIGHETS AB BALDER COMMON STOCK SEK1.0                      | CUSIP: ACI25V2C9<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     96234 | NS      | $449150.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co.Ltd.                                           | KINTETSU GROUP HOLDINGS CO LTD COMMON STOCK                   | CUSIP: 649296001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26174 | NS      | $864167.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc.                                           | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01            | CUSIP: 649445103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159765 | NS      | $1373979.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc.                                                    | PURPLE INNOVATION INC COMMON STOCK                            | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9555 | NS      | $45768.45     | 0.00%             |  |  |  | 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        |      2569 | NS      | $127525.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                                               | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2177 | NS      | $363341.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                                                | QORVO INC COMMON STOCK USD.0001                               | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11679 | NS      | $1058584.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc.                                              | NEW YORK MORTGAGE TRUST INC REIT USD.02                       | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     61889 | NS      | $158435.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                              | KOITO MANUFACTURING CO LTD COMMON STOCK                       | CUSIP: 649632007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31832 | NS      | $474556.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc.                                             | SHIZUOKA FINANCIAL GROUP INC COMMON STOCK                     | CUSIP: ACI27ZXH3<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68108 | NS      | $545782.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MINI MSCI EAFE 0323                                                       | MINI MSCI EAFE 0323                                           | CUSIP: ADI1VV479<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       921 | NC      | $-1212775.54  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                                          | Q2 HOLDINGS INC COMMON STOCK USD.0001                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      9024 | NS      | $242474.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                                                  | STRATEGIC EDUCATION INC COMMON STOCK USD.01                   | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      3613 | NS      | $282970.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0323                                                   | SandP500 EMINI FUT 0323                                       | CUSIP: ADI1YWSP8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       520 | NC      | $-3498062.88  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corporation                                                 | TOYOTA TSUSHO CORP COMMON STOCK                               | CUSIP: 690058003<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     32382 | NS      | $1191150.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                                | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |   1617400 | NS      | $22065448.66  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT Media Inc.                                                       | OUTFRONT MEDIA INC REIT USD.01                                | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     23479 | NS      | $389281.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc.                                                       | OUTSET MEDICAL INC COMMON STOCK USD.001                       | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7872 | NS      | $203255.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc.                                                        | OVERSTOCK.COM INC COMMON STOCK USD.0001                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      6904 | NS      | $133661.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens and Minor Inc.                                                      | OWENS and MINOR INC COMMON STOCK USD2.0                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     11871 | NS      | $231840.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                                                   | STRATUS PROPERTIES INC COMMON STOCK USD.01                    | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      1027 | NS      | $19810.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                                               | STRIDE INC COMMON STOCK USD.0001                              | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6475 | NS      | $202538.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koei Tecmo Holdigs Co. Ltd.                                               | KOEI TECMO HOLDINGS CO LTD COMMON STOCK                       | CUSIP: B60DR0909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $323748.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                                             | TREASURY WINE ESTATES LTD COMMON STOCK                        | CUSIP: B61JC6908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    110097 | NS      | $1017121.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                             | OWENS CORNING COMMON STOCK USD.001                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     21948 | NS      | $1872164.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corporation                                                      | UNICHARM CORP COMMON STOCK                                    | CUSIP: 691148001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61500 | NS      | $2354602.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxford Industries Inc.                                                    | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2396 | NS      | $223259.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                 | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1                   | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     23520 | NS      | $759113.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                              | UNITED OVERSEAS BANK LTD COMMON STOCK                         | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    180039 | NS      | $4123943.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Bancorp Inc.                                                        | UNITY BANCORP INC COMMON STOCK                                | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1401 | NS      | $38289.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                                                     | UNIVAR SOLUTIONS INC COMMON STOCK USD.01                      | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     38320 | NS      | $1218576.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                                     | UNIVERSAL CORP/VA COMMON STOCK                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3810 | NS      | $201206.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                                             | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01                    | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10206 | NS      | $1102656.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                                                | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01                 | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      2183 | NS      | $45428.23     | 0.00%             |  |  |  | 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        |      2084 | NS      | $99469.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc.                                         | UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01            | CUSIP: 91359V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4625 | NS      | $48978.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                                         | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK                   | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1137 | NS      | $38021.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                                            | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      7500 | NS      | $1056675.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.                                        | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001           | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5628 | NS      | $37820.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                                             | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      4778 | NS      | $124849.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    476543 | NS      | $18775794.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                                       | VERINT SYSTEMS INC COMMON STOCK USD.001                       | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     10229 | NS      | $371108.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                                                     | VERITEX HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      8476 | NS      | $238006.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                                       | VERITIV CORP COMMON STOCK USD.01                              | CUSIP: 923454102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $256686.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                                     | VERISK ANALYTICS INC COMMON STOCK USD.001                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     17836 | NS      | $3146627.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                                       | VERICEL CORP COMMON STOCK                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      7589 | NS      | $199894.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc.                                                             | VERITONE INC COMMON STOCK USD.001                             | CUSIP: 92347M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5455 | NS      | $28911.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                                                | VERRA MOBILITY CORP COMMON STOCK USD.0001                     | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22669 | NS      | $313512.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                                         | BRADY CORP COMMON STOCK USD.01                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      7153 | NS      | $336906.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                       | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     29162 | NS      | $8421402.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Kappa Group Public Limited Company                                | SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001                  | CUSIP: B1RR82907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     37703 | NS      | $1397285.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Braemar Hotels and Resorts Inc.                                           | BRAEMAR HOTELS and RESORTS INC REIT USD.01                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     11940 | NS      | $49073.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                                   | BRANDYWINE REALTY TRUST REIT USD.01                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     27661 | NS      | $170115.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                | SANDVIK AB COMMON STOCK SEK1.2                                | CUSIP: B1VQ25903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    162621 | NS      | $2938819.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Corporation Limited                                                | KEPPEL CORP LTD COMMON STOCK                                  | CUSIP: B1VQ5C905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    222145 | NS      | $1204731.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | ORKLA ASA COMMON STOCK NOK1.25                                | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    114555 | NS      | $826781.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden                                                         | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                         | CUSIP: B1VSK1908<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     19886 | NS      | $483688.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BridgeBio Pharma Inc.                                                     | BRIDGEBIO PHARMA INC COMMON STOCK                             | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16936 | NS      | $129052.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                                               | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001               | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3591 | NS      | $63704.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc.                                                  | BRIGHT HEALTH GROUP INC COMMON STOCK USD.0001                 | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33118 | NS      | $21523.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightcove Inc.                                                           | BRIGHTCOVE INC COMMON STOCK USD.001                           | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      7069 | NS      | $36970.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AB Industrivarden                                                         | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                         | CUSIP: B1VSK5909<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     23489 | NS      | $569900.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                        | SVENSKA CELLULOSA AB SCA COMMON STOCK SEK3.33                 | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     92408 | NS      | $1170316.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hargreaves Lansdown plc                                                   | HARGREAVES LANSDOWN PLC COMMON STOCK GBP.004                  | CUSIP: B1VZ0M908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     54258 | NS      | $558746.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                         | COMPASS GROUP PLC COMMON STOCK GBP.1105                       | CUSIP: BD6K45906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    269343 | NS      | $6219674.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                                | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16235 | NS      | $832368.45    | 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        |      7692 | NS      | $52997.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDP Education Limited                                                     | IDP EDUCATION LTD COMMON STOCK                                | CUSIP: BDB6DD904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31839 | NS      | $586768.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo                                                                     | VALEO SA COMMON STOCK EUR1.0                                  | CUSIP: BDC5ST904<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     31447 | NS      | $561889.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                                 | HOLMEN AB COMMON STOCK SEK25.0                                | CUSIP: BDQQ1Q908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     14308 | NS      | $568670.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129                    | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    558231 | NS      | $6687245.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BrightSphere Investment Group Inc.                                        | BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD.001            | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5273 | NS      | $108518.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                                                  | BRIGHTSPIRE CAPITAL INC REIT USD.01                           | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15443 | NS      | $96209.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                              | WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1             | CUSIP: BF0GWS905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    254346 | NS      | $1481345.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                          | AIB GROUP PLC COMMON STOCK EUR.625                            | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    163100 | NS      | $626043.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brinker International Inc.                                                | BRINKER INTERNATIONAL INC COMMON STOCK USD.1                  | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6992 | NS      | $223114.72    | 0.00%             |  |  |  | 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        |     18175 | NS      | $976179.25    | 0.01%             |  |  |  | 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        |      2797 | NS      | $330549.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204142 | NS      | $36641447.58  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                                          | CHICO'S FAS INC COMMON STOCK USD.01                           | CUSIP: 168615102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19677 | NS      | $96810.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place Inc.                                                 | CHILDREN'S PLACE INC/THE COMMON STOCK USD.1                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      2112 | NS      | $76919.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| bioMerieux                                                                | BIOMERIEUX COMMON STOCK                                       | CUSIP: BF0LBX906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6387 | NS      | $671040.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | UNIBAIL-RODAMCO-WESTFIELD REIT EUR.5                          | CUSIP: BF2PQ0901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     17989 | NS      | $940395.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chimera Investment Corporation                                            | CHIMERA INVESTMENT CORP REIT USD.01                           | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     37724 | NS      | $207482.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc.                                                             | CHIMERIX INC COMMON STOCK USD.001                             | CUSIP: 16934W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14974 | NS      | $27851.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp.                                                            | SOFTBANK CORP COMMON STOCK                                    | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    438100 | NS      | $4956516.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Abrdn PLC                                                                 | STANDARD LIFE ABERDEEN PLC COMMON STOCK GBP.122222            | CUSIP: BF8Q6K901<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    328156 | NS      | $745700.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinook Therapeutics Inc.                                                 | CHINOOK THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      7940 | NS      | $208028.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                                               | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3160 | NS      | $4384468.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                                          | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      6509 | NS      | $733173.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                             | CHUBB LTD COMMON STOCK                                        | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     47367 | NS      | $10449160.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Church and Dwight Co. Inc.                                                | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     27861 | NS      | $2245875.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                                              | CHURCHILL DOWNS INC COMMON STOCK                              | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7730 | NS      | $1634353.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc.                                                      | CHUY'S HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3091 | NS      | $87475.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                                         | CIENA CORP COMMON STOCK USD.01                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     34791 | NS      | $1773645.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                                          | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0                 | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18039 | NS      | $1847013.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc.                                                        | CINCOR PHARMA INC COMMON STOCK USD.00001                      | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3771 | NS      | $46345.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cinemark Holdings Inc.                                                    | CINEMARK HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 17243V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17576 | NS      | $152208.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc.                                                 | CIRCOR INTERNATIONAL INC COMMON STOCK USD.01                  | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      3133 | NS      | $75066.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                                         | CIRRUS LOGIC INC COMMON STOCK USD.001                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     12931 | NS      | $963100.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                        | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    469391 | NS      | $22361787.24  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                        | CINTAS CORP COMMON STOCK                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9647 | NS      | $4356778.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens and Northern Corporation                                         | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0                | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $64008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                                  | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4941 | NS      | $189586.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                                     | ENSIGN GROUP INC COMMON STOCK USD.001                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      8615 | NS      | $815065.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                                        | ENOVIX CORP COMMON STOCK USD.0001                             | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17447 | NS      | $217040.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                                       | ENTERGY CORP COMMON STOCK USD.01                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     22804 | NS      | $2565450.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                                        | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01             | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      5558 | NS      | $272119.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation                                    | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      9963 | NS      | $47822.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc.                                                            | ENVESTNET INC COMMON STOCK                                    | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     21818 | NS      | $1346170.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                                         | EPAM SYSTEMS INC COMMON STOCK USD.001                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      6437 | NS      | $2109662.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                                              | ENVISTA HOLDINGS CORP COMMON STOCK                            | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38291 | NS      | $1289257.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                                                | EPLUS INC COMMON STOCK USD.01                                 | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $191333.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                              | EQUIFAX INC COMMON STOCK USD1.25                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     14020 | NS      | $2724927.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc.                                          | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01            | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4695 | NS      | $129018.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co. Ltd.                                                            | EISAI CO LTD COMMON STOCK                                     | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38468 | NS      | $2537042.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                        | ELBIT SYSTEMS LTD COMMON STOCK ILS1.                          | CUSIP: 630891901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4057 | NS      | $659796.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co. Ltd.                                             | SQUARE ENIX HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 630926004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $608173.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc.                                                         | SBI HOLDINGS INC/JAPAN COMMON STOCK                           | CUSIP: 630946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37390 | NS      | $712382.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc.                                                               | NASDAQ INC COMMON STOCK USD.01                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     38784 | NS      | $2379398.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                                                  | TOWER SEMICONDUCTOR LTD COMMON STOCK ILS15.0                  | CUSIP: 632060901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16668 | NS      | $727563.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | FAST RETAILING CO LTD COMMON STOCK                            | CUSIP: 633243902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8946 | NS      | $5443940.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                       | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK                   | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1823168 | NS      | $12239680.03  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corporation                                        | NATIONAL BANK HOLDINGS CORP COMMON STOCK                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4601 | NS      | $193564.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher and Paykel Healthcare Corporation Limited                          | FISHER and PAYKEL HEALTHCARE COR COMMON STOCK                 | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     88058 | NS      | $1259941.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Beverage Corp.                                                   | NATIONAL BEVERAGE CORP COMMON STOCK USD.01                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      3789 | NS      | $176302.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                                                    | FUJI ELECTRIC CO LTD COMMON STOCK                             | CUSIP: 635636004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19340 | NS      | $729877.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation                                                        | SUBARU CORP COMMON STOCK                                      | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     93827 | NS      | $1420547.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                           | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54938 | NS      | $2746978.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                         | FANUC CORP COMMON STOCK                                       | CUSIP: 635693005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29218 | NS      | $4372371.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                           | FUJITSU LTD COMMON STOCK                                      | CUSIP: 635694003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30023 | NS      | $4002592.05   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National HealthCare Corporation                                           | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01                  | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2062 | NS      | $122689.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                                                 | NATIONAL FUEL GAS CO COMMON STOCK USD1.0                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     21483 | NS      | $1359873.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc.                                            | NATIONAL HEALTH INVESTORS INC REIT USD.01                     | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      6731 | NS      | $351492.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation                                          | NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     30664 | NS      | $1131501.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The GPT Group                                                             | GPT GROUP/THE REIT                                            | CUSIP: 636586000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    292169 | NS      | $833268.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corporation                                                    | OTTER TAIL CORP COMMON STOCK USD5.0                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6562 | NS      | $385255.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corporation                                                         | TOKYU CORP COMMON STOCK                                       | CUSIP: 689654002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     81008 | NS      | $1020212.20   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc.                                                     | TORAY INDUSTRIES INC COMMON STOCK                             | CUSIP: 689714004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    211472 | NS      | $1176073.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba Corporation                                                       | TOSHIBA CORP COMMON STOCK                                     | CUSIP: 689721009<br>LEI: 549300LBHTST91VKHO68 | Long             | EC               | CORP              | JP        |     59428 | NS      | $2065080.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO LTD COMMON STOCK                                         | CUSIP: 689746006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $732660.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster Inc.                                                               | OUSTER INC COMMON STOCK USD.0001                              | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24749 | NS      | $21358.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIXIL Corporation                                                         | LIXIL GROUP CORP COMMON STOCK                                 | CUSIP: 690021001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43750 | NS      | $659579.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                         | TOSOH CORP COMMON STOCK                                       | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39700 | NS      | $472098.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Outbrain Inc.                                                             | OUTBRAIN INC COMMON STOCK USD.001                             | CUSIP: 69002R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7533 | NS      | $27269.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corporation                                                   | MAZDA MOTOR CORP COMMON STOCK                                 | CUSIP: 690030002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     86700 | NS      | $649907.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                             | TOYOTA INDUSTRIES CORP COMMON STOCK                           | CUSIP: 690054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22353 | NS      | $1214341.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                              | CIE DE SAINT-GOBAIN COMMON STOCK EUR4.0                       | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     75354 | NS      | $3686377.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas S.A.                                                               | ENAGAS SA COMMON STOCK EUR1.5                                 | CUSIP: 738307909<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     37962 | NS      | $631251.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wendel                                                                    | WENDEL SA COMMON STOCK EUR4.0                                 | CUSIP: 739011906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4060 | NS      | $379240.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries Inc.                                                    | POWELL INDUSTRIES INC COMMON STOCK USD.01                     | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1510 | NS      | $53121.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                                   | POWER INTEGRATIONS INC COMMON STOCK USD.001                   | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22523 | NS      | $1615349.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerschool Holdings Inc.                                                 | POWERSCHOOL HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7325 | NS      | $169061.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                                             | PRECIGEN INC COMMON STOCK                                     | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17851 | NS      | $27133.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                            | PREFERRED BANK/LOS ANGELES CA COMMON STOCK                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2086 | NS      | $155657.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                                           | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0                | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       431 | NS      | $35897.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                                   | PREMIER FINANCIAL CORP COMMON STOCK                           | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5763 | NS      | $155428.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                                         | PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7934 | NS      | $496668.40    | 0.01%             |  |  |  | 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        |      2283 | NS      | $44176.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                                             | VERISIGN INC COMMON STOCK USD.001                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     10608 | NS      | $2179307.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc.                                                         | WEIS MARKETS INC COMMON STOCK                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2641 | NS      | $217327.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO COMMON STOCK USD1.666                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    430160 | NS      | $17761306.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                                            | WELLTOWER INC REIT USD1.0                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     52491 | NS      | $3440785.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                                       | WENDY'S CO/THE COMMON STOCK USD.1                             | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40023 | NS      | $905720.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                                                   | WERNER ENTERPRISES INC COMMON STOCK USD.01                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     23869 | NS      | $960965.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                                             | WESBANCO INC COMMON STOCK USD2.0833                           | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9168 | NS      | $339032.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                                                  | WEST BANCORPORATION INC COMMON STOCK                          | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      3081 | NS      | $78719.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                            | CITIGROUP INC COMMON STOCK USD.01                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    219171 | NS      | $9913104.33   | 0.14%             |  |  |  | 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        |      1409 | NS      | $37310.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                             | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01              | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55222 | NS      | $2174090.14   | 0.03%             |  |  |  | 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        |      2209 | NS      | $205635.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                                         | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      8265 | NS      | $1945167.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                                                | WESTAMERICA BANCORPORATION COMMON STOCK                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4012 | NS      | $236748.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc.                                                     | CITY OFFICE REIT INC REIT USD.01                              | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      6326 | NS      | $53011.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                                                   | CIVISTA BANCSHARES INC COMMON STOCK                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      2694 | NS      | $59294.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                                    | BONANZA CREEK ENERGY INC COMMON STOCK                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     11795 | NS      | $683284.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                                                | CLAROS MORTGAGE TRUST INC COMMON STOCK USD.01                 | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14724 | NS      | $216590.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Digital Corporation                                               | WESTERN DIGITAL CORP COMMON STOCK USD.01                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     36284 | NS      | $1144760.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                                                 | WESTERN UNION CO/THE COMMON STOCK USD.01                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     90692 | NS      | $1248828.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corporation                                                        | CLARUS CORP COMMON STOCK USD.0001                             | CUSIP: 18270P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4941 | NS      | $38737.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                                        | CLEAN HARBORS INC COMMON STOCK USD.01                         | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11810 | NS      | $1347757.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                                         | LEG IMMOBILIEN SE COMMON STOCK                                | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     11303 | NS      | $737166.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                  | SAGAX AB COMMON STOCK SEK1.75                                 | CUSIP: B9M3PK909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     29080 | NS      | $660705.80    | 0.01%             |  |  |  | No            |                  2 | 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        |     27414 | NS      | $142552.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc.                                                  | DESIGN THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5512 | NS      | $56553.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEVA Group plc                                                           | AVEVA GROUP PLC COMMON STOCK GBP.0355556                      | CUSIP: BBG9VN905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18416 | NS      | $712828.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | VONOVIA SE COMMON STOCK                                       | CUSIP: BBJPFY900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    109245 | NS      | $2573421.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Desktop Metal Inc.                                                        | DESKTOP METAL INC COMMON STOCK USD.0001                       | CUSIP: 25058X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43199 | NS      | $58750.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Destination XL Group Inc.                                                 | DESTINATION XL GROUP INC COMMON STOCK USD.01                  | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9679 | NS      | $65333.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                  | DEVON ENERGY CORP COMMON STOCK USD.1                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     74237 | NS      | $4566317.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc.                                                               | DEXCOM INC COMMON STOCK USD.001                               | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44524 | NS      | $5041897.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01             | CUSIP: BD0Q39902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    159493 | NS      | $4585625.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                 | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0                 | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    163245 | NS      | $1555613.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Hill Investment Group Inc.                                        | DIAMOND HILL INVESTMENT GROUP COMMON STOCK                    | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       479 | NS      | $88624.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc.                                            | DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD.01             | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     16515 | NS      | $171756.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co.LTD.                                                  | OPEN HOUSE CO LTD COMMON STOCK                                | CUSIP: BD3D17904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $433277.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI N.V.                                                                  | OCI NV COMMON STOCK EUR.02                                    | CUSIP: BD4TZK902<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     16069 | NS      | $574506.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Company                                           | DIAMONDROCK HOSPITALITY CO REIT USD.01                        | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33707 | NS      | $276060.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                                   | DIAMONDBACK ENERGY INC COMMON STOCK USD.01                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     20135 | NS      | $2754065.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                                   | SIEMENS HEALTHINEERS AG COMMON STOCK                          | CUSIP: BD594Y909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     43010 | NS      | $2145407.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                              | SIG COMBIBLOC GROUP AG COMMON STOCK CHF.01                    | CUSIP: BD5GN6903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     46643 | NS      | $1019204.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc.                                                | DICK'S SPORTING GOODS INC COMMON STOCK USD.01                 | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13058 | NS      | $1570746.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                                              | DIEBOLD NIXDORF INC COMMON STOCK USD1.25                      | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     12734 | NS      | $18082.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corporacion S.A.                                            | RED ELECTRICA CORP SA COMMON STOCK EUR.5                      | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     61895 | NS      | $1076239.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | SCHRODERS PLC COMMON STOCK GBP.2                              | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    111534 | NS      | $586054.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                            | CIE GENERALE DES ETABLISSEMENT COMMON STOCK EUR.5             | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    103471 | NS      | $2882419.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digi International Inc.                                                   | DIGI INTERNATIONAL INC COMMON STOCK USD.01                    | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5451 | NS      | $199234.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corporation                                                      | DIGIMARC CORP COMMON STOCK USD.001                            | CUSIP: 25381B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2379 | NS      | $43987.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                          | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32857 | NS      | $3294571.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc.                                                      | DIGITAL TURBINE INC COMMON STOCK USD.0001                     | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15155 | NS      | $230962.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                                                  | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01                   | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     26210 | NS      | $286737.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc.                                                | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025             | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11208 | NS      | $285467.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                                            | DILLARD'S INC COMMON STOCK                                    | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $205232.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc                                             | BRIDGE BANCORP INC COMMON STOCK USD.01                        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5249 | NS      | $167075.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc.                                                   | DINE BRANDS GLOBAL INC COMMON STOCK USD.01                    | CUSIP: 254423106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $151874.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                                       | DIODES INC COMMON STOCK USD.667                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      7136 | NS      | $543335.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                                   | WALT DISNEY CO/THE COMMON STOCK USD.01                        | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206697 | NS      | $17957835.36  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                               | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     30980 | NS      | $3030773.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                                                 | KILROY REALTY CORP REIT USD.01                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     24704 | NS      | $955303.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                                                  | KIMBALL ELECTRONICS INC COMMON STOCK                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3967 | NS      | $89614.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE COMMON STOCK                                          | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    342423 | NS      | $3404368.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                            | VOESTALPINE AG COMMON STOCK                                   | CUSIP: 494340904<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     17701 | NS      | $468883.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     38158 | NS      | $5179948.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                                  | KIMCO REALTY CORP REIT USD.01                                 | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68301 | NS      | $1446615.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                                        | KINDER MORGAN INC/DE COMMON STOCK USD.01                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    224711 | NS      | $4062774.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc.                                                    | KINNATE BIOPHARMA INC COMMON STOCK USD.0001                   | CUSIP: 49705R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4923 | NS      | $30030.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                                                | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01                 | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8511 | NS      | $2225796.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                                         | KIRBY CORP COMMON STOCK USD.1                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     14067 | NS      | $905211.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company Limited                                            | KIRIN HOLDINGS CO LTD COMMON STOCK                            | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    125492 | NS      | $1912677.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Group Inc.                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                     | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25664 | NS      | $2798915.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                                           | PRICESMART INC COMMON STOCK USD.0001                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3943 | NS      | $239655.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                                             | PRIMORIS SERVICES CORP COMMON STOCK USD.0001                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      8520 | NS      | $186928.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                                            | PRIMERICA INC COMMON STOCK                                    | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8665 | NS      | $1228870.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                                    | PRIMIS FINANCIAL CORP COMMON STOCK USD.01                     | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      4372 | NS      | $51808.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc.                                                           | ADICET BIO INC COMMON STOCK USD.0001                          | CUSIP: 007002108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4533 | NS      | $40525.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                                                | ADOBE INC COMMON STOCK USD.0001                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     53056 | NS      | $17854935.68  | 0.26%             |  |  |  | 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        |      7158 | NS      | $254109.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                                          | AEROJET ROCKETDYNE HOLDINGS IN COMMON STOCK USD.1             | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     12683 | NS      | $709360.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                               | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    183144 | NS      | $11862236.88  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc.                                                  | CONYERS PARK II ACQUISITION COMMON STOCK USD.0001             | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14084 | NS      | $29294.72     | 0.00%             |  |  |  | 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        |      6023 | NS      | $516652.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                                       | CONTRA ADURO BIOTECH I COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2435 | NS      | $4918.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aerovate Therapeutics Inc.                                                | AEROVATE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $44623.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AeroVironment Inc.                                                        | AEROVIRONMENT INC COMMON STOCK USD.0001                       | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3965 | NS      | $339641.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                                       | AERSALE CORP COMMON STOCK USD.0001                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2553 | NS      | $41409.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Developments P L C                                                | BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1                   | CUSIP: 008118002<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    155966 | NS      | $744939.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc.                                            | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01             | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      8847 | NS      | $1401630.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                                                    | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001                   | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17833 | NS      | $24252.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                                 | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     33939 | NS      | $5078971.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc.                                                               | AGENUS INC COMMON STOCK USD.01                                | CUSIP: 00847G705<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48502 | NS      | $116404.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                                             | AGILYSYS INC COMMON STOCK USD.3                               | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3164 | NS      | $250398.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                                                | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8823 | NS      | $247749.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc.                                                              | AGILITI INC COMMON STOCK                                      | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4569 | NS      | $74520.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                                                  | AGREE REALTY CORP REIT USD.0001                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12449 | NS      | $883007.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                                           | AIR PRODUCTS and CHEMICALS INC COMMON STOCK USD1.0            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     25047 | NS      | $7720988.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                                  | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     17758 | NS      | $1496999.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc.                                                | AKOUSTIS TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 00973N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9662 | NS      | $27246.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                                   | PRIMO WATER CORP COMMON STOCK                                 | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25209 | NS      | $391747.86    | 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        |      1275 | NS      | $23689.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc.                                                   | AKERO THERAPEUTICS INC COMMON STOCK                           | CUSIP: 00973Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5433 | NS      | $297728.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                                             | BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1072 | NS      | $31548.96     | 0.00%             |  |  |  | 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        |      2702 | NS      | $86572.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                              | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568            | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     54336 | NS      | $1030143.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                               | PEARSON PLC COMMON STOCK GBP.25                               | CUSIP: 067760009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    101031 | NS      | $1140823.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes Group Inc.                                                         | BARNES GROUP INC COMMON STOCK USD.01                          | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      7887 | NS      | $322183.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon Public Limited Company                                          | PERSIMMON PLC COMMON STOCK GBP.1                              | CUSIP: 068253004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     48703 | NS      | $714113.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrett Business Services Inc.                                            | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01             | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $103913.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                                                  | BATH and BODY WORKS INC COMMON STOCK USD.5                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     24907 | NS      | $1049580.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                                            | PRUDENTIAL PLC COMMON STOCK GBP.05                            | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    419323 | NS      | $5717589.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                 | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     56792 | NS      | $2894688.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                             | RIO TINTO PLC COMMON STOCK GBP.1                              | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    171500 | NS      | $12070855.59  | 0.17%             |  |  |  | No            |                  2 | 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        |     11328 | NS      | $125514.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Expeditors International of Washington Inc.                               | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01            | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18649 | NS      | $1938004.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                                             | EXPONENT INC COMMON STOCK USD.001                             | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8097 | NS      | $802331.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                                  | EXTRA SPACE STORAGE INC REIT USD.01                           | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15335 | NS      | $2257005.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                                     | EXTREME NETWORKS INC COMMON STOCK USD.001                     | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     20249 | NS      | $370759.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                                               | EZCORP INC COMMON STOCK USD.01                                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      8319 | NS      | $67799.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    472493 | NS      | $52115977.90  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc.                                             | EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01              | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4753 | NS      | $16635.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                           | FMC CORP COMMON STOCK USD.1                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     14447 | NS      | $1802985.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                                       | FLYWIRE CORP COMMON STOCK USD.0001                            | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9044 | NS      | $221306.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                                        | FNB CORP/PA COMMON STOCK USD.01                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     82382 | NS      | $1075085.10   | 0.02%             |  |  |  | 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        |      5728 | NS      | $207009.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                                                 | FIGS INC COMMON STOCK USD.0001                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20664 | NS      | $139068.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                                                         | FRP HOLDINGS INC COMMON STOCK USD.1                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $58384.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                                            | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01             | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     26614 | NS      | $2233446.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                                                  | PROASSURANCE CORP COMMON STOCK USD.01                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      8690 | NS      | $151814.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    270682 | NS      | $41024563.92  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corporation                                           | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001               | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4089 | NS      | $169857.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| V.F. Corporation                                                          | VF CORP COMMON STOCK                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     37720 | NS      | $1041449.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc.                                                         | VBI VACCINES INC COMMON STOCK                                 | CUSIP: 91822J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35315 | NS      | $13811.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                                                       | FTI CONSULTING INC COMMON STOCK USD.01                        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      8084 | NS      | $1283739.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                                       | FACEBOOK INC COMMON STOCK USD.000006                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    258551 | NS      | $31114027.34  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                                             | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01              | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      4241 | NS      | $1701531.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                    | FAIR ISAAC CORP COMMON STOCK USD.01                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      5866 | NS      | $3511270.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers and Merchants Bancorp Inc.                                        | FARMERS and MERCHANTS BANCORP IN COMMON STOCK                 | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2104 | NS      | $57186.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BT Group PLC                                                              | BT GROUP PLC COMMON STOCK GBP.05                              | CUSIP: 309135903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1060013 | NS      | $1431307.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Farmers National Banc Corp.                                               | FARMERS NATIONAL BANC CORP COMMON STOCK                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5537 | NS      | $78182.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc.                                                    | FARMLAND PARTNERS INC REIT USD.01                             | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      7708 | NS      | $96041.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                                                    | FARO TECHNOLOGIES INC COMMON STOCK USD.001                    | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3102 | NS      | $91229.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                                               | FASTLY INC COMMON STOCK USD.00002                             | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18112 | NS      | $148337.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                                                    | FATE THERAPEUTICS INC COMMON STOCK USD.001                    | CUSIP: 31189P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13387 | NS      | $135074.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                                          | FASTENAL CO COMMON STOCK USD.01                               | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64934 | NS      | $3072676.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                 | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0             | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1428 | NS      | $160949.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC COMMON STOCK GBP.25                              | CUSIP: 313486904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2451701 | NS      | $4665124.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | FEDERAL REALTY INVESTMENT TRUS REIT USD.01                    | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      8251 | NS      | $833681.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                                                | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      9491 | NS      | $441046.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                                     | FEDERATED INVESTORS INC COMMON STOCK                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     33431 | NS      | $1213879.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                         | FEDEX CORP COMMON STOCK USD.1                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     26946 | NS      | $4667047.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc.                                              | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666        | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     24261 | NS      | $155027.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corporation                                                      | IRADIMED CORP COMMON STOCK USD.0001                           | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1197 | NS      | $33863.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                                       | IQVIA HOLDINGS INC COMMON STOCK USD.01                        | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20978 | NS      | $4298182.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                                               | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001               | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49612 | NS      | $2550056.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                                                        | IROBOT CORP COMMON STOCK USD.01                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      4315 | NS      | $207680.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                                                | IRON MOUNTAIN INC REIT USD.01                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     32381 | NS      | $1614192.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc.                                             | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 46333X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21774 | NS      | $269779.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Limited                                              | ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1                   | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    188668 | NS      | $990492.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                    | OMV AG COMMON STOCK                                           | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     22462 | NS      | $1155466.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iTeos Therapeutics Inc.                                                   | ITEOS THERAPEUTICS INC COMMON STOCK                           | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3813 | NS      | $74467.89     | 0.00%             |  |  |  | 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        |      3530 | NS      | $85920.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                                                | ITRON INC COMMON STOCK                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      7274 | NS      | $368428.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc.                                                     | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001               | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2520 | NS      | $30618.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IVERIC bio Inc.                                                           | IVERIC BIO INC COMMON STOCK USD.001                           | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     21329 | NS      | $456653.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                                      | JBG SMITH PROPERTIES REIT USD.01                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23249 | NS      | $441266.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J and J Snack Foods Corp.                                                 | JandJ SNACK FOODS CORP COMMON STOCK                           | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2427 | NS      | $363346.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering                                                                    | KERING SA COMMON STOCK EUR4.0                                 | CUSIP: 550507909<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     11420 | NS      | $5811951.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Luther Burbank Corporation                                                | LUTHER BURBANK CORP COMMON STOCK                              | CUSIP: 550550107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2341 | NS      | $26008.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                                       | LUXFER HOLDINGS PLC COMMON STOCK USD.5                        | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4584 | NS      | $62892.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc.                                                   | LYELL IMMUNOPHARMA INC COMMON STOCK USD.0001                  | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28004 | NS      | $97173.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MandT Bank Corporation                                                    | MandT BANK CORP COMMON STOCK USD.5                            | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19833 | NS      | $2876974.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                                                 | MBIA INC COMMON STOCK USD1.0                                  | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      7847 | NS      | $100833.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                                                      | MDC HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 552676108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9010 | NS      | $284716.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc.                                                  | MDU RESOURCES GROUP INC COMMON STOCK USD1.0                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47757 | NS      | $1448947.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                                        | MFA FINANCIAL INC REIT USD.01                                 | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     16790 | NS      | $165381.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                                                           | MGE ENERGY INC COMMON STOCK USD1.0                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5882 | NS      | $414092.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                                               | MGIC INVESTMENT CORP COMMON STOCK USD1.0                      | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69756 | NS      | $906828.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | DAIMLER AG COMMON STOCK                                       | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    122378 | NS      | $8002893.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01                 | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     36945 | NS      | $1238765.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                                      | MGP INGREDIENTS INC COMMON STOCK                              | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $237652.92    | 0.00%             |  |  |  | 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        |      4092 | NS      | $188968.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                                                      | MKS INSTRUMENTS INC COMMON STOCK                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     13432 | NS      | $1138093.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                         | MP MATERIALS CORP COMMON STOCK USD.0001                       | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21682 | NS      | $526438.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                               | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      3950 | NS      | $2163854.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc.                                                           | MRC GLOBAL INC COMMON STOCK USD.01                            | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13392 | NS      | $155079.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                                                   | MSA SAFETY INC COMMON STOCK                                   | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8653 | NS      | $1247676.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                                            | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     11090 | NS      | $906053.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                 | MSCI INC COMMON STOCK USD.01                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      9159 | NS      | $4260492.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                                           | VSE CORP COMMON STOCK USD.05                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1747 | NS      | $81899.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                                        | VAALCO ENERGY INC COMMON STOCK USD.1                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     17111 | NS      | $78026.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                                                  | OLO INC COMMON STOCK USD.001                                  | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14658 | NS      | $91612.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                                        | OLYMPIC STEEL INC COMMON STOCK                                | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1632 | NS      | $54802.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     22716 | NS      | $1852944.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                                           | OMEGA HEALTHCARE INVESTORS INC REIT USD.1                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     54997 | NS      | $1537166.15   | 0.02%             |  |  |  | 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        |       549 | NS      | $51232.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Limited                                                  | SONIC HEALTHCARE LTD COMMON STOCK                             | CUSIP: 682112909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     69562 | NS      | $1415658.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicell Inc.                                                             | OMNICELL INC COMMON STOCK USD.001                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     17529 | NS      | $883812.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                    | SONY CORP COMMON STOCK                                        | CUSIP: 682150008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    192300 | NS      | $14657408.88  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Vacasa Inc.                                                               | VACASA INC COMMON STOCK USD.00001                             | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18281 | NS      | $23034.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                                 | VALERO ENERGY CORP COMMON STOCK USD.01                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     44671 | NS      | $5666963.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                          | WASHINGTON H SOUL PATTINSON and COMMON STOCK                  | CUSIP: 682180005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33033 | NS      | $619742.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                              | ON SEMICONDUCTOR CORP COMMON STOCK USD.01                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     49114 | NS      | $3063240.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                               | OMNIAB INC COMMON STOCK USD.0001                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12504 | NS      | $45014.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                               | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                        | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OmniAb Inc.                                                               | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                       | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONE Gas Inc.                                                              | ONE GAS INC COMMON STOCK                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     21295 | NS      | $1612457.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Holdings Inc.                                                       | ONDAS HOLDINGS INC COMMON STOCK USD.0001                      | CUSIP: 68236H204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6570 | NS      | $10446.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                                                    | RADIANT LOGISTICS INC COMMON STOCK USD.001                    | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      6551 | NS      | $33344.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                                   | VALLEY NATIONAL BANCORP COMMON STOCK                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    167751 | NS      | $1897263.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                                                   | VALMONT INDUSTRIES INC COMMON STOCK USD1.0                    | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      5010 | NS      | $1656656.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc.                                         | RADIUS GLOBAL INFRASTRUCTURE I COMMON STOCK                   | CUSIP: 750481103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12515 | NS      | $147927.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                                               | RADNET INC COMMON STOCK USD.0001                              | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8154 | NS      | $153539.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                                               | RAMBUS INC COMMON STOCK USD.001                               | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17146 | NS      | $614169.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS HEALTH I COMMON STOCK                                              | CONTRA RADIUS HEALTH I COMMON STOCK                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8191 | NS      | $655.28       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Valvoline Inc.                                                            | VALVOLINE INC COMMON STOCK USD.01                             | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     41573 | NS      | $1357358.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone                                                                    | DANONE SA COMMON STOCK EUR.25                                 | CUSIP: B1Y9TB906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     97917 | NS      | $5160779.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rallybio Corporation                                                      | RALLYBIO CORP COMMON STOCK USD.001                            | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2851 | NS      | $18731.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                                                  | RALPH LAUREN CORP COMMON STOCK USD.01                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      4597 | NS      | $485764.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                                                     | RAMACO RESOURCES INC COMMON STOCK                             | CUSIP: 75134P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3710 | NS      | $32610.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                                               | RANGE RESOURCES CORP COMMON STOCK USD.01                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     56748 | NS      | $1419834.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I Group PLC                                                              | 3I GROUP PLC COMMON STOCK GBP.738636                          | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    148443 | NS      | $2393990.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide S.A.                                                        | AIR LIQUIDE SA COMMON STOCK EUR5.5                            | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     79815 | NS      | $11328564.76  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                         | DASSAULT AVIATION SA COMMON STOCK EUR.8                       | CUSIP: BMT9L1906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3820 | NS      | $647845.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                       | INVESTOR AB COMMON STOCK SEK6.25                              | CUSIP: BMV7PN905<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     76062 | NS      | $1415109.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                       | INVESTOR AB COMMON STOCK SEK6.25                              | CUSIP: BMV7PQ908<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    277882 | NS      | $5029929.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                | HALEON PLC COMMON STOCK GBP1.25                               | CUSIP: BMX86B908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    774650 | NS      | $3064992.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Diasorin S.P.A.                                                           | DIASORIN SPA COMMON STOCK EUR1.0                              | CUSIP: B234WN909<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3840 | NS      | $537314.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1                | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    109142 | NS      | $7565321.59   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMO A REG CIE FINANCIERE RICHEMO CW        | CUSIP: BN2BT8905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    200486 | NS      | $166954.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2                    | CUSIP: BN4MYF907<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    154024 | NS      | $4492979.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                        | NIBE INDUSTRIER AB COMMON STOCK SEK.03906                     | CUSIP: BN7BZM902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    231143 | NS      | $2157436.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                   | GSK PLC COMMON STOCK GBP.3125                                 | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    620350 | NS      | $10721654.23  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                              | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    676174 | NS      | $2651135.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Sociedad Anonima                                                | IBERDROLA SA RTS COMMON STOCK EUR.75                          | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    921827 | NS      | $10760936.69  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext N.V.                                                             | EURONEXT NV COMMON STOCK EUR1.6                               | CUSIP: BNBNSG902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     13069 | NS      | $967513.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                    | EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1                     | CUSIP: BNDPYV905<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     20549 | NS      | $1475379.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                                            | BUREAU VERITAS SA COMMON STOCK EUR.12                         | CUSIP: B28DTJ907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     44843 | NS      | $1181791.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                   | MACQUARIE GROUP LTD COMMON STOCK                              | CUSIP: B28YTC906<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     55998 | NS      | $6321527.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | WORLDLINE SA/FRANCE COMMON STOCK EUR.68                       | CUSIP: BNFWR4906<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |     36484 | NS      | $1428802.76   | 0.02%             |  |  |  | No            |                  2 | 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        |      4409 | NS      | $71425.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01               | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |     24614 | NS      | $1216670.02   | 0.02%             |  |  |  | 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        |      5611 | NS      | $80854.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink S.E.                                                              | GETLINK SE COMMON STOCK EUR.4                                 | CUSIP: B292JQ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     67108 | NS      | $1074610.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc.                                                                 | ZOZO INC COMMON STOCK                                         | CUSIP: B292RC907<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     19000 | NS      | $469219.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costamare Inc.                                                            | COSTAMARE INC COMMON STOCK USD.0001                           | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      7746 | NS      | $71882.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                                                         | DHT HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     21642 | NS      | $192180.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                  | RELX PLC COMMON STOCK GBP.144397                              | CUSIP: B2B0DG904<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    292774 | NS      | $8094623.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dorian LPG Ltd.                                                           | DORIAN LPG LTD COMMON STOCK USD.01                            | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      4826 | NS      | $91452.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc.                                                  | EAGLE BULK SHIPPING INC COMMON STOCK USD.01                   | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |      2108 | NS      | $105273.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc.                                                                | ENETI INC COMMON STOCK USD.01                                 | CUSIP: Y2294C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4185 | NS      | $42059.25     | 0.00%             |  |  |  | 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        |      5823 | NS      | $89441.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                                                | INTERNATIONAL SEAWAYS INC COMMON STOCK                        | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      7750 | NS      | $286905.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc.                                                         | SAFE BULKERS INC COMMON STOCK USD.001                         | CUSIP: Y7388L103<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |     10946 | NS      | $31852.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                                                      | SCORPIO TANKERS INC COMMON STOCK USD.01                       | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      7533 | NS      | $405049.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation                                                        | TEEKAY CORP COMMON STOCK USD.001                              | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     12074 | NS      | $54815.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                                       | TEEKAY TANKERS LTD COMMON STOCK USD.01                        | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      3619 | NS      | $111501.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                                     | ASTRONICS CORP COMMON STOCK USD.01                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      4643 | NS      | $47822.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc.                                                | ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     15306 | NS      | $50203.68     | 0.00%             |  |  |  | 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        |     12621 | NS      | $60707.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                                               | ATKORE INTERNATIONAL GROUP INC COMMON STOCK USD.01            | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6581 | NS      | $746417.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                                                           | KERRY GROUP PLC COMMON STOCK EUR.125                          | CUSIP: 049065006<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1204 | NS      | $109750.71    | 0.00%             |  |  |  | No            |                  2 | 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        |     11964 | NS      | $420414.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc.                                         | ATLAS AIR WORLDWIDE HOLDINGS I COMMON STOCK USD.01            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      4420 | NS      | $445536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants Inc.                                          | ATLAS TECHNICAL CONSULTANTS IN COMMON STOCK                   | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3279 | NS      | $16886.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                                  | ATMOS ENERGY CORP COMMON STOCK                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     15793 | NS      | $1769921.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                                             | ATRICURE INC COMMON STOCK USD.001                             | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7328 | NS      | $325216.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Incorporated                                                      | ATOMERA INC COMMON STOCK USD.001                              | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3640 | NS      | $22640.80     | 0.00%             |  |  |  | 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        |      6948 | NS      | $52874.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Generac Holdings Inc.                                                     | GENERAC HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7357 | NS      | $740555.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                              | GENERAL DYNAMICS CORP COMMON STOCK USD1.0                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     25490 | NS      | $6324323.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                                  | GENERAL ELECTRIC CO COMMON STOCK USD.06                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    124252 | NS      | $10411075.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                                        | GENERAL MILLS INC COMMON STOCK USD.1                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     67052 | NS      | $5622310.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                    | GENERAL MOTORS CO COMMON STOCK USD.01                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    164808 | NS      | $5544141.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                                                        | GENERATION BIO CO COMMON STOCK USD.0001                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8275 | NS      | $32520.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                                              | GENESCO INC COMMON STOCK USD1.0                               | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      2057 | NS      | $94663.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                                        | GENTEX CORP COMMON STOCK USD.06                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     55091 | NS      | $1502331.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                          | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16271 | NS      | $2823181.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                                   | GENWORTH FINANCIAL INC COMMON STOCK USD.001                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     78400 | NS      | $414736.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                                     | GENTHERM INC COMMON STOCK                                     | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      5304 | NS      | $346298.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                                              | GERMAN AMERICAN BANCORP INC COMMON STOCK                      | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      4359 | NS      | $162590.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                                         | GERON CORP COMMON STOCK USD.001                               | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57593 | NS      | $139375.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                                        | GETTY REALTY CORP REIT USD.01                                 | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6612 | NS      | $223816.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                                                 | GEVO INC COMMON STOCK                                         | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     32588 | NS      | $61917.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                                                 | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5044 | NS      | $231418.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    141640 | NS      | $12159794.00  | 0.18%             |  |  |  | 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        |     43645 | NS      | $2156935.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                                          | GLADSTONE COMMERCIAL CORP REIT USD.001                        | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6472 | NS      | $119732.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                                                | GLADSTONE LAND CORP REIT USD.001                              | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5249 | NS      | $96319.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                                                    | GLATFELTER CORP COMMON STOCK USD.01                           | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      8400 | NS      | $23352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc.                                                               | HASBRO INC COMMON STOCK USD.5                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     15121 | NS      | $922532.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Public Limited Company                                                | CRH PLC COMMON STOCK EUR.32                                   | CUSIP: 418224002<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |    115152 | NS      | $4579611.06   | 0.07%             |  |  |  | No            |                  2 | 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        |      2339 | NS      | $69936.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.                                         | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK                   | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     25709 | NS      | $1075921.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc.                                                    | HAWAIIAN HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 419879101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8157 | NS      | $83690.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                                              | HAWKINS INC COMMON STOCK USD.05                               | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      3082 | NS      | $118965.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc.                                                 | HAYNES INTERNATIONAL INC COMMON STOCK USD.001                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      1991 | NS      | $90968.79     | 0.00%             |  |  |  | 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        |     11922 | NS      | $143064.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                                         | HEALTHSTREAM INC COMMON STOCK                                 | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3868 | NS      | $96081.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                                      | HEALTH CATALYST INC COMMON STOCK USD.001                      | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9278 | NS      | $98625.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                                         | HEALTHEQUITY INC COMMON STOCK USD.0001                        | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33128 | NS      | $2042009.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated                                      | HEALTHCARE REALTY TRUST INC REIT USD.01                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     89377 | NS      | $1722294.79   | 0.02%             |  |  |  | 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        |      7448 | NS      | $114252.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc.                                              | HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0               | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      6487 | NS      | $302423.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                         | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     61292 | NS      | $1536590.44   | 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        |     89150 | NS      | $495674.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick and Struggles International Inc.                                 | HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01          | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      3208 | NS      | $89727.76     | 0.00%             |  |  |  | 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        |      5252 | NS      | $285918.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                                         | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK                   | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     23240 | NS      | $171511.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                                                  | HELMERICH and PAYNE INC COMMON STOCK USD.1                    | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16471 | NS      | $816467.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0                 | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       766 | NS      | $1714770.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.                  | CUSIP: 425305000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       473 | NS      | $1042425.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp                                                    | HERITAGE COMMERCE CORP COMMON STOCK                           | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      9631 | NS      | $125203.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                                        | HERC HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4040 | NS      | $531542.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                                            | HERITAGE FINANCIAL CORP/WA COMMON STOCK                       | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5423 | NS      | $166160.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc.                                               | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK USD.01                | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2558 | NS      | $83083.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation                                 | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01             | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     17064 | NS      | $956778.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                                         | INTEL CORP COMMON STOCK USD.001                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    465415 | NS      | $12300918.45  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                                              | INTEGER HOLDINGS CORP COMMON STOCK USD.001                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      5272 | NS      | $360921.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                                                | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     13415 | NS      | $468049.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                                               | INTAPP INC COMMON STOCK USD.001                               | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2251 | NS      | $56139.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                                         | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001           | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6556 | NS      | $57627.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc.                                                        | INTER PARFUMS INC COMMON STOCK USD.001                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2874 | NS      | $277398.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                                            | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01             | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24159 | NS      | $1747903.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc.                                            | INTERCEPT PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 45845P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3967 | NS      | $49071.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                                            | INTERFACE INC COMMON STOCK USD.1                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      9593 | NS      | $94682.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                                            | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     63075 | NS      | $6470864.25   | 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        |     11421 | NS      | $117864.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                            | KROGER CO/THE COMMON STOCK USD1.0                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     74217 | NS      | $3308593.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                                                     | KRONOS WORLDWIDE INC COMMON STOCK USD.01                      | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      3711 | NS      | $34883.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                                                      | KRYSTAL BIOTECH INC COMMON STOCK USD.00001                    | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3396 | NS      | $269031.12    | 0.00%             |  |  |  | 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        |      9068 | NS      | $401349.68    | 0.01%             |  |  |  | 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        |       727 | NS      | $34663.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                                                        | KURA ONCOLOGY INC COMMON STOCK USD.0001                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     10098 | NS      | $125316.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                                              | EXPERIAN PLC COMMON STOCK USD.1                               | CUSIP: B19NLV907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    140408 | NS      | $4755385.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                               | SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55               | CUSIP: B1CC9H902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     25762 | NS      | $533194.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                                 | MONDI PLC COMMON STOCK EUR.2                                  | CUSIP: B1CRLC906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     74057 | NS      | $1252370.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc.                                                     | KYNDRYL HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47935 | NS      | $533037.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                                                  | KYMERA THERAPEUTICS INC COMMON STOCK                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6065 | NS      | $151382.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Holdings Inc.                                          | NOMURA REAL ESTATE HOLDINGS IN COMMON STOCK                   | CUSIP: B1CWJM906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18163 | NS      | $388375.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering plc                                              | SPIRAX-SARCO ENGINEERING PLC COMMON STOCK GBP.269231          | CUSIP: BWFGQN900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11227 | NS      | $1434030.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LHC Group Inc.                                                            | LHC GROUP INC COMMON STOCK USD.01                             | CUSIP: 50187A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12043 | NS      | $1947232.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                                            | LGI HOMES INC COMMON STOCK USD.01                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      3299 | NS      | $305487.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Limited                                                           | SOUTH32 LTD COMMON STOCK                                      | CUSIP: BWSW5D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    705929 | NS      | $1935394.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                              | PADDY POWER BETFAIR PLC COMMON STOCK EUR.09                   | CUSIP: BWT6H8900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     25477 | NS      | $3491144.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                    | QANTAS AIRWAYS LTD COMMON STOCK                               | CUSIP: 671034908<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    140948 | NS      | $570516.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                  | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      7230 | NS      | $6102336.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom S.A.                                                      | DR.CELLNEX TELECOM RTS COMMON STOCK EUR.25                    | CUSIP: BX90C0905<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     82888 | NS      | $2749495.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | TRYG A/S COMMON STOCK DKK5.0                                  | CUSIP: BXDZ97902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     54917 | NS      | $1305132.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                               | PFD OFG BANCORP COMMON STOCK USD1.0                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      7204 | NS      | $198542.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                                          | OSI SYSTEMS INC COMMON STOCK                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2537 | NS      | $201742.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55                 | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    222462 | NS      | $2239745.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Limited                                                          | VICINITY CENTRES REIT                                         | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    590171 | NS      | $796906.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilbara Minerals Limited                                                  | PILBARA MINERALS LTD COMMON STOCK                             | CUSIP: 671560001<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    386945 | NS      | $979841.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                               | QBE INSURANCE GROUP LTD COMMON STOCK                          | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    226225 | NS      | $2052243.25   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                      | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    177704 | NS      | $1329815.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Limited                                                             | REECE LTD COMMON STOCK                                        | CUSIP: 672880002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34484 | NS      | $329622.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Company Ltd.                                                        | RICOH CO LTD COMMON STOCK                                     | CUSIP: 673822003<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     87477 | NS      | $665800.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION WARRANT                                          | CHORD ENERGY CORPORATION WARRANT                              | CUSIP: 674215124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $18697.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                                  | CHORD ENERGY CORPORATION WARRANTS CALL EXP 01SEP25            | CUSIP: 674215132<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $8331.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc.                                                      | PGT INNOVATIONS INC COMMON STOCK USD.01                       | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      9243 | NS      | $166004.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                                         | PJT PARTNERS INC COMMON STOCK                                 | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      3745 | NS      | $275969.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                                     | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     46292 | NS      | $7311358.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                                        | PNM RESOURCES INC COMMON STOCK                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     33666 | NS      | $1642564.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                                       | PPG INDUSTRIES INC COMMON STOCK USD1.67                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     26599 | NS      | $3344558.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                                           | PPL CORP COMMON STOCK USD.01                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     82833 | NS      | $2420380.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc.                                                  | PMV PHARMACEUTICALS INC COMMON STOCK                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6058 | NS      | $52704.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                                            | PRA GROUP INC COMMON STOCK USD.01                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      6251 | NS      | $211158.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                                 | PVH CORP COMMON STOCK USD1.0                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     15317 | NS      | $1081227.03   | 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        |     11257 | NS      | $429679.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                                                  | PTC INC COMMON STOCK USD.01                                   | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     12274 | NS      | $1473370.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc.                                                      | RENT THE RUNWAY INC COMMON STOCK USD.001                      | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7108 | NS      | $21679.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                                                     | REPUBLIC BANCORP INC/KY COMMON STOCK                          | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1382 | NS      | $56551.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                                                | REPAY HOLDINGS CORP COMMON STOCK                              | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14685 | NS      | $118214.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                                                      | REPLIMUNE GROUP INC COMMON STOCK USD.001                      | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6607 | NS      | $179710.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                                    | REPUBLIC SERVICES INC COMMON STOCK USD.01                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     23476 | NS      | $3028169.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                               | RESMED INC COMMON STOCK USD.004                               | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16520 | NS      | $3438307.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                                             | RESOLUTE FOREST PRODUCTS INC COMMON STOCK USD.001             | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7217 | NS      | $155815.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc.                                                 | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23185 | NS      | $381393.25    | 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        |      5106 | NS      | $93848.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                                      | RETAIL OPPORTUNITY INVESTMENTS REIT USD.0001                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19429 | NS      | $292017.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc.                                                 | REVANCE THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     12517 | NS      | $231063.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Private Limited                                                  | MEDIBANK PVT LTD COMMON STOCK                                 | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    420044 | NS      | $838004.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                             | AENA SME SA COMMON STOCK                                      | CUSIP: BVRZ8L901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     11439 | NS      | $1433973.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                                     | AUTO TRADER GROUP PLC COMMON STOCK GBP.01                     | CUSIP: BVYVFW900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    143631 | NS      | $894440.38    | 0.01%             |  |  |  | No            |                  2 | 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        |     22549 | NS      | $242627.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc.                                              | APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6279 | NS      | $185795.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                                        | APPIAN CORP COMMON STOCK USD.0001                             | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6446 | NS      | $209881.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1702069 | NS      | $221149825.17 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                                             | APPFOLIO INC COMMON STOCK USD.0001                            | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3050 | NS      | $321409.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                                               | APPLE HOSPITALITY REIT INC REIT NPV                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     34257 | NS      | $540575.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    241978 | NS      | $17410317.10  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                                        | BRISTOW GROUP INC COMMON STOCK USD.01                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      3787 | NS      | $102741.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                     | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     82748 | NS      | $11620680.72  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc.                                               | BRIXMOR PROPERTY GROUP INC REIT USD.01                        | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70434 | NS      | $1596738.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                                       | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01            | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13295 | NS      | $1783258.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                                                                | VIVENDI SA COMMON STOCK EUR5.5                                | CUSIP: 483477907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    109901 | NS      | $1049876.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                                             | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 483497103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3963 | NS      | $26789.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc.                                             | BROADMARK REALTY CAPITAL INC REIT                             | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21441 | NS      | $76329.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc.                                                 | BROADSTONE NET LEASE INC REIT USD.00025                       | CUSIP: 11135E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26720 | NS      | $433131.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                                         | KAMAN CORP COMMON STOCK USD1.0                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      4601 | NS      | $102602.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                           | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    159265 | NS      | $16442626.37  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB COMMON STOCK SEK22.0                              | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |    138122 | NS      | $2349326.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Karuna Therapeutics Inc.                                                  | KARUNA THERAPEUTICS INC COMMON STOCK                          | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $943200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                     | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45780 | NS      | $25596971.40  | 0.37%             |  |  |  | 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        |     30057 | NS      | $82055.61     | 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        |      4171 | NS      | $78373.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corporation                                     | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK                   | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     15682 | NS      | $610029.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0                 | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    409238 | NS      | $2451682.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                   | MERIDIAN ENERGY LTD COMMON STOCK                              | CUSIP: BWFD05904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    196568 | NS      | $653822.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookline Bancorp Inc.                                                    | BROOKLINE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12161 | NS      | $172078.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                                               | BROOKS AUTOMATION INC COMMON STOCK USD.01                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     17618 | NS      | $1025719.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc.                                              | KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     12477 | NS      | $42421.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                   | KB HOME COMMON STOCK USD1.0                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     31574 | NS      | $1005631.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd.                                                   | BROTHER INDUSTRIES LTD COMMON STOCK                           | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     36036 | NS      | $544636.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown and Brown Inc.                                                      | BROWN and BROWN INC COMMON STOCK USD.1                        | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26141 | NS      | $1489252.77   | 0.02%             |  |  |  | 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        |     31997 | NS      | $97910.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                       | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001           | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48615 | NS      | $595047.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                                    | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01                  | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10337 | NS      | $104920.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                                           | KELLOGG CO COMMON STOCK USD.25                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     29304 | NS      | $2087616.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                                                  | BROWN-FORMAN CORP COMMON STOCK USD.15                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     20268 | NS      | $1331202.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                                        | BRUKER CORP COMMON STOCK USD.01                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     23489 | NS      | $1605473.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                                     | BRUNSWICK CORP/DE COMMON STOCK USD.75                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     17028 | NS      | $1227378.24   | 0.02%             |  |  |  | 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        |      4739 | NS      | $214913.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                                        | NVENT ELECTRIC PLC COMMON STOCK USD.01                        | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     39123 | NS      | $1505061.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYSAFE LTD COMMON STOCK USD.0001                                         | PAYSAFE LTD COMMON STOCK USD.0001                             | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4831 | NS      | $67102.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                                                | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01                 | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2249 | NS      | $53616.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01                  | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     34564 | NS      | $2242512.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                           | LKQ CORP COMMON STOCK USD.01                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     29051 | NS      | $1551613.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                            | LCI INDUSTRIES COMMON STOCK USD.01                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      3959 | NS      | $366009.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                                               | BUMBLE INC COMMON STOCK USD.01                                | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13875 | NS      | $292068.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                                            | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0             | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3628 | NS      | $80323.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp.                                                   | LI-CYCLE HOLDINGS CORP COMMON STOCK USD.0001                  | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     22316 | NS      | $106224.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LSB Industries Inc.                                                       | LSB INDUSTRIES INC COMMON STOCK USD.1                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     10614 | NS      | $141166.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc.                                                    | BUTTERFLY NETWORK INC COMMON STOCK USD.0001                   | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21641 | NS      | $53236.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp Inc.                                                       | BYLINE BANCORP INC COMMON STOCK USD.01                        | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4070 | NS      | $93487.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc.                                                       | LTC PROPERTIES INC REIT USD.01                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      6274 | NS      | $222915.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                                                | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     21824 | NS      | $4543975.04   | 0.07%             |  |  |  | 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        |     10354 | NS      | $115861.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                                                 | CBIZ INC COMMON STOCK USD.01                                  | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7684 | NS      | $359995.40    | 0.01%             |  |  |  | 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        |      4340 | NS      | $100167.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                                                  | CBOE GLOBAL MARKETS INC COMMON STOCK                          | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11817 | NS      | $1482678.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                                  | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     81405 | NS      | $3046284.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| La-Z-Boy Incorporated                                                     | LA-Z-BOY INC COMMON STOCK USD1.0                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      6932 | NS      | $158188.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                           | CBRE GROUP INC COMMON STOCK USD.01                            | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36084 | NS      | $2777024.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                                           | CDW CORP/DE COMMON STOCK USD.01                               | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15166 | NS      | $2708344.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings                                | LABORATORY CORP OF AMERICA HOL COMMON STOCK USD.1             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     10362 | NS      | $2440043.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                                       | LADDER CAPITAL CORP REIT USD.001                              | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18132 | NS      | $182045.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                                               | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22629 | NS      | $1927990.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                      | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    111098 | NS      | $1127644.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma SE                                                                   | PUMA SE COMMON STOCK                                          | CUSIP: 506472901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     16102 | NS      | $973257.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                  | BAYER AG COMMON STOCK                                         | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    149839 | NS      | $7712220.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goosehead Insurance Inc.                                                  | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01                   | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3130 | NS      | $107484.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                                                | GOPRO INC COMMON STOCK USD.0001                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     20957 | NS      | $104365.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                            | STORA ENSO OYJ COMMON STOCK EUR1.7                            | CUSIP: 507267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     84060 | NS      | $1185203.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA PREFERENCE                              | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     27173 | NS      | $1883433.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Gorman-Rupp Company                                                   | GORMAN-RUPP CO/THE COMMON STOCK                               | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3794 | NS      | $97202.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                                    | MARCUS CORP/THE COMMON STOCK USD1.0                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      3863 | NS      | $55588.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                             | BEIERSDORF AG COMMON STOCK                                    | CUSIP: 510740905<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |     15374 | NS      | $1756813.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeland Bancorp Inc.                                                     | LAKELAND BANCORP INC COMMON STOCK                             | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      9943 | NS      | $175096.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                               | REPSOL SA COMMON STOCK EUR1.                                  | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    210443 | NS      | $3349624.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER NV COMMON STOCK EUR.12                         | CUSIP: 567151907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     40039 | NS      | $4189489.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeland Financial Corporation                                            | LAKELAND FINANCIAL CORP COMMON STOCK                          | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3843 | NS      | $280423.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK NPV                                   | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    116677 | NS      | $16084064.71  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI COMMON STOCK EUR2.0                                    | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    173984 | NS      | $16776673.44  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MarineMax Inc.                                                            | MARINEMAX INC COMMON STOCK USD.001                            | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $102869.90    | 0.00%             |  |  |  | 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        |      9276 | NS      | $183479.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                                            | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01             | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7161 | NS      | $2420203.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H and M Hennes and Mauritz AB                                             | HENNES and MAURITZ AB COMMON STOCK                            | CUSIP: 568743900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    111390 | NS      | $1200385.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Corporation                                                         | ELISA OYJ COMMON STOCK                                        | CUSIP: 570151902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     21694 | NS      | $1149892.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corporation                                                         | MASCO CORP COMMON STOCK USD1.0                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     25854 | NS      | $1206606.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                                        | MASIMO CORP COMMON STOCK USD.001                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     11357 | NS      | $1680268.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | BANCO SANTANDER SA COMMON STOCK EUR.5                         | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   2561472 | NS      | $7659088.82   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc.                                                 | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003                 | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      4148 | NS      | $1156835.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG COMMON STOCK                                 | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    315223 | NS      | $3543597.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Masonite International Corporation                                        | MASONITE INTERNATIONAL CORP COMMON STOCK                      | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |      3564 | NS      | $287294.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corporation                                            | MARKFORGED HOLDING CORP COMMON STOCK USD.0001                 | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19815 | NS      | $22985.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc.                                                              | MARQETA INC COMMON STOCK USD.0001                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69889 | NS      | $427021.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0               | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     50499 | NS      | $4470926.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                        | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      9060 | NS      | $764584.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prothena Corporation Public Limited Company                               | PROTHENA CORP PLC COMMON STOCK USD.01                         | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5747 | NS      | $346256.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                                               | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0                | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     10263 | NS      | $1890752.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                  | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01            | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      8999 | NS      | $1211175.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                         | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     56748 | NS      | $9390659.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                                               | MASTEC INC COMMON STOCK USD.1                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     13847 | NS      | $1181564.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                                   | MASTERCARD INC COMMON STOCK USD.0001                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     96736 | NS      | $33638009.28  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                                      | SFL CORP LTD COMMON STOCK USD.01                              | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     18150 | NS      | $167343.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                        | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001         | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22064 | NS      | $1160787.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                                               | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     31363 | NS      | $4669637.07   | 0.07%             |  |  |  | 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        |     10726 | NS      | $330575.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc.                                            | MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      2983 | NS      | $77170.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                                                 | MATADOR RESOURCES CO COMMON STOCK USD.01                      | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44390 | NS      | $2540883.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Odakyu Electric Railway Co. Ltd.                                          | ODAKYU ELECTRIC RAILWAY CO LTD COMMON STOCK                   | CUSIP: 665610002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44979 | NS      | $582497.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                      | OBAYASHI CORP COMMON STOCK                                    | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     99015 | NS      | $747918.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc.                                                          | MATCH GROUP INC COMMON STOCK                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     31607 | NS      | $1311374.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                                      | MATERION CORP COMMON STOCK                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      3246 | NS      | $284057.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                                            | PENTAIR PLC COMMON STOCK USD.01                               | CUSIP: G7S00T104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19297 | NS      | $867979.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.                                    | SAPIENS INTERNATIONAL CORP NV COMMON STOCK EUR.01             | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5017 | NS      | $92714.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corporation                                               | NISSAN CHEMICAL CORP COMMON STOCK                             | CUSIP: 664158003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19400 | NS      | $845979.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                            | NISSIN FOODS HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 664176005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9575 | NS      | $758286.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corporation                                                  | OJI HOLDINGS CORP COMMON STOCK                                | CUSIP: 665770004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    123738 | NS      | $499776.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                | NORTHERN TRUST CORP COMMON STOCK USD1.667                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     23861 | NS      | $2111459.89   | 0.03%             |  |  |  | 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        |      7340 | NS      | $499120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                          | SIRIUSPOINT LTD COMMON STOCK USD.1                            | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     15332 | NS      | $90458.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corporation                                                   | NITTO DENKO CORP COMMON STOCK                                 | CUSIP: 664180007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21687 | NS      | $1249056.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corporation                                                        | YAMAHA CORP COMMON STOCK                                      | CUSIP: 664238003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21473 | NS      | $796815.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corporation                                                       | OLYMPUS CORP COMMON STOCK                                     | CUSIP: 665880001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    186308 | NS      | $3286022.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                         | OMRON CORP COMMON STOCK                                       | CUSIP: 665942009<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     28318 | NS      | $1368546.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMART Global Holdings Inc.                                                | SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: G8232Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7834 | NS      | $116569.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                              | STONECO LTD COMMON STOCK USD.000079365                        | CUSIP: G85158106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     44560 | NS      | $420646.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI Inc.                                                      | MINEBEA MITSUMI INC COMMON STOCK                              | CUSIP: 664240009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55400 | NS      | $820810.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                  | NIPPON STEEL CORP COMMON STOCK                                | CUSIP: 664256005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    123200 | NS      | $2137658.55   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Textainer Group Holdings Limited                                          | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01              | CUSIP: G8766E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6753 | NS      | $209410.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc.                                                 | THERAVANCE BIOPHARMA INC COMMON STOCK                         | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     10410 | NS      | $116800.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                               | ONO PHARMACEUTICAL CO LTD COMMON STOCK                        | CUSIP: 666010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55200 | NS      | $1290221.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                          | ORIX CORP COMMON STOCK                                        | CUSIP: 666114004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    182283 | NS      | $2917740.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northfield Bancorp Inc.                                                   | NORTHFIELD BANCORP INC COMMON STOCK USD.01                    | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7144 | NS      | $112375.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc.                                                      | RIOT BLOCKCHAIN INC COMMON STOCK                              | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24907 | NS      | $84434.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nissan Motor Co. Ltd.                                                     | NISSAN MOTOR CO LTD COMMON STOCK                              | CUSIP: 664286002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    354076 | NS      | $1108053.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                      | NOMURA HOLDINGS INC COMMON STOCK                              | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    443813 | NS      | $1644537.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies Public Limited Company                                 | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0                    | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     26387 | NS      | $4435390.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corporation                                                      | RITE AID CORP COMMON STOCK                                    | CUSIP: 767754872<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9260 | NS      | $30928.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Getinge AB                                                                | GETINGE AB COMMON STOCK SEK.5                                 | CUSIP: 769835901<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     34887 | NS      | $725321.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                             | NIPPON YUSEN KK COMMON STOCK                                  | CUSIP: 664396009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73875 | NS      | $1742020.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                                  | NITORI HOLDINGS CO LTD COMMON STOCK NPV                       | CUSIP: 664480902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12211 | NS      | $1595519.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Robert Half International Inc.                                            | ROBERT HALF INTERNATIONAL INC COMMON STOCK USD.001            | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12768 | NS      | $942661.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc.                                                       | ROCKET LAB USA INC COMMON STOCK USD.0001                      | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34940 | NS      | $131723.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd.                                                                 | NICE LTD COMMON STOCK ILS1.0                                  | CUSIP: 664713906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9690 | NS      | $1864143.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                          | PACKAGING CORP OF AMERICA COMMON STOCK USD.01                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     10911 | NS      | $1395626.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                                               | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      8378 | NS      | $163957.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc.                                                  | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0                   | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     13023 | NS      | $3354334.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                                           | PACWEST BANCORP COMMON STOCK                                  | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     27667 | NS      | $634957.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc.                                                     | PACTIV EVERGREEN INC COMMON STOCK                             | CUSIP: 69526K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7145 | NS      | $81167.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina                                                                    | GECINA SA REIT EUR7.5                                         | CUSIP: 774246904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7008 | NS      | $713974.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocky Brands Inc.                                                         | ROCKY BRANDS INC COMMON STOCK                                 | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1251 | NS      | $29548.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                                            | PAGERDUTY INC COMMON STOCK USD.000005                         | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13680 | NS      | $363340.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Company                                                | WEST JAPAN RAILWAY CO COMMON STOCK                            | CUSIP: 695799908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33525 | NS      | $1455632.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TETRA Technologies Inc.                                                   | TETRA TECHNOLOGIES INC COMMON STOCK USD.01                    | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20490 | NS      | $70895.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                                           | TETRA TECH INC COMMON STOCK USD.01                            | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     12443 | NS      | $1806599.17   | 0.03%             |  |  |  | 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        |      3882 | NS      | $175311.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                                 | PAN AMERICAN SILVER CORP RTS EXP 22FEB29                      | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     54671 | NS      | $31217.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Limited                                                  | WOOLWORTHS GROUP LTD COMMON STOCK                             | CUSIP: 698123908<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    185143 | NS      | $4227817.18   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                                    | YAKULT HONSHA CO LTD COMMON STOCK                             | CUSIP: 698511003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19603 | NS      | $1276107.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | YAMAHA MOTOR CO LTD COMMON STOCK                              | CUSIP: 698526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45413 | NS      | $1026391.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                      | ASTELLAS PHARMA INC COMMON STOCK                              | CUSIP: 698538006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    280047 | NS      | $4258290.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc.                                             | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     19735 | NS      | $1190217.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    103572 | NS      | $17112165.84  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corporation                                                         | AZBIL CORP COMMON STOCK                                       | CUSIP: 698554003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17500 | NS      | $439376.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co. Ltd.                                                  | YAMATO HOLDINGS CO LTD COMMON STOCK                           | CUSIP: 698556008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43493 | NS      | $689201.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc.                                                      | TEXAS ROADHOUSE INC COMMON STOCK USD.001                      | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26401 | NS      | $2401170.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                              | TEXTRON INC COMMON STOCK USD.125                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     23940 | NS      | $1694952.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YASKAWA Electric Corporation                                              | YASKAWA ELECTRIC CORP COMMON STOCK                            | CUSIP: 698604006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36610 | NS      | $1168057.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP COMMON STOCK                           | CUSIP: 698642006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34792 | NS      | $552182.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TG Therapeutics Inc.                                                      | TG THERAPEUTICS INC COMMON STOCK USD.001                      | CUSIP: 88322Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21714 | NS      | $256876.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                                                 | BEAUTY HEALTH CO/THE COMMON STOCK USD.0001                    | CUSIP: 88331L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16045 | NS      | $146009.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                                       | ODP CORP/THE COMMON STOCK USD.01                              | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6448 | NS      | $293641.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The ONE Group Hospitality Inc.                                            | ONE GROUP HOSPITALITY INC/THE COMMON STOCK USD.0001           | CUSIP: 88338K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $24733.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                                      | PAYONEER GLOBAL INC COMMON STOCK USD.01                       | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34784 | NS      | $190268.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                                                | PEABODY ENERGY CORP COMMON STOCK                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     18835 | NS      | $497620.70    | 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        |      3086 | NS      | $93382.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                                         | RYMAN HOSPITALITY PROPERTIES I REIT USD.01                    | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8604 | NS      | $703635.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                                                        | SandT BANCORP INC COMMON STOCK USD2.5                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6129 | NS      | $209489.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                                         | SandP GLOBAL INC COMMON STOCK USD1.0                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     38631 | NS      | $12939067.14  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                            | SBA COMMUNICATIONS CORP REIT USD.01                           | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12208 | NS      | $3422024.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                                                   | SEI INVESTMENTS CO COMMON STOCK USD.01                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     24065 | NS      | $1402989.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                                 | SJW GROUP COMMON STOCK USD.001                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4373 | NS      | $355043.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                                     | SL GREEN REALTY CORP REIT USD.01                              | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15105 | NS      | $509340.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The RealReal Inc.                                                         | REALREAL INC/THE COMMON STOCK USD.00001                       | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15371 | NS      | $19213.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                                          | ULTA BEAUTY INC COMMON STOCK USD.01                           | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5915 | NS      | $2774549.05   | 0.04%             |  |  |  | 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        |      7265 | NS      | $240834.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                                               | UMPQUA HOLDINGS CORP COMMON STOCK                             | CUSIP: 904214103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50975 | NS      | $909903.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                                         | UNDER ARMOUR INC COMMON STOCK USD.000333                      | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     44314 | NS      | $450230.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                                         | UNDER ARMOUR INC COMMON STOCK USD.000333                      | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     46271 | NS      | $412737.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                                      | WILLIAMS-SONOMA INC COMMON STOCK USD.01                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     15667 | NS      | $1800451.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                                             | WINGSTOP INC COMMON STOCK USD.01                              | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     11829 | NS      | $1627906.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                                             | NN GROUP NV COMMON STOCK                                      | CUSIP: BNG8PQ901<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     42553 | NS      | $1740085.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                            | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33               | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     93055 | NS      | $1545280.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                 | ARGENX SE COMMON STOCK                                        | CUSIP: BNHKYX908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      8398 | NS      | $3152656.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Limited                                             | CAPITALAND INVESTMENT LTD/SING COMMON STOCK                   | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    396784 | NS      | $1096589.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinnevik AB                                                               | KINNEVIK AB COMMON STOCK SEK.1                                | CUSIP: BNKF60908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     37014 | NS      | $509466.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                    | MELROSE INDUSTRIES PLC COMMON STOCK                           | CUSIP: BNR5MZ908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    618377 | NS      | $996269.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                           | LOTTERY CORP LTD/THE COMMON STOCK                             | CUSIP: BNRQW7903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    339471 | NS      | $1034735.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Limited                                                   | ENDEAVOUR GROUP LTD/AUSTRALIA COMMON STOCK                    | CUSIP: BNVS14905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    218527 | NS      | $951012.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                | UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0                 | CUSIP: BNZGVV904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    110630 | NS      | $2675327.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                 | SHELL PLC COMMON STOCK EUR.07                                 | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1107956 | NS      | $31234184.90  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Acciona Energias Renovables SA                                | CORP ACCIONA ENERGIAS RENOVABL COMMON STOCK                   | CUSIP: BP7L89904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     10043 | NS      | $388067.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpine Immune Sciences Inc.                                               | ALPINE IMMUNE SCIENCES INC COMMON STOCK USD.001               | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      2996 | NS      | $22020.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                                                 | ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001                | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3538 | NS      | $46666.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc.                                                   | ALTAIR ENGINEERING INC COMMON STOCK                           | CUSIP: 021369103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8346 | NS      | $379492.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                                                     | ALTO INGREDIENTS INC COMMON STOCK USD.001                     | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     12089 | NS      | $34816.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                                             | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001             | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     10448 | NS      | $624268.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    204574 | NS      | $9351077.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                       | ABBOTT LABORATORIES COMMON STOCK                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    198645 | NS      | $21809234.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                                                     | ALTUS MIDSTREAM CO COMMON STOCK USD.0001                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2846 | NS      | $94145.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Altus Power Inc.                                                          | ALTUS POWER INC COMMON STOCK USD.0001                         | CUSIP: 02217A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6869 | NS      | $44785.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                                               | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $51102.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                                           | AMAZON.COM INC COMMON STOCK USD.01                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1004827 | NS      | $84405468.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                               | ABBVIE INC COMMON STOCK USD.01                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    200450 | NS      | $32394724.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc.                                                  | ABCELLERA BIOLOGICS INC COMMON STOCK                          | CUSIP: 00288U106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     33171 | NS      | $336022.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc.                                                | AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      7266 | NS      | $126719.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                                             | AMEDISYS INC COMMON STOCK USD.001                             | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7631 | NS      | $637493.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                                       | AVIAT NETWORKS INC COMMON STOCK USD.01                        | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1804 | NS      | $56266.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc.                                                      | AVID TECHNOLOGY INC COMMON STOCK USD.01                       | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      5801 | NS      | $154248.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                                      | AMERANT BANCORP INC COMMON STOCK USD.1                        | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $120994.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                        | AMEREN CORP COMMON STOCK USD.01                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     29541 | NS      | $2626785.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc.                                                     | AVID BIOSERVICES INC COMMON STOCK USD.001                     | CUSIP: 05368M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9736 | NS      | $134064.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                                        | AVIENT CORP COMMON STOCK USD.01                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     34677 | NS      | $1170695.52   | 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        |      5100 | NS      | $291414.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo                                                                    | DIAGEO PLC COMMON STOCK GBP.2893518                           | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    347287 | NS      | $15201396.35  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AvidXchange Holdings Inc.                                                 | AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23675 | NS      | $235329.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                                                  | AVIDITY BIOSCIENCES INC COMMON STOCK                          | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8381 | NS      | $185974.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                                              | AMERICAN AIRLINES GROUP INC COMMON STOCK                      | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75534 | NS      | $960792.48    | 0.01%             |  |  |  | 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        |      7914 | NS      | $209721.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                                    | AVIS BUDGET GROUP INC COMMON STOCK USD.01                     | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5843 | NS      | $957842.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                                        | AVISTA CORP COMMON STOCK                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     11578 | NS      | $513368.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                                           | SLM CORP COMMON STOCK USD.2                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58759 | NS      | $975399.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO COMMON STOCK USD.01                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     19400 | NS      | $675702.00    | 0.01%             |  |  |  | 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        |     18063 | NS      | $141252.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC Public Limited Company                                                | DCC PLC COMMON STOCK EUR.25                                   | CUSIP: 024249906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15053 | NS      | $740184.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet Inc.                                                                | AVNET INC COMMON STOCK USD1.0                                 | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     21493 | NS      | $893678.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC HOLDINGS PLC COMMON STOCK USD.5                          | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   3045513 | NS      | $18874670.32  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc.                                                 | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5253 | NS      | $416878.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                                               | AXOGEN INC COMMON STOCK USD.01                                | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6492 | NS      | $64790.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company Inc.                                      | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     58006 | NS      | $5507669.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                                            | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01             | CUSIP: 02553E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24936 | NS      | $348106.56    | 0.01%             |  |  |  | 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        |      5783 | NS      | $742710.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                                                       | SP PLUS CORP COMMON STOCK USD.001                             | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      3287 | NS      | $114124.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp.                                                    | HYLIION HOLDINGS CORP COMMON STOCK USD.0001                   | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23068 | NS      | $53979.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group Public Limited Company                                     | KINGSPAN GROUP PLC COMMON STOCK EUR.13                        | CUSIP: 449123900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     23553 | NS      | $1275250.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                      | AXON ENTERPRISE INC COMMON STOCK USD.00001                    | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15877 | NS      | $2634470.61   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                                                  | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      5068 | NS      | $390894.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                                     | SPX TECHNOLOGIES INC COMMON STOCK                             | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      7009 | NS      | $460140.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                                       | SVB FINANCIAL GROUP COMMON STOCK USD.001                      | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      6792 | NS      | $1563110.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc.                                                       | AXOS FINANCIAL INC COMMON STOCK USD.01                        | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9176 | NS      | $350706.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc.                                                              | AXONICS MODULATION TECHNOLOGIE COMMON STOCK USD.0001          | CUSIP: 05465P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7828 | NS      | $489484.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                                          | BandG FOODS INC COMMON STOCK USD.01                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     11312 | NS      | $126128.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc.                                                          | BCB BANCORP INC COMMON STOCK                                  | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2436 | NS      | $43823.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc.                                                         | BGC PARTNERS INC COMMON STOCK USD.01                          | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     51519 | NS      | $194226.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                                         | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01            | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31721 | NS      | $2098661.36   | 0.03%             |  |  |  | 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        |     91139 | NS      | $1132857.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                                         | SABRE CORP COMMON STOCK USD.01                                | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52541 | NS      | $324703.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc.                                       | HYSTER-YALE MATERIALS HANDLING COMMON STOCK USD.01            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1841 | NS      | $46595.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc.                                                                  | IAA INC COMMON STOCK USD.01                                   | CUSIP: 449253103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31415 | NS      | $1256600.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                                             | SAFEHOLD INC REIT USD.01                                      | CUSIP: 78645L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4409 | NS      | $126185.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                                               | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01                | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2233 | NS      | $188152.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                                    | ICF INTERNATIONAL INC COMMON STOCK USD.001                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2930 | NS      | $290216.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                                          | ICU MEDICAL INC COMMON STOCK USD.1                            | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4731 | NS      | $745037.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                                      | BRT APARTMENTS CORP REIT USD3.0                               | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1989 | NS      | $39063.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial Inc.                                                   | B. RILEY FINANCIAL INC COMMON STOCK USD.0001                  | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3320 | NS      | $113544.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                                         | IES HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1427 | NS      | $50758.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc.                                                         | HYZON MOTORS INC COMMON STOCK                                 | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15528 | NS      | $24068.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sage Therapeutics Inc.                                                    | SAGE THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      8368 | NS      | $319155.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                                                 | SAIA INC COMMON STOCK USD.001                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     10465 | NS      | $2194301.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                                                   | CRESCENT ENERGY INC COMMON STOCK USD.0001                     | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5372 | NS      | $64410.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc.                                                      | IGM BIOSCIENCES INC COMMON STOCK USD.01                       | CUSIP: 449585108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $29835.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                                       | ST JOE CO/THE COMMON STOCK                                    | CUSIP: 790148100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5463 | NS      | $211144.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                           | SALESFORCE.COM INC COMMON STOCK USD.001                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    112802 | NS      | $14956417.18  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC GROUP NV COMMON STOCK                                     | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     38150 | NS      | $2456298.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corporation                                                 | IPG PHOTONICS CORP COMMON STOCK USD.0001                      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      7551 | NS      | $714853.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                                       | WINMARK CORP COMMON STOCK                                     | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $106123.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                                 | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4749 | NS      | $250272.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                                                 | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      4772 | NS      | $446993.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc.                                                                | ISTAR INC REIT USD.001                                        | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     11179 | NS      | $85295.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                                            | WINTRUST FINANCIAL CORP COMMON STOCK                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     14271 | NS      | $1206184.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                                           | WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     22254 | NS      | $121284.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                                                  | ITT INC COMMON STOCK USD1.0                                   | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     19422 | NS      | $1575124.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                                              | IDACORP INC COMMON STOCK                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     11874 | NS      | $1280610.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                                            | CREE INC COMMON STOCK USD.00125                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     29171 | NS      | $2013965.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                                               | ZIMVIE INC COMMON STOCK USD.01                                | CUSIP: 98888T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3627 | NS      | $33876.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc.                                                             | ICOSAVAX INC COMMON STOCK USD.0001                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3656 | NS      | $29028.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                         | HANNOVER RUECK SE COMMON STOCK                                | CUSIP: 451180905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      9197 | NS      | $1814638.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEAYA Biosciences Inc.                                                   | IDEAYA BIOSCIENCES INC COMMON STOCK                           | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6864 | NS      | $124718.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                                          | IDEX CORP COMMON STOCK USD.01                                 | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      8505 | NS      | $1941946.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                                            | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      5839 | NS      | $1497177.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc.                                             | ZENTALIS PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7603 | NS      | $153124.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                                   | IDEXX LABORATORIES INC COMMON STOCK USD.1                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      9492 | NS      | $3872356.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc.                                                              | IDENTIV INC COMMON STOCK USD.001                              | CUSIP: 45170X205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3883 | NS      | $28112.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                                           | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      5904 | NS      | $27158.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                                               | INGLES MARKETS INC COMMON STOCK USD.05                        | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2272 | NS      | $219157.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                                | ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001                | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17573 | NS      | $143571.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                               | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     23996 | NS      | $3059490.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                                    | INGREDION INC COMMON STOCK USD.01                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     15396 | NS      | $1507730.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc.                                                              | INHIBRX INC COMMON STOCK USD.0001                             | CUSIP: 45720L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5114 | NS      | $126008.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association                                 | ZIONS BANCORP NA COMMON STOCK USD.001                         | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16384 | NS      | $805437.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                               | ZOETIS INC COMMON STOCK USD.01                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     53144 | NS      | $7788253.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                                                         | ZIPRECRUITER INC COMMON STOCK USD.00001                       | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12115 | NS      | $198928.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                                               | ZUMIEZ INC COMMON STOCK                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2707 | NS      | $58850.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                                | BOLLORE SA COMMON STOCK EUR.16                                | CUSIP: 457270007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    134997 | NS      | $754417.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIOBANCA - Banca di Credito finanziario S.P.A.                          | MEDIOBANCA BANCA DI CREDITO FI COMMON STOCK EUR.5             | CUSIP: 457481000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     92321 | NS      | $887118.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                                    | ZURN WATER SOLUTIONS CORP COMMON STOCK USD.01                 | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     19868 | NS      | $420208.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc.                                                                | ZUORA INC COMMON STOCK                                        | CUSIP: 98983V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19825 | NS      | $126087.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                                                  | INSIGHT ENTERPRISES INC COMMON STOCK USD.01                   | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5019 | NS      | $503255.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                                       | INSMED INC COMMON STOCK USD.01                                | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21173 | NS      | $423036.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                                                  | AQUA AMERICA INC COMMON STOCK USD.5                           | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56055 | NS      | $2675505.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                                                 | ESSEX PROPERTY TRUST INC REIT USD.0001                        | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7472 | NS      | $1583466.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc.                                                                | ZYNEX INC COMMON STOCK USD.001                                | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3544 | NS      | $49297.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA ZOGENIX INC COMMON STOCK                                           | CONTRA ZOGENIX INC COMMON STOCK                               | CUSIP: 989CVR014<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9475 | NS      | $18950.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Innovid Corp.                                                             | INNOVID CORP COMMON STOCK USD.0001                            | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12762 | NS      | $21823.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                                             | INNOSPEC INC COMMON STOCK USD.01                              | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $403828.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                                                | ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01                 | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3601 | NS      | $95138.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                                                 | ETSY INC COMMON STOCK USD.001                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     14108 | NS      | $1689856.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc.                                              | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 457730109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4511 | NS      | $1136230.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc.                                               | INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 45773H201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40545 | NS      | $63250.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BASF SE                                                                   | BASF SE COMMON STOCK                                          | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    140086 | NS      | $6897637.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                           | D'IETEREN GROUP COMMON STOCK                                  | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      3796 | NS      | $728500.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E2open Parent Holdings Inc.                                               | E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31981 | NS      | $187728.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                                                    | EURONET WORLDWIDE INC COMMON STOCK USD.02                     | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     11065 | NS      | $1044314.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                                   | INSTEEL INDUSTRIES INC COMMON STOCK                           | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3068 | NS      | $84431.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                                            | INSPERITY INC COMMON STOCK USD.01                             | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14162 | NS      | $1608803.20   | 0.02%             |  |  |  | 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        |      4052 | NS      | $50447.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc.                                                           | EVENTBRITE INC COMMON STOCK USD.00001                         | CUSIP: 29975E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $74422.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                                             | EVERCORE INC COMMON STOCK USD.01                              | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8391 | NS      | $915290.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                                         | EVERCOMMERCE INC COMMON STOCK USD.00001                       | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4148 | NS      | $30861.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc.                                                 | INSTRUCTURE HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2688 | NS      | $63006.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                                               | INOGEN INC COMMON STOCK USD.001                               | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      3792 | NS      | $74740.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                                       | MAPLETREE COMMERCIAL TRUST REIT                               | CUSIP: ACI00LNQ6<br>LEI: 549300BF18K4IC5LZ208 | Long             | EC               | CORP              | SG        |    359200 | NS      | $448798.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                                | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     46003 | NS      | $4301343.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Everbridge Inc.                                                           | EVERBRIDGE INC COMMON STOCK USD.001                           | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      6382 | NS      | $188779.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                                       | EVERI HOLDINGS INC COMMON STOCK USD.001                       | CUSIP: 30034T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13945 | NS      | $200110.75    | 0.00%             |  |  |  | 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        |      3820 | NS      | $326992.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                                             | INNOVIVA INC COMMON STOCK                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     10188 | NS      | $134991.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                                               | EVERGY INC COMMON STOCK                                       | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25661 | NS      | $1614846.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc.                                                              | EVERTEC INC COMMON STOCK USD.01                               | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      9854 | NS      | $319072.52    | 0.00%             |  |  |  | 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        |      4447 | NS      | $450703.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                                                             | INSEEGO CORP COMMON STOCK                                     | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     15363 | NS      | $12943.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc.                                               | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001              | CUSIP: 45782N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3720 | NS      | $47132.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc.                                                               | INOTIV INC COMMON STOCK                                       | CUSIP: 45783Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2885 | NS      | $14251.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     39578 | NS      | $3318219.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                                            | EVERQUOTE INC COMMON STOCK USD.001                            | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2762 | NS      | $40711.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                    | BKW AG COMMON STOCK CHF2.5                                    | CUSIP: ACI00WIH8<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      3221 | NS      | $440706.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING NV COMMON STOCK EUR.09                           | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     61995 | NS      | $33802875.17  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Matson Inc.                                                               | MATSON INC COMMON STOCK                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5894 | NS      | $368433.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                                               | MATTEL INC COMMON STOCK USD1.0                                | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     83231 | NS      | $1484841.04   | 0.02%             |  |  |  | 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        |     14657 | NS      | $37961.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolent Health Inc.                                                       | EVOLENT HEALTH INC COMMON STOCK USD.01                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     13117 | NS      | $368325.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc.                                                           | MATTERPORT INC COMMON STOCK USD.0001                          | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36274 | NS      | $101567.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                                        | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      4919 | NS      | $149734.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                             | COLOPLAST A/S COMMON STOCK DKK1.                              | CUSIP: ACI04G724<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     18119 | NS      | $2122688.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                             | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     31984 | NS      | $610056.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MaxLinear Inc.                                                            | MAXLINEAR INC COMMON STOCK                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     11727 | NS      | $398131.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                                              | MAXCYTE INC COMMON STOCK NPV                                  | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14299 | NS      | $78072.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                            | COMMERZBANK AG COMMON STOCK                                   | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    162357 | NS      | $1517975.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                         | DASSAULT SYSTEMES SE COMMON STOCK EUR.1                       | CUSIP: BM8H5Y907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    101659 | NS      | $3655622.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                         | NATWEST GROUP PLC COMMON STOCK GBP1.0769                      | CUSIP: BM8PJY904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    810572 | NS      | $2585100.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion Plc                                                     | JD SPORTS FASHION PLC COMMON STOCK GBP.0025                   | CUSIP: BM8Q5M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    393352 | NS      | $597747.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc.                                                   | MAXAR TECHNOLOGIES INC COMMON STOCK                           | CUSIP: 57778K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11894 | NS      | $615395.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                                              | MAXIMUS INC COMMON STOCK                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     23877 | NS      | $1750900.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampol Limited                                                             | AMPOL LTD COMMON STOCK                                        | CUSIP: BM9120908<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     36346 | NS      | $698658.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                         | EPIROC AB COMMON STOCK SEK.412413                             | CUSIP: BMD58R909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    100512 | NS      | $1830233.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick and Company Incorporated                                        | MCCORMICK and CO INC/MD COMMON STOCK                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     28777 | NS      | $2385325.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     83309 | NS      | $21954420.77  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                          | MCGRATH RENTCORP COMMON STOCK                                 | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3831 | NS      | $378272.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                            | COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK                   | CUSIP: 621503002<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    259518 | NS      | $18024774.25  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                                    | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     56618 | NS      | $4468609.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc.                                                           | CYBERAGENT INC COMMON STOCK                                   | CUSIP: 622050904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65600 | NS      | $584022.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                         | EPIROC AB COMMON STOCK SEK.412413                             | CUSIP: BMD58W908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     59478 | NS      | $956834.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | STELLANTIS NV COMMON STOCK EUR.01                             | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    335652 | NS      | $4769733.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                        | RAKUTEN INC COMMON STOCK                                      | CUSIP: 622959906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    133205 | NS      | $600364.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle and Carriage Limited                                        | JARDINE CYCLE and CARRIAGE LTD COMMON STOCK                   | CUSIP: 624226007<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     15100 | NS      | $322411.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBRACER GROUP AB COMMON STOCK SEK.0013                                   | EMBRACER GROUP AB COMMON STOCK SEK.0013                       | CUSIP: BMDTR7900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     99127 | NS      | $450031.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| EXOR N.V.                                                                 | EXOR NV COMMON STOCK EUR.01                                   | CUSIP: BMJ182907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     16540 | NS      | $1210964.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Movado Group Inc.                                                         | MOVADO GROUP INC COMMON STOCK USD.01                          | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2530 | NS      | $81592.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                                    | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    179956 | NS      | $1315371.26   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                               | INFORMA PLC COMMON STOCK GBP.001                              | CUSIP: BMJ6DW904<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    221165 | NS      | $1649838.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                | DAVIDE CAMPARI-MILANO NV COMMON STOCK EUR.05                  | CUSIP: BMQ5W1905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     79724 | NS      | $809381.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc.                                                   | MUELLER INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8889 | NS      | $524451.00    | 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        |     24920 | NS      | $268139.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                                                     | MR COOPER GROUP INC COMMON STOCK USD.01                       | CUSIP: 62482R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11033 | NS      | $442754.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corporation                                                          | KDDI CORP COMMON STOCK                                        | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    246043 | NS      | $7461718.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                            | ING GROEP NV COMMON STOCK EUR.01                              | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    574579 | NS      | $6999031.77   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisetech Global Limited                                                   | WISETECH GLOBAL LTD COMMON STOCK                              | CUSIP: BZ8GX8906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22401 | NS      | $770424.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                          | DAIFUKU CO LTD COMMON STOCK                                   | CUSIP: 625002001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15400 | NS      | $717857.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                         | DAITO TRUST CONSTRUCTION CO LT COMMON STOCK                   | CUSIP: 625050000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9411 | NS      | $963524.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                    | DAIKIN INDUSTRIES LTD COMMON STOCK                            | CUSIP: 625072004<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     37997 | NS      | $5764657.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                              | DAI NIPPON PRINTING CO LTD COMMON STOCK                       | CUSIP: 625090006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33873 | NS      | $680493.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                          | DELIVERY HERO SE COMMON STOCK                                 | CUSIP: BZCNB4909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     25932 | NS      | $1244469.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE COMMON STOCK EUR.02                            | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20395 | NS      | $241272.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                             | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                      | CUSIP: 625136007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     91466 | NS      | $2107032.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | DAIWA SECURITIES GROUP INC COMMON STOCK                       | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    203508 | NS      | $899261.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                | ARISTOCRAT LEISURE LTD COMMON STOCK                           | CUSIP: 625398904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     91291 | NS      | $1881124.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MultiPlan Corporation                                                     | MULTIPLAN CORP COMMON STOCK                                   | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60963 | NS      | $70107.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                                             | ADIENT PLC COMMON STOCK USD.001                               | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     37495 | NS      | $1300701.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                                              | ALKERMES PLC COMMON STOCK USD.01                              | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     26138 | NS      | $682985.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                      | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17400 | NS      | $548454.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                    | MURPHY OIL CORP COMMON STOCK USD1.0                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     57914 | NS      | $2490881.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                                           | ALLEGION PLC COMMON STOCK USD.01                              | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10175 | NS      | $1071020.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                                                 | AMCOR PLC COMMON STOCK USD.01                                 | CUSIP: G0250X107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    167573 | NS      | $1995794.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES and CLEARING COMMON STOCK                 | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    183671 | NS      | $7892386.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.                                   | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   1240495 | NS      | $6671557.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                          | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    381305 | NS      | $5421951.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                | TEMENOS AG COMMON STOCK CHF5.0                                | CUSIP: 714789906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9699 | NS      | $533573.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambarella Inc.                                                            | AMBARELLA INC COMMON STOCK USD.00045                          | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5888 | NS      | $484170.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                         | SONOVA HOLDING AG COMMON STOCK CHF.05                         | CUSIP: 715603908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      8190 | NS      | $1945113.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PetMed Express Inc.                                                       | PETMED EXPRESS INC COMMON STOCK USD.001                       | CUSIP: 716382106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3335 | NS      | $59029.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc.                                                                | PETIQ INC COMMON STOCK USD.001                                | CUSIP: 71639T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4816 | NS      | $44403.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    636074 | NS      | $32592431.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc.                                                               | PFSWEB INC COMMON STOCK USD.001                               | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3022 | NS      | $18585.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                    | CREDIT SUISSE GROUP AG COMMON STOCK CHF.04                    | CUSIP: 717158901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    549364 | NS      | $1640097.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Phathom Pharmaceuticals Inc.                                              | PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3757 | NS      | $42153.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corporation                                          | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      3632 | NS      | $48705.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                           | WABTEC CORP COMMON STOCK USD.01                               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     20555 | NS      | $2051594.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                                             | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01              | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     80897 | NS      | $3022311.92   | 0.04%             |  |  |  | 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        |      4941 | NS      | $387769.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Limited                                                 | GENTING SINGAPORE LTD COMMON STOCK USD.1                      | CUSIP: 933GHH903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    922321 | NS      | $658221.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolverine World Wide Inc.                                                 | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0                  | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     12601 | NS      | $137728.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                 | WOODSIDE PETROLEUM LTD COMMON STOCK                           | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    289597 | NS      | $7013517.14   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc.                                                             | WOODWARD INC COMMON STOCK USD.00292                           | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     14129 | NS      | $1365002.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc.                                                      | WORKHORSE GROUP INC COMMON STOCK USD.001                      | CUSIP: 98138J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25385 | NS      | $38585.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Workiva Inc.                                                              | WORKIVA INC COMMON STOCK USD.001                              | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7643 | NS      | $641782.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                                              | WORLD ACCEPTANCE CORP COMMON STOCK                            | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $44509.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury NZ Limited                                                        | MERCURY NZ LTD COMMON STOCK                                   | CUSIP: ACI05YT61<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    105396 | NS      | $372336.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage and Food Limited                                         | SUNTORY BEVERAGE and FOOD LTD COMMON STOCK                    | CUSIP: ACI0690K5<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     21159 | NS      | $720510.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0               | CUSIP: ACI06R7K8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     79615 | NS      | $10322874.79  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                       | CNH INDUSTRIAL NV COMMON STOCK EUR.01                         | CUSIP: ACI06WQZ3<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    156073 | NS      | $2503721.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co.Ltd.                                               | IIDA GROUP HOLDINGS CO LTD COMMON STOCK                       | CUSIP: ACI06XDV4<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22000 | NS      | $334026.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                            | MONCLER SPA COMMON STOCK NPV                                  | CUSIP: ACI07BQ96<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     31306 | NS      | $1663501.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolus Inc.                                                               | EVOLUS INC COMMON STOCK USD.00001                             | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5845 | NS      | $43895.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                                                 | EVGO INC COMMON STOCK USD.0001                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11194 | NS      | $50037.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evoqua Water Technologies Corp.                                           | EVOQUA WATER TECHNOLOGIES CORP COMMON STOCK USD.01            | CUSIP: 30057T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18863 | NS      | $746974.80    | 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        |      3006 | NS      | $75300.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                        | PUBLICIS GROUPE SA COMMON STOCK EUR.4                         | CUSIP: 438042905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     34846 | NS      | $2226042.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Honest Company Inc.                                                   | HONEST CO INC/THE COMMON STOCK USD.001                        | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11642 | NS      | $35042.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                              | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     76338 | NS      | $16359233.40  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc.                                                         | HOPE BANCORP INC COMMON STOCK USD.001                         | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18488 | NS      | $236831.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                                         | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001               | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6441 | NS      | $240700.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                                      | HORIZON BANCORP INC/IN COMMON STOCK                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      6838 | NS      | $103117.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                                                  | HORMEL FOODS CORP COMMON STOCK USD.01465                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     32901 | NS      | $1498640.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                                              | HOST HOTELS and RESORTS INC REIT USD.01                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     79164 | NS      | $1270582.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc.                                                       | HOSTESS BRANDS INC COMMON STOCK USD.0001                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21513 | NS      | $482751.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                                       | HOULIHAN LOKEY INC COMMON STOCK USD.001                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      7964 | NS      | $694142.24    | 0.01%             |  |  |  | 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        |       891 | NS      | $37493.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                                     | HOWMET AEROSPACE INC COMMON STOCK                             | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40947 | NS      | $1613721.27   | 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        |      5127 | NS      | $407545.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                      | HUBBELL INC COMMON STOCK USD.01                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     12613 | NS      | $2960018.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc.                                                  | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6824 | NS      | $69058.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                               | HUMANA INC COMMON STOCK USD.166                               | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14293 | NS      | $7320731.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. Hunt Transport Services Inc.                                         | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01            | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      9361 | NS      | $1632183.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                        | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    164444 | NS      | $2318660.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.2                           | CUSIP: ACI07GG13<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    252486 | NS      | $34291528.06  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | VODAFONE GROUP PLC COMMON STOCK USD.2095                      | CUSIP: ACI07KLY6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   4028076 | NS      | $4079300.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc.                                        | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4349 | NS      | $1003227.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                                               | HURON CONSULTING GROUP INC COMMON STOCK USD.01                | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3174 | NS      | $230432.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD N.V.                                                                 | IMCD NV COMMON STOCK EUR.16                                   | CUSIP: ACI08PVG2<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      8692 | NS      | $1243316.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03             | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    166373 | NS      | $4419038.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IDT Corporation                                                           | IDT CORP COMMON STOCK USD.01                                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2446 | NS      | $68903.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                 | KESKO OYJ COMMON STOCK                                        | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     41658 | NS      | $920482.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS GROUP AG COMMON STOCK CHF.1                               | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    510696 | NS      | $9491907.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                             | ASSA ABLOY AB COMMON STOCK SEK1.0                             | CUSIP: ACI0CQYQ0<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    152870 | NS      | $3288119.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rohm Company Limited                                                      | ROHM CO LTD COMMON STOCK                                      | CUSIP: 674720008<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |     13342 | NS      | $956479.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceaneering International Inc.                                            | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     16208 | NS      | $283477.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A.                                   | INFRASTRUTTURE WIRELESS ITALIA COMMON STOCK NPV               | CUSIP: ACI0CV4K5<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     51258 | NS      | $517101.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund. Inc.                                      | NOMURA REAL ESTATE MASTER FUND REIT                           | CUSIP: ACI0GQTT6<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       647 | NS      | $801563.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                        | POSTE ITALIANE SPA COMMON STOCK EUR1.0                        | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     79684 | NS      | $777434.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari N V                                                               | FERRARI NV COMMON STOCK EUR.01                                | CUSIP: ACI0JKHV4<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |     19225 | NS      | $4122577.41   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                                            | CONCORDIA FINANCIAL GROUP LTD COMMON STOCK                    | CUSIP: ACI0L13V8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    166046 | NS      | $693312.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                       | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    132477 | NS      | $7979214.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                        | ARCELORMITTAL COMMON STOCK                                    | CUSIP: ACI0V4RB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     80330 | NS      | $2119277.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag                                                         | ESSITY AB COMMON STOCK SEK3.35                                | CUSIP: ACI0V9407<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     92884 | NS      | $2432369.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                             | AROUNDTOWN SA COMMON STOCK EUR.01                             | CUSIP: ACI0XQVJ6<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    152379 | NS      | $354954.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                                | UMICORE SA COMMON STOCK                                       | CUSIP: ACI0Y2NL2<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     31944 | NS      | $1174893.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanFirst Financial Corp.                                                | OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9257 | NS      | $196711.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc.                                                   | OCULAR THERAPEUTIX INC COMMON STOCK USD.0001                  | CUSIP: 67576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12998 | NS      | $36524.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc.                                                               | OCUGEN INC COMMON STOCK USD.001                               | CUSIP: 67577C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36052 | NS      | $46867.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                                            | OFFICE PROPERTIES INCOME TRUST REIT USD.01                    | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8189 | NS      | $109323.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corporation                                                           | SMC CORP/JAPAN COMMON STOCK                                   | CUSIP: 676396005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8747 | NS      | $3652339.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SOFTBANK GROUP CORP COMMON STOCK                              | CUSIP: 677062903<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    183974 | NS      | $7780799.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| APi Group Corporation                                                     | API GROUP CORP COMMON STOCK                                   | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33208 | NS      | $624642.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Limited                                                            | Santos Ltd COMMON STOCK                                       | CUSIP: 677670002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    486182 | NS      | $2391137.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM Co. Ltd.                                                            | SECOM CO LTD COMMON STOCK                                     | CUSIP: 679159004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32055 | NS      | $1828988.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASGN Incorporated                                                         | ASGN INC COMMON STOCK USD.01                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     19568 | NS      | $1594400.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                               | ATandT INC COMMON STOCK USD1.0                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    807984 | NS      | $14874985.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcrest Mining Limited                                                   | NEWCREST MINING LTD COMMON STOCK                              | CUSIP: 663710002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    136219 | NS      | $1910104.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | NINTENDO CO LTD COMMON STOCK                                  | CUSIP: 663955003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    168390 | NS      | $7080222.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corporation                                                         | DENSO CORP COMMON STOCK                                       | CUSIP: 664038007<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     66095 | NS      | $3241286.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corporation                                                           | NEC CORP COMMON STOCK                                         | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     37484 | NS      | $1314534.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Limited                                                         | UOL GROUP LTD COMMON STOCK                                    | CUSIP: 691684005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     70870 | NS      | $356318.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                               | VENTURE CORP LTD COMMON STOCK                                 | CUSIP: 692737000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     42300 | NS      | $539163.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| P.A.M. Transportation Services Inc.                                       | PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01            | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $28619.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                                           | PBF ENERGY INC COMMON STOCK USD.001                           | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42306 | NS      | $1725238.68   | 0.02%             |  |  |  | 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        |      1763 | NS      | $82684.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                                               | PCB BANCORP COMMON STOCK                                      | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2205 | NS      | $39006.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corporation                                                | PCSB FINANCIAL CORP COMMON STOCK USD.01                       | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $50760.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc.                                                           | PDC ENERGY INC COMMON STOCK USD.01                            | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     21640 | NS      | $1373707.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc.                                                        | PDF SOLUTIONS INC COMMON STOCK USD.00015                      | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      4819 | NS      | $137437.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                                        | PDL BIOPHARMA INC COMMON STOCK USD.01                         | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     23030 | NS      | $26945.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | NIPPON PAINT HOLDINGS CO LTD COMMON STOCK                     | CUSIP: 664050002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    126500 | NS      | $993542.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                         | TAIYO NIPPON SANSO CORP COMMON STOCK                          | CUSIP: 664054004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26457 | NS      | $383240.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                        | PGandE CORP COMMON STOCK                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    191898 | NS      | $3120261.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                                         | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     36121 | NS      | $2497405.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST REIT USD.01                          | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26755 | NS      | $195043.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                                           | SERVICENOW INC COMMON STOCK USD.001                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     22899 | NS      | $8890994.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Shinyaku Co. Ltd.                                                  | NIPPON SHINYAKU CO LTD COMMON STOCK                           | CUSIP: 664056009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $425622.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Bank                                                            | NORTHEAST BANK COMMON STOCK USD1.0                            | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1189 | NS      | $50056.90     | 0.00%             |  |  |  | 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        |      7994 | NS      | $550866.54    | 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        |      6022 | NS      | $250093.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corporation                                                         | NIDEC CORP COMMON STOCK                                       | CUSIP: 664068004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68186 | NS      | $3508793.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc.                                                 | NISSHIN SEIFUN GROUP INC COMMON STOCK                         | CUSIP: 664096005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30200 | NS      | $379553.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharecare Inc.                                                            | SHARECARE INC COMMON STOCK USD.0001                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48585 | NS      | $77736.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                                     | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK                    | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      7828 | NS      | $124308.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                              | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     26720 | NS      | $6341457.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc.                                                        | SHOE CARNIVAL INC COMMON STOCK USD.01                         | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2766 | NS      | $66135.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                                | NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK                 | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    182316 | NS      | $5199379.84   | 0.08%             |  |  |  | No            |                  2 | 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        |     11655 | NS      | $79137.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ShockWave Medical Inc.                                                    | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001                    | CUSIP: 82489T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14184 | NS      | $2916372.24   | 0.04%             |  |  |  | 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        |     21536 | NS      | $531293.12    | 0.01%             |  |  |  | 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        |      3283 | NS      | $57222.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc.                                                          | SHOTSPOTTER INC COMMON STOCK                                  | CUSIP: 82536T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1477 | NS      | $49966.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                                                         | SHUTTERSTOCK INC COMMON STOCK USD.01                          | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3919 | NS      | $206609.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shyft Group Inc.                                                      | SHYFT GROUP INC/THE COMMON STOCK USD.01                       | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      5628 | NS      | $139912.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                                                     | TTM TECHNOLOGIES INC COMMON STOCK USD.001                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     16192 | NS      | $244175.36    | 0.00%             |  |  |  | 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        |      3567 | NS      | $40949.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc.                                                              | SI-BONE INC COMMON STOCK USD.0001                             | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5455 | NS      | $74188.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                                            | SIERRA BANCORP COMMON STOCK                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $55224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc.                                                       | SIGHT SCIENCES INC COMMON STOCK USD.001                       | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3832 | NS      | $46788.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                                            | SIGNATURE BANK/NEW YORK NY COMMON STOCK USD.01                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      7315 | NS      | $842834.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                                        | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01             | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     17821 | NS      | $1855700.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                                         | TALOS ENERGY INC COMMON STOCK                                 | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10650 | NS      | $201072.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                                                 | TANDEM DIABETES CARE INC COMMON STOCK                         | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     15101 | NS      | $678789.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc.                                        | TANGER FACTORY OUTLET CENTERS REIT USD.01                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     16213 | NS      | $290861.22    | 0.00%             |  |  |  | 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        |      7576 | NS      | $54926.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                                             | TAPESTRY INC COMMON STOCK USD.01                              | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     27473 | NS      | $1046171.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                        | TARGET CORP COMMON STOCK USD.0833                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     52709 | NS      | $7855749.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                     | TARGA RESOURCES CORP COMMON STOCK USD.001                     | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     26587 | NS      | $1954144.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                                  | TARGET HOSPITALITY CORP COMMON STOCK USD.0001                 | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4721 | NS      | $71475.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc.                                               | TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3116 | NS      | $45680.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                                          | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001            | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41997 | NS      | $1274608.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc.                                                           | TECHTARGET INC COMMON STOCK USD.001                           | CUSIP: 87874R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4390 | NS      | $193423.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                                                | TEGNA INC COMMON STOCK USD1.0                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     87965 | NS      | $1863978.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                                           | TEJON RANCH CO COMMON STOCK USD.5                             | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      3611 | NS      | $68031.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                                        | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      5348 | NS      | $2138718.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                                     | TELEFLEX INC COMMON STOCK USD1.0                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      5463 | NS      | $1363728.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                           | TELEFONICA SA COMMON STOCK EUR1.                              | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    792752 | NS      | $2869845.45   | 0.04%             |  |  |  | No            |                  2 | 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        |     16090 | NS      | $168784.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc.                                                            | TELLURIAN INC COMMON STOCK USD.01                             | CUSIP: 87968A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82385 | NS      | $138406.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                                         | TELOS CORP COMMON STOCK USD.001                               | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8664 | NS      | $44099.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc.                                           | TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     40156 | NS      | $1378555.48   | 0.02%             |  |  |  | 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        |     17625 | NS      | $672393.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP COMMON STOCK USD.05                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     25393 | NS      | $1238924.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                                           | TENNANT CO COMMON STOCK USD.375                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2965 | NS      | $182555.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                                                      | TERADATA CORP COMMON STOCK USD.01                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     23908 | NS      | $804743.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                             | TERADYNE INC COMMON STOCK USD.125                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     17838 | NS      | $1558149.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                                         | TEREX CORP COMMON STOCK USD.01                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     26524 | NS      | $1133105.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                                | TERRENO REALTY CORP REIT USD.01                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11824 | NS      | $672430.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                                                | TESLA INC COMMON STOCK USD.001                                | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301960 | NS      | $37195432.80  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Limited                                    | TEVA PHARMACEUTICAL INDUSTRIES ADR                            | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    169408 | NS      | $1545000.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investment Aktiebolaget Latour                                            | INVESTMENT AB LATOUR COMMON STOCK                             | CUSIP: BZ404X902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     22581 | NS      | $427049.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                       | JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245                  | CUSIP: BZ4BQC900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27930 | NS      | $713811.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGA Technologies Inc.                                                    | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7486 | NS      | $55096.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                                                 | SILICON LABORATORIES INC COMMON STOCK USD.0001                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     13117 | NS      | $1779583.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                                                      | SILGAN HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     19647 | NS      | $1018500.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc.                                                    | SILK ROAD MEDICAL INC COMMON STOCK USD.001                    | CUSIP: 82710M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5733 | NS      | $302989.05    | 0.00%             |  |  |  | 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        |      1687 | NS      | $31664.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc.                                                  | SILVERBOW RESOURCES INC COMMON STOCK                          | CUSIP: 82836G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1906 | NS      | $53901.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corporation                                            | SILVERGATE CAPITAL CORP COMMON STOCK                          | CUSIP: 82837P408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5037 | NS      | $87643.80     | 0.00%             |  |  |  | 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        |     19488 | NS      | $420551.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP INC REIT USD.0001                        | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37073 | NS      | $4355336.04   | 0.06%             |  |  |  | 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        |     14317 | NS      | $544475.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                                            | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01              | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16867 | NS      | $1495428.22   | 0.02%             |  |  |  | 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        |      2511 | NS      | $91827.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc.                                             | SINCLAIR BROADCAST GROUP INC COMMON STOCK USD.01              | CUSIP: 829226109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6551 | NS      | $101606.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc.                                            | SINGULAR GENOMICS SYSTEMS INC COMMON STOCK USD.0001           | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11256 | NS      | $22624.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                            | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    427478 | NS      | $2267618.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | RECRUIT HOLDINGS CO LTD COMMON STOCK                          | CUSIP: BQRRZ0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    219900 | NS      | $6883304.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                | ZALANDO SE COMMON STOCK                                       | CUSIP: BQV0SV900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     34156 | NS      | $1202455.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                           | CUSIP: BR1YDF908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    472177 | NS      | $7606258.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                | CAESARS ENTERTAINMENT INC COMMON STOCK                        | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24929 | NS      | $1037046.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                                      | CAL-MAINE FOODS INC COMMON STOCK USD.01                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5984 | NS      | $325828.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc.                                                       | CALAVO GROWERS INC COMMON STOCK USD.001                       | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2818 | NS      | $82849.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                                              | CALERES INC COMMON STOCK USD.01                               | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      5515 | NS      | $122874.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                                          | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     11644 | NS      | $506630.44    | 0.01%             |  |  |  | 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        |      8724 | NS      | $529023.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                                                | CALIX INC COMMON STOCK                                        | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22456 | NS      | $1536664.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                             | CALLAWAY GOLF CO COMMON STOCK USD.01                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     55093 | NS      | $1088086.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                                                  | CALLON PETROLEUM CO COMMON STOCK                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      7921 | NS      | $293789.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                                         | CAMBRIDGE BANCORP COMMON STOCK USD1.0                         | CUSIP: 132152109<br>LEI: 549300Q8HL7EWEE0HW14 | Long             | EC               | CORP              | US        |      1132 | NS      | $94023.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                                               | CAMDEN NATIONAL CORP COMMON STOCK                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      2141 | NS      | $89258.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                     | CAMDEN PROPERTY TRUST REIT USD.01                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     12170 | NS      | $1361579.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                                     | CAMPBELL SOUP CO COMMON STOCK USD.0375                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     23575 | NS      | $1337881.25   | 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        |      6170 | NS      | $137714.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cannae Holdings Inc.                                                      | CANNAE HOLDINGS INC COMMON STOCK                              | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11553 | NS      | $238569.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc.                                                          | CANO HEALTH INC COMMON STOCK USD.0001                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26667 | NS      | $36533.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc.                                                                | CANOO INC COMMON STOCK USD.0001                               | CUSIP: 13803R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25249 | NS      | $31056.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cantaloupe Inc                                                            | CANTALOUPE INC COMMON STOCK                                   | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10453 | NS      | $45470.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                                              | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01               | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $72085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                                                      | CAPITAL BANCORP INC COMMON STOCK USD.01                       | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1720 | NS      | $40488.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                         | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     43522 | NS      | $4045805.12   | 0.06%             |  |  |  | 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        |     21360 | NS      | $184764.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapStar Financial Holdings Inc.                                           | CAPSTAR FINANCIAL HOLDINGS INC COMMON STOCK USD1.0            | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3788 | NS      | $66896.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc.                                                    | CARA THERAPEUTICS INC COMMON STOCK USD.001                    | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      7427 | NS      | $79765.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc.                                                      | CARDINAL HEALTH INC COMMON STOCK                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     31313 | NS      | $2407030.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc.                                               | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                       | CUSIP: 141619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6570 | NS      | $89483.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc.                                                           | CARDLYTICS INC COMMON STOCK                                   | CUSIP: 14161W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5561 | NS      | $32142.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                                               | CAREDX INC COMMON STOCK USD.001                               | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8224 | NS      | $93835.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirose Electric Co. Ltd.                                                  | HIROSE ELECTRIC CO LTD COMMON STOCK                           | CUSIP: 642872006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4575 | NS      | $573802.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                              | HITACHI LTD COMMON STOCK                                      | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    147694 | NS      | $7431412.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co. Ltd.                                   | HITACHI CONSTRUCTION MACHINERY COMMON STOCK                   | CUSIP: 642940001<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     16452 | NS      | $366656.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc.                                       | SUMITOMO MITSUI TRUST HOLDINGS COMMON STOCK                   | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51483 | NS      | $1796527.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                            | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1                 | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    170534 | NS      | $784595.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                               | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    248673 | NS      | $5671984.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Easterly Government Properties Inc.                                       | EASTERLY GOVERNMENT PROPERTIES REIT USD.01                    | CUSIP: 27616P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14373 | NS      | $205102.71    | 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        |     24817 | NS      | $428093.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                             | POWER ASSETS HOLDINGS LTD COMMON STOCK                        | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    211736 | NS      | $1157236.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hong Kong and China Gas Company Limited                               | HONG KONG and CHINA GAS CO LTD COMMON STOCK                   | CUSIP: 643655004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1708022 | NS      | $1619901.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastgroup Properties Inc.                                                 | EASTGROUP PROPERTIES INC REIT                                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     10233 | NS      | $1515097.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                                                  | EASTMAN CHEMICAL CO COMMON STOCK USD.01                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     13974 | NS      | $1138042.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                                                     | EASTMAN KODAK CO COMMON STOCK USD.01                          | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      9579 | NS      | $29215.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| eBay Inc.                                                                 | EBAY INC COMMON STOCK USD.001                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     61477 | NS      | $2549451.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IGO Limited                                                               | IGO LTD COMMON STOCK                                          | CUSIP: 643956907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    103948 | NS      | $950849.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                          | HOYA CORP COMMON STOCK                                        | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55107 | NS      | $5278066.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebix Inc.                                                                 | EBIX INC COMMON STOCK USD.1                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      4255 | NS      | $84929.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP COMMON STOCK USD.001                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5685 | NS      | $94825.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                             | ICL GROUP LTD COMMON STOCK ILS1.0                             | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    107975 | NS      | $780168.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITO EN Ltd.                                                               | ITO EN LTD COMMON STOCK                                       | CUSIP: 645578907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $298430.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                               | ECOLAB INC COMMON STOCK USD1.0                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     28022 | NS      | $4078882.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                                              | ECOVYST INC COMMON STOCK                                      | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11714 | NS      | $103786.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBIDEN Co. Ltd.                                                           | IBIDEN CO LTD COMMON STOCK                                    | CUSIP: 645610007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17200 | NS      | $620274.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                             | ORICA LTD COMMON STOCK                                        | CUSIP: 645800004<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     68550 | NS      | $700883.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                            | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      8235 | NS      | $317376.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc.                                                | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5478 | NS      | $48973.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                             | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43614 | NS      | $2774722.68   | 0.04%             |  |  |  | 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        |     11231 | NS      | $99618.97     | 0.00%             |  |  |  | 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        |     37992 | NS      | $1885163.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Limited                                        | GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK                   | CUSIP: 646587006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    333153 | NS      | $2190364.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                          | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     70313 | NS      | $5246052.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corporation                                                         | EGAIN CORP COMMON STOCK USD.001                               | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3658 | NS      | $33031.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Limited                                                      | ISUZU MOTORS LTD COMMON STOCK                                 | CUSIP: 646710004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88946 | NS      | $1031139.38   | 0.01%             |  |  |  | No            |                  2 | 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        |      3499 | NS      | $95732.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc.                                                              | EHEALTH INC COMMON STOCK USD.001                              | CUSIP: 28238P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3180 | NS      | $15391.20     | 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        |     19657 | NS      | $84918.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corporation                                                        | NIKOLA CORP COMMON STOCK USD.0001                             | CUSIP: 654110105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52870 | NS      | $114199.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JFE Holdings Inc.                                                         | JFE HOLDINGS INC COMMON STOCK                                 | CUSIP: 654379908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74933 | NS      | $869484.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods Inc.                                                 | UNITED NATURAL FOODS INC COMMON STOCK USD.01                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      9316 | NS      | $360622.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     83018 | NS      | $14431849.12  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 1911 Gold Corporation                                                     | 1911 GOLD CORP COMMON STOCK                                   | CUSIP: 65442J107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3149 | NS      | $357.10       | 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        |      3691 | NS      | $28125.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United Rentals Inc.                                                       | UNITED RENTALS INC COMMON STOCK USD.01                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      8038 | NS      | $2856865.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                        | UNITED STATES CELLULAR CORP COMMON STOCK USD1.0               | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $51958.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime and Minerals Inc.                                      | UNITED STATES LIME and MINERALS COMMON STOCK USD.1            | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       317 | NS      | $44620.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                                           | UNITED STATES STEEL CORP COMMON STOCK USD1.0                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     55018 | NS      | $1378200.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                             | NISOURCE INC COMMON STOCK USD.01                              | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45795 | NS      | $1255698.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                                               | NLIGHT INC COMMON STOCK                                       | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7598 | NS      | $77043.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc.                                                               | NKARTA INC COMMON STOCK                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5286 | NS      | $31663.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                                  | OASIS PETROLEUM INC COMMON STOCK                              | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6543 | NS      | $895147.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                           | UNITED THERAPEUTICS CORP COMMON STOCK USD.01                  | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10704 | NS      | $2976675.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    106039 | NS      | $56219757.02  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc.                                                 | JAPAN EXCHANGE GROUP INC COMMON STOCK                         | CUSIP: 674388905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     76600 | NS      | $1104019.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TandD Holdings Inc.                                                       | TandD HOLDINGS INC COMMON STOCK                               | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     80825 | NS      | $1156988.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                          | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     84491 | NS      | $5322088.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Limited                                                     | SWIRE PACIFIC LTD COMMON STOCK                                | CUSIP: 686774001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     76018 | NS      | $666364.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unitil Corporation                                                        | UNITIL CORP COMMON STOCK                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2583 | NS      | $132662.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                                          | UNITI GROUP INC REIT USD.0001                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     38415 | NS      | $212434.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                         | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59263 | NS      | $1928037.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                        | TAISEI CORP COMMON STOCK                                      | CUSIP: 687010009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27573 | NS      | $889097.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                     | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                     | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    229298 | NS      | $7164798.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                     | ADVANTEST CORP COMMON STOCK                                   | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28900 | NS      | $1851003.20   | 0.03%             |  |  |  | No            |                  2 | 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        |     17000 | NS      | $681020.00    | 0.01%             |  |  |  | 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        |      2132 | NS      | $38056.20     | 0.00%             |  |  |  | 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        |      2089 | NS      | $48381.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                                     | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025                   | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $96067.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                                               | WILLIAMS COS INC/THE COMMON STOCK USD1.0                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    137656 | NS      | $4528882.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon MandA Center Holdings Inc.                                          | NIHON MandA CENTER INC COMMON STOCK                           | CUSIP: B1DN46906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46200 | NS      | $568479.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc.                                                     | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3308 | NS      | $67913.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                       | STRYKER CORP COMMON STOCK USD.1                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     38076 | NS      | $9309201.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.Ltd.                                                    | IDEMITSU KOSAN CO LTD COMMON STOCK                            | CUSIP: B1FF8P905<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     31786 | NS      | $744160.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Plc                                                          | SEVERN TRENT PLC COMMON STOCK GBP.9789                        | CUSIP: B1FH8J905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     38352 | NS      | $1225274.26   | 0.02%             |  |  |  | No            |                  2 | 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        |      2767 | NS      | $140065.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                                              | SUMMIT HOTEL PROPERTIES INC REIT                              | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17202 | NS      | $124198.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Limited                                                          | BRAMBLES LTD COMMON STOCK                                     | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    211524 | NS      | $1734624.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS S.A.                                                    | GALP ENERGIA SGPS SA COMMON STOCK EUR1.                       | CUSIP: B1FW75903<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     76452 | NS      | $1031384.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Materials Inc.                                                     | SUMMIT MATERIALS INC COMMON STOCK USD.01                      | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19144 | NS      | $543502.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc.                                                           | SUMO LOGIC INC COMMON STOCK USD.0001                          | CUSIP: 86646P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18521 | NS      | $150020.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                                        | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.001            | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5411 | NS      | $85818.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                                       | SUNCOKE ENERGY INC COMMON STOCK USD.01                        | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     13436 | NS      | $115952.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co. Ltd.                                                         | MONOTARO CO LTD COMMON STOCK                                  | CUSIP: B1GHR8907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38200 | NS      | $538080.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | SYMRISE AG COMMON STOCK                                       | CUSIP: B1JB4K905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     20252 | NS      | $2199468.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                         | SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001           | CUSIP: 86745K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15984 | NS      | $287871.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                                                      | SUNPOWER CORP COMMON STOCK USD.001                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     33214 | NS      | $598848.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc.                                                              | SUNOPTA INC COMMON STOCK                                      | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     15727 | NS      | $132735.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                                               | SUNRUN INC COMMON STOCK USD.0001                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     50047 | NS      | $1202128.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread PLC                                                             | WHITBREAD PLC COMMON STOCK GBP.767974                         | CUSIP: B1KJJ4906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30813 | NS      | $952693.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors Inc.                                             | SUNSTONE HOTEL INVESTORS INC REIT USD.01                      | CUSIP: 867892101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33905 | NS      | $327522.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                                 | SUPER MICRO COMPUTER INC COMMON STOCK USD.001                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     18368 | NS      | $1508012.80   | 0.02%             |  |  |  | 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        |      2256 | NS      | $22695.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                                             | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7831 | NS      | $279331.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                                                     | SURGERY PARTNERS INC COMMON STOCK USD.01                      | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      7653 | NS      | $213212.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc.                                                            | SURMODICS INC COMMON STOCK USD.05                             | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      2275 | NS      | $77623.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc.                                                      | SUTRO BIOPHARMA INC COMMON STOCK USD.001                      | CUSIP: 869367102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8315 | NS      | $67185.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc.                                                               | VAXART INC COMMON STOCK USD.1                                 | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20828 | NS      | $20013.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                                              | VAXCYTE INC COMMON STOCK USD.001                              | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11304 | NS      | $542026.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc.                                                       | VELODYNE LIDAR INC COMMON STOCK USD.0001                      | CUSIP: 92259F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33765 | NS      | $24942.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc.                                                               | VELO3D INC COMMON STOCK USD.0001                              | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9418 | NS      | $16858.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                                               | VENTAS INC REIT USD.25                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     45946 | NS      | $2069867.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc.                                                   | VENTYX BIOSCIENCES INC COMMON STOCK USD.0001                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3842 | NS      | $125979.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                                             | VERACYTE INC COMMON STOCK USD.001                             | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11530 | NS      | $273606.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro Public Limited Company                                              | SEGRO PLC REIT GBP.1                                          | CUSIP: B5ZN1N909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    184411 | NS      | $1698841.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc.                                               | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                       | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    149437 | NS      | $3374791.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co.Ltd.                                                    | MEIJI HOLDINGS CO LTD COMMON STOCK                            | CUSIP: B60DQV902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17000 | NS      | $871389.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                    | AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK                   | CUSIP: BKX3XG902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    190922 | NS      | $946894.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                                  | LIFCO AB COMMON STOCK SEK.2                                   | CUSIP: BL6K7K902<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     35554 | NS      | $595112.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                           | CUSIP: BLDBN4902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    409677 | NS      | $4854014.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                           | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    238064 | NS      | $2540059.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                 | TESCO PLC SPONSORED ADR COMMON STOCK GBP.0633333              | CUSIP: BLGZ98903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1138501 | NS      | $3068108.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Berkeley Group Holdings plc                                           | BERKELEY GROUP HOLDINGS PLC COMMON STOCK GBP.05414            | CUSIP: BLJNXL901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     16660 | NS      | $759518.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                          | WH GROUP LTD COMMON STOCK USD.0001                            | CUSIP: BLLHKZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1272000 | NS      | $741878.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                     | SCENTRE GROUP REIT                                            | CUSIP: BLZH0Z901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    791636 | NS      | $1540966.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Golar LNG Limited                                                         | GOLAR LNG LTD COMMON STOCK USD1.0                             | CUSIP: G9456A100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16146 | NS      | $367967.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                                           | VALARIS LTD COMMON STOCK USD.01                               | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9711 | NS      | $656657.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company                               | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635           | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |     12587 | NS      | $3078528.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company                                    | PERRIGO CO PLC COMMON STOCK EUR.001                           | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     31620 | NS      | $1077925.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | GARMIN LTD COMMON STOCK CHF.1                                 | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17718 | NS      | $1635194.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                                      | TE CONNECTIVITY LTD COMMON STOCK CHF.57                       | CUSIP: H84989104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36457 | NS      | $4185263.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGames S.A.                                                             | NEOGAMES SA COMMON STOCK                                      | CUSIP: L6673X107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2216 | NS      | $27013.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.                                             | ORION ENGINEERED CARBONS SA COMMON STOCK                      | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      9726 | NS      | $173220.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                                    | PERIMETER SOLUTIONS SA COMMON STOCK USD1.0                    | CUSIP: L7579L106<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     19777 | NS      | $180761.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd.                                                          | CAESARSTONE LTD COMMON STOCK                                  | CUSIP: M20598104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4060 | NS      | $23182.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | CHECK POINT SOFTWARE TECH COMMON STOCK USD.01                 | CUSIP: M22465104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15326 | NS      | $1933528.16   | 0.03%             |  |  |  | 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        |      7976 | NS      | $182730.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc.                                          | ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12354 | NS      | $649079.16    | 0.01%             |  |  |  | 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        |      7084 | NS      | $1041560.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                                        | EXELON CORP COMMON STOCK                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    112608 | NS      | $4868043.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                                             | EXELIXIS INC COMMON STOCK USD.001                             | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75753 | NS      | $1215078.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                                                  | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     12931 | NS      | $2190899.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc.                                                          | FVCBANKCORP INC COMMON STOCK USD.01                           | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2426 | NS      | $46263.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                                          | GATX CORP COMMON STOCK USD.625                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     13841 | NS      | $1471851.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                                        | GEO GROUP INC/THE REIT USD.01                                 | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18685 | NS      | $204600.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                  | G-III APPAREL GROUP LTD COMMON STOCK USD.01                   | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7104 | NS      | $97395.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                                  | GMS INC COMMON STOCK USD.01                                   | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6825 | NS      | $339885.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                                        | GXO LOGISTICS INC COMMON STOCK USD.01                         | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27862 | NS      | $1189428.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher and Co.                                               | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     24006 | NS      | $4526091.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                                            | GAMESTOP CORP COMMON STOCK USD.001                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     59361 | NS      | $1095804.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co. Inc.                                                          | GANNETT CO INC COMMON STOCK USD.01                            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     26074 | NS      | $52930.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                                              | GAP INC/THE COMMON STOCK USD.05                               | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     49540 | NS      | $558811.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                                              | GARTNER INC COMMON STOCK USD.0005                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      9084 | NS      | $3053495.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago BioSciences Inc.                                                    | IMAGO BIOSCIENCES INC COMMON STOCK USD.0001                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4189 | NS      | $150594.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Corporation                                                      | WARTSILA OYJ ABP COMMON STOCK                                 | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     72199 | NS      | $608785.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ImmunoGen Inc.                                                            | IMMUNOGEN INC COMMON STOCK USD.01                             | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     34496 | NS      | $171100.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                                           | IMMUNITYBIO INC COMMON STOCK USD.0001                         | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13352 | NS      | $67694.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunovant Inc.                                                           | IMMUNOVANT INC COMMON STOCK USD.0001                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6970 | NS      | $123717.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                                               | IMPINJ INC COMMON STOCK USD.001                               | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3371 | NS      | $368045.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc.                                                        | INARI MEDICAL INC COMMON STOCK USD.001                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19056 | NS      | $1211199.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                                        | INCYTE CORP COMMON STOCK USD.001                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     20840 | NS      | $1673868.80   | 0.02%             |  |  |  | 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        |     88007 | NS      | $1483798.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA COMMON STOCK                            | CUSIP: 500246905<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     15850 | NS      | $1018594.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                        | KOHL'S CORP COMMON STOCK USD.01                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     27392 | NS      | $691648.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                                                       | KONTOOR BRANDS INC COMMON STOCK                               | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8888 | NS      | $355431.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                                     | KOPPERS HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3340 | NS      | $94188.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                | KORN FERRY COMMON STOCK USD.01                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      8520 | NS      | $431282.40    | 0.01%             |  |  |  | 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        |     72475 | NS      | $460941.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                                                   | KRAFT HEINZ CO/THE COMMON STOCK USD.01                        | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90100 | NS      | $3667971.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.                                | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     20144 | NS      | $207886.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc.                                                  | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001                 | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21892 | NS      | $144706.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                | MIRUM PHARMACEUTICALS INC COMMON STOCK                        | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2916 | NS      | $56862.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc.                                                      | MISSION PRODUCE INC COMMON STOCK USD.001                      | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6452 | NS      | $74972.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                 | ASAHI GROUP HOLDINGS LTD COMMON STOCK                         | CUSIP: 605440007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69581 | NS      | $2165890.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                   | ASAHI KASEI CORP COMMON STOCK                                 | CUSIP: 605460005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    191357 | NS      | $1362190.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                  | AGC INC/JAPAN COMMON STOCK                                    | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     29476 | NS      | $978182.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mitek Systems Inc.                                                        | MITEK SYSTEMS INC COMMON STOCK USD.001                        | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      6899 | NS      | $66851.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc.                                                              | MODEL N INC COMMON STOCK USD.00015                            | CUSIP: 607525102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5864 | NS      | $237843.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim Ltd                                                         | BANK HAPOALIM BM COMMON STOCK ILS1.                           | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    193700 | NS      | $1744059.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                               | WESTPAC BANKING CORP COMMON STOCK                             | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    533990 | NS      | $8453867.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                            | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     12103 | NS      | $8732193.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                           | CSX CORP COMMON STOCK USD1.0                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    243082 | NS      | $7530680.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                                 | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1                   | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1258 | NS      | $35324.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                                             | REGIONS FINANCIAL CORP COMMON STOCK USD.01                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    107659 | NS      | $2321128.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                                       | CTI BIOPHARMA CORP COMMON STOCK                               | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16239 | NS      | $97596.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                                           | CTS CORP COMMON STOCK                                         | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      5022 | NS      | $197967.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated                                 | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     15696 | NS      | $2230244.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                                                   | RELAY THERAPEUTICS INC COMMON STOCK                           | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13153 | NS      | $196505.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                                 | CNX RESOURCES CORP COMMON STOCK USD.01                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     71304 | NS      | $1200759.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                                       | CVB FINANCIAL CORP COMMON STOCK                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20851 | NS      | $536913.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                                           | CVR ENERGY INC COMMON STOCK USD.01                            | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4679 | NS      | $146639.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    148983 | NS      | $13883725.77  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel and Aluminum Co.                                           | RELIANCE STEEL and ALUMINUM CO COMMON STOCK                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     13784 | NS      | $2790432.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc.                                                 | RELMADA THERAPEUTICS INC COMMON STOCK                         | CUSIP: 75955J402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4694 | NS      | $16382.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp.                                                       | CVENT HOLDING CORP COMMON STOCK USD.0001                      | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7541 | NS      | $40721.40     | 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        |      1132 | NS      | $805825.52    | 0.01%             |  |  |  | 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        |     16143 | NS      | $184837.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                                      | RENASANT CORP COMMON STOCK USD5.0                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      8790 | NS      | $330416.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                                         | CABOT CORP COMMON STOCK USD1.0                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     22071 | NS      | $1475225.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                       | CABOT OIL and GAS CORP COMMON STOCK USD.1                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     91341 | NS      | $2244248.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                                                   | CACI INTERNATIONAL INC COMMON STOCK USD.1                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      5518 | NS      | $1658655.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                                               | CACTUS INC COMMON STOCK USD.01                                | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9453 | NS      | $475107.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                                               | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     31141 | NS      | $5002490.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                              | CADENCE BANK COMMON STOCK USD2.5                              | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71779 | NS      | $1770070.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc.                                                       | CADRE HOLDINGS INC COMMON STOCK USD.01                        | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3107 | NS      | $62574.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                 | BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1                    | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    235462 | NS      | $1961117.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc.                                                              | MODERNA INC COMMON STOCK USD.0001                             | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38139 | NS      | $6850527.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                                              | MODINE MANUFACTURING CO COMMON STOCK USD.625                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      8007 | NS      | $159019.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc.                                                            | MODIVCARE INC COMMON STOCK USD.001                            | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      2037 | NS      | $182780.01    | 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        |     10215 | NS      | $391949.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                                                    | MOHAWK INDUSTRIES INC COMMON STOCK USD.01                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      6282 | NS      | $642146.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corporation                                                    | YAHOO JAPAN CORP COMMON STOCK                                 | CUSIP: 608484903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    407354 | NS      | $1017373.05   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc.                                                    | MOLINA HEALTHCARE INC COMMON STOCK USD.001                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      6586 | NS      | $2174828.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Metals Group Limited                                            | FORTESCUE METALS GROUP LTD COMMON STOCK                       | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    258281 | NS      | $3610032.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                      | REPLIGEN CORP COMMON STOCK USD.01                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     12127 | NS      | $2053222.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc.                                                        | RENT-A-CENTER INC/TX COMMON STOCK USD.01                      | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8175 | NS      | $184346.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                                             | MOLSON COORS BREWING CO COMMON STOCK USD.01                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     21971 | NS      | $1131945.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Corporation Limited                                               | TELSTRA GROUP LTD COMMON STOCK                                | CUSIP: 608728903<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | EC               | CORP              | AU        |    616793 | NS      | $1668079.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                     | STARBUCKS CORP COMMON STOCK USD.001                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    130338 | NS      | $12929529.60  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP COMMON STOCK USD1.0                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     42038 | NS      | $3260887.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc.                                                     | MOMENTIVE GLOBAL INC COMMON STOCK USD.00001                   | CUSIP: 60878Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21168 | NS      | $148176.00    | 0.00%             |  |  |  | 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        |      2100 | NS      | $161469.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                                               | MONDELEZ INTERNATIONAL INC COMMON STOCK                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    155107 | NS      | $10337881.55  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc.                                              | MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01               | CUSIP: 60935Y208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14974 | NS      | $163066.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyLion Inc.                                                            | MONEYLION INC COMMON STOCK                                    | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22870 | NS      | $14179.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                                              | NETGEAR INC COMMON STOCK USD.001                              | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4520 | NS      | $81857.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                                       | STEEL DYNAMICS INC COMMON STOCK USD.005                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     19198 | NS      | $1875644.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                                            | STEELCASE INC COMMON STOCK                                    | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     14407 | NS      | $101857.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                                                     | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     10892 | NS      | $354098.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp.                                                           | NETSTREIT CORP COMMON STOCK USD.01                            | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9698 | NS      | $177764.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                                               | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     22577 | NS      | $2696596.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                                               | JAMES HARDIE INDUSTRIES PLC CDI EUR.59                        | CUSIP: 641297908<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     67971 | NS      | $1223360.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stepan Company                                                            | STEPAN CO COMMON STOCK USD1.0                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3338 | NS      | $355363.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc.                                                        | VERTEX ENERGY INC COMMON STOCK USD.001                        | CUSIP: 92534K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8733 | NS      | $54144.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nevro Corp.                                                               | NEVRO CORP COMMON STOCK USD.001                               | CUSIP: 64157F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5615 | NS      | $222354.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc.                                                         | DENTSU INC COMMON STOCK                                       | CUSIP: 641628904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32965 | NS      | $1034134.35   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc.                                                       | HIKARI TSUSHIN INC COMMON STOCK                               | CUSIP: 641632906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $436338.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand  Integrated  Commercial  Trust                                 | CAPITALAND INTEGRATED COMMERCI REIT                           | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    809230 | NS      | $1234246.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Company Limited                                | HENDERSON LAND DEVELOPMENT CO COMMON STOCK                    | CUSIP: 642053003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    221709 | NS      | $771813.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                                      | RESONA HOLDINGS INC COMMON STOCK                              | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    329546 | NS      | $1810002.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veru Inc.                                                                 | VERU INC COMMON STOCK USD.01                                  | CUSIP: 92536C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10253 | NS      | $54135.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Verve Therapeutics Inc.                                                   | VERVE THERAPEUTICS INC COMMON STOCK USD.001                   | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7504 | NS      | $145202.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                                                 | VIAD CORP COMMON STOCK USD1.5                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      3307 | NS      | $80657.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                                               | VIASAT INC COMMON STOCK USD.0001                              | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     17752 | NS      | $561850.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                                      | WESTLAKE CORP COMMON STOCK USD.01                             | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      8087 | NS      | $829240.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                                          | WESTROCK CO COMMON STOCK                                      | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28200 | NS      | $991512.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                                                  | WEX INC COMMON STOCK USD.01                                   | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     10238 | NS      | $1675448.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                                          | WEYCO GROUP INC COMMON STOCK USD1.0                           | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1074 | NS      | $22725.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                                                      | VIAVI SOLUTIONS INC COMMON STOCK USD.001                      | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36325 | NS      | $381775.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                          | VIACOMCBS INC COMMON STOCK USD.001                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     57349 | NS      | $968051.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                      | WEYERHAEUSER CO REIT USD1.25                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     84008 | NS      | $2604248.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                                            | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT | CUSIP: 962CDS906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15626 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viatris Inc                                                               | VIATRIS INC COMMON STOCK                                      | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141032 | NS      | $1569686.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc.                                                   | VICARIOUS SURGICAL INC COMMON STOCK USD.0001                  | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9803 | NS      | $19802.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                                      | VICI PROPERTIES INC REIT USD.01                               | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109105 | NS      | $3535002.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                                         | VICOR CORP COMMON STOCK USD.01                                | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8811 | NS      | $473591.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                                  | IPSEN SA COMMON STOCK EUR1.0                                  | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      5753 | NS      | $618795.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group Plc                                           | LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605      | CUSIP: B0SWJX907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     50195 | NS      | $4312814.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema S.A.                                                               | ARKEMA SA COMMON STOCK EUR10.0                                | CUSIP: B0Z5YZ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9064 | NS      | $815259.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corporation                                   | DAIWA HOUSE REIT INVESTMENT CO REIT                           | CUSIP: B0Z6WY909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       336 | NS      | $749165.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX Corporation                                                         | INPEX CORP COMMON STOCK                                       | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    158641 | NS      | $1704663.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.0311                            | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    388211 | NS      | $19599924.68  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01                 | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      3461 | NS      | $3064657.03   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                         | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    205117 | NS      | $1532708.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                       | CUSIP: B11TCY906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6210 | NS      | $1167990.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                       | CUSIP: B11WWH904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3581 | NS      | $645839.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                   | LEGRAND SA COMMON STOCK EUR4.0                                | CUSIP: B11ZRK906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     40695 | NS      | $3262994.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Up Experience Inc.                                                 | WHEELS UP EXPERIENCE INC COMMON STOCK USD.0001                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27641 | NS      | $28470.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                                     | WHIRLPOOL CORP COMMON STOCK USD1.0                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      6184 | NS      | $874788.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                           | WHITESTONE REIT REIT USD.001                                  | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7812 | NS      | $75307.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc.                                                   | ACT II GLOBAL ACQUISITION CO COMMON STOCK USD.0001            | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7876 | NS      | $32055.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc.                                                         | WIDEOPENWEST INC COMMON STOCK USD.01                          | CUSIP: 96758W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8675 | NS      | $79029.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                                              | HUSQVARNA AB COMMON STOCK SEK2.0                              | CUSIP: B12PJ2906<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     64000 | NS      | $449499.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | EIFFAGE SA COMMON STOCK EUR4.0                                | CUSIP: B13X01900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     12705 | NS      | $1249715.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0            | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      8288 | NS      | $1926815.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon S.p.A.                                                           | AMPLIFON SPA COMMON STOCK EUR.02                              | CUSIP: B14NJ7908<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     18991 | NS      | $567066.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co.Ltd.                                                       | KOBE BUSSAN CO LTD COMMON STOCK                               | CUSIP: B14RJB900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $662887.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTAL SA COMMON STOCK EUR2.5                                  | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    379495 | NS      | $23822091.01  | 0.34%             |  |  |  | No            |                  2 | On Loan: —       |
| Aeroports de Paris SA                                                     | AEROPORTS DE PARIS COMMON STOCK EUR3.0                        | CUSIP: B164FY903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4528 | NS      | $606622.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                              | WILMAR INTERNATIONAL LTD COMMON STOCK                         | CUSIP: B17KC6900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    293003 | NS      | $912813.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                 | ORION OYJ COMMON STOCK EUR.65                                 | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     16268 | NS      | $891860.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Limited                                                 | MINERAL RESOURCES LTD COMMON STOCK                            | CUSIP: B17ZL5909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     25999 | NS      | $1363815.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International S.A.                                               | LOGITECH INTERNATIONAL SA COMMON STOCK CHF.25                 | CUSIP: B18ZRK909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     26402 | NS      | $1637173.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCom Corp                                                               | BAYCOM CORP COMMON STOCK                                      | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2501 | NS      | $47468.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc.                                                | BEACON ROOFING SUPPLY INC COMMON STOCK USD.01                 | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      8196 | NS      | $432666.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                                                    | BEAM THERAPEUTICS INC COMMON STOCK USD.01                     | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10196 | NS      | $398765.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc.                                                     | BEAZER HOMES USA INC COMMON STOCK USD.001                     | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      4432 | NS      | $56552.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                                              | BECTON DICKINSON AND CO COMMON STOCK USD1.0                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     32261 | NS      | $8203972.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath and Beyond Inc.                                                  | BED BATH and BEYOND INC COMMON STOCK USD.01                   | CUSIP: 075896100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13133 | NS      | $32963.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| St. James's Place PLC                                                     | ST JAMES'S PLACE PLC COMMON STOCK GBP.15                      | CUSIP: 076693902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     82981 | NS      | $1093138.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belden Inc.                                                               | BELDEN INC COMMON STOCK USD.01                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     16856 | NS      | $1211946.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                                                      | BELLRING BRANDS INC COMMON STOCK USD.01                       | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52909 | NS      | $1356586.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                                           | FORMFACTOR INC COMMON STOCK USD.001                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     12479 | NS      | $277408.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                                                   | FORRESTER RESEARCH INC COMMON STOCK USD.01                    | CUSIP: 346563109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1844 | NS      | $65941.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                                             | FORTINET INC COMMON STOCK USD.001                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     73808 | NS      | $3608473.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                       | FORTIVE CORP COMMON STOCK USD.01                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     39903 | NS      | $2563767.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                                           | FORTUNE BRANDS HOME and SECURITY COMMON STOCK USD.01          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     30118 | NS      | $1720038.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                                                   | FORWARD AIR CORP COMMON STOCK USD.01                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4280 | NS      | $448929.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc.                                                         | FOSSIL GROUP INC COMMON STOCK USD.01                          | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      8442 | NS      | $36385.02     | 0.00%             |  |  |  | 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        |     12843 | NS      | $333018.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc.                                            | 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5137 | NS      | $114092.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                           | FOX CORP COMMON STOCK USD.01                                  | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33530 | NS      | $1018306.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                           | FOX CORP COMMON STOCK USD.01                                  | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17000 | NS      | $483650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                                 | FOX FACTORY HOLDING CORP COMMON STOCK USD.001                 | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16735 | NS      | $1526734.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc.                                                      | FRANCHISE GROUP INC COMMON STOCK USD.01                       | CUSIP: 35180X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4378 | NS      | $104283.96    | 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        |     13590 | NS      | $175311.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                                        | FRANKLIN COVEY CO COMMON STOCK USD.05                         | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1948 | NS      | $91107.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co. Inc.                                                | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      7337 | NS      | $585125.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                                                   | FRANKLIN RESOURCES INC COMMON STOCK USD.1                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     32790 | NS      | $865000.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp.                                          | FRANKLIN STREET PROPERTIES COR REIT USD.0001                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     16903 | NS      | $46145.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                     | FREEPORT-MCMORAN INC COMMON STOCK USD.1                       | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161274 | NS      | $6128412.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC COMMON STOCK                                            | ESC FRESH MKT INC COMMON STOCK                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       984 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontdoor Inc.                                                            | FRONTDOOR INC COMMON STOCK USD.01                             | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13321 | NS      | $277076.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                                        | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52361 | NS      | $1334158.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc.                                              | FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5880 | NS      | $60387.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc.                                                      | FUELCELL ENERGY INC COMMON STOCK USD.0001                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     63320 | NS      | $176029.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| fuboTV Inc.                                                               | FUBOTV INC COMMON STOCK                                       | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30286 | NS      | $52697.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc.                                                 | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6863 | NS      | $49962.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                                                     | FULGENT GENETICS INC COMMON STOCK USD.0001                    | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3492 | NS      | $103991.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc.                                                   | FULL HOUSE RESORTS INC COMMON STOCK USD.0001                  | CUSIP: 359678109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5610 | NS      | $42187.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                                       | HB FULLER CO COMMON STOCK USD1.0                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      8440 | NS      | $604472.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                                              | FULTON FINANCIAL CORP COMMON STOCK USD2.5                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     64949 | NS      | $1093091.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                                                | FUNKO INC COMMON STOCK USD.0001                               | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5102 | NS      | $55662.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                                          | FUTUREFUEL CORP COMMON STOCK USD.0001                         | CUSIP: 36116M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4497 | NS      | $36560.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Limited                                                     | FUTU HOLDINGS LTD ADR USD.00001                               | CUSIP: 36118L106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      9100 | NS      | $369915.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc.                                              | LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001              | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14599 | NS      | $27884.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG COMMON STOCK                              | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     52443 | NS      | $1677924.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                      | LEXINGTON REALTY TRUST REIT USD.0001                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     44127 | NS      | $442152.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK                   | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     21368 | NS      | $6911913.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Energy Inc.                                                       | LIBERTY OILFIELD SERVICES INC COMMON STOCK                    | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22682 | NS      | $363138.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                                         | LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK                   | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $69325.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                                         | LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK                   | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5685 | NS      | $183227.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                                             | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7214 | NS      | $86279.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                                       | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      2441 | NS      | $163058.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                                         | LIFE STORAGE INC REIT USD.01                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     19962 | NS      | $1966257.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc.                                                      | LIGHTWAVE LOGIC INC COMMON STOCK USD.001                      | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17933 | NS      | $77291.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lifestance Health Group Inc.                                              | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01               | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11674 | NS      | $57669.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly and Company                                                     | ELI LILLY and CO COMMON STOCK                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     89385 | NS      | $32700608.40  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc.                                                                | LIMELIGHT NETWORKS INC COMMON STOCK USD.001                   | CUSIP: 53261M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21851 | NS      | $24691.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                            | RHEINMETALL AG COMMON STOCK                                   | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6644 | NS      | $1322661.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                            | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     13560 | NS      | $1959284.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                              | LINCOLN NATIONAL CORP COMMON STOCK                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     17218 | NS      | $528936.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc.                                        | LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001           | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      5909 | NS      | $45499.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                                       | LINDSAY CORP COMMON STOCK USD1.0                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1741 | NS      | $283521.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                                            | LIONS GATE ENTERTAINMENT CORP COMMON STOCK NPV                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      9789 | NS      | $55895.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                                            | LIONS GATE ENTERTAINMENT CORP COMMON STOCK                    | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     18445 | NS      | $100156.35    | 0.00%             |  |  |  | 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        |      3920 | NS      | $55115.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                                               | ONE LIBERTY PROPERTIES INC REIT USD1.0                        | CUSIP: 682406103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2861 | NS      | $63571.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM Inc.                                                    | 1-800-FLOWERS.COM INC COMMON STOCK USD.01                     | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4903 | NS      | $46872.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     50189 | NS      | $3297417.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc.                                                     | 1LIFE HEALTHCARE INC COMMON STOCK USD.001                     | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28946 | NS      | $483687.66    | 0.01%             |  |  |  | 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        |      1860 | NS      | $53196.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                                              | ONESPAN INC COMMON STOCK USD.001                              | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      6470 | NS      | $72399.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                           | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK                   | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4617 | NS      | $93632.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                                      | ONTO INNOVATION INC COMMON STOCK                              | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7947 | NS      | $541111.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation                                   | PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2835 | NS      | $105518.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                  | CENTURY ALUMINUM CO COMMON STOCK USD.01                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      8691 | NS      | $71092.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                                      | CENTRUS ENERGY CORP COMMON STOCK USD.1                        | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1716 | NS      | $55735.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc.                                                    | PEAR THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11658 | NS      | $13756.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                                                   | PEBBLEBROOK HOTEL TRUST REIT USD.01                           | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51810 | NS      | $693735.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc.                                                      | CENTURY CASINOS INC COMMON STOCK USD.01                       | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      4961 | NS      | $34875.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                                                  | CENTURY COMMUNITIES INC COMMON STOCK USD.01                   | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4462 | NS      | $223144.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                                 | SODEXO SA COMMON STOCK EUR4.0                                 | CUSIP: 706271905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13494 | NS      | $1291083.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc.                                                   | PENN ENTERTAINMENT INC COMMON STOCK USD.01                    | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36429 | NS      | $1081941.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                                              | CERENCE INC COMMON STOCK USD.01                               | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6504 | NS      | $120519.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corporation                                       | CERBERUS CYBER SENTINEL CORP COMMON STOCK USD.00001           | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7704 | NS      | $19645.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                                    | PENN VIRGINIA CORP COMMON STOCK                               | CUSIP: 70788V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3223 | NS      | $130305.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group Inc.                                                    | PENNANT GROUP INC/THE COMMON STOCK USD.001                    | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4214 | NS      | $46269.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                    | AXA SA COMMON STOCK EUR2.29                                   | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    285077 | NS      | $7940962.99   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennymac Mortgage Investment Trust                                        | PENNYMAC MORTGAGE INVESTMENT T REIT USD.01                    | CUSIP: 70931T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14545 | NS      | $180212.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001          | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4293 | NS      | $243241.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Company Limited                               | SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1             | CUSIP: B61X7R907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    205000 | NS      | $454369.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc.                                                       | ENEOS HOLDINGS INC COMMON STOCK                               | CUSIP: B627LW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    468011 | NS      | $1593771.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred                                                                   | EDENRED COMMON STOCK EUR2.0                                   | CUSIP: B62G1B904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     38067 | NS      | $2071810.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc.                                                       | SOMPO HOLDINGS INC COMMON STOCK                               | CUSIP: B62G7K908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47691 | NS      | $2109997.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2                   | CUSIP: B63H84900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1276205 | NS      | $1425488.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co. Ltd.                                                            | NEXON CO LTD COMMON STOCK                                     | CUSIP: B63QM7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     72606 | NS      | $1630054.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                  | SWIRE PROPERTIES LTD COMMON STOCK                             | CUSIP: B67C2G906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    178487 | NS      | $452088.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                                             | NOVOZYMES A/S COMMON STOCK DKK2.0                             | CUSIP: B798FW902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     31195 | NS      | $1582636.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC HEALTH PLC COMMON STOCK GBP.1                             | CUSIP: B7FC07907<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     19536 | NS      | $39.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Therapeutics Inc.                                                 | CENTURY THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3549 | NS      | $18206.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ceridian HCM Holding Inc.                                                 | CERIDIAN HCM HOLDING INC COMMON STOCK USD.01                  | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17351 | NS      | $1113066.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                                         | CERUS CORP COMMON STOCK USD.001                               | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28150 | NS      | $102747.50    | 0.00%             |  |  |  | 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        |      6871 | NS      | $243508.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc.                                            | DECIPHERA PHARMACEUTICALS INC COMMON STOCK USD.01             | CUSIP: 24344T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7222 | NS      | $118368.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                                               | DECKERS OUTDOOR CORP COMMON STOCK USD.01                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      6216 | NS      | $2481178.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                                                    | DELEK US HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     11227 | NS      | $303129.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                                      | DELTA AIR LINES INC COMMON STOCK USD.0001                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     73548 | NS      | $2416787.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                                               | DENBURY INC COMMON STOCK                                      | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      8005 | NS      | $696595.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                        | DELUXE CORP COMMON STOCK USD1.0                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      7031 | NS      | $119386.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                                                  | DENALI THERAPEUTICS INC COMMON STOCK USD.01                   | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17106 | NS      | $475717.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                                       | DENNY'S CORP COMMON STOCK USD.01                              | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      9361 | NS      | $86214.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                      | DENTSPLY SIRONA INC COMMON STOCK USD.01                       | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     25493 | NS      | $811697.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                                                      | DESIGNER BRANDS INC COMMON STOCK                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      8238 | NS      | $80567.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSE Corporation                                                          | KOSE CORP COMMON STOCK                                        | CUSIP: 619446909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $554131.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                        | MOSAIC CO/THE COMMON STOCK USD.01                             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     39186 | NS      | $1719089.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Company Incorpoated                                  | CHUBU ELECTRIC POWER CO INC COMMON STOCK                      | CUSIP: 619560006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     98229 | NS      | $1015734.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK                     | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    102402 | NS      | $2611942.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACV Auctions Inc.                                                         | ACV AUCTIONS INC COMMON STOCK USD.001                         | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18691 | NS      | $153453.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Limited                                                 | CITY DEVELOPMENTS LTD COMMON STOCK                            | CUSIP: 619792005<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     62413 | NS      | $383672.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                             | REA GROUP LTD COMMON STOCK                                    | CUSIP: 619857907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8060 | NS      | $606164.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABM Industries Incorporated                                               | ABM INDUSTRIES INC COMMON STOCK USD.01                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     10611 | NS      | $471340.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                                        | AFLAC INC COMMON STOCK USD.1                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     65243 | NS      | $4693581.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Techno-Solutions Corporation                                       | ITOCHU TECHNO-SOLUTIONS CORP COMMON STOCK                     | CUSIP: 620019901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14600 | NS      | $338658.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                   | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     18916 | NS      | $4874842.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                      | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    140976 | NS      | $3047071.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corporation                                                  | KONAMI HOLDINGS CORP COMMON STOCK                             | CUSIP: 649668001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14209 | NS      | $644559.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBUND AG                                                                | VERBUND AG COMMON STOCK                                       | CUSIP: 466160009<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     10386 | NS      | $873044.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO COMMON STOCK USD1.0                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    332593 | NS      | $44600721.30  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Corporation                                                        | KUBOTA CORP COMMON STOCK                                      | CUSIP: 649750007<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    155552 | NS      | $2125063.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd.                                              | KURITA WATER INDUSTRIES LTD COMMON STOCK                      | CUSIP: 649796000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15927 | NS      | $657860.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                | JABIL INC COMMON STOCK USD.001                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     31620 | NS      | $2156484.00   | 0.03%             |  |  |  | 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        |      3401 | NS      | $232050.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                     | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48963 | NS      | $2430358.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | KYOWA KIRIN CO LTD COMMON STOCK                               | CUSIP: 649955002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41159 | NS      | $942704.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dakota Gold Corp.                                                         | DAKOTA GOLD CORP COMMON STOCK USD.001                         | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9079 | NS      | $27690.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial Inc.                                                    | JACKSON FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11689 | NS      | $406660.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                                                | NEW YORK TIMES CO/THE COMMON STOCK USD.1                      | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38665 | NS      | $1255065.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                                      | LASERTEC CORP COMMON STOCK                                    | CUSIP: 650626906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $1877611.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                 | LENNOX INTERNATIONAL INC COMMON STOCK USD.01                  | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      7574 | NS      | $1811928.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                                 | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     48444 | NS      | $913001.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corporation Limited                                             | LENDLEASE GROUP STAPLED SECURITY                              | CUSIP: 651200008<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    105070 | NS      | $557720.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                        | NEWELL BRANDS INC COMMON STOCK USD1.0                         | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     44151 | NS      | $577495.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                                     | DEUTSCHE LUFTHANSA AG COMMON STOCK                            | CUSIP: 528748908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     91167 | NS      | $751494.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                        | TELEPERFORMANCE COMMON STOCK EUR2.5                           | CUSIP: 599933900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9017 | NS      | $2155650.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MillerKnoll Inc.                                                          | HERMAN MILLER INC COMMON STOCK USD.2                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     12333 | NS      | $259116.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc.                                                    | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01                  | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1955 | NS      | $52120.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corporation                                                         | AISIN SEIKI CO LTD COMMON STOCK                               | CUSIP: 601070006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22458 | NS      | $595473.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co. Inc.                                                        | AJINOMOTO CO INC COMMON STOCK                                 | CUSIP: 601090004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69596 | NS      | $2127085.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                        | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    280055 | NS      | $5982642.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Noodles and Company                                                       | NOODLES and CO COMMON STOCK USD.01                            | CUSIP: 65540B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6834 | NS      | $37518.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc.                                                         | ANA HOLDINGS INC COMMON STOCK                                 | CUSIP: 601490006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24349 | NS      | $515661.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MiMedx Group Inc.                                                         | MIMEDX GROUP INC COMMON STOCK USD.001                         | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19043 | NS      | $52939.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corporation                                                        | MAKITA CORP COMMON STOCK                                      | CUSIP: 655580009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34152 | NS      | $795578.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corporation                                                       | NORDSON CORP COMMON STOCK                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      5980 | NS      | $1421565.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Lung Properties Limited                                              | HANG LUNG PROPERTIES LTD COMMON STOCK                         | CUSIP: 603050006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    308313 | NS      | $600596.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc.                                                | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5125 | NS      | $311190.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc.                                                            | NORDSTROM INC COMMON STOCK                                    | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     26160 | NS      | $422222.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                              | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                     | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26619 | NS      | $6559453.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramsay Health Care Limited                                                | RAMSAY HEALTH CARE LTD COMMON STOCK                           | CUSIP: 604199901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27927 | NS      | $1226305.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                    | SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK                   | CUSIP: 604321901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    238152 | NS      | $595931.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                       | PARSONS CORP COMMON STOCK USD1.0                              | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5317 | NS      | $245911.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                        | DEUTSCHE BOERSE AG COMMON STOCK                               | CUSIP: 702196908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     28979 | NS      | $4989895.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                    | PATRICK INDUSTRIES INC COMMON STOCK                           | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3479 | NS      | $210827.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                                                  | PATTERSON COS INC COMMON STOCK USD.01                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     34237 | NS      | $959663.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK                   | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    199158 | NS      | $8012606.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | ASCENDAS REAL ESTATE INVESTMEN REIT                           | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    512578 | NS      | $1049794.88   | 0.02%             |  |  |  | No            |                  2 | 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        |     34452 | NS      | $580171.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo SE                                                                | EURAZEO SE COMMON STOCK                                       | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6646 | NS      | $413763.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                      | MARUBENI CORP COMMON STOCK                                    | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    235859 | NS      | $2701988.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                            | PANASONIC CORP COMMON STOCK                                   | CUSIP: 657270005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    336909 | NS      | $2819597.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                                | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    192571 | NS      | $1569224.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                       | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    367950 | NS      | $5183786.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                               | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36302 | NS      | $4195059.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                                                      | PAYCOM SOFTWARE INC COMMON STOCK USD.01                       | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5513 | NS      | $1710739.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc.                                                        | PAYA HOLDINGS INC COMMON STOCK USD.0001                       | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14146 | NS      | $111329.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                                             | PAYLOCITY HOLDING CORP COMMON STOCK USD.001                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      9675 | NS      | $1879465.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc.                                                         | MISUMI GROUP INC COMMON STOCK                                 | CUSIP: 659517908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43400 | NS      | $943268.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Company Limited                                         | MITSUBISHI ESTATE CO LTD COMMON STOCK                         | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    180424 | NS      | $2337136.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc.                                                      | PAYPAL HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    130745 | NS      | $9311658.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Company Limited                                            | DAIICHI SANKYO CO LTD COMMON STOCK                            | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    267258 | NS      | $8602150.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                | BANDAI NAMCO HOLDINGS INC COMMON STOCK                        | CUSIP: B0JDQD905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30493 | NS      | $1911283.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                     | MITSUBISHI CHEMICAL HOLDINGS C COMMON STOCK                   | CUSIP: B0JQTJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    195259 | NS      | $1010859.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                    | MITSUBISHI CORP COMMON STOCK                                  | CUSIP: 659678007<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    192606 | NS      | $6252910.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                                                | UNUM GROUP COMMON STOCK USD.1                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     43918 | NS      | $1801955.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                              | HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1                  | CUSIP: B0LCW0905<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | JO        |     25180 | NS      | $469251.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                              | INDUTRADE AB COMMON STOCK SEK1.0                              | CUSIP: B0LDBX904<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     41674 | NS      | $845127.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upland Software Inc.                                                      | UPLAND SOFTWARE INC COMMON STOCK USD.0001                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      5131 | NS      | $36584.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc.                                                               | UPWORK INC COMMON STOCK USD.0001                              | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19329 | NS      | $201794.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO Corporation                                                         | SUMCO CORP COMMON STOCK                                       | CUSIP: B0M0C8905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53400 | NS      | $707474.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | ELECTRICITE DE FRANCE SA COMMON STOCK EUR.5                   | CUSIP: B0NJJ1901<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EC               | CORP              | FR        |     88917 | NS      | $1141546.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ur-Energy Inc.                                                            | UR-ENERGY INC COMMON STOCK                                    | CUSIP: 91688R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36207 | NS      | $41638.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                                      | URANIUM ENERGY CORP COMMON STOCK USD.001                      | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     52561 | NS      | $203936.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Link Real Estate Investment Trust                                         | LINK REIT REIT                                                | CUSIP: B0PB4M906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    322106 | NS      | $2356957.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc.                                                     | URBAN OUTFITTERS INC COMMON STOCK USD.0001                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     10212 | NS      | $243556.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                     | URBAN EDGE PROPERTIES REIT USD.01                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18268 | NS      | $257396.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                                            | URSTADT BIDDLE PROPERTIES INC REIT USD.01                     | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      4893 | NS      | $92722.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc.                                                          | USERTESTING INC COMMON STOCK USD.0001                         | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7729 | NS      | $58044.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc.                                                | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01                 | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       569 | NS      | $57201.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                                           | UTZ BRANDS INC COMMON STOCK USD.0001                          | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10551 | NS      | $167338.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                                                           | PRYSMIAN SPA COMMON STOCK EUR.1                               | CUSIP: B1W4V6907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     38852 | NS      | $1443565.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                | SALMAR ASA COMMON STOCK NOK.25                                | CUSIP: B1W5NW906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      9966 | NS      | $390830.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | GEBERIT AG COMMON STOCK CHF.1                                 | CUSIP: B1WGG9901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5472 | NS      | $2583223.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S COMMON STOCK DKK1.0                                   | CUSIP: B1WT5G909<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     28552 | NS      | $4515131.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                          | SMITHS GROUP PLC COMMON STOCK GBP.375                         | CUSIP: B1WY23900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     55266 | NS      | $1060669.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                  | VINCI SA COMMON STOCK EUR2.5                                  | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     82026 | NS      | $8176915.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | ANGLO AMERICAN PLC COMMON STOCK USD.54945                     | CUSIP: B1XZS8907<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    193806 | NS      | $7589418.07   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS S.A.                                                | JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.                   | CUSIP: B1Y1SQ901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     43191 | NS      | $934457.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                                      | SG HOLDINGS CO LTD COMMON STOCK                               | CUSIP: BFFY88901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44000 | NS      | $610089.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux                                                     | LA FRANCAISE DES JEUX SAEM COMMON STOCK                       | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16023 | NS      | $644741.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1                 | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    114391 | NS      | $837968.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                         | INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213        | CUSIP: BHJYC0905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     28066 | NS      | $1610393.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ESR Group Limited                                                         | ESR CAYMAN LTD COMMON STOCK USD.001                           | CUSIP: BHNCRK908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    305000 | NS      | $637616.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                           | AKZO NOBEL NV COMMON STOCK EUR.5                              | CUSIP: BJ2KSG907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     27699 | NS      | $1858672.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CareMax Inc.                                                              | CAREMAX INC COMMON STOCK USD.0001                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9560 | NS      | $34894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                                             | CARGURUS INC COMMON STOCK USD.001                             | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16475 | NS      | $230814.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc.                                                  | CARIBOU BIOSCIENCES INC COMMON STOCK USD.0001                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9142 | NS      | $57411.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                                           | CARLISLE COS INC COMMON STOCK USD1.0                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     12145 | NS      | $2861969.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HK Electric Investments and HK Electric Investments Limited               | HK ELECTRIC INVESTMENTS and HK E STAPLED SECURITY HKD.0005    | CUSIP: BJ3WDZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    404500 | NS      | $267454.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                    | EQT AB COMMON STOCK SEK.1                                     | CUSIP: BJ7W9K908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     45473 | NS      | $966086.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV COMMON STOCK EUR.05                                 | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    126508 | NS      | $8734540.59   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International Public Limited Company                                | CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976              | CUSIP: BJFFLV908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21297 | NS      | $1694784.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                               | DR ING HC F PORSCHE AG PREFERENCE                             | CUSIP: BJN59B909<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     17368 | NS      | $1752665.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc.                                                               | CARMAX INC COMMON STOCK USD.5                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17671 | NS      | $1075987.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                      | CARNIVAL CORP COMMON STOCK USD.01                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    111891 | NS      | $901841.46    | 0.01%             |  |  |  | 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        |      2298 | NS      | $63286.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc.                                                         | CARPARTS.COM INC COMMON STOCK                                 | CUSIP: 14427M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8642 | NS      | $54098.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                          | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      7677 | NS      | $283588.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                | CARRIER GLOBAL CORP COMMON STOCK USD.01                       | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96008 | NS      | $3960330.00   | 0.06%             |  |  |  | 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        |     10883 | NS      | $149858.91    | 0.00%             |  |  |  | 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        |      4219 | NS      | $69993.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Limited                                                      | CLP HOLDINGS LTD COMMON STOCK                                 | CUSIP: 609701909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    250334 | NS      | $1823825.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq - The Israel Telecommunication Corporation Ltd.                     | BEZEQ THE ISRAELI TELECOMMUNIC COMMON STOCK ILS1.             | CUSIP: 609803903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    316347 | NS      | $542696.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc.                                             | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001             | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5053 | NS      | $1786791.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc.                                                                | MONRO INC COMMON STOCK USD.01                                 | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5094 | NS      | $230248.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                                              | MONSTER BEVERAGE CORP COMMON STOCK                            | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43577 | NS      | $4424372.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc.                                                   | MONTAUK RENEWABLES INC COMMON STOCK USD.01                    | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10352 | NS      | $114182.56    | 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        |      4886 | NS      | $37182.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                            | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20364 | NS      | $952370.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT DATA Corporation                                                      | NTT DATA CORP COMMON STOCK                                    | CUSIP: 612563908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     96210 | NS      | $1402042.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                               | ASX LTD COMMON STOCK                                          | CUSIP: 612922906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29527 | NS      | $1359901.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                   | BRIDGESTONE CORP COMMON STOCK                                 | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     87106 | NS      | $3084168.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| OBIC Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                      | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $1556175.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aadi Bioscience Inc.                                                      | AADI BIOSCIENCE INC COMMON STOCK USD.0001                     | CUSIP: 00032Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2411 | NS      | $30933.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                                                 | AAON INC COMMON STOCK USD.004                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7013 | NS      | $528219.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                                 | AAR CORP COMMON STOCK USD1.0                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      5427 | NS      | $243672.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                                          | AGCO CORP COMMON STOCK USD.01                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     14541 | NS      | $2016691.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                                         | DEERE and CO COMMON STOCK USD1.0                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     31573 | NS      | $13537239.48  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.                                        | FIRST INDUSTRIAL REALTY TRUST REIT USD.01                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31032 | NS      | $1497604.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc.                                                          | 1STDIBS.COM INC COMMON STOCK USD.0001                         | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4384 | NS      | $22270.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                                    | FIRST INTERNET BANCORP COMMON STOCK                           | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1546 | NS      | $37536.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                                          | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK                   | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14433 | NS      | $557835.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The First of Long Island Corporation                                      | FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1              | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3807 | NS      | $68526.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                                               | FIRST MERCHANTS CORP COMMON STOCK                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      9088 | NS      | $373607.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                                                 | FIRST MID BANCSHARES INC COMMON STOCK USD4.0                  | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3209 | NS      | $102944.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT plc                                                                  | NEXT PLC COMMON STOCK GBP.1                                   | CUSIP: 320898901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     19715 | NS      | $1381443.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                            | KINGFISHER PLC COMMON STOCK GBP.157143                        | CUSIP: 331952903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    300106 | NS      | $852668.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Republic Bank                                                       | FIRST REPUBLIC BANK/CA COMMON STOCK USD.01                    | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     20747 | NS      | $2528851.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                                          | FIRST SOLAR INC COMMON STOCK USD.001                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     11478 | NS      | $1719289.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                                                    | 1ST SOURCE CORP COMMON STOCK                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2544 | NS      | $135060.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                                              | FIRST WESTERN FINANCIAL INC COMMON STOCK                      | CUSIP: 33751L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1401 | NS      | $39438.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                                                   | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14861 | NS      | $1291569.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation Japan                                                  | ORACLE CORP JAPAN COMMON STOCK                                | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5906 | NS      | $384016.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                                    | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    772637 | NS      | $23933930.74  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                         | KOBAYASHI PHARMACEUTICAL CO LT COMMON STOCK                   | CUSIP: 614945905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $555194.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montrose Environmental Group Inc.                                         | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK                   | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4446 | NS      | $197357.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                                       | MOODY'S CORP COMMON STOCK USD.01                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     17866 | NS      | $4977824.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                                 | MOOG INC COMMON STOCK USD1.0                                  | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4585 | NS      | $402379.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corporation                                                        | ITOCHU CORP COMMON STOCK                                      | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    181304 | NS      | $5688004.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JSR Corporation                                                           | JSR CORP COMMON STOCK                                         | CUSIP: 647098003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26990 | NS      | $528498.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                         | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25             | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     24300 | NS      | $1236161.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                                | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    183066 | NS      | $3690650.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                               | FISERV INC COMMON STOCK USD.01                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     72513 | NS      | $7328888.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                         | FIRSTENERGY CORP COMMON STOCK USD.1                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     61536 | NS      | $2580819.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON Co.Ltd.                                                              | AEON CO LTD COMMON STOCK                                      | CUSIP: 648004000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     99778 | NS      | $2106859.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc.                                              | STERLING CONSTRUCTION CO INC COMMON STOCK USD.01              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4705 | NS      | $154324.00    | 0.00%             |  |  |  | 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        |      4345 | NS      | $185661.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                                    | STIFEL FINANCIAL CORP COMMON STOCK USD.15                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     24960 | NS      | $1456915.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc.                                                               | FISKER INC COMMON STOCK USD.0001                              | CUSIP: 33813J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27400 | NS      | $199198.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Five Below Inc.                                                           | FIVE BELOW INC COMMON STOCK USD.01                            | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13036 | NS      | $2305677.32   | 0.03%             |  |  |  | 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        |     13829 | NS      | $43008.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                                                  | STOCK YARDS BANCORP INC COMMON STOCK                          | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      4535 | NS      | $294684.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc.                                                | 5E ADVANCED MATERIALS INC COMMON STOCK USD.01                 | CUSIP: 33830Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5471 | NS      | $43111.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                                         | FIVE STAR BANCORP COMMON STOCK                                | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $56005.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR Technologies Inc.                                                | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      8364 | NS      | $1536299.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                                         | FLUOR CORP COMMON STOCK USD.01                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     56132 | NS      | $1945535.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                                        | FLOWERS FOODS INC COMMON STOCK USD.01                         | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     45122 | NS      | $1296806.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                                     | FLOWSERVE CORP COMMON STOCK USD1.25                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     30694 | NS      | $941691.92    | 0.01%             |  |  |  | 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        |      5779 | NS      | $99109.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corporation                                            | FLUSHING FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4672 | NS      | $90543.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc.                                                 | FOGHORN THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3495 | NS      | $22298.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc.                                                      | FOCUS UNIVERSAL INC COMMON STOCK USD.001                      | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2878 | NS      | $18447.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stoke Therapeutics Inc.                                                   | STOKE THERAPEUTICS INC COMMON STOCK                           | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3764 | NS      | $34741.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                                            | STONERIDGE INC COMMON STOCK                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      4249 | NS      | $91608.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc.                                             | FOCUS FINANCIAL PARTNERS INC COMMON STOCK USD.01              | CUSIP: 34417P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9375 | NS      | $349406.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                                                          | FOOT LOCKER INC COMMON STOCK USD.01                           | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     31485 | NS      | $1189818.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                                         | STONEX GROUP INC COMMON STOCK USD.01                          | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2733 | NS      | $260454.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corporation                                                 | STORE CAPITAL CORP REIT USD.01                                | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     62405 | NS      | $2000704.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                        | FORD MOTOR CO COMMON STOCK USD.01                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    446360 | NS      | $5191166.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                                       | FORESTAR GROUP INC COMMON STOCK USD1.0                        | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      2839 | NS      | $43748.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment                                                     | UBISOFT ENTERTAINMENT SA COMMON STOCK EUR.0775                | CUSIP: B1L3CS904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     14358 | NS      | $405625.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | AKER BP ASA COMMON STOCK NOK1.0                               | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     48198 | NS      | $1498132.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ForgeRock Inc.                                                            | FORGEROCK INC COMMON STOCK USD.001                            | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5649 | NS      | $128627.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                   | KITE REALTY GROUP TRUST REIT USD.01                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86284 | NS      | $1816278.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF Aktiebolaget                                                          | SKF AB COMMON STOCK SEK2.5                                    | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     58469 | NS      | $893027.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.                                 | KNIGHT-SWIFT TRANSPORTATION HO COMMON STOCK USD.001           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37739 | NS      | $1977900.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                                       | KNOWLES CORP COMMON STOCK USD.01                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     14415 | NS      | $236694.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc.                                                              | KNOWBE4 INC COMMON STOCK USD.00001                            | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11651 | NS      | $288711.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                                                      | KODIAK SCIENCES INC COMMON STOCK USD.0001                     | CUSIP: 50015M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5784 | NS      | $41413.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                                                      | LIQUIDIA CORP COMMON STOCK USD.001                            | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8087 | NS      | $51514.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                                        | LITHIA MOTORS INC COMMON STOCK                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6420 | NS      | $1314430.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                           | LITTELFUSE INC COMMON STOCK USD.01                            | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      5814 | NS      | $1280242.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                                            | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     15753 | NS      | $1098614.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc.                                                  | LIVE OAK BANCSHARES INC COMMON STOCK NPV                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5415 | NS      | $163533.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc.                                                           | LIVEPERSON INC COMMON STOCK USD.001                           | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     11556 | NS      | $117177.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                                                        | LIVENT CORP COMMON STOCK USD.001                              | CUSIP: 53814L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25930 | NS      | $515229.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                                                    | LIVERAMP HOLDINGS INC COMMON STOCK USD.1                      | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10693 | NS      | $250643.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     26789 | NS      | $13032580.61  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                         | LOEWS CORP COMMON STOCK USD.01                                | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     22642 | NS      | $1320707.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp.                                                    | LORDSTOWN MOTORS CORP COMMON STOCK USD.0001                   | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28542 | NS      | $32537.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Groupe Bruxelles Lambert NV                                               | GROUPE BRUXELLES LAMBERT SA COMMON STOCK                      | CUSIP: 709732903<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |     15168 | NS      | $1212190.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RAPT Therapeutics Inc.                                                    | RAPT THERAPEUTICS INC COMMON STOCK                            | CUSIP: 75382E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4123 | NS      | $81635.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris S.A.                                                              | TENARIS SA COMMON STOCK USD1.                                 | CUSIP: 753851906<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     72022 | NS      | $1263100.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heron Therapeutics Inc.                                                   | HERON THERAPEUTICS INC COMMON STOCK USD.01                    | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     17053 | NS      | $42632.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                                              | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     21788 | NS      | $2328047.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                             | RAYONIER INC REIT                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     34388 | NS      | $1133428.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                                          | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     10249 | NS      | $98390.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                                         | RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    167200 | NS      | $16873824.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                                  | HERSHA HOSPITALITY TRUST REIT USD.01                          | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      5389 | NS      | $45914.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                                       | HERSHEY CO/THE COMMON STOCK USD1.0                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     16769 | NS      | $3883197.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                                                 | RBC BEARINGS INC COMMON STOCK USD.01                          | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4560 | NS      | $954636.00    | 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        |      3130 | NS      | $58343.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                                                         | HESKA CORP COMMON STOCK USD.001                               | CUSIP: 42805E306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1587 | NS      | $98647.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                          | HESS CORP COMMON STOCK USD1.0                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     31808 | NS      | $4511010.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                                                 | READY CAPITAL CORP REIT USD.0001                              | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11671 | NS      | $130014.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                                                 | REALOGY HOLDINGS CORP COMMON STOCK USD.01                     | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17730 | NS      | $113294.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                                        | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    145065 | NS      | $2315237.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                                        | HEXCEL CORP COMMON STOCK USD.01                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     19767 | NS      | $1163287.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                 | REALTY INCOME CORP REIT USD1.0                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     69982 | NS      | $4438958.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc.                                                | REATA PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 75615P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4489 | NS      | $170537.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                                              | HIBBETT SPORTS INC COMMON STOCK USD.01                        | CUSIP: 428567101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $140533.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc.                                                      | HIGHPEAK ENERGY INC COMMON STOCK USD.0001                     | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1093 | NS      | $24996.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc.                                                 | HIGHWOODS PROPERTIES INC REIT USD.01                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     24706 | NS      | $691273.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                                          | HILLENBRAND INC COMMON STOCK                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     11068 | NS      | $472271.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc.                                                             | HILLEVAX INC COMMON STOCK USD.0001                            | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2619 | NS      | $43815.87     | 0.00%             |  |  |  | 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        |     21584 | NS      | $155620.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                                     | HILLTOP HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      7939 | NS      | $238249.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                                               | HILTON GRAND VACATIONS INC COMMON STOCK USD.01                | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     13885 | NS      | $535127.90    | 0.01%             |  |  |  | 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        |     22032 | NS      | $169866.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc.                                                 | RED RIVER BANCSHARES INC COMMON STOCK                         | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $39265.14     | 0.00%             |  |  |  | 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        |     19946 | NS      | $127853.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                            | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     31249 | NS      | $3948623.64   | 0.06%             |  |  |  | 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        |      8092 | NS      | $323760.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc.                                                           | RED VIOLET INC COMMON STOCK USD.001                           | CUSIP: 75704L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $36855.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings The                                       | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0            | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       243 | NS      | $67058.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                                   | HIRERIGHT HOLDINGS CORP COMMON STOCK USD.001                  | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3471 | NS      | $41166.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                                        | REDFIN CORP COMMON STOCK                                      | CUSIP: 75737F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17984 | NS      | $76252.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc.                                                        | REDWOOD TRUST INC REIT USD.01                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     19096 | NS      | $129088.96    | 0.00%             |  |  |  | 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        |      2914 | NS      | $39630.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresenius SE and Co. KGaA                                                 | FRESENIUS SE and CO KGAA COMMON STOCK                         | CUSIP: 435209903<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     64429 | NS      | $1799623.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                              | KLEPIERRE SA REIT EUR1.4                                      | CUSIP: 758255905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     32814 | NS      | $757367.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                 | REGAL BELOIT CORP COMMON STOCK USD.01                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     15536 | NS      | $1864009.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                                               | REGENCY CENTERS CORP REIT USD.01                              | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17969 | NS      | $1123062.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                                            | REGENXBIO INC COMMON STOCK USD.0001                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      6467 | NS      | $146671.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc.                                                                 | STEM INC COMMON STOCK USD.0001                                | CUSIP: 85859N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23176 | NS      | $207193.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc.                                                           | STERICYCLE INC COMMON STOCK USD.01                            | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     21649 | NS      | $1080068.61   | 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        |      8973 | NS      | $19022.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Internet AG                                                        | UNITED INTERNET AG COMMON STOCK                               | CUSIP: 435413901<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     14794 | NS      | $298315.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar Bancorp Inc.                                                      | STELLAR BANCORP INC COMMON STOCK USD.01                       | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7175 | NS      | $211375.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                                                      | STEPSTONE GROUP INC COMMON STOCK USD.001                      | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8581 | NS      | $216069.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                                              | HOLOGIC INC COMMON STOCK USD.01                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     28672 | NS      | $2144952.32   | 0.03%             |  |  |  | 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        |     74635 | NS      | $1700931.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                                                | STERIS PLC COMMON STOCK USD75.0                               | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11510 | NS      | $2125781.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                                      | STERLING CHECK CORP COMMON STOCK USD.01                       | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3766 | NS      | $58260.02     | 0.00%             |  |  |  | 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        |      1215 | NS      | $48636.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                                       | HOME DEPOT INC/THE COMMON STOCK USD.05                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    116524 | NS      | $36805270.64  | 0.53%             |  |  |  | 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        |      1121 | NS      | $214604.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                                               | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     50901 | NS      | $1097934.57   | 0.02%             |  |  |  | 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        |      2004 | NS      | $77454.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                                                        | VISTA OUTDOOR INC COMMON STOCK USD.01                         | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      8903 | NS      | $216966.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                                           | HOMESTREET INC COMMON STOCK                                   | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3106 | NS      | $85663.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                                                 | HOMETRUST BANCSHARES INC COMMON STOCK                         | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2759 | NS      | $66685.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                                       | VISTEON CORP COMMON STOCK                                     | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11050 | NS      | $1445671.50   | 0.02%             |  |  |  | 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        |      4607 | NS      | $63668.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc.                                       | SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01            | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      6496 | NS      | $61127.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc.                                             | SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5542 | NS      | $144147.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                                          | VITAL FARMS INC COMMON STOCK USD.0001                         | CUSIP: 92847W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4862 | NS      | $72541.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc.                                                    | VIVINT SMART HOME INC COMMON STOCK                            | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15416 | NS      | $183450.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                                               | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001               | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41954 | NS      | $1358050.98   | 0.02%             |  |  |  | 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        |      7374 | NS      | $416336.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc.                                                          | VIVID SEATS INC COMMON STOCK USD.0001                         | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4388 | NS      | $32032.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc.                                                          | SQUARESPACE INC COMMON STOCK USD.0001                         | CUSIP: 85225A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5057 | NS      | $112113.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                                                    | STAAR SURGICAL CO COMMON STOCK USD.01                         | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18999 | NS      | $922211.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                                                      | STAG INDUSTRIAL INC REIT USD.01                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     28769 | NS      | $929526.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                                             | STAGWELL INC COMMON STOCK USD.00001                           | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12546 | NS      | $77910.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                                              | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0               | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      3108 | NS      | $108158.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                                         | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1904 | NS      | $194988.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                                             | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     17033 | NS      | $1279518.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                                                 | ALIGNMENT HEALTHCARE INC COMMON STOCK                         | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14795 | NS      | $173989.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                                               | ALIGHT INC COMMON STOCK USD.0001                              | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54480 | NS      | $455452.80    | 0.01%             |  |  |  | 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        |      5777 | NS      | $84286.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc.                                                             | ALLBIRDS INC COMMON STOCK USD.0001                            | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16651 | NS      | $40295.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                                               | ALLETE INC COMMON STOCK                                       | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     22576 | NS      | $1456377.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                                             | ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7955 | NS      | $299585.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                                                | ALLIANT ENERGY CORP COMMON STOCK USD.01                       | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27981 | NS      | $1544831.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                                           | ALLIED MOTION TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      2230 | NS      | $77626.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                                                | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12924 | NS      | $81291.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc.                                                              | ALLOVIR INC COMMON STOCK                                      | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5009 | NS      | $25696.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc.                                                             | ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK USD.01            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     17515 | NS      | $308964.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                  | ALLSTATE CORP/THE COMMON STOCK USD.01                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     30455 | NS      | $4129698.00   | 0.06%             |  |  |  | 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        |      2422 | NS      | $354556.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    607888 | NS      | $53937902.24  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    679800 | NS      | $59978754.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                                    | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     11717 | NS      | $144704.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                                              | CARREFOUR SA COMMON STOCK EUR2.5                              | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     90554 | NS      | $1514600.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc.                                                        | MANPOWERGROUP INC COMMON STOCK USD.01                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     11873 | NS      | $987952.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                                   | NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0                   | CUSIP: 565042900<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     22182 | NS      | $576488.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Digital Holdings Inc.                                            | MARATHON DIGITAL HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18289 | NS      | $62548.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Oil Corporation                                                  | MARATHON OIL CORP COMMON STOCK USD1.0                         | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     76807 | NS      | $2079165.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                                            | MARATHON PETROLEUM CORP COMMON STOCK USD.01                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     56528 | NS      | $6579293.92   | 0.10%             |  |  |  | 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        |      4084 | NS      | $140693.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                                         | MERCHANTS BANCORP COMMON STOCK                                | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2593 | NS      | $63061.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                  | INFINEON TECHNOLOGIES AG COMMON STOCK                         | CUSIP: 588950907<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    199178 | NS      | $6053394.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    287076 | NS      | $31851082.20  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc.                                                      | MERCURY SYSTEMS INC COMMON STOCK USD.01                       | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13617 | NS      | $609224.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                                               | MERCURY GENERAL CORP COMMON STOCK                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      4377 | NS      | $149693.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc.                                                  | MERIDIAN BIOSCIENCE INC COMMON STOCK                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      6742 | NS      | $223901.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc.                                                         | MERIDIANLINK INC COMMON STOCK USD.001                         | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3652 | NS      | $50141.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                                | MERIT MEDICAL SYSTEMS INC COMMON STOCK                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      8921 | NS      | $630001.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                                                | MERITAGE HOMES CORP COMMON STOCK USD.01                       | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5737 | NS      | $528951.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                                        | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    825350 | NS      | $3834326.24   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mersana Therapeutics Inc.                                                 | MERSANA THERAPEUTICS INC COMMON STOCK USD.0001                | CUSIP: 59045L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14676 | NS      | $86001.36     | 0.00%             |  |  |  | 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        |      3175 | NS      | $37655.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                          | Transurban Group STAPLED SECURITY                             | CUSIP: 620088906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    468936 | NS      | $4125629.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                          | COCHLEAR LTD COMMON STOCK                                     | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |     10033 | NS      | $1385631.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                     | ORIGIN ENERGY LTD COMMON STOCK                                | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    262754 | NS      | $1375234.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                                    | ORIENTAL LAND CO LTD/JAPAN COMMON STOCK                       | CUSIP: 664889904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30500 | NS      | $4438487.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                        | BALOISE HOLDING AG COMMON STOCK CHF.1                         | CUSIP: 712459908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6985 | NS      | $1077134.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepGen Inc.                                                               | PEPGEN INC COMMON STOCK USD.0001                              | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2358 | NS      | $31526.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                               | EQUINOR ASA COMMON STOCK NOK2.5                               | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    145296 | NS      | $5221973.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    156290 | NS      | $28235351.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                                            | CAREER EDUCATION CORP COMMON STOCK USD.01                     | CUSIP: 141665109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10808 | NS      | $150231.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                                 | PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7092 | NS      | $69501.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc.                                                           | PERFICIENT INC COMMON STOCK USD.001                           | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      5493 | NS      | $383576.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                                            | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     36560 | NS      | $2134738.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc.                                                          | PERKINELMER INC COMMON STOCK USD1.0                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     14504 | NS      | $2033750.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                | SKANSKA AB COMMON STOCK                                       | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     51888 | NS      | $822553.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corporation                                             | SILVER RUN ACQUISITION CORP COMMON STOCK USD.0001             | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33026 | NS      | $310444.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                                             | SYNOPSYS INC COMMON STOCK USD.01                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     17311 | NS      | $5527229.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                                   | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0                    | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     34161 | NS      | $1282745.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                                     | SYNNEX CORP COMMON STOCK USD.001                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      9874 | NS      | $935166.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                                               | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8563 | NS      | $217928.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | SYNCHRONY FINANCIAL COMMON STOCK USD.001                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     54259 | NS      | $1782950.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc.                                                        | SYNEOS HEALTH INC COMMON STOCK USD.01                         | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     24167 | NS      | $886445.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                         | SYSCO CORP COMMON STOCK USD1.0                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     57543 | NS      | $4399162.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                                    | TJX COS INC/THE COMMON STOCK USD1.0                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    132751 | NS      | $10566979.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                                          | T-MOBILE USA INC COMMON STOCK USD.0001                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     68188 | NS      | $9546320.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                                                     | TRI POINTE GROUP INC COMMON STOCK USD.01                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15789 | NS      | $293517.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc.                                                       | TPI COMPOSITES INC COMMON STOCK USD.01                        | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      6182 | NS      | $62685.48     | 0.00%             |  |  |  | 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        |      7683 | NS      | $173635.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc.                                                        | WM TECHNOLOGY INC COMMON STOCK USD.0001                       | CUSIP: 92971A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13479 | NS      | $13613.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                              | WALMART INC COMMON STOCK USD.1                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    161574 | NS      | $22909577.46  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc.                                               | WORTHINGTON INDUSTRIES INC COMMON STOCK                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     12144 | NS      | $603678.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc.                                                     | WW INTERNATIONAL INC COMMON STOCK                             | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      9347 | NS      | $36079.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                           | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01            | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20743 | NS      | $1479183.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                                      | WYNN RESORTS LTD COMMON STOCK USD.01                          | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11035 | NS      | $910056.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                                                  | XPO LOGISTICS INC COMMON STOCK USD.001                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     27046 | NS      | $900361.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                                                 | XPEL INC COMMON STOCK                                         | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3441 | NS      | $206666.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIN RUSSELL 2000 0323                                                    | EMIN RUSSELL 2000 0323                                        | CUSIP: ADI22QP77<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       185 | NC      | $-558195.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0323                                                  | SandP MID 400 EMINI 0323                                      | CUSIP: ADI22QQ76<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        74 | NC      | $-450017.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Company Limited                                     | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                     | CUSIP: B0190C903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    209742 | NS      | $2329569.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                           | J SAINSBURY PLC COMMON STOCK GBP.285714                       | CUSIP: B019KW907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    268147 | NS      | $703300.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | ASAHI INTECC CO LTD COMMON STOCK                              | CUSIP: B019MQ908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33100 | NS      | $539935.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22            | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    214594 | NS      | $1584818.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Gamesa Renewable Energy S.A.                                      | SIEMENS GAMESA RENEWABLE ENERG COMMON STOCK EUR.17            | CUSIP: B01CP2901<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     36360 | NS      | $701543.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA.                           | ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5             | CUSIP: B01FLQ905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     33021 | NS      | $944848.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                        | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     27475 | NS      | $705307.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc.                                                                   | M3 INC COMMON STOCK                                           | CUSIP: B02K2M903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67286 | NS      | $1827709.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                  | MOWI ASA COMMON STOCK NOK7.5                                  | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     63096 | NS      | $1075174.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS L COMMON STOCK                   | CUSIP: B02PY0905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    258829 | NS      | $500537.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS L COMMON STOCK                   | CUSIP: B02PY2901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |   1000604 | NS      | $1918450.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                                     | DEXUS REIT                                                    | CUSIP: B033YN903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    164047 | NS      | $861257.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial S.A.                                                            | FERROVIAL SA COMMON STOCK EUR.2                               | CUSIP: B03851902<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     74426 | NS      | $1948674.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | GOODMAN GROUP REIT                                            | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    258127 | NS      | $3035664.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran                                                                    | SAFRAN SA COMMON STOCK EUR.2                                  | CUSIP: B058TZ909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     52130 | NS      | $6529481.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Incorporated                                         | HAKUHODO DY HOLDINGS INC COMMON STOCK                         | CUSIP: B05LZ0900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35673 | NS      | $358016.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Limited                                              | XINYI GLASS HOLDINGS LTD COMMON STOCK HKD.1                   | CUSIP: B05NXN908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    277000 | NS      | $511778.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc.                                                  | GMO PAYMENT GATEWAY INC COMMON STOCK                          | CUSIP: B06CMQ906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $529273.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                 | NESTE OYJ COMMON STOCK                                        | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     64526 | NS      | $2975742.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | BUNZL PLC COMMON STOCK GBP.3214286                            | CUSIP: B0744B906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     51484 | NS      | $1712880.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Public Limited Company                                                | AON PLC COMMON STOCK                                          | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24008 | NS      | $7205761.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                   | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01                    | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     42942 | NS      | $2695898.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                                    | ARGO GROUP INTERNATIONAL HOLDI COMMON STOCK USD1.0            | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      5215 | NS      | $134807.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield and Son Limited                              | BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0          | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      7844 | NS      | $233829.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                             | BIOHAVEN LTD COMMON STOCK                                     | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9928 | NS      | $137800.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                        | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     71850 | NS      | $19172454.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                                     | BORR DRILLING LTD COMMON STOCK USD.05                         | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     31601 | NS      | $157056.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corporation                                              | CAMBIUM NETWORKS CORP COMMON STOCK USD.0001                   | CUSIP: G17766109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1930 | NS      | $41823.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                                    | CAPRI HOLDINGS LTD COMMON STOCK                               | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30247 | NS      | $1733758.04   | 0.03%             |  |  |  | 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        |      3018 | NS      | $83326.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                        | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005         | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15551 | NS      | $206983.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman and Wakefield PLC                                                 | CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01                 | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25590 | NS      | $318851.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd.                                                    | DIVERSEY HOLDINGS LTD COMMON STOCK USD.0001                   | CUSIP: G28923103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13189 | NS      | $56185.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                  | EATON CORP PLC COMMON STOCK USD.01                            | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     45184 | NS      | $7091628.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                                                      | ENSTAR GROUP LTD COMMON STOCK USD1.0                          | CUSIP: G3075P101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1785 | NS      | $412406.40    | 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              | US        |     42016 | NS      | $1633582.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                                                     | EVEREST RE GROUP LTD COMMON STOCK USD.01                      | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4591 | NS      | $1520860.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                  | FABRINET COMMON STOCK USD.01                                  | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      5887 | NS      | $754831.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                                                             | FLEX LNG LTD COMMON STOCK USD.1                               | CUSIP: G35947202<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      4594 | NS      | $150177.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                                              | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01               | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4925 | NS      | $128985.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                                                             | FRONTLINE LTD/BERMUDA COMMON STOCK USD1.0                     | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | NO        |     19840 | NS      | $240857.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Limited                                                           | GENPACT LTD COMMON STOCK USD.01                               | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39595 | NS      | $1834040.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                                                  | AZZ INC COMMON STOCK USD1.0                                   | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3965 | NS      | $159393.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                                     | AECOM COMMON STOCK USD.01                                     | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     32797 | NS      | $2785449.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc.                                                              | AEMETIS INC COMMON STOCK USD.001                              | CUSIP: 00770K202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4964 | NS      | $19657.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AdvanSix Inc.                                                             | ADVANSIX INC COMMON STOCK USD.01                              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      4291 | NS      | $163143.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT INC REIT USD.01                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    109878 | NS      | $2316228.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc.                                                                | ANSYS INC COMMON STOCK USD.01                                 | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     10025 | NS      | $2421939.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                                              | ANTERO RESOURCES CORP COMMON STOCK USD.01                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     64848 | NS      | $2009639.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                                      | ANTHEM INC COMMON STOCK USD.01                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     27253 | NS      | $13979971.41  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                                              | ANTERO MIDSTREAM CORP COMMON STOCK                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78660 | NS      | $848741.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                                              | ANTERIX INC COMMON STOCK USD.0001                             | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      3031 | NS      | $97507.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc.                                                     | AN2 THERAPEUTICS INC COMMON STOCK USD.00001                   | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1563 | NS      | $14895.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                                           | APA CORP COMMON STOCK USD.625                                 | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36758 | NS      | $1715863.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Company                               | APARTMENT INVESTMENT AND MANAG REIT USD.01                    | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23922 | NS      | $170324.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                                               | APARTMENT INCOME REIT CORP REIT USD.01                        | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35210 | NS      | $1208055.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc.                                                   | BLADE AIR MOBILITY INC COMMON STOCK USD.0001                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9551 | NS      | $34192.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Blend Labs Inc.                                                           | BLEND LABS INC COMMON STOCK USD.00001                         | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31176 | NS      | $44893.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co.                                                        | BLINK CHARGING CO COMMON STOCK USD.001                        | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5819 | NS      | $63834.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HandR Block Inc.                                                          | HandR BLOCK INC COMMON STOCK                                  | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36512 | NS      | $1333053.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                                                  | BLOOM ENERGY CORP COMMON STOCK USD.0001                       | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28241 | NS      | $539967.92    | 0.01%             |  |  |  | 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        |     10023 | NS      | $21749.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                                                | GRACO INC COMMON STOCK USD1.0                                 | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     39579 | NS      | $2662083.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                                               | GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01                | CUSIP: 384313508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31390 | NS      | $149416.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                                                   | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                        | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1471 | NS      | $888792.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                                        | WW GRAINGER INC COMMON STOCK USD.5                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      5144 | NS      | $2861350.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                                               | GRAND CANYON EDUCATION INC COMMON STOCK USD.01                | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7203 | NS      | $761068.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                                         | GRANITE CONSTRUCTION INC COMMON STOCK USD.01                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7097 | NS      | $248891.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc.                                         | GRANITE POINT MORTGAGE TRUST I REIT USD.01                    | CUSIP: 38741L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8902 | NS      | $47714.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc.                                                      | GRAY TELEVISION INC COMMON STOCK                              | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13399 | NS      | $149934.81    | 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        |     10880 | NS      | $64736.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                                               | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01                | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1346 | NS      | $80073.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    175996 | NS      | $17812555.16  | 0.26%             |  |  |  | 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        |     18577 | NS      | $591491.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group AG                                                       | SWATCH GROUP AG/THE COMMON STOCK CHF2.25                      | CUSIP: 718472905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4413 | NS      | $1254265.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Swatch Group AG                                                       | SWATCH GROUP AG/THE COMMON STOCK CHF.45                       | CUSIP: 718473903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      8024 | NS      | $417223.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | PHILLIPS 66 COMMON STOCK                                      | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54558 | NS      | $5678396.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                                           | PHOTRONICS INC COMMON STOCK USD.01                            | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9526 | NS      | $160322.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen and Steers Inc.                                                     | COHEN and STEERS INC COMMON STOCK USD.01                      | CUSIP: 19247A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4070 | NS      | $262759.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                            | II VI INC COMMON STOCK                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     32571 | NS      | $1143242.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                                   | PHYSICIANS REALTY TRUST REIT USD.01                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     89262 | NS      | $1291621.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                                             | PHREESIA INC COMMON STOCK USD.001                             | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7917 | NS      | $256194.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus BioSciences Inc.                                                  | COHERUS BIOSCIENCES INC COMMON STOCK USD.0001                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     12009 | NS      | $95111.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                                                 | COHU INC COMMON STOCK USD1.0                                  | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7699 | NS      | $246752.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc.                                                     | PIEDMONT LITHIUM LTD COMMON STOCK                             | CUSIP: 72016P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2777 | NS      | $122243.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc.                                         | PIEDMONT OFFICE REALTY TRUST I REIT USD.01                    | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19898 | NS      | $182464.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                                        | ENOVIS CORP COMMON STOCK USD.001                              | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11191 | NS      | $598942.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                 | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     94711 | NS      | $7462279.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                       | ESSILORLUXOTTICA SA COMMON STOCK EUR.18                       | CUSIP: 721247906<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     44356 | NS      | $8025462.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                               | PILGRIM'S PRIDE CORP COMMON STOCK USD.01                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     10552 | NS      | $250398.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                             | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      5516 | NS      | $127971.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                                                      | COLONY BANKCORP INC COMMON STOCK USD1.0                       | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3392 | NS      | $43044.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                                          | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     17955 | NS      | $1317897.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                                         | PINNACLE WEST CAPITAL CORP COMMON STOCK                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     13156 | NS      | $1000382.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                              | COLUMBIA BANKING SYSTEM INC COMMON STOCK                      | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12449 | NS      | $375088.37    | 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        |      5330 | NS      | $115234.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                                         | PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01              | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     27053 | NS      | $6178634.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                                   | PIPER JAFFRAY COS COMMON STOCK USD.01                         | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2715 | NS      | $353465.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                                               | COLUMBIA SPORTSWEAR CO COMMON STOCK                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      8315 | NS      | $728227.70    | 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        |      4555 | NS      | $147900.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                                         | PITNEY BOWES INC COMMON STOCK USD1.0                          | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     28428 | NS      | $108026.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                         | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    307560 | NS      | $1491308.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                      | CREDIT AGRICOLE SA COMMON STOCK EUR3.0                        | CUSIP: 726261902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    184606 | NS      | $1941932.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Labs PBC                                                           | PLANET LABS PBC COMMON STOCK USD.0001                         | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25294 | NS      | $110028.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                                  | COMFORT SYSTEMS USA INC COMMON STOCK USD.01                   | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5641 | NS      | $649166.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    499435 | NS      | $17465241.95  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo and Son Inc.                                           | JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01             | CUSIP: 800422107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1421 | NS      | $115555.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc.                                                 | SANGAMO THERAPEUTICS INC COMMON STOCK USD.01                  | CUSIP: 800677106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21079 | NS      | $66188.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                     | COMERICA INC COMMON STOCK USD5.0                              | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     15240 | NS      | $1018794.00   | 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        |      7166 | NS      | $162739.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                                       | SANMINA CORP COMMON STOCK USD.01                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      9081 | NS      | $520250.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics Corporation                                | SARCOS TECHNOLOGY AND ROBOTI COMMON STOCK USD.0001            | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19656 | NS      | $11032.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                                         | SAUL CENTERS INC REIT USD.01                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1944 | NS      | $79081.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                                           | SCANSOURCE INC COMMON STOCK                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      4093 | NS      | $119597.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp.                                                | PROFESSIONAL HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 743139107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2142 | NS      | $59419.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp.                                                     | PROFRAC HOLDING CORP COMMON STOCK USD.01                      | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2724 | NS      | $68644.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                                         | HENRY SCHEIN INC COMMON STOCK USD.01                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     15128 | NS      | $1208273.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                                      | SCHLUMBERGER LTD COMMON STOCK USD.01                          | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159519 | NS      | $8527885.74   | 0.12%             |  |  |  | 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        |      8161 | NS      | $137839.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                                             | PROGRESS SOFTWARE CORP COMMON STOCK USD.01                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      6936 | NS      | $349921.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.                                           | SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      4159 | NS      | $127473.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                                    | SCHOLASTIC CORP COMMON STOCK USD.01                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4836 | NS      | $190828.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                               | PROGRESSIVE CORP/THE COMMON STOCK USD1.0                      | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66126 | NS      | $8577203.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                                              | PROGYNY INC COMMON STOCK USD.0001                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29679 | NS      | $924500.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                                                          | SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01             | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8737 | NS      | $163294.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                            | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01                   | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173120 | NS      | $14413971.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                             | PROLOGIS INC REIT USD.01                                      | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104465 | NS      | $11776339.45  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                                        | PROS HOLDINGS INC COMMON STOCK USD.001                        | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      6601 | NS      | $160140.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                                       | SCHWEITZER-MAUDUIT INTERNATION COMMON STOCK USD.1             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      8637 | NS      | $180513.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation                            | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001          | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     12947 | NS      | $1436210.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                                    | PROPETRO HOLDING CORP COMMON STOCK                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13994 | NS      | $145117.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc.                                               | PROMETHEUS BIOSCIENCES INC COMMON STOCK USD.0001              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5510 | NS      | $606100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                                     | SCIENTIFIC GAMES CORP COMMON STOCK USD.001                    | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37155 | NS      | $2177283.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                            | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      9499 | NS      | $461556.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida                                   | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      9729 | NS      | $303447.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                                    | SEALED AIR CORP COMMON STOCK USD.1                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     15801 | NS      | $788153.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                                                  | EW SCRIPPS CO/THE COMMON STOCK USD.01                         | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      9637 | NS      | $127112.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc.                                          | SCULPTOR CAPITAL MANAGEMENT IN COMMON STOCK                   | CUSIP: 811246107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4475 | NS      | $38753.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corporation                                             | SEASPINE HOLDINGS CORP COMMON STOCK USD.01                    | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      6411 | NS      | $53531.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc.                                               | SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01                | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6406 | NS      | $342785.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Limited                                                               | SEA LTD ADR                                                   | CUSIP: 81141R100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     55100 | NS      | $2866853.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Silica Holdings Inc.                                                 | US SILICA HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 90346E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11870 | NS      | $148375.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc.                                                                 | SEER INC COMMON STOCK USD.00001                               | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8754 | NS      | $50773.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc.                                               | SELECT ENERGY SERVICES INC COMMON STOCK USD.01                | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     11544 | NS      | $106666.56    | 0.00%             |  |  |  | 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        |      2270 | NS      | $27694.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc.                                                   | WASHINGTON FEDERAL INC COMMON STOCK USD1.0                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25627 | NS      | $859785.85    | 0.01%             |  |  |  | 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        |     16741 | NS      | $415679.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                                            | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0             | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23670 | NS      | $2097398.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                          | WASHINGTON REAL ESTATE INVESTM REIT USD.01                    | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     14054 | NS      | $250161.20    | 0.00%             |  |  |  | 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        |      2679 | NS      | $126395.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                                     | WASTE MANAGEMENT INC COMMON STOCK USD.01                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     42600 | NS      | $6683088.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                        | WATERS CORP COMMON STOCK USD.01                               | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      6784 | NS      | $2324062.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                                       | SEMTECH CORP COMMON STOCK USD.01                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     10225 | NS      | $293355.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                                             | SEMPRA ENERGY COMMON STOCK                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     35541 | NS      | $5492506.14   | 0.08%             |  |  |  | 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        |      2686 | NS      | $46306.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                                                  | SENECA FOODS CORP COMMON STOCK USD.25                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $51807.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                                         | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     16555 | NS      | $1207190.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc.                                                  | SENSEONICS HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     74269 | NS      | $76497.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc.                                                   | SERES THERAPEUTICS INC COMMON STOCK USD.001                   | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     11391 | NS      | $63789.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc.                                                | ALX ONCOLOGY HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3473 | NS      | $39140.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc.                                         | AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01            | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      9254 | NS      | $240418.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc.                                                    | AKOYA BIOSCIENCES INC COMMON STOCK USD.00001                  | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2547 | NS      | $24374.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                                          | ALAMO GROUP INC COMMON STOCK USD.1                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1569 | NS      | $222170.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                                   | ALARM.COM HOLDINGS INC COMMON STOCK                           | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      7708 | NS      | $381391.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                                                     | ALASKA AIR GROUP INC COMMON STOCK USD.01                      | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14682 | NS      | $630445.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                                | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      4964 | NS      | $489400.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                                     | ALBEMARLE CORP COMMON STOCK USD.01                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     13383 | NS      | $2902237.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc.                                                       | ALBIREO PHARMA INC COMMON STOCK USD.01                        | CUSIP: 01345P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2883 | NS      | $62301.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Company Public Limited Company(The)                          | BRITISH LAND CO PLC/THE REIT GBP.25                           | CUSIP: 013670005<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |    134318 | NS      | $637709.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corporation                                                         | ALCOA CORP COMMON STOCK USD.01                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     41554 | NS      | $1889460.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc.                                                              | ALECTOR INC COMMON STOCK USD.0001                             | CUSIP: 014442107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10218 | NS      | $94312.14     | 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        |      2712 | NS      | $63325.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander and Baldwin Inc.                                                | ALEXANDER and BALDWIN INC REIT                                | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11704 | NS      | $219215.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                                          | ALEXANDER'S INC REIT USD1.0                                   | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       326 | NS      | $71739.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                      | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     16973 | NS      | $2472456.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc.                                                                | ALICO INC COMMON STOCK USD1.0                                 | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $26949.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                                     | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      8108 | NS      | $1709977.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                   | SSE PLC COMMON STOCK GBP.5                                    | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    162843 | NS      | $3349181.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                 | BP PLC COMMON STOCK USD.25                                    | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2869777 | NS      | $16558445.79  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc.                                                | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5473 | NS      | $146074.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc.                                                         | BENEFITFOCUS INC COMMON STOCK USD.001                         | CUSIP: 08180D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $45501.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc.                                                          | BENSON HILL INC COMMON STOCK USD.0001                         | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28254 | NS      | $72047.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkeley Lights Inc.                                                      | BERKELEY LIGHTS INC COMMON STOCK                              | CUSIP: 084310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10771 | NS      | $28866.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                                                 | WR BERKLEY CORP COMMON STOCK USD.2                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     23202 | NS      | $1683769.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                   | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    204508 | NS      | $63172521.20  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation                                                         | BERRY PETROLEUM CORP COMMON STOCK USD.001                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13024 | NS      | $104192.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                                    | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4897 | NS      | $138780.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                                              | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9430 | NS      | $59597.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc.                                                               | CUTERA INC COMMON STOCK USD.001                               | CUSIP: 232109108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2627 | NS      | $116165.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                                                 | CYTOKINETICS INC COMMON STOCK USD.001                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     13131 | NS      | $601662.42    | 0.01%             |  |  |  | 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        |     18347 | NS      | $187322.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                                           | DMC GLOBAL INC COMMON STOCK USD.05                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      3193 | NS      | $62071.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                                          | DR HORTON INC COMMON STOCK USD.01                             | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35949 | NS      | $3204493.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc.                                                            | DHI GROUP INC COMMON STOCK USD.01                             | CUSIP: 23331S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6825 | NS      | $36104.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                        | DTE ENERGY CO COMMON STOCK                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     22246 | NS      | $2614572.38   | 0.04%             |  |  |  | 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        |      2527 | NS      | $69618.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc.                                                    | DICE THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5532 | NS      | $172598.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                                         | DTE MIDSTREAM LLC COMMON STOCK                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22722 | NS      | $1255617.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                                    | DXC TECHNOLOGY CO COMMON STOCK USD.01                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     25790 | NS      | $683435.00    | 0.01%             |  |  |  | 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        |       208 | NS      | $52106.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                                         | DANA INC COMMON STOCK USD.01                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     50736 | NS      | $767635.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                                       | DANAHER CORP COMMON STOCK USD.01                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     74228 | NS      | $19701595.76  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc.                                                   | DANIMER SCIENTIFIC INC COMMON STOCK USD.0001                  | CUSIP: 236272100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16341 | NS      | $29250.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Darden Restaurants Inc.                                                   | DARDEN RESTAURANTS INC COMMON STOCK                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     13965 | NS      | $1931778.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                                                  | DARLING INGREDIENTS INC COMMON STOCK USD.01                   | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     37640 | NS      | $2355887.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc.                                                               | DASEKE INC COMMON STOCK                                       | CUSIP: 23753F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7076 | NS      | $40262.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                                               | DAVITA INC COMMON STOCK USD.001                               | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      6304 | NS      | $470719.68    | 0.01%             |  |  |  | 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        |      4426 | NS      | $95247.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                                        | EXPEDIA GROUP INC COMMON STOCK USD.001                        | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     17519 | NS      | $1534664.40   | 0.02%             |  |  |  | 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        |      5548 | NS      | $93761.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                                        | KEMPER CORP COMMON STOCK USD.1                                | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     15003 | NS      | $738147.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                                           | KENNAMETAL INC COMMON STOCK USD1.25                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     32013 | NS      | $770232.78    | 0.01%             |  |  |  | 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        |     19055 | NS      | $299735.15    | 0.00%             |  |  |  | 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        |      2960 | NS      | $142139.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                     | KEURIG DR PEPPER INC COMMON STOCK USD.01                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     96252 | NS      | $3432346.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                   | KEYCORP COMMON STOCK USD1.0                                   | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    104057 | NS      | $1812672.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                                         | A10 NETWORKS INC COMMON STOCK USD.00001                       | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     10545 | NS      | $175363.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                                                | KEYSIGHT TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     20556 | NS      | $3516514.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc.                                                  | KEZAR LIFE SCIENCES INC COMMON STOCK USD.001                  | CUSIP: 49372L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8525 | NS      | $60016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                                                    | ATN INTERNATIONAL INC COMMON STOCK USD.01                     | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1770 | NS      | $80198.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc.                                                  | AARON'S CO INC/THE COMMON STOCK USD.5                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5234 | NS      | $62546.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                                               | KFORCE INC COMMON STOCK USD.01                                | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3169 | NS      | $173756.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc.                                                | KIMBALL INTERNATIONAL INC COMMON STOCK USD.05                 | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      6911 | NS      | $44921.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                                           | CLEANSPARK INC COMMON STOCK                                   | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8081 | NS      | $16485.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61069 | NS      | $64122.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc.                                                         | CLEAR SECURE INC COMMON STOCK USD.00001                       | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9999 | NS      | $274272.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                                           | CLEARFIELD INC COMMON STOCK USD.01                            | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $173405.88    | 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        |      1880 | NS      | $41397.60     | 0.00%             |  |  |  | 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        |      2609 | NS      | $240210.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                                              | CLEARWATER PAPER CORP COMMON STOCK USD.0001                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2705 | NS      | $102276.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                                      | CLEARWAY ENERGY INC COMMON STOCK USD.01                       | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      6354 | NS      | $190111.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                                      | CLEARWAY ENERGY INC COMMON STOCK                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     12480 | NS      | $397737.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                     | CLEVELAND-CLIFFS INC COMMON STOCK USD.125                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    121018 | NS      | $1949599.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.                                  | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20117 | NS      | $1266968.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corporation                                                 | MACATAWA BANK CORP COMMON STOCK                               | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5177 | NS      | $57102.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                                        | CLOROX CO/THE COMMON STOCK USD1.0                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     14002 | NS      | $1964900.66   | 0.03%             |  |  |  | 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        |     63910 | NS      | $59404.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                                      | MACERICH CO/THE REIT USD.01                                   | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85143 | NS      | $958710.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                                    | MACK-CALI REALTY CORP REIT USD.01                             | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13953 | NS      | $222271.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                                             | COASTAL FINANCIAL CORP/WA COMMON STOCK                        | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $82019.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                                               | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0                | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1831 | NS      | $938131.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                              | SECURITAS AB COMMON STOCK SEK1.                               | CUSIP: 555404904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     75048 | NS      | $626234.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MacroGenics Inc.                                                          | MACROGENICS INC COMMON STOCK USD.01                           | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      9830 | NS      | $65959.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    440921 | NS      | $28046984.81  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                        | COCA-COLA EUROPEAN PARTNERS PL COMMON STOCK EUR.01            | CUSIP: 19122T109<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     31358 | NS      | $1734724.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                                               | MACY'S INC COMMON STOCK USD.01                                | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63642 | NS      | $1314207.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                                        | STEVEN MADDEN LTD COMMON STOCK USD.0001                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     12408 | NS      | $396559.68    | 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        |     10651 | NS      | $49633.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                                         | COEUR MINING INC COMMON STOCK USD.01                          | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     45297 | NS      | $152197.92    | 0.00%             |  |  |  | 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        |      6846 | NS      | $390769.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc.                                                   | COGENT BIOSCIENCES INC COMMON STOCK USD.001                   | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10312 | NS      | $119206.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona S.A.                                                              | ACCIONA SA COMMON STOCK EUR1.                                 | CUSIP: 557910908<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      3765 | NS      | $692879.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                | FORTUM OYJ COMMON STOCK EUR3.4                                | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     67741 | NS      | $1128162.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corporation                                                        | COGNEX CORP COMMON STOCK USD.002                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     40612 | NS      | $1913231.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01            | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58834 | NS      | $3364716.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                                                  | DISH NETWORK CORP COMMON STOCK USD.01                         | CUSIP: 25470M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29119 | NS      | $408830.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                              | SENIOR HOUSING PROP TRUST REIT USD.01                         | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42769 | NS      | $27662.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                                                | DOCGO INC COMMON STOCK USD.0001                               | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12997 | NS      | $91888.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                | DOLLAR GENERAL CORP COMMON STOCK USD.875                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     25583 | NS      | $6299813.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                                 | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4169 | NS      | $187479.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc.                                             | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $588336.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                                          | DOLLAR TREE INC COMMON STOCK USD.01                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     23937 | NS      | $3385649.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     94444 | NS      | $5791306.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                                       | DOMINO'S PIZZA INC COMMON STOCK USD.01                        | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3962 | NS      | $1372436.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc.                                                                 | DOMO INC COMMON STOCK USD.001                                 | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5017 | NS      | $71442.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                                              | RUBICON PROJECT INC/THE COMMON STOCK USD.00001                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     20987 | NS      | $222252.33    | 0.00%             |  |  |  | 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        |     26751 | NS      | $627310.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                                                    | DONALDSON CO INC COMMON STOCK USD5.0                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     28760 | NS      | $1693101.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                                        | DONEGAL GROUP INC COMMON STOCK USD.01                         | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $38368.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                    | UCB SA COMMON STOCK                                           | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     19283 | NS      | $1519374.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Malibu Boats Inc.                                                         | MALIBU BOATS INC COMMON STOCK USD.01                          | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3312 | NS      | $176529.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc.                                        | DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      4145 | NS      | $160204.25    | 0.00%             |  |  |  | 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        |      4206 | NS      | $340139.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                                                 | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01                  | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14654 | NS      | $1778995.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                             | NEMETSCHEK SE COMMON STOCK                                    | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8808 | NS      | $450320.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc.                                                       | DOUGLAS EMMETT INC REIT USD.01                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41284 | NS      | $647333.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                                                     | DOUGLAS DYNAMICS INC COMMON STOCK USD.01                      | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3573 | NS      | $129199.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                                                      | DOUGLAS ELLIMAN INC COMMON STOCK                              | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12765 | NS      | $51953.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                         | DOVER CORP COMMON STOCK USD1.0                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     16509 | NS      | $2235483.69   | 0.03%             |  |  |  | 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        |      6284 | NS      | $57561.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corporation                                                      | MANNKIND CORP COMMON STOCK USD.01                             | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40138 | NS      | $211527.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                                   | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80641 | NS      | $4063499.99   | 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        |      3648 | NS      | $31591.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc.                                                            | DRIL-QUIP INC COMMON STOCK USD.01                             | CUSIP: 262037104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5716 | NS      | $155303.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc.                                              | DUCK CREEK TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12579 | NS      | $151576.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                                     | DUCOMMUN INC COMMON STOCK USD.01                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1852 | NS      | $92525.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Duckhorn Portfolio Inc.                                               | DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01                | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5956 | NS      | $98690.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                                                   | HAEMONETICS CORP COMMON STOCK USD.01                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     19983 | NS      | $1571662.95   | 0.02%             |  |  |  | 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        |     12205 | NS      | $197476.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal                                                                   | L'OREAL SA COMMON STOCK EUR.2                                 | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     36838 | NS      | $13191597.55  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Company                                                       | HALLIBURTON CO COMMON STOCK USD2.5                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    104105 | NS      | $4096531.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                                             | TRUEBLUE INC COMMON STOCK                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5229 | NS      | $102383.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                                            | TRUPANION INC COMMON STOCK USD.00001                          | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      6295 | NS      | $299201.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                              | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    150345 | NS      | $6469345.35   | 0.09%             |  |  |  | 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        |      3014 | NS      | $113296.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                                     | TRUSTMARK CORP COMMON STOCK                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      9684 | NS      | $338068.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                                        | TTEC HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      3072 | NS      | $135567.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc.                                                               | TUCOWS INC COMMON STOCK                                       | CUSIP: 898697206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1679 | NS      | $56951.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corporation                                             | TUPPERWARE BRANDS CORP COMMON STOCK USD.01                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      7126 | NS      | $29501.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc.                                                 | TURNING POINT BRANDS INC COMMON STOCK USD.01                  | CUSIP: 90041L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $51674.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc.                                                    | TUSIMPLE HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22788 | NS      | $37372.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                                                  | TUTOR PERINI CORP COMMON STOCK USD1.0                         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      7357 | NS      | $55545.35     | 0.00%             |  |  |  | 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        |      9003 | NS      | $66532.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                                                 | ON24 INC COMMON STOCK USD.0001                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7134 | NS      | $61566.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc.                                                                 | OOMA INC COMMON STOCK USD.0001                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3800 | NS      | $51756.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                                 | VAREX IMAGING CORP COMMON STOCK USD.01                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      6214 | NS      | $126144.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc.                                                                  | TIS INC COMMON STOCK                                          | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34500 | NS      | $906721.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MSandAD Insurance Group Holdings Inc.                                     | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                 | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     67951 | NS      | $2172381.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis S.A.                                                       | EDP RENOVAVEIS SA COMMON STOCK EUR5.                          | CUSIP: B39GNW904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     43951 | NS      | $968483.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Lending Corporation                                                  | OPEN LENDING CORP COMMON STOCK                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17590 | NS      | $118732.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc.                                                          | OPKO HEALTH INC COMMON STOCK USD.01                           | CUSIP: 68375N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66354 | NS      | $82942.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                                | UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05                | CUSIP: B39J2M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    104001 | NS      | $1242637.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co. Ltd.                                                  | WELCIA HOLDINGS CO LTD COMMON STOCK                           | CUSIP: B3CF1G901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14400 | NS      | $335668.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Financial Corporation                                             | OPORTUN FINANCIAL CORP COMMON STOCK USD.0001                  | CUSIP: 68376D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5301 | NS      | $29208.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                                                 | OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1293 | NS      | $54732.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co. Ltd.                                                  | PERSOL HOLDINGS CO LTD COMMON STOCK                           | CUSIP: B3CY70909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27100 | NS      | $576409.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corporation                                                     | HOSHIZAKI CORP COMMON STOCK                                   | CUSIP: B3FF8W906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16600 | NS      | $583689.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    172213 | NS      | $14076690.62  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corporation                                                    | OPTIMIZERX CORP COMMON STOCK USD.001                          | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3055 | NS      | $51324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                           | OCADO GROUP PLC COMMON STOCK GBP.02                           | CUSIP: B3MBS7900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     88064 | NS      | $653700.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health Inc.                                                   | OPTION CARE HEALTH INC COMMON STOCK USD.0001                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     61363 | NS      | $1846412.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT NPV                                            | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    364098 | NS      | $896721.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc.                                                 | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001              | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11757 | NS      | $56668.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORCHID ISLAND CAPITAL INC REIT USD.01                                     | ORCHID ISLAND CAPITAL INC REIT USD.01                         | CUSIP: 68571X301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6099 | NS      | $64039.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa Inc.                                                               | ARCOSA INC COMMON STOCK USD.01                                | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7694 | NS      | $418091.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                                                       | ARCONIC CORP COMMON STOCK USD.01                              | CUSIP: 03966V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16432 | NS      | $347701.12    | 0.01%             |  |  |  | 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        |      8233 | NS      | $170258.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                        | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $360254.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Company Limited                                         | SUMITOMO CHEMICAL CO LTD COMMON STOCK                         | CUSIP: 685856007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    227244 | NS      | $814811.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                                              | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK                      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6601 | NS      | $97694.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.                                       | ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001           | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3737 | NS      | $63379.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Arena Group Holdings Inc.                                             | ARENA GROUP HOLDINGS INC/THE COMMON STOCK USD.01              | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1983 | NS      | $21039.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                                                | ARGAN INC COMMON STOCK USD.15                                 | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $75972.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK                   | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |    108943 | NS      | $1230886.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                            | SUMITOMO METAL MINING CO LTD COMMON STOCK                     | CUSIP: 685884009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37707 | NS      | $1324980.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty and Development Co. Ltd.                                  | SUMITOMO REALTY and DEVELOPMENT COMMON STOCK                  | CUSIP: 685890006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47183 | NS      | $1112005.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                                    | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    171838 | NS      | $2856478.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                           | SUN HUNG KAI PROPERTIES LTD COMMON STOCK                      | CUSIP: 685992000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    220814 | NS      | $3016178.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc.                                               | ORGANOGENESIS HOLDINGS INC COMMON STOCK                       | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12119 | NS      | $32600.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                                       | ORIGIN BANCORP INC COMMON STOCK                               | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3579 | NS      | $131349.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc.                                                     | ORIGIN MATERIALS INC COMMON STOCK USD.0001                    | CUSIP: 68622D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17079 | NS      | $78734.19     | 0.00%             |  |  |  | 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        |      1397 | NS      | $130186.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc.                                                            | REV GROUP INC COMMON STOCK USD.001                            | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5451 | NS      | $68791.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                                 | RLI CORP COMMON STOCK USD1.0                                  | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15699 | NS      | $2060807.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                                         | RLJ LODGING TRUST REIT                                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25864 | NS      | $273899.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                                                  | RPC INC COMMON STOCK USD.1                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12071 | NS      | $107311.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                                        | RMR GROUP INC/THE COMMON STOCK                                | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      2557 | NS      | $72235.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                        | RH COMMON STOCK USD.0001                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      4513 | NS      | $1205828.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                                    | RPM INTERNATIONAL INC COMMON STOCK USD.01                     | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     30319 | NS      | $2954586.55   | 0.04%             |  |  |  | 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        |      8209 | NS      | $84470.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                                      | ARISTA NETWORKS INC COMMON STOCK USD.0001                     | CUSIP: 040413106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27956 | NS      | $3392460.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                                | RPT REALTY REIT USD.01                                        | CUSIP: 74971D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13912 | NS      | $139676.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                                                  | RXO INC COMMON STOCK                                          | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27034 | NS      | $464984.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc.                                                 | RACKSPACE TECHNOLOGY INC COMMON STOCK USD.01                  | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9579 | NS      | $28258.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                                         | RADIAN GROUP INC COMMON STOCK USD.001                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     24783 | NS      | $472611.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.2                                  | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     30539 | NS      | $579822.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.2                                  | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    230160 | NS      | $4157517.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                       | VONTIER CORP COMMON STOCK USD.0001                            | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37105 | NS      | $717239.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                      | VORNADO REALTY TRUST REIT USD.04                              | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18541 | NS      | $385838.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                                                       | VOYA FINANCIAL INC COMMON STOCK USD.01                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     22821 | NS      | $1403263.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                  | VULCAN MATERIALS CO COMMON STOCK USD1.0                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     15006 | NS      | $2627700.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corporation                                                         | VUZIX CORP COMMON STOCK                                       | CUSIP: 92921W300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9951 | NS      | $36221.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WandT Offshore Inc.                                                       | WandT OFFSHORE INC COMMON STOCK USD.00001                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     14974 | NS      | $83554.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                                             | WD-40 CO COMMON STOCK USD.001                                 | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2182 | NS      | $351760.22    | 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        |      9885 | NS      | $448185.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                                     | WEC ENERGY GROUP INC COMMON STOCK USD.01                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     35605 | NS      | $3338324.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc.                                                 | ARIS WATER SOLUTION INC COMMON STOCK USD.01                   | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3585 | NS      | $51659.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma Public Limited Company                                              | HALMA PLC COMMON STOCK GBP.1                                  | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     57904 | NS      | $1378980.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| C4 Therapeutics Inc.                                                      | C4 THERAPEUTICS INC COMMON STOCK                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7117 | NS      | $41990.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                                              | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1                  | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14108 | NS      | $1291728.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                                         | CIGNA CORP COMMON STOCK USD.01                                | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34591 | NS      | $11461381.94  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     40625 | NS      | $6831500.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                    | CMS ENERGY CORP COMMON STOCK USD.01                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     32696 | NS      | $2070637.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                                                 | CNB FINANCIAL CORP/PA COMMON STOCK                            | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2747 | NS      | $65351.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                                    | CRA INTERNATIONAL INC COMMON STOCK                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1115 | NS      | $136509.45    | 0.00%             |  |  |  | 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        |     44981 | NS      | $1027815.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc.                                                             | CS DISCO INC COMMON STOCK USD.005                             | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3828 | NS      | $24192.96     | 0.00%             |  |  |  | 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        |      4970 | NS      | $284284.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                                      | CSW INDUSTRIALS INC COMMON STOCK USD.01                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2326 | NS      | $269653.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0            | CUSIP: 481334902<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    246460 | NS      | $2837462.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                                 | SOFINA SA COMMON STOCK                                        | CUSIP: 482030004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      2351 | NS      | $519108.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc.                                                     | JUNIPER NETWORKS INC COMMON STOCK USD.00001                   | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     35242 | NS      | $1126334.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                                 | SOLVAY SA COMMON STOCK EUR15.0                                | CUSIP: 482110004<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |     11304 | NS      | $1142901.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAR Auction Services Inc.                                                 | KAR AUCTION SERVICES INC COMMON STOCK USD.01                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     17661 | NS      | $230476.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                                                  | KBR INC COMMON STOCK USD.001                                  | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32220 | NS      | $1701216.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                    | SGS SA COMMON STOCK CHF1.0                                    | CUSIP: 482477007<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       972 | NS      | $2264116.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corporation                                                           | KLA CORP COMMON STOCK USD.001                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     16075 | NS      | $6060757.25   | 0.09%             |  |  |  | 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        |      8727 | NS      | $121828.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                                               | KADANT INC COMMON STOCK USD.01                                | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1848 | NS      | $328260.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                                               | KAISER ALUMINUM CORP COMMON STOCK USD.01                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2555 | NS      | $194077.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Company (Japan) Ltd.                                  | MCDONALD'S HOLDINGS CO JAPAN L COMMON STOCK                   | CUSIP: 637186909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13161 | NS      | $500201.94    | 0.01%             |  |  |  | No            |                  2 | 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        |       885 | NS      | $60587.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                                             | NATIONAL RESEARCH CORP COMMON STOCK USD.001                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      2253 | NS      | $84036.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc.                                           | NATIONAL RETAIL PROPERTIES INC REIT USD.01                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     41975 | NS      | $1920776.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                                         | NATIONAL STORAGE AFFILIATES TR REIT USD.01                    | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19846 | NS      | $716837.52    | 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        |     12608 | NS      | $488686.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                                          | NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       348 | NS      | $97788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                                            | NOMURA RESEARCH INSTITUTE LTD COMMON STOCK                    | CUSIP: 639092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60600 | NS      | $1440699.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corporation                                                       | NAVIENT CORP COMMON STOCK USD.01                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     41579 | NS      | $683974.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                 | NIPPON BUILDING FUND INC REIT                                 | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       233 | NS      | $1041931.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corporation                                  | JAPAN REAL ESTATE INVESTMENT C REIT                           | CUSIP: 639758903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       190 | NS      | $834535.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nektar Therapeutics                                                       | NEKTAR THERAPEUTICS COMMON STOCK USD.0001                     | CUSIP: 640268108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30100 | NS      | $68026.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                                               | NELNET INC COMMON STOCK USD.01                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2231 | NS      | $202463.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                                        | NEOGEN CORP COMMON STOCK USD.16                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     83634 | NS      | $1273745.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                                          | NEOGENOMICS INC COMMON STOCK USD.001                          | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20776 | NS      | $191970.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics K.K.                                                  | HAMAMATSU PHOTONICS KK COMMON STOCK                           | CUSIP: 640587002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21400 | NS      | $1021372.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nerdy Inc.                                                                | NERDY INC COMMON STOCK USD.0001                               | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10113 | NS      | $22754.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NerdWallet Inc.                                                           | NERDWALLET INC COMMON STOCK USD.0001                          | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4412 | NS      | $42355.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc                                                                   | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     19830 | NS      | $592123.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                                  | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      2493 | NS      | $169499.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                                                 | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15276 | NS      | $458585.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                                         | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01                | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32188 | NS      | $2088357.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                           | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01                  | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     26199 | NS      | $6500233.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                                                   | LAUREATE EDUCATION INC COMMON STOCK USD.001                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     17318 | NS      | $166599.16    | 0.00%             |  |  |  | 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        |       859 | NS      | $31662.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25                    | CUSIP: 520824905<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     13522 | NS      | $575546.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corporation                                                          | LEAR CORP COMMON STOCK USD.01                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     13881 | NS      | $1721521.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                 | SAMPO OYJ COMMON STOCK                                        | CUSIP: 522603901<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     73172 | NS      | $3821733.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad N.V.                                                             | RANDSTAD NV COMMON STOCK EUR.1                                | CUSIP: 522865906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     18238 | NS      | $1114385.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                       | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     62298 | NS      | $13304211.79  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett and Platt Incorporated                                            | LEGGETT and PLATT INC COMMON STOCK USD.01                     | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     31136 | NS      | $1003513.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc.                                                        | LEGALZOOM.COM INC COMMON STOCK USD.001                        | CUSIP: 52466B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15828 | NS      | $122508.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                                          | MICROVISION INC COMMON STOCK USD.001                          | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27024 | NS      | $63506.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MicroStrategy Incorporated                                                | MICROSTRATEGY INC COMMON STOCK USD.001                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      1510 | NS      | $213770.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     62772 | NS      | $4409733.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                    | MICRON TECHNOLOGY INC COMMON STOCK USD.1                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    124806 | NS      | $6237803.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc.                                                   | MICROVAST HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28198 | NS      | $43142.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid-America Apartment Communities Inc.                                    | MID-AMERICA APARTMENT COMMUNIT REIT USD.01                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     13231 | NS      | $2077134.69   | 0.03%             |  |  |  | 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        |      2432 | NS      | $72887.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK EUR.04                        | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    503823 | NS      | $1559460.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0            | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    445170 | NS      | $2608434.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF10.0         | CUSIP: 596228908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       159 | NS      | $1620216.32   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0        | CUSIP: 596230904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        16 | NS      | $1646135.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                   | STMICROELECTRONICS NV COMMON STOCK EUR1.04                    | CUSIP: 596233908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    104241 | NS      | $3704310.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Middleby Corporation                                                  | MIDDLEBY CORP/THE COMMON STOCK USD.01                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     12655 | NS      | $1694504.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                       | SOCIETE GENERALE SA COMMON STOCK EUR1.25                      | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    123143 | NS      | $3088873.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Middlesex Water Company                                                   | MIDDLESEX WATER CO COMMON STOCK                               | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2821 | NS      | $221928.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Limited                                                    | HANG SENG BANK LTD COMMON STOCK                               | CUSIP: 640837001<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |    116590 | NS      | $1933812.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc.                                              | HANKYU HANSHIN HOLDINGS INC COMMON STOCK                      | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34900 | NS      | $1034003.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midland States Bancorp Inc.                                               | MIDLAND STATES BANCORP INC COMMON STOCK USD.01                | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      3428 | NS      | $91253.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB COMMON STOCK SEK3.2                               | CUSIP: 597838903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    405437 | NS      | $1036000.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                               | GIVAUDAN SA COMMON STOCK CHF10.0                              | CUSIP: 598061901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1408 | NS      | $4312571.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                  | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     22948 | NS      | $10970915.54  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc.                                           | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01            | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2413 | NS      | $76612.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                                  | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2                     | CUSIP: 598662906<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    135639 | NS      | $2040988.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International Inc.                                            | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     12793 | NS      | $1052991.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                                                | PAR TECHNOLOGY CORP COMMON STOCK USD.02                       | CUSIP: 698884103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4340 | NS      | $113143.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NetApp Inc.                                                               | NETAPP INC COMMON STOCK USD.001                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     24851 | NS      | $1492551.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                                              | NETFLIX INC COMMON STOCK USD.001                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     50523 | NS      | $14898222.24  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc.                                                 | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      7797 | NS      | $181280.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clariant AG                                                               | CLARIANT AG COMMON STOCK CHF3.7                               | CUSIP: 711399907<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     32907 | NS      | $522610.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Company                                                    | TRACTOR SUPPLY CO COMMON STOCK USD.008                        | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     12676 | NS      | $2851719.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                                             | TRANSCAT INC COMMON STOCK USD.5                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1145 | NS      | $81146.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                                              | TRANSDIGM GROUP INC COMMON STOCK USD.01                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5855 | NS      | $3686600.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                                    | TRANSMEDICS GROUP INC COMMON STOCK                            | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4886 | NS      | $301563.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                      | TRAVEL + LEISURE CO COMMON STOCK USD.01                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     19089 | NS      | $694839.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                                              | TRAVELERS COS INC/THE COMMON STOCK NPV                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     26684 | NS      | $5002983.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc.                                             | TRAVELCENTERS OF AMERICA INC COMMON STOCK USD.00001           | CUSIP: 89421B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2041 | NS      | $91395.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                                                 | TRAVERE THERAPEUTICS INC COMMON STOCK                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9785 | NS      | $205778.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                                        | OSAKA GAS CO LTD COMMON STOCK                                 | CUSIP: 666176003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57175 | NS      | $921266.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                              | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     16531 | NS      | $9019478.91   | 0.13%             |  |  |  | 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        |      5303 | NS      | $121915.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                                                      | TREDEGAR CORP COMMON STOCK                                    | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      4631 | NS      | $47328.82     | 0.00%             |  |  |  | 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        |     18768 | NS      | $262376.64    | 0.00%             |  |  |  | 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        |      5566 | NS      | $264885.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                                                    | NORTHWEST PIPE CO COMMON STOCK USD.01                         | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1584 | NS      | $53380.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                                                  | NORTHWESTERN CORP COMMON STOCK USD.01                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     22544 | NS      | $1337760.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                                                      | TREEHOUSE FOODS INC COMMON STOCK USD.01                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      8127 | NS      | $401311.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret and Co.                                                 | VICTORIA'S SECRET and CO COMMON STOCK USD.01                  | CUSIP: 926400102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19081 | NS      | $682718.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc.                                             | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2622 | NS      | $70348.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc.                                                                 | VIEW INC COMMON STOCK USD.0001                                | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21060 | NS      | $20320.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gen Digital Inc.                                                          | NORTONLIFELOCK INC COMMON STOCK USD.01                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     67853 | NS      | $1454089.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc.                                                           | KAKAKU.COM INC COMMON STOCK                                   | CUSIP: 668953904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20400 | NS      | $327331.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novagold Resources Inc.                                                   | NOVAGOLD RESOURCES INC COMMON STOCK                           | CUSIP: 66987E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     39376 | NS      | $235468.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                                              | NOVANTA INC COMMON STOCK                                      | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14066 | NS      | $1911147.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                                                  | NOW INC COMMON STOCK USD.01                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     17644 | NS      | $224078.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                                                  | NU SKIN ENTERPRISES INC COMMON STOCK USD.001                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7985 | NS      | $336647.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc.                                                              | VIEWRAY INC COMMON STOCK USD.001                              | CUSIP: 92672L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24117 | NS      | $108044.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                                                 | VILLAGE SUPER MARKET INC COMMON STOCK                         | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1886 | NS      | $43924.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc.                                                                | VIMEO INC COMMON STOCK USD.01                                 | CUSIP: 92719V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23996 | NS      | $82306.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc.                                                       | VINCO VENTURES INC COMMON STOCK USD.001                       | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32009 | NS      | $14852.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nucor Corporation                                                         | NUCOR CORP COMMON STOCK USD.4                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     29478 | NS      | $3885495.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    283877 | NS      | $41485784.78  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                                                    | VIR BIOTECHNOLOGY INC COMMON STOCK                            | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11591 | NS      | $293368.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc.                                             | VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 92766K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37252 | NS      | $129636.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nuvalent Inc.                                                             | NUVALENT INC COMMON STOCK USD.0001                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3150 | NS      | $93807.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                                             | NUVASIVE INC COMMON STOCK USD.001                             | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      8374 | NS      | $345343.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                                 | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01                 | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5955 | NS      | $173945.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                 | VISA INC COMMON STOCK USD.0001                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    185380 | NS      | $38514548.80  | 0.56%             |  |  |  | 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        |      5239 | NS      | $53752.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nutex Health Inc.                                                         | NUTEX HEALTH INC COMMON STOCK                                 | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38816 | NS      | $73750.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oversea-Chinese Banking Corporation Limited                               | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                   | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    516424 | NS      | $4697409.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven and i Holdings Co. Ltd.                                             | SEVEN and I HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B0FS5D909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    114929 | NS      | $4925436.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke DSM N.V.                                                      | KONINKLIJKE DSM NV COMMON STOCK EUR1.5                        | CUSIP: B0HZL9902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     26658 | NS      | $3273457.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc.                                                   | NURIX THERAPEUTICS INC COMMON STOCK                           | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7611 | NS      | $83568.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc.                                                         | NUVATION BIO INC COMMON STOCK USD.0001                        | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20531 | NS      | $39419.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                                          | OGE ENERGY CORP COMMON STOCK USD.01                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     47018 | NS      | $1859561.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                                            | O-I GLASS INC COMMON STOCK                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24707 | NS      | $409394.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                                                      | UNIFIRST CORP/MA COMMON STOCK USD.1                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2368 | NS      | $457000.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                 | UNION PACIFIC CORP COMMON STOCK USD2.5                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     70672 | NS      | $14634051.04  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                                                        | UNISYS CORP COMMON STOCK USD.01                               | CUSIP: 909214306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10933 | NS      | $55867.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.                                               | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0             | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     16830 | NS      | $568854.00    | 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        |     52377 | NS      | $2120744.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                                             | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37760 | NS      | $1423552.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                                              | KINIKSA PHARMACEUTICALS LTD COMMON STOCK                      | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5052 | NS      | $75678.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                 | LINDE PLC COMMON STOCK EUR.001                                | CUSIP: G5494J103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     56538 | NS      | $18441564.84  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                              | LIVANOVA PLC COMMON STOCK GBP1.0                              | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21181 | NS      | $1176392.74   | 0.02%             |  |  |  | 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        |      5324 | NS      | $34712.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                 | APTIV PLC COMMON STOCK USD.01                                 | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     30412 | NS      | $2832269.56   | 0.04%             |  |  |  | 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        |      3512 | NS      | $100337.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                                    | NABORS INDUSTRIES LTD COMMON STOCK USD.001                    | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1459 | NS      | $225955.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                                    | NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD  CW26             | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       480 | NS      | $15792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                                   | NATIONAL ENERGY SERVICES REUNI COMMON STOCK                   | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6777 | NS      | $47032.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                                                        | JOBY AVIATION INC COMMON STOCK USD.0001                       | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40929 | NS      | $137112.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Noble Corporation plc                                                     | NOBLE CORP PLC COMMON STOCK                                   | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11862 | NS      | $447316.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc.                                              | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01               | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6911 | NS      | $710589.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc.                                                                 | AMMO INC COMMON STOCK                                         | CUSIP: 00175J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14827 | NS      | $25650.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| A-Mark Precious Metals Inc.                                               | A-MARK PRECIOUS METALS INC COMMON STOCK USD.01                | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2826 | NS      | $98146.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                                  | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      2032 | NS      | $81747.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corporation                                                        | ATRION CORP COMMON STOCK USD.1                                | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $120281.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc.                                                     | AURA BIOSCIENCES INC COMMON STOCK USD.00001                   | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3053 | NS      | $32056.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc.                                              | AURINIA PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 05156V102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     21472 | NS      | $92759.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                                             | AUTODESK INC COMMON STOCK USD.01                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     24544 | NS      | $4586537.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                            | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     47217 | NS      | $11278252.62  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                                           | AUTONATION INC COMMON STOCK USD.01                            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8033 | NS      | $861940.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                                             | AUTOZONE INC COMMON STOCK USD.01                              | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2210 | NS      | $5450257.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                                      | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      6089 | NS      | $767396.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                                                | AVALONBAY COMMUNITIES INC REIT USD.01                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     15721 | NS      | $2539255.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                                       | AVANOS MEDICAL INC COMMON STOCK USD.01                        | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      7419 | NS      | $200758.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                    | APPLIED MATERIALS INC COMMON STOCK USD.01                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     98616 | NS      | $9603226.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                                           | APTARGROUP INC COMMON STOCK USD.01                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     15332 | NS      | $1686213.36   | 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        |     21341 | NS      | $87711.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                                | AVERY DENNISON CORP COMMON STOCK USD1.0                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      9400 | NS      | $1701400.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corporation                                             | ARBUTUS BIOPHARMA CORP COMMON STOCK                           | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18169 | NS      | $42333.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc.                                                   | ARBOR REALTY TRUST INC REIT USD.01                            | CUSIP: 038923108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26532 | NS      | $349957.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                                         | ENERGY FUELS INC/CANADA COMMON STOCK                          | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25097 | NS      | $155852.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                                                      | ENERGY RECOVERY INC COMMON STOCK USD.001                      | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      8795 | NS      | $180209.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                                       | ARCBEST CORP COMMON STOCK USD.01                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3913 | NS      | $274066.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                                              | ARCELLX INC COMMON STOCK USD.001                              | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4787 | NS      | $148301.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                                                   | ENERGIZER HOLDINGS INC COMMON STOCK                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     26250 | NS      | $880687.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                   | ENERSYS COMMON STOCK USD.01                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     16092 | NS      | $1188233.28   | 0.02%             |  |  |  | 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        |      9211 | NS      | $234419.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                                                 | ENERGY VAULT HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 29280W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11075 | NS      | $34554.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enfusion Inc.                                                             | ENFUSION INC COMMON STOCK USD.001                             | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4344 | NS      | $42006.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc.                                                          | ENGAGESMART INC COMMON STOCK USD.001                          | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5571 | NS      | $98049.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                                                | ENNIS INC COMMON STOCK USD2.5                                 | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4178 | NS      | $92584.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                                       | ENPHASE ENERGY INC COMMON STOCK USD.00001                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     15360 | NS      | $4069785.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                                        | ARCH RESOURCES INC COMMON STOCK USD.01                        | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2336 | NS      | $333557.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc.                                                      | ARCHER AVIATION INC COMMON STOCK USD.0001                     | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23990 | NS      | $44861.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                                            | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     63624 | NS      | $5907488.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                                             | ARCHROCK INC COMMON STOCK USD.01                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     22181 | NS      | $199185.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc.                                                | CROSSFIRST BANKSHARES INC COMMON STOCK USD.01                 | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7499 | NS      | $93062.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                          | CROWN CASTLE INTERNATIONAL COR REIT USD.01                    | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     49002 | NS      | $6646631.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                                                     | ENPRO INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3321 | NS      | $360959.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                                       | UMH PROPERTIES INC REIT USD.1                                 | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7989 | NS      | $128622.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                                             | CRYOLIFE INC COMMON STOCK USD.01                              | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6439 | NS      | $78040.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                                             | CRYOPORT INC COMMON STOCK USD.001                             | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7073 | NS      | $122716.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc.                                                    | CTO REALTY GROWTH INC REIT USD.01                             | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2961 | NS      | $54127.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                 | CUBESMART REIT USD.01                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52741 | NS      | $2122825.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                                                | USANA HEALTH SCIENCES INC COMMON STOCK USD.001                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1832 | NS      | $97462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                                                | US PHYSICAL THERAPY INC COMMON STOCK USD.01                   | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2077 | NS      | $168299.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc.                                                           | CUE HEALTH INC COMMON STOCK USD.00001                         | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18209 | NS      | $37692.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                                                 | CULLEN/FROST BANKERS INC COMMON STOCK USD.01                  | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15101 | NS      | $2019003.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc.                                                    | CULLINAN MANAGEMENT INC COMMON STOCK USD.0001                 | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5058 | NS      | $53361.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                              | CUMMINS INC COMMON STOCK USD2.5                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     16017 | NS      | $3880758.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                                                | CURTISS-WRIGHT CORP COMMON STOCK USD1.0                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      8997 | NS      | $1502409.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard                                                             | PERNOD RICARD SA COMMON STOCK EUR1.55                         | CUSIP: 468232004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     31474 | NS      | $6191641.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                     | JACOBS SOLUTIONS INC COMMON STOCK                             | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14440 | NS      | $1733810.80   | 0.03%             |  |  |  | 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        |      2835 | NS      | $37336.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                                            | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001           | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13230 | NS      | $125949.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault                                                                   | RENAULT SA COMMON STOCK EUR3.81                               | CUSIP: 471279901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     29317 | NS      | $978268.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd.                                                | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01                 | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9892 | NS      | $74486.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                                | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01                 | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20978 | NS      | $159432.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwool A/S                                                              | ROCKWOOL INTERNATIONAL A/S COMMON STOCK DKK10.                | CUSIP: 471349902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      1357 | NS      | $317677.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                            | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0             | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     43022 | NS      | $1474794.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                                            | TRINSEO PLC COMMON STOCK                                      | CUSIP: G9059U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5659 | NS      | $128515.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Limited                                              | TRITON INTERNATIONAL LTD/BERMU COMMON STOCK USD.01            | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9141 | NS      | $628717.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.                                | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |    106723 | NS      | $997109.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                                         | REMY COINTREAU SA COMMON STOCK EUR1.6                         | CUSIP: 474171006<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |      3538 | NS      | $596554.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | MERCK KGAA COMMON STOCK                                       | CUSIP: 474184900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     19712 | NS      | $3803237.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc.                                                     | JELD-WEN HOLDING INC COMMON STOCK USD.01                      | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13632 | NS      | $131548.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE AG COMMON STOCK                                           | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     97979 | NS      | $4331424.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                               | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     76064 | NS      | $492894.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                                  | L E LUNDBERGFORETAGEN AB COMMON STOCK                         | CUSIP: 453800005<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     11592 | NS      | $494205.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| John Bean Technologies Corporation                                        | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      5073 | NS      | $463317.09    | 0.01%             |  |  |  | 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        |      1961 | NS      | $56437.58     | 0.00%             |  |  |  | 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        |      7246 | NS      | $611779.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                                              | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0                  | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3464 | NS      | $82858.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON + JOHNSON COMMON STOCK USD1.0                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    298002 | NS      | $52642053.30  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company                     | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01            | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     78553 | NS      | $5027392.00   | 0.07%             |  |  |  | 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        |       936 | NS      | $61888.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seb S.A.                                                                  | SEB SA COMMON STOCK EUR1.0                                    | CUSIP: 479213001<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3798 | NS      | $318658.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Joint Corp.                                                           | JOINT CORP/THE COMMON STOCK USD.001                           | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2548 | NS      | $35621.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                           | JONES LANG LASALLE INC COMMON STOCK USD.01                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     11147 | NS      | $1776497.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                                           | J2 GLOBAL INC COMMON STOCK USD.01                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     18388 | NS      | $1454490.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     39239 | NS      | $3883483.83   | 0.06%             |  |  |  | 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        |     36313 | NS      | $297040.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc.                                              | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01               | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     15026 | NS      | $474220.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                                       | TRONOX HOLDINGS PLC COMMON STOCK USD.01                       | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18756 | NS      | $257144.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Limited                                                        | WESFARMERS LTD COMMON STOCK                                   | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    172979 | NS      | $5394744.64   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc.                                                   | PACIRA BIOSCIENCES INC COMMON STOCK USD.001                   | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7191 | NS      | $277644.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    127307 | NS      | $13996131.58  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                                               | QUALYS INC COMMON STOCK USD.001                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     14273 | NS      | $1601858.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation                                      | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      5332 | NS      | $126261.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                                      | QUANTA SERVICES INC COMMON STOCK USD.00001                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     16089 | NS      | $2292682.50   | 0.03%             |  |  |  | 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        |     15902 | NS      | $29100.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                                                     | QUANTERIX CORP COMMON STOCK USD.001                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5546 | NS      | $76812.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                            | QUEST DIAGNOSTICS INC COMMON STOCK USD.01                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     13036 | NS      | $2039351.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                                           | QUINSTREET INC COMMON STOCK USD.001                           | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      8287 | NS      | $118918.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc.                                               | INDEPENDENT BANK GROUP INC COMMON STOCK USD.01                | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5724 | NS      | $343897.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc.                                                  | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001                 | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16656 | NS      | $97104.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc.                                                  | QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001                | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     15029 | NS      | $51549.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc.                                                        | QURATE RETAIL INC COMMON STOCK USD.01                         | CUSIP: 74915M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57164 | NS      | $93177.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                                               | RBB BANCORP COMMON STOCK                                      | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $52667.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                             | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  23408374 | NS      | $233985428.94 | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Limited                                                | GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05                    | CUSIP: G39637205<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     19381 | NS      | $168420.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenlight Capital Re Ltd.                                                | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01                 | CUSIP: G4095J109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5223 | NS      | $42567.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                                     | GRAB HOLDINGS LTD   CL A COMMON STOCK USD.000001              | CUSIP: G4124C109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    198000 | NS      | $637560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                                                     | HELEN OF TROY LTD COMMON STOCK USD.1                          | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9455 | NS      | $1048654.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                  | HERBALIFE NUTRITION LTD COMMON STOCK USD.002                  | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15741 | NS      | $234226.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                                 | JANUS HENDERSON GROUP PLC COMMON STOCK                        | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     31123 | NS      | $732012.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group Aktiengesellschaft                                              | GEA GROUP AG COMMON STOCK                                     | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     23102 | NS      | $939501.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Realty Trust Inc.                                                   | GRIFFIN INDUSTRIAL REALTY INC COMMON STOCK USD.01             | CUSIP: 45580R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $59871.07     | 0.00%             |  |  |  | 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        |      4622 | NS      | $123962.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company                          | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001            | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11322 | NS      | $576516.24    | 0.01%             |  |  |  | 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        |     12024 | NS      | $39318.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corporation                                                      | INFINERA CORP COMMON STOCK USD.001                            | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     30677 | NS      | $206762.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                                       | INGERSOLL RAND INC COMMON STOCK USD.01                        | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45100 | NS      | $2356475.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                                      | INGEVITY CORP COMMON STOCK USD.01                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     14287 | NS      | $1006376.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corporation                                           | MITSUBISHI ELECTRIC CORP COMMON STOCK                         | CUSIP: 659704001<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    294697 | NS      | $2920134.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK                   | CUSIP: 659706006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48863 | NS      | $1930896.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui and Co. Ltd.                                                       | MITSUI and CO LTD COMMON STOCK                                | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    218603 | NS      | $6366966.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc.                                                     | MITSUI CHEMICALS INC COMMON STOCK                             | CUSIP: 659736003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28118 | NS      | $631552.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | INVESCO LTD COMMON STOCK USD.2                                | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     51497 | NS      | $926431.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                                           | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6039 | NS      | $126275.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui O.S.K. Lines Ltd.                                                  | MITSUI OSK LINES LTD COMMON STOCK                             | CUSIP: 659758007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52500 | NS      | $1311861.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | MITSUI FUDOSAN CO LTD COMMON STOCK                            | CUSIP: 659760003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    138226 | NS      | $2526352.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company                               | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001                | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     14788 | NS      | $2355876.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                      | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87639 | NS      | $4321932.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corporation                                                   | SEIKO EPSON CORP COMMON STOCK                                 | CUSIP: 661650903<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     42647 | NS      | $620472.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                                       | NGK INSULATORS LTD COMMON STOCK                               | CUSIP: 661950006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36261 | NS      | $459702.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                           | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                      | CUSIP: 662460005<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    483029 | NS      | $9807230.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                      | ELECTRONIC ARTS INC COMMON STOCK USD.01                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     29945 | NS      | $3658680.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                                                  | ELLINGTON FINANCIAL INC COMMON STOCK                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      9122 | NS      | $112839.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                                             | EMBECTA CORP COMMON STOCK USD.01                              | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9352 | NS      | $236512.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corporation                                           | RENESAS ELECTRONICS CORP COMMON STOCK                         | CUSIP: 663567907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    178800 | NS      | $1580280.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 22nd Century Group Inc.                                                   | 22ND CENTURY GROUP INC COMMON STOCK USD.00001                 | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27503 | NS      | $25316.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR Group Inc.                                                          | EMCOR GROUP INC COMMON STOCK USD.01                           | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18691 | NS      | $2768324.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                                                | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      8139 | NS      | $96121.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                      | EMERSON ELECTRIC CO COMMON STOCK USD.5                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     67205 | NS      | $6455712.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc.                                                     | ASPEN TECHNOLOGY INC COMMON STOCK                             | CUSIP: 29109X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6821 | NS      | $1401033.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corporation                                              | EMPIRE PETROLEUM CORP COMMON STOCK USD.001                    | CUSIP: 292034303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1721 | NS      | $21168.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                                            | EMPIRE STATE REALTY TRUST INC REIT USD.01                     | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     21836 | NS      | $147174.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                                                   | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4331 | NS      | $186796.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc.                                                       | ENACT HOLDINGS INC COMMON STOCK USD.01                        | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4630 | NS      | $111675.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2Seventy Bio Inc.                                                         | 2SEVENTY BIO INC COMMON STOCK USD.0001                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6252 | NS      | $58581.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 23AndMe Holding Co.                                                       | 23ANDME HOLDING CO COMMON STOCK USD.0001                      | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42616 | NS      | $92050.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc.                                               | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 29251M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3160 | NS      | $147003.20    | 0.00%             |  |  |  | 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        |      3647 | NS      | $174837.18    | 0.00%             |  |  |  | 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        |      9030 | NS      | $215004.30    | 0.00%             |  |  |  | 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        |     13947 | NS      | $219944.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                                                   | ENCORE WIRE CORP COMMON STOCK USD.01                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2812 | NS      | $386818.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                              | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     23435 | NS      | $1401647.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                                              | MIRVAC GROUP REIT                                             | CUSIP: 616197901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    601826 | NS      | $870674.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co. Ltd.                                                              | USS CO LTD COMMON STOCK                                       | CUSIP: 617149901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31348 | NS      | $497400.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                        | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    152577 | NS      | $3302384.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Capcom Co. Ltd.                                                           | CAPCOM CO LTD COMMON STOCK                                    | CUSIP: 617369004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26400 | NS      | $842700.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | MORGAN STANLEY COMMON STOCK USD.01                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    151800 | NS      | $12906036.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                    | DBS GROUP HOLDINGS LTD COMMON STOCK                           | CUSIP: 617520903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    276283 | NS      | $6993165.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morphic Holding Inc.                                                      | MORPHIC HOLDING INC COMMON STOCK USD.0001                     | CUSIP: 61775R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4123 | NS      | $110290.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Limited                                                     | COMPUTERSHARE LTD COMMON STOCK                                | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     82872 | NS      | $1459875.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 2U Inc.                                                                   | 2U INC COMMON STOCK USD.001                                   | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     12517 | NS      | $78481.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                                   | TYLER TECHNOLOGIES INC COMMON STOCK USD.01                    | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4778 | NS      | $1540474.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Company                                             | CENTRAL JAPAN RAILWAY CO COMMON STOCK                         | CUSIP: 618355903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21976 | NS      | $2698203.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                               | CSL LTD COMMON STOCK                                          | CUSIP: 618549901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     73470 | NS      | $14326219.36  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank Ltd.                                                       | CHIBA BANK LTD/THE COMMON STOCK                               | CUSIP: 619056005<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     80864 | NS      | $589995.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oscar Health Inc.                                                         | OSCAR HEALTH INC COMMON STOCK USD.00001                       | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19718 | NS      | $48506.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Limited                                                 | SPARK NEW ZEALAND LTD COMMON STOCK                            | CUSIP: 688143007<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    285456 | NS      | $977335.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corporation                                                       | OSHKOSH CORP COMMON STOCK USD.01                              | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15358 | NS      | $1354422.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corporation                                                        | SYSMEX CORP COMMON STOCK                                      | CUSIP: 688380906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25579 | NS      | $1544219.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                        | TERUMO CORP COMMON STOCK                                      | CUSIP: 688507003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     98434 | NS      | $2790660.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyra Biosciences Inc.                                                     | TYRA BIOSCIENCES INC COMMON STOCK USD.0001                    | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1629 | NS      | $12380.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                                          | TYSON FOODS INC COMMON STOCK USD.1                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     32817 | NS      | $2042858.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                                                | OTIS WORLDWIDE CORP COMMON STOCK USD.01                       | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47848 | NS      | $3746976.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobu Railway Co. Ltd.                                                     | TOBU RAILWAY CO LTD COMMON STOCK                              | CUSIP: 689516003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28773 | NS      | $671129.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                                             | TOHO CO LTD/TOKYO COMMON STOCK                                | CUSIP: 689520005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17108 | NS      | $659442.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Company Holdings Incorporated                        | TOKYO ELECTRC POWER COMPANY HO COMMON STOCK                   | CUSIP: 689540003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    232828 | NS      | $838511.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                        | TOKYO GAS CO LTD COMMON STOCK                                 | CUSIP: 689544005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59696 | NS      | $1168835.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                               | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     22760 | NS      | $6687541.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc.                                                                  | UDR INC REIT USD.01                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     34541 | NS      | $1337772.93   | 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        |      1073 | NS      | $126495.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK NPV                                | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    293006 | NS      | $4157621.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com N.V.                                                | JUST EAT TAKEAWAY.COM NV COMMON STOCK EUR.04                  | CUSIP: BYQ7HZ907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     27869 | NS      | $593177.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corporation                                                           | UGI CORP COMMON STOCK                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     49173 | NS      | $1822843.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                                                | UDEMY INC COMMON STOCK USD.00001                              | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11608 | NS      | $122464.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                        | ABN AMRO BANK NV DUTCH CERT EUR1.0                            | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     61601 | NS      | $853047.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | ORSTED A/S COMMON STOCK DKK10.0                               | CUSIP: BYT16L900<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     28852 | NS      | $2608383.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UMB Financial Corporation                                                 | UMB FINANCIAL CORP COMMON STOCK USD1.0                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     17207 | NS      | $1437128.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                                       | UFP INDUSTRIES INC COMMON STOCK                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      9545 | NS      | $756441.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    152715 | NS      | $6659901.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HelloFresh SE                                                             | HELLOFRESH SE COMMON STOCK                                    | CUSIP: BYWH8S904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     25203 | NS      | $550051.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | JAPAN POST HOLDINGS CO LTD COMMON STOCK                       | CUSIP: BYT814908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    362600 | NS      | $3050900.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co.Ltd.                                              | JAPAN POST INSURANCE CO LTD COMMON STOCK                      | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     30500 | NS      | $536407.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                       | COLES GROUP LTD COMMON STOCK                                  | CUSIP: BYWR0T908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    203809 | NS      | $2310302.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                               | QIAGEN NV COMMON STOCK EUR.01                                 | CUSIP: BYXS69903<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     34726 | NS      | $1745693.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co.Ltd.                                                   | JAPAN POST BANK CO LTD COMMON STOCK                           | CUSIP: BYT816903<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     62900 | NS      | $539238.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                | SCOUT24 AG COMMON STOCK                                       | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     12232 | NS      | $615680.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                               | COVESTRO AG COMMON STOCK                                      | CUSIP: BYTBWY901<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     29467 | NS      | $1147917.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                        | CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0            | CUSIP: BYVS6J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     95843 | NS      | $500112.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMMON STOCK EUR.25                                | CUSIP: BYY3DX906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     45495 | NS      | $525394.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech S.A.                                             | SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2                   | CUSIP: BYZ2QP900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4218 | NS      | $1370714.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                                 | LAND SECURITIES GROUP PLC REIT GBP.1066667                    | CUSIP: BYW0PQ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    107881 | NS      | $805995.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | NORDEA BANK ABP COMMON STOCK EUR1.0                           | CUSIP: BYZF9J904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    512769 | NS      | $5492756.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                 | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                     | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    305062 | NS      | $1870997.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                    | AMUNDI SA COMMON STOCK EUR2.5                                 | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      9329 | NS      | $529037.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                              | VAT GROUP AG COMMON STOCK CHF.1                               | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4118 | NS      | $1130462.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                | DEMANT A/S COMMON STOCK DKK.2                                 | CUSIP: BZ01RF908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     14055 | NS      | $391933.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                | ADYEN NV COMMON STOCK EUR.01                                  | CUSIP: BZ1HM4902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      3307 | NS      | $4590939.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG and Co. KGaA                                    | FRESENIUS MEDICAL CARE AG and CO COMMON STOCK                 | CUSIP: 512907908<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     31326 | NS      | $1023185.88   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifecore Biomedical Inc.                                                  | LANDEC CORP COMMON STOCK USD.001                              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      4762 | NS      | $30857.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                                                      | LANDSTAR SYSTEM INC COMMON STOCK USD.01                       | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8437 | NS      | $1374387.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                                           | LANDS' END INC COMMON STOCK USD.01                            | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      2677 | NS      | $20318.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                    | ASM INTERNATIONAL NV COMMON STOCK EUR.04                      | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      7143 | NS      | $1812424.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                    | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27074 | NS      | $1379691.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc.                                                     | LAREDO PETROLEUM INC COMMON STOCK USD.01                      | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      2719 | NS      | $139810.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                                 | ORANGE SA COMMON STOCK EUR4.0                                 | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    304283 | NS      | $3019130.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | LAS VEGAS SANDS CORP COMMON STOCK USD.001                     | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37209 | NS      | $1788636.63   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc.                                                                | LATCH INC COMMON STOCK USD.0001                               | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21091 | NS      | $14972.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                                         | LATHAM GROUP INC COMMON STOCK USD.0001                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7514 | NS      | $24195.08     | 0.00%             |  |  |  | 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        |     17148 | NS      | $214692.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc.                                                   | SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14728 | NS      | $58175.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SandRidge Energy Inc.                                                     | SANDRIDGE ENERGY INC COMMON STOCK USD.001                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      5181 | NS      | $88232.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc.                                                 | SANDY SPRING BANCORP INC COMMON STOCK USD1.0                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7046 | NS      | $248230.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                                                   | ACCO BRANDS CORP COMMON STOCK USD.01                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     15227 | NS      | $85118.93     | 0.00%             |  |  |  | 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        |      8093 | NS      | $62397.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc.                                                            | AFC GAMMA INC REIT USD.01                                     | CUSIP: 00109K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2855 | NS      | $44909.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                       | AES CORP/VA COMMON STOCK USD.01                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     74968 | NS      | $2156079.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                                         | AMC NETWORKS INC COMMON STOCK                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      4956 | NS      | $77660.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                                            | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     21366 | NS      | $1758849.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc.                                               | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19264 | NS      | $306682.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                       | ACADIA REALTY TRUST REIT USD.001                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15131 | NS      | $217129.85    | 0.00%             |  |  |  | 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        |      9452 | NS      | $72780.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc.                                                             | ACCOLADE INC COMMON STOCK                                     | CUSIP: 00437E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10671 | NS      | $83127.09     | 0.00%             |  |  |  | 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        |     44569 | NS      | $1025087.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                           | ANTOFAGASTA PLC COMMON STOCK GBP.05                           | CUSIP: 004561908<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     60145 | NS      | $1122762.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aclaris Therapeutics Inc.                                                 | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001               | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     10441 | NS      | $164445.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Holdings Inc.                                                      | ADTRAN HOLDINGS INC COMMON STOCK                              | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11256 | NS      | $211500.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARMACE COMMON STOCK                                           | ACHILLION PHARMACE COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23194 | NS      | $34879.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Activision Blizzard Inc.                                                  | ACTIVISION BLIZZARD INC COMMON STOCK USD.000001               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     80717 | NS      | $6178886.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc.                                                        | ACUITY BRANDS INC COMMON STOCK USD.01                         | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7552 | NS      | $1250686.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                                   | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001                   | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5298 | NS      | $224953.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc.                                                              | ADAGIO THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8414 | NS      | $12621.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                         | ASHTEAD GROUP PLC COMMON STOCK GBP.1                          | CUSIP: 005367008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     67210 | NS      | $3817847.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corporation                                      | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK                    | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18288 | NS      | $139720.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                                         | ADAPTHEALTH CORP COMMON STOCK                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11567 | NS      | $222317.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                                                | ADDUS HOMECARE CORP COMMON STOCK USD.001                      | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2480 | NS      | $246735.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                                                | XPERI HOLDING CORP COMMON STOCK                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16850 | NS      | $159738.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                                                  | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26782 | NS      | $1823050.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                                 | COMMERCIAL METALS CO COMMON STOCK USD.01                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     46140 | NS      | $2228562.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company Inc.                                            | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01                  | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32928 | NS      | $242020.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc.                                                | COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0                 | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8393 | NS      | $528339.35    | 0.01%             |  |  |  | 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        |     20953 | NS      | $90516.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Incorporated                                   | COMMUNITY HEALTHCARE TRUST INC REIT USD.01                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      3771 | NS      | $135001.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc.                                              | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0               | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2342 | NS      | $107568.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                                    | COMMVAULT SYSTEMS INC COMMON STOCK USD.01                     | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     17573 | NS      | $1104287.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                                       | COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01            | CUSIP: 20451N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5519 | NS      | $226279.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                                              | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK                     | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10084 | NS      | $183831.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc.                                                              | COMPASS INC COMMON STOCK USD.00001                            | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45089 | NS      | $105057.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc.                                        | COMPUTER PROGRAMS and SYSTEMS IN COMMON STOCK USD.001         | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      2353 | NS      | $64048.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                | ASSICURAZIONI GENERALI SPA COMMON STOCK EUR1.0                | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    169417 | NS      | $3012656.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources Inc.                                                   | COMSTOCK RESOURCES INC COMMON STOCK USD.5                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     14668 | NS      | $201098.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                                          | COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1             | CUSIP: 205826209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4689 | NS      | $56924.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy-Louis Vuitton SE                                       | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3             | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     42216 | NS      | $30720260.28  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc.                                                | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53250 | NS      | $3029925.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                                       | CONAGRA BRANDS INC COMMON STOCK USD5.0                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     54807 | NS      | $2121030.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                                    | CONCENTRIX CORP COMMON STOCK                                  | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9950 | NS      | $1324942.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                                     | HAMILTON BEACH BRANDS H COMMON STOCK                          | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $10568.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                                                | HAMILTON LANE INC COMMON STOCK                                | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5678 | NS      | $362710.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc.                                            | CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4754 | NS      | $27810.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                                     | CONDUENT INC COMMON STOCK USD.01                              | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     28166 | NS      | $114072.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                     | INTESA SANPAOLO SPA COMMON STOCK NPV                          | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   2548065 | NS      | $5645005.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corporation                                               | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     33829 | NS      | $1636985.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                                          | HANESBRANDS INC COMMON STOCK USD.01                           | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     81950 | NS      | $521202.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP - Energias de Portugal S.A                                            | EDP - ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.              | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    423390 | NS      | $2110516.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED Corporation                                                        | CONMED CORP COMMON STOCK USD.01                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      4653 | NS      | $412441.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                   | CONNECTONE BANCORP INC COMMON STOCK                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      6241 | NS      | $151094.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                                               | HANMI FINANCIAL CORP COMMON STOCK USD.001                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      4853 | NS      | $120111.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc.                  | HANNON ARMSTRONG SUSTAINABLE I REIT USD.01                    | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13722 | NS      | $397663.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc.                                             | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001            | CUSIP: 46116X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14675 | NS      | $776601.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                               | INTUIT INC COMMON STOCK USD.01                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     31946 | NS      | $12434022.12  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                                          | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      8352 | NS      | $1128605.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc.                                                    | HARBORONE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 41165Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7441 | NS      | $103429.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                                   | INTUITIVE SURGICAL INC COMMON STOCK USD.001                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     40573 | NS      | $10766045.55  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                                      | INTREPID POTASH INC COMMON STOCK USD.001                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1791 | NS      | $51706.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                                                      | HARLEY-DAVIDSON INC COMMON STOCK USD.01                       | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     31241 | NS      | $1299625.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                                             | HARMONIC INC COMMON STOCK USD.001                             | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     14671 | NS      | $192190.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                                         | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4180 | NS      | $230318.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                                                        | HARSCO CORP COMMON STOCK USD1.25                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     13166 | NS      | $82814.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                                 | THALES SA COMMON STOCK EUR3.0                                 | CUSIP: 416279008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     16275 | NS      | $2079436.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                              | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     24978 | NS      | $4175721.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| InvenTrust Properties Corp.                                               | INVENTRUST PROPERTIES CORP REIT                               | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10717 | NS      | $253671.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                                             | INVESCO MORTGAGE CAPITAL INC REIT USD.01                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      5717 | NS      | $72777.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group Inc.                                | HARTFORD FINANCIAL SERVICES GR COMMON STOCK USD.01            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     37082 | NS      | $2811928.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                              | CARLSBERG A/S COMMON STOCK DKK20.                             | CUSIP: 416921005<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     14847 | NS      | $1969409.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                                 | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    151185 | NS      | $5658344.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Investors Title Company                                                   | INVESTORS TITLE CO COMMON STOCK                               | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $36592.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry and Associates Inc.                                            | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01             | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8103 | NS      | $1422562.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corporation                                                       | INVITAE CORP COMMON STOCK USD.0001                            | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     39220 | NS      | $72949.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Invitation Homes Inc.                                                     | INVITATION HOMES INC REIT USD.01                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65579 | NS      | $1943761.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                                                 | IONQ INC COMMON STOCK                                         | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19427 | NS      | $67023.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                                             | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     16838 | NS      | $996809.60    | 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        |      2368 | NS      | $52119.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                                        | BARRY CALLEBAUT AG COMMON STOCK CHF.02                        | CUSIP: 547692905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       544 | NS      | $1074264.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                     | LOWE'S COS INC COMMON STOCK USD.5                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     72469 | NS      | $14438723.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG COMMON STOCK                                    | CUSIP: 549710903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4501 | NS      | $706097.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG PREFERENCE                                      | CUSIP: 549716900<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     28305 | NS      | $3511223.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LL Flooring Holdings Inc.                                                 | LUMBER LIQUIDATORS HOLDINGS IN COMMON STOCK USD.001           | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5018 | NS      | $28201.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria Sociedad Anonima                          | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49            | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    925389 | NS      | $5573863.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                   | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    107461 | NS      | $560946.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                    | LUMENTUM HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     16017 | NS      | $835606.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc.                                                 | LUMINAR TECHNOLOGIES INC COMMON STOCK USD.0001                | CUSIP: 550424105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39725 | NS      | $196638.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                                             | PENUMBRA INC COMMON STOCK USD.001                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      8919 | NS      | $1984120.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                                      | PEOPLES BANCORP INC/OH COMMON STOCK                           | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4442 | NS      | $125486.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                              | PORSCHE AUTOMOBIL HOLDING SE PREFERENCE                       | CUSIP: 710106907<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     23355 | NS      | $1273685.28   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG COMMON STOCK CHF.5                                | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    329953 | NS      | $29859894.72  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                   | ABB LTD COMMON STOCK CHF.12                                   | CUSIP: 710889908<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    239729 | NS      | $7306341.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF1.0                          | CUSIP: 710891904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4068 | NS      | $1576333.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                                 | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    107155 | NS      | $33672101.65  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Peoples Financial Services Corp.                                          | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0            | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1123 | NS      | $58216.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                                           | ADECCO GROUP AG COMMON STOCK CHF.1                            | CUSIP: 711072900<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     24404 | NS      | $802766.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | LAFARGEHOLCIM LTD COMMON STOCK CHF2.0                         | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     84547 | NS      | $4376429.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                                  | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    419429 | NS      | $48447972.30  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc.                                                | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0                 | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21444 | NS      | $1558549.92   | 0.02%             |  |  |  | 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        |      7658 | NS      | $83548.78     | 0.00%             |  |  |  | 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        |      4466 | NS      | $114016.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc.                                                       | PROVENTION BIO INC COMMON STOCK                               | CUSIP: 74374N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9875 | NS      | $104378.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc.                                                             | PROTERRA INC COMMON STOCK USD.0001                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35910 | NS      | $135380.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding Ltd                                                    | SWISS LIFE HOLDING AG COMMON STOCK CHF.1                      | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      4702 | NS      | $2423686.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Bancorp Inc.                                                    | PROVIDENT BANCORP INC COMMON STOCK USD.01                     | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $21221.20     | 0.00%             |  |  |  | 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        |     11585 | NS      | $247455.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGENIC PHARMACEUTICALS INC. COMMON STOCK                                | PROGENIC PHARMACEUTICALS INC. COMMON STOCK                    | CUSIP: 743CVR037<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15140 | NS      | $17424.63     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     42360 | NS      | $4213125.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                              | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK                   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     56473 | NS      | $3460100.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp.                                                       | VIZIO HOLDING CORP COMMON STOCK USD.0001                      | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10959 | NS      | $81206.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc.                                                                | VOLTA INC COMMON STOCK USD.0001                               | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21751 | NS      | $7730.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc.                                                            | BRP GROUP INC COMMON STOCK USD.01                             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9622 | NS      | $241897.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B R C Inc.                                                                | BRC INC COMMON STOCK USD.0001                                 | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4474 | NS      | $27336.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025              | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    910957 | NS      | $2731169.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock and Wilcox Enterprises Inc.                                       | BABCOCK and WILCOX ENTERPRISES I COMMON STOCK USD.01          | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     10377 | NS      | $59875.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                                         | BADGER METER INC COMMON STOCK USD1.0                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      4660 | NS      | $508079.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                      | BAKER HUGHES A GE CO COMMON STOCK USD.0001                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114477 | NS      | $3380505.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc.                                                       | BAKKT HOLDINGS INC COMMON STOCK USD.0001                      | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11838 | NS      | $14087.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corporation                                                       | BALCHEM CORP COMMON STOCK USD.0667                            | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5083 | NS      | $620685.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                          | BALL CORP COMMON STOCK                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     36134 | NS      | $1847892.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corporation                                                       | BALLY'S CORP COMMON STOCK USD.01                              | CUSIP: 05875B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5952 | NS      | $115349.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company                           | AMERICAN EQUITY INVESTMENT LIF COMMON STOCK USD1.0            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     11300 | NS      | $515506.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                  | AMERICAN EXPRESS CO COMMON STOCK USD.2                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     68015 | NS      | $10049216.25  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                                             | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     16397 | NS      | $2250980.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Necessity Retail REIT Inc.                                            | AMERICAN FINANCE TRUST INC REIT                               | CUSIP: 02607T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22115 | NS      | $131141.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                                                     | BANCFIRST CORP COMMON STOCK USD1.0                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      3099 | NS      | $273269.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp Inc.                                                          | BANCORP INC/THE COMMON STOCK USD1.0                           | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8916 | NS      | $253036.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                          | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    477441 | NS      | $4931202.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc.                                         | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     86193 | NS      | $5450845.32   | 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        |      4076 | NS      | $93544.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                                                   | BANC OF CALIFORNIA INC COMMON STOCK USD.01                    | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      8581 | NS      | $136695.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc.                                         | AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0            | CUSIP: 027745108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1930 | NS      | $71274.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25              | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    325984 | NS      | $12895326.10  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                               | BANK OF AMERICA CORP COMMON STOCK USD.01                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    792522 | NS      | $26248328.64  | 0.38%             |  |  |  | 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        |       988 | NS      | $91706.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education Inc.                                            | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01             | CUSIP: 02913V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3254 | NS      | $39991.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc.                                                    | AMERICAN SOFTWARE INC/GA COMMON STOCK USD.1                   | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5873 | NS      | $86215.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                                                | BANK OF HAWAII CORP COMMON STOCK USD.01                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      9397 | NS      | $728831.32    | 0.01%             |  |  |  | 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        |      2732 | NS      | $89828.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                                             | AMERICAN STATES WATER CO COMMON STOCK                         | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5905 | NS      | $546507.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                | AMERICAN TOWER CORP REIT USD.01                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     52858 | NS      | $11198495.88  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                   | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     83687 | NS      | $3809432.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                                  | BANK OZK COMMON STOCK                                         | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25997 | NS      | $1041439.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc.                                              | BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01               | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      7002 | NS      | $209359.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                                         | BEST BUY CO INC COMMON STOCK USD.1                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     22919 | NS      | $1838332.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                                           | BANKUNITED INC COMMON STOCK USD.01                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     12290 | NS      | $417491.30    | 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        |      5397 | NS      | $341090.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1                   | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |  10402068 | NS      | $5676541.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                         | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                         | CUSIP: 087823001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    538716 | NS      | $659764.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil States International Inc.                                             | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     10683 | NS      | $79695.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | SEKISUI CHEMICAL CO LTD COMMON STOCK                          | CUSIP: 679382002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56544 | NS      | $788127.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                          | BEYOND MEAT INC COMMON STOCK                                  | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9973 | NS      | $122767.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Big 5 Sporting Goods Corporation                                          | BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01                 | CUSIP: 08915P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3618 | NS      | $31946.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                                | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     94026 | NS      | $1666991.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc.                                            | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1              | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10394 | NS      | $2949609.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc.                                                             | BIG LOTS INC COMMON STOCK USD.01                              | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4691 | NS      | $68957.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc.                                                 | BIGCOMMERCE HOLDINGS INC COMMON STOCK                         | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10521 | NS      | $91953.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                                                 | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2363 | NS      | $993617.87    | 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        |     29735 | NS      | $341357.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                                      | OLD NATIONAL BANCORP/IN COMMON STOCK                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    115202 | NS      | $2071331.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharp Corporation                                                         | SHARP CORP/JAPAN COMMON STOCK                                 | CUSIP: 680060001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34700 | NS      | $249251.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioLife Solutions Inc.                                                    | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001                    | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5379 | NS      | $97897.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                                               | BIOGEN INC COMMON STOCK USD.0005                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     16513 | NS      | $4572779.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                                    | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0            | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66463 | NS      | $1605081.45   | 0.02%             |  |  |  | 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        |      7010 | NS      | $112440.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                                    | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36092 | NS      | $1021760.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corporation                                                       | SHIMIZU CORP COMMON STOCK                                     | CUSIP: 680440005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84229 | NS      | $449439.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corporation                                                    | BIO-TECHNE CORP COMMON STOCK USD.01                           | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17388 | NS      | $1441117.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                                            | BIOVENTUS INC COMMON STOCK USD.001                            | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5383 | NS      | $14049.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                        | CUSIP: 680458007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57146 | NS      | $6978221.71   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi and Co. Ltd.                                                     | SHIONOGI and CO LTD COMMON STOCK                              | CUSIP: 680468006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40411 | NS      | $2016230.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                              | SHIMANO INC COMMON STOCK                                      | CUSIP: 680482007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11081 | NS      | $1751006.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company Limited                                                  | SHISEIDO CO LTD COMMON STOCK                                  | CUSIP: 680526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60960 | NS      | $2987874.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bionano Genomics Inc.                                                     | BIONANO GENOMICS INC COMMON STOCK USD.0001                    | CUSIP: 09075F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46787 | NS      | $68309.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Glaukos Corporation                                                       | GLAUKOS CORP COMMON STOCK USD.001                             | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7311 | NS      | $319344.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co.Ltd.                                                             | HULIC CO LTD COMMON STOCK                                     | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58569 | NS      | $459916.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olin Corporation                                                          | OLIN CORP COMMON STOCK USD1.0                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     29914 | NS      | $1583647.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                                  | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                      | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2126 | NS      | $50024.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                                           | GLOBALSTAR INC COMMON STOCK USD.0001                          | CUSIP: 378973408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109972 | NS      | $146262.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Company Limited                                                 | SINO LAND CO LTD COMMON STOCK                                 | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    529722 | NS      | $660714.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.                                      | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001           | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13670 | NS      | $640302.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc.                                                     | GLOBAL NET LEASE INC REIT USD.01                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     16779 | NS      | $210912.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                                      | GLOBAL PAYMENTS INC COMMON STOCK                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     31215 | NS      | $3100273.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Limited                                                | SINGAPORE AIRLINES LTD COMMON STOCK                           | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    204327 | NS      | $843638.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Timkensteel Corporation                                                   | TIMKENSTEEL CORP COMMON STOCK                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      7181 | NS      | $130478.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                                                  | GLOBAL MEDICAL REIT INC REIT                                  | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     10204 | NS      | $96733.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                                       | GLOBUS MEDICAL INC COMMON STOCK USD.001                       | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18180 | NS      | $1350228.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                                              | TIPTREE INC COMMON STOCK USD.001                              | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4434 | NS      | $61366.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                                                  | TITAN INTERNATIONAL INC COMMON STOCK                          | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8187 | NS      | $125424.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                                           | GLOBE LIFE INC COMMON STOCK USD1.0                            | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10415 | NS      | $1255528.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                                                 | GOGO INC COMMON STOCK USD.0001                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      8075 | NS      | $119187.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                                                 | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01                  | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      3249 | NS      | $121512.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                                              | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     38608 | NS      | $13257215.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                                      | TITAN MACHINERY INC COMMON STOCK USD.00001                    | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3280 | NS      | $130314.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                                                        | TOLL BROTHERS INC COMMON STOCK USD.01                         | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24752 | NS      | $1235619.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                                          | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19589 | NS      | $120080.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                                                           | KERRY GROUP PLC COMMON STOCK EUR.125                          | CUSIP: 451957906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     23281 | NS      | $2102977.78   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                                  | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     32113 | NS      | $7074493.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                                             | ILLUMINA INC COMMON STOCK USD.01                              | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     17668 | NS      | $3572469.60   | 0.05%             |  |  |  | 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        |      2144 | NS      | $166331.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                                              | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694              | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $102934.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                                          | IMAX CORP COMMON STOCK                                        | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      7703 | NS      | $112925.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                                         | INTERDIGITAL INC COMMON STOCK USD.01                          | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4763 | NS      | $235673.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                            | TOPBUILD CORP COMMON STOCK                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      7509 | NS      | $1175083.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Inc.                                                               | TOPPAN PRINTING CO LTD COMMON STOCK                           | CUSIP: 890747108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39962 | NS      | $590138.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toro Company                                                          | TORO CO/THE COMMON STOCK USD1.0                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     24472 | NS      | $2770230.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                                                | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667                | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10785 | NS      | $332609.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                           | DANSKE BANK A/S COMMON STOCK DKK10.                           | CUSIP: 458882909<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |    105200 | NS      | $2074871.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corporation                                      | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     20833 | NS      | $953318.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                     | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6200 | NS      | $803830.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                                        | NANO-X IMAGING LTD COMMON STOCK ILS.01                        | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7475 | NS      | $55165.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    102404 | NS      | $14427699.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.                                 | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     28754 | NS      | $3014569.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                              | WIX.COM LTD COMMON STOCK ILS.01                               | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      8700 | NS      | $668421.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                                      | ZIM INTEGRATED SHIPPING SERVIC COMMON STOCK                   | CUSIP: M9T951109<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12800 | NS      | $220032.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genmab A/S                                                                | GENMAB A/S COMMON STOCK DKK1.0                                | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     10037 | NS      | $4243591.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                            | CONTINENTAL AG COMMON STOCK                                   | CUSIP: 459858908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     16778 | NS      | $1000212.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings N.V.                                                      | AERCAP HOLDINGS NV COMMON STOCK EUR.01                        | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |     20600 | NS      | $1201392.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed N.V.                                                              | AFFIMED NV COMMON STOCK                                       | CUSIP: N01045108<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     24202 | NS      | $30010.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                                         | INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD.1              | CUSIP: 459902102<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     15825 | NS      | $358911.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                                          | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK                   | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5161 | NS      | $125773.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     40293 | NS      | $1395346.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.                                   | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     43178 | NS      | $1438259.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna N.V.                                                    | ERMENEGILDO ZEGNA HOLDITALIA S COMMON STOCK                   | CUSIP: N30577105<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      7562 | NS      | $79174.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                                                 | FRANK S INTERNATIONAL NV COMMON STOCK EUR.01                  | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12580 | NS      | $228075.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                                           | MURPHY USA INC COMMON STOCK                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      8212 | NS      | $2295582.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                | MITSUBISHI HC CAPITAL INC COMMON STOCK                        | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100696 | NS      | $495278.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries N.V.                                            | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     29265 | NS      | $2429872.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                   | NXP SEMICONDUCTORS NV COMMON STOCK                            | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     29662 | NS      | $4687485.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corporation                            | PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK                   | CUSIP: 626986905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58100 | NS      | $1079155.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                                         | DISCO CORP COMMON STOCK                                       | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $1254091.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OneSpaWorld Holdings Limited                                              | ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001                | CUSIP: P73684113<br>LEI: N/A                  | Long             | EC               | CORP              | BS        |     10755 | NS      | $100344.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Limited                                         | INSURANCE AUSTRALIA GROUP LTD COMMON STOCK                    | CUSIP: 627102908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    375975 | NS      | $1208635.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Myers Industries Inc.                                                     | MYERS INDUSTRIES INC COMMON STOCK                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      5874 | NS      | $130579.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                                      | MYRIAD GENETICS INC COMMON STOCK USD.01                       | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12813 | NS      | $185916.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                                          | NBT BANCORP INC COMMON STOCK USD.01                           | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6560 | NS      | $284835.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                                               | N ABLE INC COMMON STOCK USD.001                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10801 | NS      | $111034.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                                           | NCR CORP COMMON STOCK USD.01                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     32268 | NS      | $755393.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corporation Limited                                                   | MTR CORP LTD COMMON STOCK                                     | CUSIP: 629005901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    236315 | NS      | $1249834.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARK Inc.                                                                 | BARK INC COMMON STOCK USD.0001                                | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20744 | NS      | $30908.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon and Co.                                                           | ORGANON and CO COMMON STOCK USD.01                            | CUSIP: 68622V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29567 | NS      | $825806.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC REIT USD.01                                         | ORION OFFICE REIT INC REIT USD.01                             | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9739 | NS      | $83171.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corporation                                                  | SUZUKI MOTOR CORP COMMON STOCK                                | CUSIP: 686550005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56143 | NS      | $1798110.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc.                                                   | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     18657 | NS      | $1613457.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc.                                                           | PLBY GROUP INC COMMON STOCK USD.0001                          | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5529 | NS      | $15204.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc.                                                          | PLAYSTUDIOS INC COMMON STOCK USD.0001                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12916 | NS      | $50114.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Plexus Corp.                                                              | PLEXUS CORP COMMON STOCK USD.01                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      4357 | NS      | $448466.01    | 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        |      6115 | NS      | $117285.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POINT Biopharma Global Inc.                                               | POINT BIOPHARMA GLOBAL INC COMMON STOCK USD.0001              | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13265 | NS      | $96701.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP Paribas                                                               | BNP PARIBAS SA COMMON STOCK EUR2.0                            | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    169434 | NS      | $9647424.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc.                                                 | REVOLUTION MEDICINES INC COMMON STOCK                         | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12011 | NS      | $286102.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                                                        | REVOLVE GROUP INC COMMON STOCK USD.001                        | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6534 | NS      | $145446.84    | 0.00%             |  |  |  | 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        |      2493 | NS      | $79426.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                                            | REXFORD INDUSTRIAL REALTY INC REIT USD.01                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     43093 | NS      | $2354601.52   | 0.03%             |  |  |  | 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        |     13100 | NS      | $36549.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                                        | TELECOM ITALIA SPA/MILANO COMMON STOCK                        | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1519703 | NS      | $352193.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                     | EMS-CHEMIE HOLDING AG COMMON STOCK CHF.01                     | CUSIP: 763561909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1070 | NS      | $724711.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                                                | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 766559603<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31166 | NS      | $46749.00     | 0.00%             |  |  |  | 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        |      1674 | NS      | $49265.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc.                                                        | RIMINI STREET INC COMMON STOCK                                | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8230 | NS      | $31356.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc.                                                          | RING ENERGY INC COMMON STOCK                                  | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     14656 | NS      | $36053.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Covivio                                                                   | COVIVIO REIT EUR3.0                                           | CUSIP: 774563902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7224 | NS      | $428805.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                    | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7                    | CUSIP: 775125909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     25253 | NS      | $1109034.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corporation                                                        | ROGERS CORP COMMON STOCK USD1.0                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2982 | NS      | $355871.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                                              | ROLLINS INC COMMON STOCK USD1.0                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     26395 | NS      | $964473.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                                               | R1 RCM INC COMMON STOCK USD.01                                | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56425 | NS      | $617853.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                                                   | ROPER TECHNOLOGIES INC COMMON STOCK USD.01                    | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11963 | NS      | $5169092.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                                          | ROSS STORES INC COMMON STOCK USD.01                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     39628 | NS      | $4599621.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                             | HEINEKEN NV COMMON STOCK EUR1.6                               | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     39533 | NS      | $3723699.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rover Group Inc.                                                          | ROVER GROUP INC COMMON STOCK USD.0001                         | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15478 | NS      | $56804.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Gold Inc.                                                           | ROYAL GOLD INC COMMON STOCK USD.01                            | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     15416 | NS      | $1737691.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleOn Inc.                                                             | RUMBLEON INC COMMON STOCK USD.001                             | CUSIP: 781386305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1799 | NS      | $11639.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                                     | RUSH ENTERPRISES INC COMMON STOCK USD.01                      | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6399 | NS      | $334539.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                                     | RUSH ENTERPRISES INC COMMON STOCK USD.01                      | CUSIP: 781846308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $67355.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc.                                              | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001             | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10770 | NS      | $38664.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc.                                             | RUTH'S HOSPITALITY GROUP INC COMMON STOCK USD.01              | CUSIP: 783332109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5259 | NS      | $81409.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                                              | RXSIGHT INC COMMON STOCK USD.0001                             | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3583 | NS      | $45396.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                                         | RYDER SYSTEM INC COMMON STOCK USD.5                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     11801 | NS      | $986209.57    | 0.01%             |  |  |  | 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        |     13485 | NS      | $181912.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Warner Bros. Discovery Inc.                                               | WARNER BROS DISCOVERY INC COMMON STOCK                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    249352 | NS      | $2363856.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Company Limited                                     | NEW WORLD DEVELOPMENT CO LTD COMMON STOCK                     | CUSIP: 935NIG907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    230392 | NS      | $646289.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warrior Met Coal Inc.                                                     | WARRIOR MET COAL INC COMMON STOCK USD.01                      | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      8063 | NS      | $279302.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                          | XCEL ENERGY INC COMMON STOCK USD2.5                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     62171 | NS      | $4358808.81   | 0.06%             |  |  |  | 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        |     18388 | NS      | $242353.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                                               | XENCOR INC COMMON STOCK USD.01                                | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      9249 | NS      | $240843.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                                                | XYLEM INC/NY COMMON STOCK                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     20434 | NS      | $2259387.38   | 0.03%             |  |  |  | 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        |     44846 | NS      | $654751.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                                             | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK                     | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23089 | NS      | $30708.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Xponential Fitness Inc.                                                   | XPONENTIAL FITNESS INC COMMON STOCK USD.0001                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2756 | NS      | $63195.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                                              | XOMETRY INC COMMON STOCK USD.000001                           | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5420 | NS      | $174686.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                                                | XPERI INC COMMON STOCK                                        | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6860 | NS      | $59064.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc.                                                  | Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7231 | NS      | $35287.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                                                 | YELP INC COMMON STOCK USD.000001                              | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10987 | NS      | $300384.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                                                 | YEXT INC COMMON STOCK USD.001                                 | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18655 | NS      | $121817.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                                                        | YETI HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20255 | NS      | $836734.05    | 0.01%             |  |  |  | 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        |      2493 | NS      | $112135.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                                          | YUM! BRANDS INC COMMON STOCK                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     32200 | NS      | $4124176.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                                         | TELEFONICA DEUTSCHLAND HOLDING COMMON STOCK                   | CUSIP: B7VG6L903<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    158790 | NS      | $389990.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                               | AGEAS COMMON STOCK                                            | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     24597 | NS      | $1091414.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Limited                                                  | AURIZON HOLDINGS LT SPN ADR COMMON STOCK                      | CUSIP: B87CVM907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    280748 | NS      | $711257.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                                   | JAPAN AIRLINES CO LTD COMMON STOCK                            | CUSIP: B8BRV4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22040 | NS      | $448903.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group Plc.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948                  | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    155387 | NS      | $1399213.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                   | WPP PLC COMMON STOCK GBP.1                                    | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    166561 | NS      | $1645619.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Limited                                                              | XERO LTD COMMON STOCK                                         | CUSIP: B8P4LP909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     20597 | NS      | $982143.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-Reit                                                                | GLP J-REIT REIT                                               | CUSIP: B8RBZV903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       651 | NS      | $749741.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                  | TELE2 AB COMMON STOCK SEK1.25                                 | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     86896 | NS      | $708883.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                          | COCA-COLA HBC AG COMMON STOCK CHF6.7                          | CUSIP: B9895B904<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     30738 | NS      | $726609.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc.                                                 | NIPPON PROLOGIS REIT INC REIT                                 | CUSIP: B98BC6902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       326 | NS      | $764331.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Vanguard Corporation                                             | AMERICAN VANGUARD CORP COMMON STOCK USD.1                     | CUSIP: 030371108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4594 | NS      | $99735.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                                         | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     20858 | NS      | $3179176.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                                                 | AMERICAN WELL CORP COMMON STOCK USD.01                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36876 | NS      | $104359.08    | 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        |      2684 | NS      | $131140.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                                                   | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01                 | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       985 | NS      | $71176.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                                            | AMERISAFE INC COMMON STOCK USD.01                             | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3050 | NS      | $158508.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                                             | AMERISOURCEBERGEN CORP COMMON STOCK USD.01                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     17610 | NS      | $2918153.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                                                 | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01                  | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     12195 | NS      | $3797157.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                            | AMERIS BANCORP COMMON STOCK USD1.0                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     10616 | NS      | $500438.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                                               | AMETEK INC COMMON STOCK USD.01                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     26012 | NS      | $3634396.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     60680 | NS      | $15936995.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                                  | AMICUS THERAPEUTICS INC COMMON STOCK USD.01                   | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     44177 | NS      | $539401.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                                                     | AMKOR TECHNOLOGY INC COMMON STOCK USD.001                     | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39824 | NS      | $954979.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc.                                               | AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01                | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18162 | NS      | $36142.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                      | AMPHENOL CORP COMMON STOCK USD.001                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     67591 | NS      | $5146378.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                                            | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      6070 | NS      | $170081.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                                                      | AMPLIFY ENERGY CORP COMMON STOCK                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      5875 | NS      | $51641.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                                            | AMPLITUDE INC COMMON STOCK USD.00001                          | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9160 | NS      | $110652.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc.                                                               | AMYRIS INC COMMON STOCK                                       | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |     31782 | NS      | $48626.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amylyx Pharmaceuticals Inc.                                               | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001              | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7837 | NS      | $289577.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     59167 | NS      | $9705163.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                                           | ANAPTYSBIO INC COMMON STOCK USD.001                           | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3190 | NS      | $98858.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                                                | ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001                | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     11166 | NS      | $103397.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Andersons Inc.                                                        | ANDERSONS INC/THE COMMON STOCK                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      5091 | NS      | $178134.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                                        | ANGIODYNAMICS INC COMMON STOCK USD.01                         | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      6158 | NS      | $84795.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                                   | ANIKA THERAPEUTICS INC COMMON STOCK USD.01                    | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2422 | NS      | $71691.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                                              | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14996 | NS      | $775443.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                                   | APOGEE ENTERPRISES INC COMMON STOCK USD.333                   | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3540 | NS      | $157388.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioXcel Therapeutics Inc.                                                 | BIOXCEL THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 09075P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3246 | NS      | $69724.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                                                     | BJ'S RESTAURANTS INC COMMON STOCK                             | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3733 | NS      | $98476.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                                                   | BLACK HILLS CORP COMMON STOCK USD1.0                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     25648 | NS      | $1804080.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Nephew plc                                                      | SMITH and NEPHEW PLC COMMON STOCK USD.2                       | CUSIP: 092232909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    132785 | NS      | $1773319.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackbaud Inc.                                                            | BLACKBAUD INC COMMON STOCK USD.001                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     17929 | NS      | $1055300.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                                            | BLACKLINE INC COMMON STOCK USD.01                             | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8871 | NS      | $596752.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                             | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     17087 | NS      | $12108360.81  | 0.18%             |  |  |  | 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        |     26974 | NS      | $571039.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc.                                        | CEREVEL THERAPEUTICS HOLDING COMMON STOCK USD.0001            | CUSIP: 15678U128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8830 | NS      | $278498.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                                                 | CEVA INC COMMON STOCK USD.001                                 | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3719 | NS      | $95132.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                                     | CHAMPIONX CORP COMMON STOCK USD.01                            | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79098 | NS      | $2293051.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                                                   | F5 NETWORKS INC COMMON STOCK                                  | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6593 | NS      | $946161.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc.                                                             | FIBROGEN INC COMMON STOCK USD.01                              | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     14055 | NS      | $225161.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.                               | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     68980 | NS      | $4680293.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                        | INTERTEK GROUP PLC COMMON STOCK GBP.01                        | CUSIP: 316383900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     24615 | NS      | $1197573.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | FIFTH THIRD BANCORP COMMON STOCK                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     78766 | NS      | $2584312.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group plc                                                        | BURBERRY GROUP PLC COMMON STOCK GBP.0005                      | CUSIP: 317430908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     59801 | NS      | $1453890.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Financial Institutions Inc.                                               | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01                | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $60705.12     | 0.00%             |  |  |  | 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        |      9372 | NS      | $121836.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                                      | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     24317 | NS      | $1272751.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                                            | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1                  | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     29449 | NS      | $374591.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                             | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5614 | NS      | $240503.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancshares Inc.                                                 | FIRST BANCSHARES INC/THE COMMON STOCK USD1.0                  | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      3245 | NS      | $103872.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                                | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01                    | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $42807.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                                                   | FIRST BUSEY CORP COMMON STOCK USD.001                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      8174 | NS      | $202061.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.                                    | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01            | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $48977.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation                                  | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0            | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14765 | NS      | $206267.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                                           | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0            | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2623 | NS      | $88919.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                                  | FIRST FINANCIAL BANCORP COMMON STOCK                          | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14944 | NS      | $362093.12    | 0.01%             |  |  |  | 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        |     51263 | NS      | $1763447.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                                               | FIRST FINANCIAL CORP/IN COMMON STOCK                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $73866.24     | 0.00%             |  |  |  | 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        |      8521 | NS      | $122105.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                                 | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    126023 | NS      | $3087563.50   | 0.04%             |  |  |  | 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        |     13280 | NS      | $277552.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc.                                               | NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 62921N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7041 | NS      | $35345.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                                           | NRG ENERGY INC COMMON STOCK USD.01                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     27479 | NS      | $874381.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                                                  | NVR INC COMMON STOCK USD.01                                   | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       352 | NS      | $1623628.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                                           | NV5 GLOBAL INC COMMON STOCK USD.01                            | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $285414.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                                   | NOV INC COMMON STOCK USD.01                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     92250 | NS      | $1927102.50   | 0.03%             |  |  |  | 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        |       665 | NS      | $25270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Limited                                            | CENNTRO ELECTRIC GROUP LTD COMMON STOCK                       | CUSIP: 629839200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32323 | NS      | $14222.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Company                                                | EAST JAPAN RAILWAY CO COMMON STOCK                            | CUSIP: 629854902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46140 | NS      | $2628038.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NanoString Technologies Inc.                                              | NANOSTRING TECHNOLOGIES INC COMMON STOCK USD.0001             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      7731 | NS      | $61616.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Limited                                                | SINGAPORE EXCHANGE LTD COMMON STOCK                           | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    130748 | NS      | $874296.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                              | POLARIS INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     12795 | NS      | $1292295.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                                          | POOL CORP COMMON STOCK USD.001                                | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      4447 | NS      | $1344461.51   | 0.02%             |  |  |  | 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        |     12832 | NS      | $24124.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                             | ALFA LAVAL AB COMMON STOCK SEK2.84                            | CUSIP: 733268908<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     44187 | NS      | $1278212.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                            | LONZA GROUP AG COMMON STOCK CHF1.0                            | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     11358 | NS      | $5575362.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Portillo's Inc.                                                           | PORTILLO'S INC COMMON STOCK USD.01                            | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $63664.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                                         | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     35169 | NS      | $1723281.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc.                                                             | POSHMARK INC COMMON STOCK USD.0001                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7478 | NS      | $133706.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                        | POST HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     12771 | NS      | $1152710.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc.                                                  | POSTAL REALTY TRUST INC  A COMMON STOCK USD.01                | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3059 | NS      | $44447.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                                                | POTLATCHDELTIC CORP REIT USD1.0                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     31622 | NS      | $1391051.78   | 0.02%             |  |  |  | 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        |      8173 | NS      | $47158.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                                               | RAPID7 INC COMMON STOCK USD.01                                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      9340 | NS      | $317373.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                                        | SITE CENTERS CORP REIT USD.1                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     31217 | NS      | $426424.22    | 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        |      6383 | NS      | $648640.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                                     | SITIO ROYALTIES CORP COMMON STOCK USD.0001                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11418 | NS      | $329415.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Skechers U.S.A. Inc.                                                      | SKECHERS U.S.A. INC COMMON STOCK USD.001                      | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31520 | NS      | $1322264.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp.                                                           | SKILLSOFT CORP COMMON STOCK USD.0001                          | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15324 | NS      | $19921.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc.                                                               | SKILLZ INC COMMON STOCK USD.0001                              | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51208 | NS      | $25936.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation                                              | SKYLINE CHAMPION CORP COMMON STOCK USD.028                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8530 | NS      | $439380.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                                              | SKYWEST INC COMMON STOCK                                      | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7986 | NS      | $131848.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                                                   | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25                    | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     17981 | NS      | $1638608.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                                  | SLEEP NUMBER CORP COMMON STOCK USD.01                         | CUSIP: 83125X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3520 | NS      | $91449.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                                              | AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001             | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      7540 | NS      | $65447.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                                                   | AO SMITH CORP COMMON STOCK USD1.0                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     13887 | NS      | $794891.88    | 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        |      2771 | NS      | $76202.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc                                                             | SMARTRENT INC COMMON STOCK USD.0001                           | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20454 | NS      | $49703.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                                 | JM SMUCKER CO/THE COMMON STOCK                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     12065 | NS      | $1911819.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                                      | SNAP-ON INC COMMON STOCK USD1.0                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5885 | NS      | $1344663.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                                   | SNAP ONE HOLDINGS CORP COMMON STOCK USD.001                   | CUSIP: 83303Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3168 | NS      | $23474.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc.                                               | SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |      6358 | NS      | $1801030.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                                                    | SOLARWINDS CORP COMMON STOCK USD.001                          | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8166 | NS      | $76433.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc.                                      | SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01            | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5365 | NS      | $53274.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc.                                                          | SOLID POWER INC COMMON STOCK USD.0001                         | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21498 | NS      | $54604.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SomaLogic Inc.                                                            | SOMALOGIC INC COMMON STOCK                                    | CUSIP: 83444K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25228 | NS      | $63322.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                                         | TREX CO INC COMMON STOCK USD.01                               | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25772 | NS      | $1090928.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                                          | TRICO BANCSHARES COMMON STOCK                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4927 | NS      | $251227.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                                        | TRIMAS CORP COMMON STOCK USD.01                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      6810 | NS      | $188909.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                                              | TRIMBLE INC COMMON STOCK                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     27460 | NS      | $1388377.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                                         | TRINET GROUP INC COMMON STOCK USD.000025                      | CUSIP: 896288107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5995 | NS      | $406461.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                                                   | TRINITY INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     13188 | NS      | $389969.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                                    | TRIUMPH BANCORP INC COMMON STOCK USD.01                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      3826 | NS      | $186976.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                                        | TRIUMPH GROUP INC COMMON STOCK USD.001                        | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     10553 | NS      | $111017.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                                        | TRIUMPH GROUP INC WARRANTS CALL EXP 19DEC23                   | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      3165 | NS      | $2120.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                                          | TRIPADVISOR INC COMMON STOCK USD.001                          | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24609 | NS      | $442469.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                                              | TRUECAR INC COMMON STOCK USD.0001                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     15307 | NS      | $38420.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer