# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056598
**Filing Date:** 2025-8
**Character Count:** 410703
**Document Hash:** d12a660d48a5e36418ace2e1f493bb36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056598.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056598

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275423

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $164108005.23

**Total Liabilities:** $45970.52

**Net Assets:** $164062034.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022707 | -4.35%               | 5.08%                | 4.49%                |
| Class ID C000022708 | -4.35%               | 5.07%                | 4.52%                |
| Class ID C000022709 | -4.38%               | 5.04%                | 4.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $40201.39                | $-6856328.68                               |
| Month 2  | $2152544.53              | $5255496.24                                |
| Month 3  | $5797132.61              | $1133793.60                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Columbia Banking System Inc.                       | COLUMBIA BANKING SYSTEM INC COMMON STOCK               | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18266 | NS      | $427059.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                          | COMMERCIAL METALS CO COMMON STOCK USD.01               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     13394 | NS      | $655100.54    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group Inc.                      | COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01       | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |      2492 | NS      | $4136.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc.                    | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0     | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3533 | NS      | $200921.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                          | COMMUNITY WEST BANCSHARES COMMON STOCK                 | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $23412.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA COMMUNICATIONS COMMON STOCK                 | CONTRA COMMUNICATIONS COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       450 | NS      | $67.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Community Trust Bancorp Inc.                       | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0        | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $105046.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                | COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01     | CUSIP: 20451N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1647 | NS      | $33088.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                     | TRUBRIDGE INC COMMON STOCK USD.001                     | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1067 | NS      | $24989.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                            | COMSTOCK RESOURCES INC COMMON STOCK USD.5              | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     12510 | NS      | $346151.70    | 0.21%             |  |  |  | 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        |      2706 | NS      | $6629.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                | CONAGRA BRANDS INC COMMON STOCK USD5.0                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     31703 | NS      | $648960.41    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                             | CONCENTRIX CORP COMMON STOCK                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5815 | NS      | $307351.83    | 0.19%             |  |  |  | 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        |      2171 | NS      | $13351.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                              | CONDUENT INC COMMON STOCK USD.01                       | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     14444 | NS      | $38132.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                 | CONMED CORP COMMON STOCK USD.01                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1313 | NS      | $68381.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                            | CONNECTONE BANCORP INC COMMON STOCK                    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      4667 | NS      | $108087.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                     | CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01      | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $5027.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc.                   | CONSUMER PORTFOLIO SERVICES IN COMMON STOCK            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $10478.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                      | COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      1311 | NS      | $28186.50     | 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        |      3313 | NS      | $31241.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                          | COTY INC COMMON STOCK USD.01                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      1388 | NS      | $6454.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc.                      | COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01       | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2928 | NS      | $70594.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.              | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1259 | NS      | $76899.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Crane NXT Co.                                      | CRANE NXT CO COMMON STOCK USD1.0                       | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2105 | NS      | $113459.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                        | CRICUT INC COMMON STOCK USD.001                        | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $16769.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                         | CROCS INC COMMON STOCK USD.001                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1904 | NS      | $192837.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                      | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001     | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3819 | NS      | $49837.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                      | CRYOPORT INC COMMON STOCK USD.001                      | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $11936.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc.                         | CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1880 | NS      | $14156.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp Inc.                                          | CULP INC COMMON STOCK USD.05                           | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |       334 | NS      | $1312.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumberland Pharmaceuticals Inc.                    | CUMBERLAND PHARMACEUTICALS INC COMMON STOCK            | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $3202.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                             | CUSTOMERS BANCORP INC COMMON STOCK USD1.0              | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2981 | NS      | $175103.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                       | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001      | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9674 | NS      | $47789.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences Inc.                             | CYTEK BIOSCIENCES INC COMMON STOCK USD.001             | CUSIP: 23285D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13243 | NS      | $45026.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                    | DMC GLOBAL INC COMMON STOCK                            | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      1495 | NS      | $12049.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc.                                     | DHI GROUP INC COMMON STOCK USD.01                      | CUSIP: 23331S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5212 | NS      | $15479.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                               | DXP ENTERPRISES INC/TX COMMON STOCK USD.01             | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $126216.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                  | DT MIDSTREAM INC COMMON STOCK USD.01                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3839 | NS      | $421944.49    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                           | DARLING INGREDIENTS INC COMMON STOCK USD.01            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     14442 | NS      | $547929.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc.                    | DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2917 | NS      | $18960.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                        | DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001        | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1330 | NS      | $5187.00      | 0.00%             |  |  |  | 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        |      4847 | NS      | $10663.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                  | ELANCO ANIMAL HEALTH INC COMMON STOCK                  | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38843 | NS      | $554678.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                         | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      2676 | NS      | $17072.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                            | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3280 | NS      | $154750.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc.                                | ENACT HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5826 | NS      | $216435.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                          | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01           | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      2377 | NS      | $92013.67     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                            | ENERSYS COMMON STOCK USD.01                            | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1874 | NS      | $160732.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp Inc.                             | FIRST BANCORP INC/THE COMMON STOCK USD.01              | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $33439.56     | 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        |     16954 | NS      | $353151.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                      | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3610 | NS      | $159164.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                         | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01             | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $13923.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                            | FIRST BUSEY CORP COMMON STOCK USD.001                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      7814 | NS      | $178823.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.             | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01     | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1274 | NS      | $64540.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation           | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0     | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10059 | NS      | $163257.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                    | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0     | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $74579.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                           | FIRST FINANCIAL BANCORP COMMON STOCK                   | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9095 | NS      | $220644.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                        | FIRST FINANCIAL CORP COMMON STOCK                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1325 | NS      | $71801.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest Inc.                     | FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01          | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |      1100 | NS      | $616.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Foundation Inc.                              | FIRST FOUNDATION INC COMMON STOCK USD.001              | CUSIP: 32026V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7823 | NS      | $39897.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | FIRST HORIZON CORP COMMON STOCK USD.625                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     44104 | NS      | $935004.80    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                | FIRST HAWAIIAN INC COMMON STOCK USD.01                 | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     12932 | NS      | $322782.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                             | FIRST INTERNET BANCORP COMMON STOCK                    | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $20901.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                   | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001  | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8824 | NS      | $254307.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc.                  | FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5499 | NS      | $88203.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                       | FIRST WESTERN FINANCIAL INC COMMON STOCK               | CUSIP: 33751L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $9497.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                           | FIRSTSUN CAPITAL BANCORP COMMON STOCK                  | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $15116.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                            | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $81354.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc.                                    | FIVE BELOW INC COMMON STOCK USD.01                     | CUSIP: 33829M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1016 | NS      | $133278.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                  | FIVE STAR BANCORP COMMON STOCK                         | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $11530.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                            | FIVE POINT HOLDINGS LLC COMMON STOCK                   | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4575 | NS      | $25162.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc.                          | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0           | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $29436.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                 | FLOWERS FOODS INC COMMON STOCK USD.01                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     10081 | NS      | $161094.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                     | FLUSHING FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5162 | NS      | $61324.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FONAR Corporation                                  | FONAR CORP COMMON STOCK USD.0001                       | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $6926.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                                   | FOOT LOCKER INC COMMON STOCK USD.01                    | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      6590 | NS      | $161455.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Forestar Group Inc.                                | FORESTAR GROUP INC COMMON STOCK USD1.0                 | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      4423 | NS      | $88460.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                    | FORMFACTOR INC COMMON STOCK USD.001                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2780 | NS      | $95659.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                    | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01     | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      6088 | NS      | $313410.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc.                     | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       377 | NS      | $7340.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc.                                  | FOSSIL GROUP INC COMMON STOCK USD.01                   | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      3231 | NS      | $4781.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L.B. Foster Company                                | L B FOSTER CO COMMON STOCK USD.01                      | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      1699 | NS      | $37157.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                          | FOX FACTORY HOLDING CORP COMMON STOCK USD.001          | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3760 | NS      | $97534.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc.                           | FTAI INFRASTRUCTURE INC COMMON STOCK USD.01            | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $14394.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                              | FULGENT GENETICS INC COMMON STOCK USD.0001             | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4293 | NS      | $85344.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                | HB FULLER CO COMMON STOCK USD1.0                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2951 | NS      | $177502.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                       | FULTON FINANCIAL CORP COMMON STOCK USD2.5              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     18051 | NS      | $325640.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                         | FUNKO INC COMMON STOCK USD.0001                        | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $13151.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                   | FUTUREFUEL CORP COMMON STOCK USD.0001                  | CUSIP: 36116M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4276 | NS      | $16590.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                   | GATX CORP COMMON STOCK USD.625                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       854 | NS      | $131140.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC SR COMMON STOCK                | ESC GCI LIBERTY INC SR COMMON STOCK                    | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The J. M. Smucker Company                          | J M SMUCKER CO/THE COMMON STOCK                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2714 | NS      | $266514.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc.                                   | SOLO BRANDS INC COMMON STOCK USD.001                   | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2350 | NS      | $705.00       | 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        |      2092 | NS      | $167213.56    | 0.10%             |  |  |  | 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        |       655 | NS      | $23606.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern States Bancshares Inc.                    | SOUTHERN STATES BANCSHARES INC COMMON STOCK USD5.0     | CUSIP: 843878307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $16621.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                          | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      1224 | NS      | $36022.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                                | SPARTANNASH CO COMMON STOCK                            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      4523 | NS      | $119814.27    | 0.07%             |  |  |  | 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        |      5478 | NS      | $123638.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corporation                              | ULTRALIFE CORP COMMON STOCK USD.1                      | CUSIP: 903899102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $17816.32     | 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        |     22489 | NS      | $153599.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                  | UNDER ARMOUR INC COMMON STOCK USD.000333               | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     17114 | NS      | $111069.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc.                                         | UNIFI INC COMMON STOCK USD.1                           | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      2453 | NS      | $12804.66     | 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        |       854 | NS      | $160739.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.                        | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     10335 | NS      | $307879.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                             | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5           | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12184 | NS      | $443863.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc.                             | UNITED FIRE GROUP INC COMMON STOCK USD.001             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $60528.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corporation             | AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001   | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $31236.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc.                          | UNITED NATURAL FOODS INC COMMON STOCK USD.01           | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      7086 | NS      | $165174.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                           | WORLD KINECT CORP COMMON STOCK USD.01                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      7679 | NS      | $217699.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                       | WORTHINGTON ENTERPRISES INC COMMON STOCK               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3821 | NS      | $243168.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                             | WORTHINGTON STEEL INC COMMON STOCK USD.0001            | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $132594.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                        | XENCOR INC COMMON STOCK USD.01                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      3040 | NS      | $23894.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                         | XEROX HOLDINGS CORP COMMON STOCK USD1.0                | CUSIP: 98421M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18434 | NS      | $97147.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                         | XPERI INC COMMON STOCK USD.001                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3587 | NS      | $28373.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                          | YELP INC COMMON STOCK USD.000001                       | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2397 | NS      | $82145.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                        | ZIMVIE INC COMMON STOCK USD.01                         | CUSIP: 98888T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $7274.30      | 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        |     18822 | NS      | $977614.68    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                         | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17541 | NS      | $177514.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                        | ZUMIEZ INC COMMON STOCK                                | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1822 | NS      | $24159.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc.                                     | ZYMEWORKS INC COMMON STOCK USD.00001                   | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1431 | NS      | $17959.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                      | ADIENT PLC COMMON STOCK USD.001                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     10493 | NS      | $204193.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                              | ASSURED GUARANTY LTD COMMON STOCK USD.01               | CUSIP: G0585R106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3868 | NS      | $336902.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                      | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125        | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4502 | NS      | $467397.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield and Son Limited       | BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0   | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2175 | NS      | $96309.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc.                                   | BIT DIGITAL INC COMMON STOCK USD.01                    | CUSIP: G1144A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4280 | NS      | $9373.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Borr Drilling Limited                              | BORR DRILLING LTD COMMON STOCK USD.05                  | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7383 | NS      | $13510.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                             | CAPRI HOLDINGS LTD COMMON STOCK                        | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3344 | NS      | $59188.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                          | APTIV PLC COMMON STOCK USD.01                          | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8940 | NS      | $609886.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Limited                 | FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01     | CUSIP: G3398L118<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6979 | NS      | $115711.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                       | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01        | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $180255.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                   | GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01          | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10297 | NS      | $237139.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | GENPACT LTD COMMON STOCK USD.01                        | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1383 | NS      | $60865.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                         | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01          | CUSIP: G4095J109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3417 | NS      | $49102.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                      | HAMILTON INSURANCE GROUP LTD COMMON STOCK USD.01       | CUSIP: G42706104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1535 | NS      | $33186.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                              | HELEN OF TROY LTD COMMON STOCK USD.1                   | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $35191.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                          | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5          | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13714 | NS      | $532651.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                       | IBEX HOLDINGS LTD COMMON STOCK USD.0001                | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $25433.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                        | ICON PLC COMMON STOCK EUR.06                           | CUSIP: G4705A100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5228 | NS      | $760412.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                | ICHOR HOLDINGS LTD COMMON STOCK USD.0001               | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4254 | NS      | $83548.56     | 0.05%             |  |  |  | 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        |      2483 | NS      | $124919.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                       | INVESCO LTD COMMON STOCK USD.2                         | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     41029 | NS      | $647027.33    | 0.39%             |  |  |  | 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        |      2157 | NS      | $12640.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company        | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001         | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3378 | NS      | $358473.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                       | LIVANOVA PLC COMMON STOCK GBP1.0                       | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2219 | NS      | $99899.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                | LIBERTY GLOBAL LTD COMMON STOCK USD.01                 | CUSIP: G61188101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15913 | NS      | $159289.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                | LIBERTY GLOBAL LTD COMMON STOCK USD.01                 | CUSIP: G61188127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11560 | NS      | $119183.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                    | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01        | CUSIP: G65773106<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     20225 | NS      | $53191.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                    | PAYSAFE LTD COMMON STOCK USD.0001                      | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4562 | NS      | $57572.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company        | PROTHENA CORP PLC COMMON STOCK USD.01                  | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       973 | NS      | $5906.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0         | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2743 | NS      | $666274.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                               | SFL CORP LTD COMMON STOCK USD.01                       | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     12426 | NS      | $103508.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Limited                                   | SEADRILL LTD COMMON STOCK USD.01                       | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5319 | NS      | $139623.75    | 0.09%             |  |  |  | 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        |       400 | NS      | $11700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                   | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01     | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13837 | NS      | $416632.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                            | SIGNET JEWELERS LTD COMMON STOCK USD.18                | CUSIP: G81276100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4587 | NS      | $364895.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                   | SIRIUSPOINT LTD COMMON STOCK USD.1                     | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12227 | NS      | $249308.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                            | TEEKAY CORP LTD COMMON STOCK USD.001                   | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      7202 | NS      | $59416.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                | TEEKAY TANKERS LTD COMMON STOCK USD.01                 | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      4448 | NS      | $185570.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                         | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01          | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4204 | NS      | $25644.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd.                         | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01          | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13964 | NS      | $86856.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                | TRONOX HOLDINGS PLC COMMON STOCK USD.01                | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11977 | NS      | $60723.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                    | VALARIS LTD COMMON STOCK USD.01                        | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5291 | NS      | $222804.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.               | WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0     | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       185 | NS      | $332208.20    | 0.20%             |  |  |  | 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        |     16499 | NS      | $440853.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                    | BUNGE GLOBAL SA COMMON STOCK USD.01                    | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11959 | NS      | $960068.52    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexa Resources S.A.                                | NEXA RESOURCES SA COMMON STOCK                         | CUSIP: L67359106<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | BR        |       900 | NS      | $4464.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                         | ORION SA COMMON STOCK                                  | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $22133.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd.                                     | STRATASYS LTD COMMON STOCK ILS.01                      | CUSIP: M85548101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1753 | NS      | $20106.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CureVac N.V.                                       | CUREVAC NV COMMON STOCK EUR.12                         | CUSIP: N2451R105<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6804 | NS      | $36945.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Expro Group Holdings N.V.                          | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01            | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7270 | NS      | $62449.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings S.A.                                 | COPA HOLDINGS SA COMMON STOCK                          | CUSIP: P31076105<br>LEI: N/A                  | Long             | EC               | CORP              | PA        |      1569 | NS      | $172542.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corporation                       | ARDMORE SHIPPING CORP COMMON STOCK USD.01              | CUSIP: Y0207T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3297 | NS      | $31651.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                     | COSTAMARE INC COMMON STOCK USD.0001                    | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |     11608 | NS      | $105748.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Limited                 | COSTAMARE BULKERS HOLDINGS LTD COMMON STOCK USD.0001   | CUSIP: Y2001C101<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      1918 | NS      | $16629.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                                  | DHT HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     14515 | NS      | $156907.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                    | DORIAN LPG LTD COMMON STOCK USD.01                     | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      5467 | NS      | $133285.46    | 0.08%             |  |  |  | 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        |      6585 | NS      | $86065.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                         | INTERNATIONAL SEAWAYS INC COMMON STOCK                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      5151 | NS      | $187908.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                               | SCORPIO TANKERS INC COMMON STOCK USD.01                | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      6270 | NS      | $245345.10    | 0.15%             |  |  |  | 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        |      5041 | NS      | $106768.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                 | DELUXE CORP COMMON STOCK USD1.0                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      4579 | NS      | $72851.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                               | DENTSPLY SIRONA INC COMMON STOCK USD.01                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10075 | NS      | $159991.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                               | DESIGNER BRANDS INC COMMON STOCK                       | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2923 | NS      | $6956.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc.                                 | EAGLE BANCORP INC COMMON STOCK USD.01                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3671 | NS      | $71511.08     | 0.04%             |  |  |  | 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        |     17813 | NS      | $272004.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Eastern Company                                | EASTERN CO/THE COMMON STOCK                            | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1145 | NS      | $26128.90     | 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        |      5794 | NS      | $432580.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                                | EVOLENT HEALTH INC COMMON STOCK USD.01                 | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1381 | NS      | $15550.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                      | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001      | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $26447.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                        | EZCORP INC COMMON STOCK USD.01                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      6064 | NS      | $84168.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                    | FMC CORP COMMON STOCK USD.1                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       870 | NS      | $36322.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp.                               | GROWGENERATION CORP COMMON STOCK USD.001               | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2529 | NS      | $2364.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                            | HF SINCLAIR CORP COMMON STOCK                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19315 | NS      | $793460.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                                 | HBT FINANCIAL INC COMMON STOCK USD.01                  | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $25210.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                    | HNI CORP COMMON STOCK USD1.0                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2204 | NS      | $108392.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc.                      | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      4728 | NS      | $7186.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                            | HALLADOR ENERGY CO COMMON STOCK USD.01                 | CUSIP: 40609P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1635 | NS      | $25882.05     | 0.02%             |  |  |  | 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        |      1672 | NS      | $76510.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                           | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2995 | NS      | $99943.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                  | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK            | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     15979 | NS      | $99708.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                   | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001   | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $16385.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                   | HILLENBRAND INC COMMON STOCK                           | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      4296 | NS      | $86220.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                            | HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001           | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17806 | NS      | $127134.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                              | HILLTOP HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3960 | NS      | $120186.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                        | HILTON GRAND VACATIONS INC COMMON STOCK USD.01         | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      5843 | NS      | $242659.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings The                | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0     | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $17136.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc.                                        | HOLLEY INC COMMON STOCK USD.0001                       | CUSIP: 43538H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3597 | NS      | $7194.00      | 0.00%             |  |  |  | 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        |      7494 | NS      | $213279.24    | 0.13%             |  |  |  | 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        |      1776 | NS      | $91961.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                    | HOMESTREET INC COMMON STOCK                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1802 | NS      | $23552.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                          | HOMETRUST BANCSHARES INC COMMON STOCK                  | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $32172.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Honest Company Inc.                            | HONEST CO INC/THE COMMON STOCK USD.001                 | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3767 | NS      | $19174.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corporation                     | HOOKER FURNISHINGS CORP COMMON STOCK                   | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $19266.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc.                                  | HOPE BANCORP INC COMMON STOCK USD.001                  | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13236 | NS      | $142022.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc.                           | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $21477.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc.                 | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        81 | NS      | $19558.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                               | HUNTSMAN CORP COMMON STOCK USD.01                      | CUSIP: 447011107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15756 | NS      | $164177.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies Inc.                               | HURCO COS INC COMMON STOCK                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      1054 | NS      | $19920.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc.                                   | HYSTER-YALE INC COMMON STOCK USD.01                    | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $18537.48     | 0.01%             |  |  |  | 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        |      3469 | NS      | $218148.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                       | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0           | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2250 | NS      | $72922.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc.                           | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001          | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9495 | NS      | $33802.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Information Services Group Inc.                    | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      4400 | NS      | $21120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                        | INGLES MARKETS INC COMMON STOCK USD.05                 | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3213 | NS      | $203639.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | INGREDION INC COMMON STOCK USD.01                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      4520 | NS      | $613002.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                         | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4094 | NS      | $63948.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                           | INSIGHT ENTERPRISES INC COMMON STOCK USD.01            | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1140 | NS      | $157416.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                      | INNOSPEC INC COMMON STOCK USD.01                       | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $160191.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                            | INSTEEL INDUSTRIES INC COMMON STOCK                    | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $62847.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                        | INOGEN INC COMMON STOCK USD.001                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1678 | NS      | $11796.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                      | INNOVIVA INC COMMON STOCK USD.01                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      7085 | NS      | $142337.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation          | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5794 | NS      | $71092.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                       | INTEGER HOLDINGS CORP COMMON STOCK USD.001             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1659 | NS      | $204007.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                         | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1569 | NS      | $14717.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Integral Ad Science Holding Corp.                  | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001    | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12847 | NS      | $106758.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                     | INTERFACE INC COMMON STOCK USD.1                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      5284 | NS      | $110594.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation               | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5105 | NS      | $339788.80    | 0.21%             |  |  |  | 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        |     10260 | NS      | $251164.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| J and J Snack Foods Corp.                          | J and J SNACK FOODS CORP COMMON STOCK                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $83923.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                             | JACKSON FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7265 | NS      | $645059.35    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc.                                 | JAKKS PACIFIC INC COMMON STOCK USD.001                 | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       482 | NS      | $10015.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                     | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001    | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3334 | NS      | $27138.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                              | JELD-WEN HOLDING INC COMMON STOCK USD.01               | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4097 | NS      | $16060.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                     | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25      | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      5206 | NS      | $107868.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                         | OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01          | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6369 | NS      | $112158.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc.                                   | ONITY GROUP INC COMMON STOCK USD.01                    | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       315 | NS      | $12023.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                     | OIL-DRI CORP OF AMERICA COMMON STOCK USD.1             | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      1062 | NS      | $62647.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc.                      | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01       | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4041 | NS      | $21659.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | OLD NATIONAL BANCORP/IN COMMON STOCK                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     24670 | NS      | $526457.80    | 0.32%             |  |  |  | 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        |      8056 | NS      | $309672.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc.                            | OLD SECOND BANCORP INC COMMON STOCK USD1.0             | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      4574 | NS      | $81142.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                   | OLIN CORP COMMON STOCK USD1.0                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      9448 | NS      | $189810.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                           | OLO INC COMMON STOCK USD.001                           | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8461 | NS      | $75302.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                 | OLYMPIC STEEL INC COMMON STOCK                         | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      2053 | NS      | $66907.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                      | OMNICELL INC COMMON STOCK USD.001                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      3918 | NS      | $115189.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                        | OMNIAB INC COMMON STOCK USD.0001                       | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6457 | NS      | $11235.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                        | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $161.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc.                                        | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $137.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1-800-FLOWERS.COM Inc.                             | 1-800-FLOWERS.COM INC COMMON STOCK USD.01              | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3196 | NS      | $15724.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneMain Holdings Inc.                              | ONEMAIN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      8783 | NS      | $500631.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc.                               | ONEWATER MARINE INC COMMON STOCK USD.01                | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $7110.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                       | ONESPAN INC COMMON STOCK USD.001                       | CUSIP: 68287N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $39238.19     | 0.02%             |  |  |  | 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        |       668 | NS      | $43934.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Optical Cable Corporation                          | OPTICAL CABLE CORP COMMON STOCK                        | CUSIP: 683827208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $2653.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                          | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001       | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4040 | NS      | $12120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                        | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6172 | NS      | $22589.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                | ORIGIN BANCORP INC COMMON STOCK                        | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2367 | NS      | $84596.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc.                          | ORION GROUP HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      6515 | NS      | $59091.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                            | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1772 | NS      | $148422.72    | 0.09%             |  |  |  | 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        |       500 | NS      | $15915.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                              | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025            | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1896 | NS      | $40726.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                              | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4028 | NS      | $44912.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | OSHKOSH CORP COMMON STOCK USD.01                       | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3534 | NS      | $401250.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                       | OVINTIV INC COMMON STOCK                               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20547 | NS      | $781813.35    | 0.48%             |  |  |  | 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        |      8533 | NS      | $77650.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                      | OWENS CORNING COMMON STOCK USD.001                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3779 | NS      | $519688.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                             | OXFORD INDUSTRIES INC COMMON STOCK USD1.0              | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1341 | NS      | $53975.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pamt Corp                                          | PAMT CORP COMMON STOCK USD.01                          | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2085 | NS      | $26833.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                    | PBF ENERGY INC COMMON STOCK USD.001                    | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14195 | NS      | $307605.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                 | PC CONNECTION INC COMMON STOCK USD.01                  | CUSIP: 69318J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $183591.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                        | PCB BANCORP COMMON STOCK                               | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $17539.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc.                            | PACIRA BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3165 | NS      | $75643.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                               | PARK AEROSPACE CORP COMMON STOCK USD.1                 | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2083 | NS      | $30765.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                          | PARK NATIONAL CORP COMMON STOCK                        | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $116078.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                           | PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0            | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $13377.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                             | PATRICK INDUSTRIES INC COMMON STOCK                    | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3625 | NS      | $334478.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                          | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01           | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44990 | NS      | $266790.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                         | PEABODY ENERGY CORP COMMON STOCK                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     17164 | NS      | $230340.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation            | PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1625 | NS      | $45906.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc.                             | PENGUIN SOLUTIONS INC COMMON STOCK USD.01              | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2704 | NS      | $53566.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc.                            | PENN ENTERTAINMENT INC COMMON STOCK USD.01             | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9680 | NS      | $172981.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp Inc.                           | PENNS WOODS BANCORP INC COMMON STOCK USD5.55           | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       863 | NS      | $26200.68     | 0.02%             |  |  |  | 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        |      4211 | NS      | $419584.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                       | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001      | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1758 | NS      | $302041.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                               | PEOPLES BANCORP INC/OH COMMON STOCK                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3396 | NS      | $103713.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp.                   | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0     | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $12539.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                     | PERDOCEO EDUCATION CORP COMMON STOCK USD.01            | CUSIP: 71363P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6614 | NS      | $216211.66    | 0.13%             |  |  |  | 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        |       638 | NS      | $55805.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC COMMON STOCK               | PERIMETER SOLUTIONS INC COMMON STOCK                   | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10435 | NS      | $145255.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Industries Ltd.                                 | RF INDUSTRIES LTD COMMON STOCK USD.01                  | CUSIP: 749552105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $776.40       | 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        |     18302 | NS      | $86568.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                 | RMR GROUP INC/THE COMMON STOCK                         | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       440 | NS      | $7194.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                  | RADIAN GROUP INC COMMON STOCK USD.001                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      9022 | NS      | $324972.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                             | RADIANT LOGISTICS INC COMMON STOCK USD.001             | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      3764 | NS      | $22885.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings Inc.                               | RAFAEL HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $865.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                              | RAMACO RESOURCES INC COMMON STOCK                      | CUSIP: 75134P501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $662.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                              | RAMACO RESOURCES INC COMMON STOCK                      | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4465 | NS      | $58670.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                        | RANGE RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     14736 | NS      | $599313.12    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc.                        | RANGER ENERGY SERVICES INC COMMON STOCK                | CUSIP: 75282U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1141 | NS      | $13623.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                              | RANPAK HOLDINGS CORP COMMON STOCK USD.0001             | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4753 | NS      | $16968.21     | 0.01%             |  |  |  | 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        |      4555 | NS      | $17536.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                               | RE/MAX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2193 | NS      | $17938.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                          | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01           | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9125 | NS      | $33032.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                            | RELAY THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $11867.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                               | RENASANT CORP COMMON STOCK USD5.0                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      8041 | NS      | $288913.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc.                                 | UPBOUND GROUP INC COMMON STOCK USD.01                  | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4529 | NS      | $113677.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                              | REPUBLIC BANCORP INC/KY COMMON STOCK                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $83272.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                         | REPAY HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3834 | NS      | $18479.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc.                          | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13667 | NS      | $301494.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                         | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4113 | NS      | $159707.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                          | RESOURCES CONNECTION INC COMMON STOCK USD.01           | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4120 | NS      | $22124.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation                 | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01        | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1888 | NS      | $91964.48     | 0.06%             |  |  |  | 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        |      6648 | NS      | $166465.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation                                  | BERRY CORP COMMON STOCK USD.001                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $14021.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                    | REYNOLDS CONSUMER PRODUCTS INC COMMON STOCK USD.001    | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11270 | NS      | $241403.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST COMMON STOCK                | CONTRA RESOLUTE FOREST COMMON STOCK                    | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7541 | NS      | $10708.22     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Biglari Holdings Inc.                              | BIGLARI HOLDINGS INC COMMON STOCK                      | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $42370.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                              | BIGLARI HOLDINGS INC COMMON STOCK                      | CUSIP: 08986R408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $4201.08      | 0.00%             |  |  |  | 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        |      8541 | NS      | $34249.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd.                        | RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05     | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $14098.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc.                                 | BILL HOLDINGS INC COMMON STOCK USD.00001               | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2686 | NS      | $124254.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                               | BLUE FOUNDRY BANCORP COMMON STOCK USD.01               | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $8727.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc.                     | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1631 | NS      | $42781.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                                | RIOT PLATFORMS INC COMMON STOCK                        | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17946 | NS      | $202789.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Ridge Bankshares Inc.                         | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0          | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $2448.38      | 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        |      1193 | NS      | $88735.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc.                             | RIVERVIEW BANCORP INC COMMON STOCK USD.01              | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $21587.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                                  | ROCKY BRANDS INC COMMON STOCK                          | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $17796.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                              | BOISE CASCADE CO COMMON STOCK USD.01                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3402 | NS      | $295361.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                    | BORGWARNER INC COMMON STOCK USD.01                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     22841 | NS      | $764716.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                       | BOSTON BEER CO INC/THE COMMON STOCK USD.01             | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $93878.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                           | BOSTON OMAHA CORP COMMON STOCK                         | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2031 | NS      | $28515.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd.                       | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01        | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $30101.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                  | BRADY CORP COMMON STOCK USD.01                         | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1827 | NS      | $124181.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                        | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001        | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $27985.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5735 | NS      | $308370.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                 | ROGERS CORP COMMON STOCK USD1.0                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1493 | NS      | $102240.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                              | RUSH ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5847 | NS      | $301178.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                           | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8678 | NS      | $144488.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.                  | BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0   | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $23590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                 | BRISTOW GROUP INC COMMON STOCK USD.01                  | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2707 | NS      | $89249.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc.                             | BROOKLINE BANCORP INC COMMON STOCK USD.01              | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10567 | NS      | $111481.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                              | RUSH ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 781846308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1275 | NS      | $66912.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc.                        | SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 78413P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2432 | NS      | $12403.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                        | AZENTA INC COMMON STOCK USD.01                         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      4127 | NS      | $127029.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | BRUNSWICK CORP/DE COMMON STOCK USD.75                  | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      4333 | NS      | $239354.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                  | SM ENERGY CO COMMON STOCK USD.01                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     11859 | NS      | $293035.89    | 0.18%             |  |  |  | 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        |       963 | NS      | $76452.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                          | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      4919 | NS      | $573998.11    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                        | BUMBLE INC COMMON STOCK USD.01                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15466 | NS      | $101920.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                             | SAGE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      5856 | NS      | $53406.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                          | SAIA INC COMMON STOCK USD.001                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1285 | NS      | $352077.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                          | CNB FINANCIAL CORP/PA COMMON STOCK                     | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1562 | NS      | $35707.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                           | CNO FINANCIAL GROUP INC COMMON STOCK USD.01            | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      9400 | NS      | $362652.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                         | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 79546E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8532 | NS      | $79006.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                              | SANDRIDGE ENERGY INC COMMON STOCK USD.001              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      3343 | NS      | $36171.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                    | CTS CORP COMMON STOCK                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2507 | NS      | $106823.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                          | CNX RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     18640 | NS      | $627795.20    | 0.38%             |  |  |  | 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        |       462 | NS      | $29216.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                | SANMINA CORP COMMON STOCK USD.01                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2774 | NS      | $271380.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                | CVB FINANCIAL CORP COMMON STOCK                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11610 | NS      | $229761.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                    | CVR ENERGY INC COMMON STOCK USD.01                     | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6035 | NS      | $162039.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                    | SCANSOURCE INC COMMON STOCK                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      3273 | NS      | $136844.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Recycling Inc.                              | RADIUS RECYCLING INC COMMON STOCK USD1.0               | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      1778 | NS      | $52788.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc.                                     | CABLE ONE INC COMMON STOCK USD.01                      | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $71707.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                  | CABOT CORP COMMON STOCK USD1.0                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2316 | NS      | $173700.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                            | SCHNEIDER NATIONAL INC COMMON STOCK                    | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8309 | NS      | $200662.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                             | SCHOLASTIC CORP COMMON STOCK USD.01                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3690 | NS      | $77416.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                | MATIV HOLDINGS INC COMMON STOCK USD.1                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      4760 | NS      | $32463.20     | 0.02%             |  |  |  | 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        |       506 | NS      | $56980.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                           | EW SCRIPPS CO/THE COMMON STOCK USD.01                  | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      5843 | NS      | $17178.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                               | SEABOARD CORP COMMON STOCK USD1.0                      | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        91 | NS      | $260369.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida            | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      4717 | NS      | $130283.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc.                   | SEAPORT ENTERTAINMENT GROUP IN COMMON STOCK USD.01     | CUSIP: 812215200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $15760.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                              | UNIVERSAL CORP/VA COMMON STOCK                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2089 | NS      | $121663.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                         | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01          | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       745 | NS      | $4931.90      | 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        |      4365 | NS      | $121041.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                              | URBAN OUTFITTERS INC COMMON STOCK USD.0001             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      5096 | NS      | $369663.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc.                                     | URBAN ONE INC COMMON STOCK USD.001                     | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      3100 | NS      | $1956.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                         | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01          | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       289 | NS      | $16449.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                    | UTZ BRANDS INC COMMON STOCK USD.0001                   | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $54228.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                    | VSE CORP COMMON STOCK USD.05                           | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1568 | NS      | $205376.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                 | VAALCO ENERGY INC COMMON STOCK USD.1                   | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      6882 | NS      | $24844.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                            | VALLEY NATIONAL BANCORP COMMON STOCK                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     49284 | NS      | $440106.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                         | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4716 | NS      | $22259.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                          | VAREX IMAGING CORP COMMON STOCK USD.01                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      4007 | NS      | $34740.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                             | VEECO INSTRUMENTS INC COMMON STOCK USD.01              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      3352 | NS      | $68112.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                           | V2X INC COMMON STOCK USD.01                            | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053 | NS      | $99673.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                            | VELOCITY FINANCIAL INC COMMON STOCK                    | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $43253.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                                  | VERA BRADLEY INC COMMON STOCK                          | CUSIP: 92335C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2034 | NS      | $4495.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                      | VERACYTE INC COMMON STOCK USD.001                      | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7060 | NS      | $190831.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                | VERINT SYSTEMS INC COMMON STOCK USD.001                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      5292 | NS      | $104093.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                              | VERITEX HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      5129 | NS      | $133866.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc.           | PURSUIT ATTRACTIONS AND HOSPIT COMMON STOCK USD1.5     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       368 | NS      | $10609.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                        | VIASAT INC COMMON STOCK USD.0001                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     11656 | NS      | $170177.60    | 0.10%             |  |  |  | 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        |     20125 | NS      | $202658.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc.                                         | VIMEO INC COMMON STOCK USD.01                          | CUSIP: 92719V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $24644.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                             | VIR BIOTECHNOLOGY INC COMMON STOCK                     | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4802 | NS      | $24202.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corporation                             | VIRCO MFG. CORP COMMON STOCK USD.01                    | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $9576.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                    | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01     | CUSIP: 92828Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $100858.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                        | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     13910 | NS      | $220890.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                        | VISHAY PRECISION GROUP INC COMMON STOCK                | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $47376.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                | VISTEON CORP COMMON STOCK                              | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $146574.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                                | VITESSE ENERGY INC COMMON STOCK USD.01                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $29666.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivid Seats Inc.                                   | VIVID SEATS INC COMMON STOCK USD.0001                  | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4064 | NS      | $6868.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya Financial Inc.                                | VOYA FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2868 | NS      | $203628.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                          | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      1361 | NS      | $4232.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                         | WSFS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      4815 | NS      | $264825.00    | 0.16%             |  |  |  | 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        |      2273 | NS      | $26094.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker and Dunlop Inc.                             | WALKER and DUNLOP INC COMMON STOCK                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1269 | NS      | $89439.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc.                              | WARRIOR MET COAL INC COMMON STOCK USD.01               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      5808 | NS      | $266180.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                          | WAFD INC COMMON STOCK USD1.0                           | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7756 | NS      | $227095.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                      | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625     | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1795 | NS      | $50762.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc.                          | WATERSTONE FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 94188P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3889 | NS      | $53707.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                      | WEBSTER FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     14613 | NS      | $797869.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                         | WESTAMERICA BANCORP COMMON STOCK                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $12836.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                    | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      6610 | NS      | $515447.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc.                   | WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01     | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      3609 | NS      | $33311.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                               | WESTLAKE CORP COMMON STOCK USD.01                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      2356 | NS      | $178891.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                   | WEYCO GROUP INC COMMON STOCK USD1.0                    | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1316 | NS      | $43638.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                              | WHIRLPOOL CORP COMMON STOCK USD1.0                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2459 | NS      | $249391.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc.                                  | WIDEOPENWEST INC COMMON STOCK USD.01                   | CUSIP: 96758W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1042 | NS      | $4230.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley and Sons Inc.                           | JOHN WILEY and SONS INC COMMON STOCK USD1.0            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3198 | NS      | $142726.74    | 0.09%             |  |  |  | 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        |       400 | NS      | $25004.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                   | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01          | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       650 | NS      | $92807.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                          | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3280 | NS      | $95120.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corporation                       | AMPCO-PITTSBURGH CORP COMMON STOCK USD1.0              | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1644 | NS      | $4866.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                     | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3557 | NS      | $81668.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                               | AMPLIFY ENERGY CORP COMMON STOCK USD.01                | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      1500 | NS      | $4800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems Inc.                                | AMTECH SYSTEMS INC COMMON STOCK USD.01                 | CUSIP: 032332504<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $10673.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc.                                 | ANDERSONS INC/THE COMMON STOCK                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3985 | NS      | $146448.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                 | ANGIODYNAMICS INC COMMON STOCK USD.01                  | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      3198 | NS      | $31724.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                            | ANIKA THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $16769.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                            | ARAMARK COMMON STOCK USD.01                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      7485 | NS      | $313396.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                | ARCBEST CORP COMMON STOCK USD.01                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2127 | NS      | $163800.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                      | ARCHROCK INC COMMON STOCK USD.01                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      8226 | NS      | $204251.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                        | ARCOSA INC COMMON STOCK USD.01                         | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2760 | NS      | $239319.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ARK Restaurants Corp.                              | ARK RESTAURANTS CORP COMMON STOCK USD.01               | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $584.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                         | ARKO CORP COMMON STOCK USD.0001                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2615 | NS      | $11061.45     | 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        |      4682 | NS      | $596627.26    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                        | ARROW FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $30383.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                       | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01        | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1739 | NS      | $414821.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                       | ASHLAND INC COMMON STOCK                               | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5724 | NS      | $287802.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | ASSOCIATED BANC-CORP COMMON STOCK USD.01               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     16592 | NS      | $404678.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                              | ASTEC INDUSTRIES INC COMMON STOCK USD.2                | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2815 | NS      | $117357.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AstroNova Inc.                                     | ASTRONOVA INC COMMON STOCK USD.05                      | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |      1439 | NS      | $16678.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc.                                | ASURE SOFTWARE INC COMMON STOCK USD.01                 | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1391 | NS      | $13576.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                        | ATKORE INC COMMON STOCK USD.01                         | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $29419.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corporation              | ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12283 | NS      | $384212.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                    | ATLANTICUS HOLDINGS CORP COMMON STOCK                  | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       705 | NS      | $38598.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                       | AUTOLIV INC COMMON STOCK USD1.0                        | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      1667 | NS      | $186537.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                    | AUTONATION INC COMMON STOCK USD.01                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2932 | NS      | $582441.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                         | AVNET INC COMMON STOCK USD1.0                          | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9370 | NS      | $497359.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aware Inc.                                         | AWARE INC/MA COMMON STOCK USD.01                       | CUSIP: 05453N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $4060.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                          | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001          | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $13938.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc.                                | AXOS FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5130 | NS      | $390085.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                   | BandG FOODS INC COMMON STOCK USD.01                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      5104 | NS      | $21589.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc.                                   | BCB BANCORP INC COMMON STOCK                           | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1477 | NS      | $12436.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                          | BOK FINANCIAL CORP COMMON STOCK USD.00006              | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      4828 | NS      | $471357.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF INC.                                          | BGSF INC COMMON STOCK USD.01                           | CUSIP: 05601C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $5096.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                     | BANDWIDTH INC COMMON STOCK USD.001                     | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2329 | NS      | $37031.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                            | BANC OF CALIFORNIA INC COMMON STOCK USD.01             | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      7844 | NS      | $110208.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                             | BANK FIRST CORP COMMON STOCK USD1.0                    | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $22000.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                         | BANK OF HAWAII CORP COMMON STOCK USD.01                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       722 | NS      | $48756.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                              | BANK OF MARIN BANCORP COMMON STOCK                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3059 | NS      | $69867.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                           | BANK OZK COMMON STOCK                                  | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11075 | NS      | $521189.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                          | BANKFINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $24829.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                    | BANKUNITED INC COMMON STOCK USD.01                     | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      8653 | NS      | $307960.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                        | BANK7 CORP COMMON STOCK USD.01                         | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $12256.19     | 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        |      3299 | NS      | $211630.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                      | BANKWELL FINANCIAL GROUP INC COMMON STOCK              | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       400 | NS      | $14412.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                      | BEL FUSE INC COMMON STOCK USD.1                        | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1207 | NS      | $117911.83    | 0.07%             |  |  |  | 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        |       295 | NS      | $128156.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                               | CELANESE CORP COMMON STOCK USD.0001                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      2746 | NS      | $151936.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                     | CENTRAL GARDEN and PET CO COMMON STOCK USD.01          | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1833 | NS      | $64484.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                     | CENTRAL GARDEN and PET CO COMMON STOCK USD.01          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4521 | NS      | $141462.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                    | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK            | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $68953.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                           | CENTURY ALUMINUM CO COMMON STOCK USD.01                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      5782 | NS      | $104191.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                           | CENTURY COMMUNITIES INC COMMON STOCK USD.01            | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3460 | NS      | $194867.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                       | CERENCE INC COMMON STOCK USD.01                        | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2124 | NS      | $21686.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc.                                       | CERTARA INC COMMON STOCK USD.01                        | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9929 | NS      | $116169.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                          | CEVA INC COMMON STOCK USD.001                          | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $25496.80     | 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        |      1024 | NS      | $168601.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc.                                         | CHEGG INC COMMON STOCK USD.001                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      7137 | NS      | $8635.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                      | CHEMUNG FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       723 | NS      | $35043.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc.                  | CHOICEONE FINANCIAL SERVICES I COMMON STOCK            | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $11508.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens and Northern Corporation                  | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0         | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $18182.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                   | CITI TRENDS INC COMMON STOCK USD.01                    | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $12254.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                               | CITY HOLDING CO COMMON STOCK USD2.5                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $12486.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corporation                                  | CIVEO CORP COMMON STOCK USD.01                         | CUSIP: 17878Y207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $15539.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                    | CLEARFIELD INC COMMON STOCK USD.01                     | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $20315.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                       | CLEARWATER PAPER CORP COMMON STOCK USD.0001            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1597 | NS      | $43502.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                              | CLEVELAND-CLIFFS INC COMMON STOCK USD.125              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     56507 | NS      | $429453.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                  | COEUR MINING INC COMMON STOCK USD.01                   | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     41790 | NS      | $370259.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                     | COHERENT CORP COMMON STOCK                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      8270 | NS      | $737766.70    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                          | COHU INC COMMON STOCK USD1.0                           | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5294 | NS      | $101856.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                 | ENOVIS CORP COMMON STOCK USD.001                       | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6482 | NS      | $203275.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                               | COLONY BANKCORP INC COMMON STOCK USD1.0                | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $15794.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co. Inc.                                   | GANNETT CO INC COMMON STOCK USD.01                     | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     16874 | NS      | $60408.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                       | GAP INC/THE COMMON STOCK USD.05                        | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     24149 | NS      | $526689.69    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                             | GENCOR INDUSTRIES INC COMMON STOCK USD.1               | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $20468.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                       | GENESCO INC COMMON STOCK USD1.0                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1311 | NS      | $25813.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                  | GENIE ENERGY LTD COMMON STOCK                          | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $26880.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                            | GENWORTH FINANCIAL INC COMMON STOCK USD.001            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     40497 | NS      | $315066.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                              | GENTHERM INC COMMON STOCK                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1109 | NS      | $31373.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corporation                  | GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01         | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $7358.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                       | GERMAN AMERICAN BANCORP INC COMMON STOCK               | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      1684 | NS      | $64850.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                          | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01           | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2835 | NS      | $167265.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group Inc.                  | GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005  | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6183 | NS      | $38952.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Company                          | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01               | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $46619.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                | GLOBUS MEDICAL INC COMMON STOCK USD.001                | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $10210.46     | 0.01%             |  |  |  | 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        |      3948 | NS      | $490696.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                          | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01           | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1315 | NS      | $38700.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc.                               | GOODRX HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3210 | NS      | $15985.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                         | GOPRO INC COMMON STOCK USD.0001                        | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     10155 | NS      | $7690.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman-Rupp Company                            | GORMAN-RUPP CO/THE COMMON STOCK                        | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1854 | NS      | $68078.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                            | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                 | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $253573.56    | 0.15%             |  |  |  | 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        |     10393 | NS      | $126690.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                        | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01         | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1117 | NS      | $65657.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                          | GREEN BRICK PARTNERS INC COMMON STOCK USD.01           | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2414 | NS      | $151792.32    | 0.09%             |  |  |  | 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        |      5713 | NS      | $61586.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                  | GREEN PLAINS INC COMMON STOCK USD.001                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      3377 | NS      | $20363.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                      | GREENBRIER COS INC/THE COMMON STOCK                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      3130 | NS      | $144136.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                         | GREIF INC COMMON STOCK                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2525 | NS      | $164099.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                         | GREIF INC COMMON STOCK                                 | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1013 | NS      | $69907.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                        | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2685 | NS      | $31011.75     | 0.02%             |  |  |  | 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        |     11732 | NS      | $145711.44    | 0.09%             |  |  |  | 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        |       690 | NS      | $301329.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                        | JETBLUE AIRWAYS CORP COMMON STOCK USD.01               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     42438 | NS      | $179512.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                              | JBT MAREL CORP COMMON STOCK USD.01                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       141 | NS      | $16956.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                              | JOHNSON OUTDOORS INC COMMON STOCK USD.05               | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       934 | NS      | $28272.18     | 0.02%             |  |  |  | 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        |      1652 | NS      | $422548.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                    | ZIFF DAVIS INC COMMON STOCK USD.01                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3608 | NS      | $109214.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc.                              | JUNIPER NETWORKS INC COMMON STOCK USD.00001            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4804 | NS      | $191823.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                      | OPENLANE INC COMMON STOCK USD.01                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     10424 | NS      | $254866.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries Inc.                                | KVH INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $4850.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | KEMPER CORP COMMON STOCK USD.1                         | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      3103 | NS      | $200267.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                    | KENNAMETAL INC COMMON STOCK USD1.25                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      9907 | NS      | $227464.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc.                       | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     11933 | NS      | $81144.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientific Corporation                    | KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD2.5           | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |        83 | NS      | $4872.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Key Tronic Corporation                             | KEY TRONIC CORP COMMON STOCK                           | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |      1900 | NS      | $5434.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                           | KIMBALL ELECTRONICS INC COMMON STOCK                   | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      4385 | NS      | $84323.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                  | KIRBY CORP COMMON STOCK USD.1                          | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2362 | NS      | $267874.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | SWIFT TRANSPORTATION CO COMMON STOCK USD.01            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17950 | NS      | $793928.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                | KNOWLES CORP COMMON STOCK USD.01                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      9130 | NS      | $160870.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc.                           | KODIAK GAS SERVICES INC COMMON STOCK USD.01            | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4848 | NS      | $166140.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                               | KODIAK SCIENCES INC COMMON STOCK USD.0001              | CUSIP: 50015M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $4420.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                 | KOHL'S CORP COMMON STOCK USD.01                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     13005 | NS      | $110282.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc.                              | KOPPERS HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2301 | NS      | $73977.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                         | KORN FERRY COMMON STOCK USD.01                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4161 | NS      | $305126.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                 | KOSMOS ENERGY LTD COMMON STOCK USD.01                  | CUSIP: 500688106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16832 | NS      | $28951.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc.                                  | KRISPY KREME INC COMMON STOCK USD.01                   | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15398 | NS      | $44808.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Worldwide Inc.                              | KRONOS WORLDWIDE INC COMMON STOCK USD.01               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      5645 | NS      | $34999.00     | 0.02%             |  |  |  | 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        |      5462 | NS      | $188985.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp.                                         | LCNB CORP COMMON STOCK                                 | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $8718.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                                | LSI INDUSTRIES INC COMMON STOCK                        | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3947 | NS      | $67138.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                              | LA-Z-BOY INC COMMON STOCK USD1.0                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      4577 | NS      | $170127.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                     | LAKELAND FINANCIAL CORP COMMON STOCK                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $22552.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc.                           | LAKELAND INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1110 | NS      | $15107.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                    | LANDS' END INC COMMON STOCK USD.01                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      2354 | NS      | $25211.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                  | LATHAM GROUP INC COMMON STOCK USD.0001                 | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $25118.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Laureate Education Inc.                            | LAUREATE EDUCATION INC COMMON STOCK USD.001            | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     10302 | NS      | $240860.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc.                  | DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0     | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2214 | NS      | $60818.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                   | LEAR CORP COMMON STOCK USD.01                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4812 | NS      | $457043.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                         | LEGACY HOUSING CORP COMMON STOCK USD.001               | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1610 | NS      | $36482.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                            | LENDINGCLUB CORP COMMON STOCK USD.01                   | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      9687 | NS      | $116534.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | LIBERTY BROADBAND CORP COMMON STOCK USD.01             | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2267 | NS      | $221757.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | LIBERTY BROADBAND CORP COMMON STOCK USD.01             | CUSIP: 530307305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10545 | NS      | $1037417.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1688 | NS      | $191891.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc.                               | LIFETIME BRANDS INC COMMON STOCK USD.01                | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      2931 | NS      | $14948.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc.                       | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7345 | NS      | $37973.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                  | LIMONEIRA CO COMMON STOCK USD.01                       | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |       726 | NS      | $11361.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corporation           | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK            | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $25355.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                       | LINCOLN NATIONAL CORP COMMON STOCK                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8927 | NS      | $308874.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                             | LIVERAMP HOLDINGS INC COMMON STOCK USD.1               | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5657 | NS      | $186907.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                | LOVESAC CO COMMON STOCK USD.00001                      | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $23150.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                | LUXFER HOLDINGS PLC COMMON STOCK USD.5                 | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $22362.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc.                           | MDU RESOURCES GROUP INC COMMON STOCK USD1.0            | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15625 | NS      | $260468.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                        | MGIC INVESTMENT CORP COMMON STOCK USD1.0               | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21346 | NS      | $594272.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                          | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      1723 | NS      | $59253.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                               | MGP INGREDIENTS INC COMMON STOCK                       | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $17112.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                     | M/I HOMES INC COMMON STOCK USD.01                      | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $196434.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                           | MKS INC COMMON STOCK                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       245 | NS      | $24343.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc.                                    | MRC GLOBAL INC COMMON STOCK USD.01                     | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4399 | NS      | $60310.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                     | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1510 | NS      | $128380.20    | 0.08%             |  |  |  | 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        |       300 | NS      | $6759.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                   | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1429 | NS      | $36496.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                    | PHOTRONICS INC COMMON STOCK USD.01                     | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8515 | NS      | $160337.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                        | PILGRIM'S PRIDE CORP COMMON STOCK USD.01               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      6100 | NS      | $274378.00    | 0.17%             |  |  |  | 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        |      2861 | NS      | $315883.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                       | PLEXUS CORP COMMON STOCK USD.01                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2314 | NS      | $313107.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc.                           | PLIANT THERAPEUTICS INC COMMON STOCK                   | CUSIP: 729139105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1976 | NS      | $2292.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                       | POLARIS INC COMMON STOCK USD.01                        | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      3274 | NS      | $133088.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                       | POPULAR INC COMMON STOCK USD.01                        | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5879 | NS      | $647924.59    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc.                                    | PORTILLO'S INC COMMON STOCK USD.01                     | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $27436.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings Inc.                                 | POST HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2899 | NS      | $316077.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                    | POWERFLEET INC NJ COMMON STOCK USD.01                  | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5161 | NS      | $22243.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                    | PRICESMART INC COMMON STOCK USD.0001                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2309 | NS      | $242537.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                      | PRIMORIS SERVICES CORP COMMON STOCK USD.0001           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5264 | NS      | $410276.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                             | PRIMIS FINANCIAL CORP COMMON STOCK USD.01              | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      4990 | NS      | $54141.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                           | PROASSURANCE CORP COMMON STOCK USD.01                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      4655 | NS      | $106273.65    | 0.06%             |  |  |  | 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        |       757 | NS      | $22217.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                             | PROPETRO HOLDING CORP COMMON STOCK                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12321 | NS      | $73556.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc.                         | PROSPERITY BANCSHARES INC COMMON STOCK USD1.0          | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8207 | NS      | $576459.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc.                                    | PROTO LABS INC COMMON STOCK USD.001                    | CUSIP: 743713109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $98338.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Holdings Inc.                  | PROVIDENT FINANCIAL HOLDINGS I COMMON STOCK USD.01     | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1778 | NS      | $27559.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                  | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01     | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11642 | NS      | $204084.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                      | PUBMATIC INC COMMON STOCK USD.0001                     | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1567 | NS      | $19493.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                                  | QCR HOLDINGS INC COMMON STOCK USD1.0                   | CUSIP: 74727A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $98387.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                        | QUAKER CHEMICAL CORP COMMON STOCK USD1.0               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1594 | NS      | $178432.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                         | QORVO INC COMMON STOCK USD.0001                        | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $64276.87     | 0.04%             |  |  |  | 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        |      2811 | NS      | $53127.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                              | QUANTERIX CORP COMMON STOCK USD.001                    | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $5659.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                   | PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001   | CUSIP: 747717106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4289 | NS      | $20158.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                        | RBB BANCORP COMMON STOCK                               | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1075 | NS      | $18500.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                      | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $15095.52     | 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        |      3724 | NS      | $58541.28     | 0.04%             |  |  |  | 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        |      2902 | NS      | $36391.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                     | SIERRA BANCORP COMMON STOCK                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $52224.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIFCO Industries Inc.                              | SIFCO INDUSTRIES INC COMMON STOCK USD1.0               | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |      1000 | NS      | $3730.00      | 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        |      3273 | NS      | $11291.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                             | STAAR SURGICAL CO COMMON STOCK USD.01                  | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $28442.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                       | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0        | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2401 | NS      | $73758.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                  | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       449 | NS      | $70259.52     | 0.04%             |  |  |  | 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        |      7782 | NS      | $527230.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                          | STARZ ENTERTAINMENT CORP COMMON STOCK                  | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       217 | NS      | $3487.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                     | STEELCASE INC COMMON STOCK                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      8290 | NS      | $86464.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                     | STEPAN CO COMMON STOCK USD1.0                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1951 | NS      | $106485.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc.                               | STELLAR BANCORP INC COMMON STOCK USD.01                | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2989 | NS      | $83632.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation           | STEWART INFORMATION SERVICES C COMMON STOCK USD1.0     | CUSIP: 860372101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $159885.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                           | STOCK YARDS BANCORP INC COMMON STOCK                   | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       725 | NS      | $57260.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc.                                    | STONERIDGE INC COMMON STOCK                            | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      1672 | NS      | $11770.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                           | STRATEGIC EDUCATION INC COMMON STOCK USD.01            | CUSIP: 86272C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $175027.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                      | STRATTEC SECURITY CORP COMMON STOCK USD.01             | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      1138 | NS      | $70794.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                            | STRATUS PROPERTIES INC COMMON STOCK USD.01             | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      1025 | NS      | $19352.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Communications AG                          | SUNRISE COMMUNICATIONS AG ADR                          | CUSIP: 867975104<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2408 | NS      | $136172.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                   | SUPERIOR GROUP OF COS INC COMMON STOCK                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       663 | NS      | $6828.90      | 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        |      3883 | NS      | $86319.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                | SYLVAMO CORP COMMON STOCK USD1.0                       | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1762 | NS      | $88276.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co.                              | ASCENT INDUSTRIES CO COMMON STOCK USD1.0               | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      2209 | NS      | $27855.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                             | SYNAPTICS INC COMMON STOCK USD.001                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1653 | NS      | $107147.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                            | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      7424 | NS      | $384192.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                              | TD SYNNEX CORP COMMON STOCK USD.001                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      7604 | NS      | $1031862.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                          | TFS FINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1758 | NS      | $22766.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                              | TRI POINTE HOMES INC COMMON STOCK USD.01               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10989 | NS      | $351098.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                              | TTM TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     11374 | NS      | $464286.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc.                    | TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001    | CUSIP: 87357P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $15362.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                  | TALOS ENERGY INC COMMON STOCK                          | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16487 | NS      | $139809.76    | 0.09%             |  |  |  | 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        |      3167 | NS      | $22549.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                   | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001     | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10987 | NS      | $674821.54    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                         | TEGNA INC COMMON STOCK USD1.0                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     14274 | NS      | $239232.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                     | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01      | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       123 | NS      | $24202.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                              | AIR LEASE CORP COMMON STOCK USD.01                     | CUSIP: 00912X302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11269 | NS      | $659123.81    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                           | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3845 | NS      | $306677.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                   | ALAMO GROUP INC COMMON STOCK USD.1                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1176 | NS      | $256814.88    | 0.16%             |  |  |  | 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        |      1271 | NS      | $306717.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc.                             | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001             | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1269 | NS      | $27334.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                              | BJ'S RESTAURANTS INC COMMON STOCK                      | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $127110.00    | 0.08%             |  |  |  | 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        |      2974 | NS      | $11985.22     | 0.01%             |  |  |  | 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        |      1862 | NS      | $45898.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc.                                | BYLINE BANCORP INC COMMON STOCK USD.01                 | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4069 | NS      | $108764.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CandF Financial Corporation                        | CandF FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       312 | NS      | $19259.76     | 0.01%             |  |  |  | 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        |      3805 | NS      | $350060.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                      | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     16634 | NS      | $133903.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                       | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01        | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $88222.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                               | CAPITAL BANCORP INC COMMON STOCK USD.01                | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1039 | NS      | $34889.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc.                     | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01      | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13578 | NS      | $82825.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                           | HELMERICH and PAYNE INC COMMON STOCK USD.1             | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10203 | NS      | $154677.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                             | HERITAGE COMMERCE CORP COMMON STOCK                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      6790 | NS      | $67424.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                 | HERC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       923 | NS      | $121549.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                     | HERITAGE FINANCIAL CORP/WA COMMON STOCK                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3545 | NS      | $84512.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                             | ICF INTERNATIONAL INC COMMON STOCK USD.001             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1410 | NS      | $119441.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                   | ICU MEDICAL INC COMMON STOCK USD.1                     | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $153954.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                            | CRESCENT ENERGY CO COMMON STOCK USD.0001               | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23094 | NS      | $198608.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                          | IPG PHOTONICS CORP COMMON STOCK USD.0001               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      3031 | NS      | $208078.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                               | INTREPID POTASH INC COMMON STOCK USD.001               | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1117 | NS      | $39910.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                       | INVESTAR HOLDING CORP COMMON STOCK USD1.0              | CUSIP: 46134L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $9660.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                            | INVESTORS TITLE CO COMMON STOCK                        | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $93605.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc.                            | ITEOS THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1538 | NS      | $15333.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                        | MATSON INC COMMON STOCK                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2873 | NS      | $319908.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                        | MATTEL INC COMMON STOCK USD1.0                         | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     20739 | NS      | $408973.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                 | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      3440 | NS      | $82250.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                       | MAXCYTE INC COMMON STOCK                               | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3699 | NS      | $8063.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                         | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      2920 | NS      | $160804.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc.                           | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001          | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12438 | NS      | $267790.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc.                               | MISSION PRODUCE INC COMMON STOCK USD.001               | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6987 | NS      | $81887.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc.                               | MISTER CAR WASH INC COMMON STOCK USD.01                | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9339 | NS      | $56127.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                          | ON24 INC COMMON STOCK USD.0001                         | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $14476.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                         | OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001        | CUSIP: 683712103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $5777.72      | 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        |      8398 | NS      | $11085.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corporation                      | OPORTUN FINANCIAL CORP COMMON STOCK USD.0001           | CUSIP: 68376D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $9014.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                 | PDL BIOPHARMA INC COMMON STOCK USD.01                  | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      5434 | NS      | $869.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRA Group Inc.                                     | PRA GROUP INC COMMON STOCK USD.01                      | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      4305 | NS      | $63498.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                          | PVH CORP COMMON STOCK USD1.0                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      6608 | NS      | $453308.80    | 0.28%             |  |  |  | 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        |     13200 | NS      | $278388.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                          | REGAL REXNORD CORP COMMON STOCK USD.01                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5630 | NS      | $816124.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                     | REGENXBIO INC COMMON STOCK USD.0001                    | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1845 | NS      | $15147.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                          | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1            | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       573 | NS      | $16737.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                            | ACCO BRANDS CORP COMMON STOCK USD.01                   | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      8323 | NS      | $29796.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                   | ACNB CORP COMMON STOCK USD2.5                          | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $16878.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                           | ADT INC COMMON STOCK USD.01                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47674 | NS      | $403798.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                        | ABM INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5820 | NS      | $274762.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                   | AGCO CORP COMMON STOCK USD.01                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      5484 | NS      | $565729.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                  | AMC NETWORKS INC COMMON STOCK                          | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      2542 | NS      | $15938.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Company                            | OUTDOOR HOLDING CO COMMON STOCK USD.001                | CUSIP: 00175J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4648 | NS      | $5949.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc.                        | A-MARK PRECIOUS METALS INC COMMON STOCK USD.01         | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3502 | NS      | $77674.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                          | ANGI INC COMMON STOCK                                  | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      4966 | NS      | $75781.16     | 0.05%             |  |  |  | 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        |      2156 | NS      | $248349.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                        | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01         | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2746 | NS      | $85675.20     | 0.05%             |  |  |  | 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        |      3281 | NS      | $23295.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated          | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2200 | NS      | $436392.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                  | RYDER SYSTEM INC COMMON STOCK USD.5                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      3384 | NS      | $538056.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                      | AMEDISYS INC COMMON STOCK USD.001                      | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2199 | NS      | $216359.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                               | AMERANT BANCORP INC   B COMMON STOCK USD.1             | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3652 | NS      | $66575.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                        | RYERSON HOLDING CORP COMMON STOCK USD.01               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2583 | NS      | $55715.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                                 | SandT BANCORP INC COMMON STOCK USD2.5                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3678 | NS      | $139101.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                | SCC GOVERMENT MM GVXX 20301231 00001.0000000000        | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    722464 | NS      | $722464.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc.                                          | SEER INC COMMON STOCK USD.00001                        | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2095 | NS      | $4483.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc.                        | SELECT WATER SOLUTIONS INC COMMON STOCK USD.01         | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      9501 | NS      | $82088.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8695 | NS      | $131990.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                             | U-HAUL HOLDING CO COMMON STOCK USD.25                  | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $98470.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| U-Haul Holding Company                             | U-HAUL HOLDING CO COMMON STOCK USD.001                 | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $401903.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                   | SELECTQUOTE INC COMMON STOCK USD.01                    | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9833 | NS      | $23402.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                      | AMERESCO INC COMMON STOCK USD.0001                     | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $13989.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                              | AMENTUM HOLDINGS INC COMMON STOCK                      | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3668 | NS      | $86601.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle and Manufacturing Holdings Inc.      | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12966 | NS      | $52901.28     | 0.03%             |  |  |  | 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        |     24907 | NS      | $239605.34    | 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        |       600 | NS      | $75726.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc.                       | AMERICAN OUTDOOR BRANDS INC COMMON STOCK               | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $19572.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                     | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01      | CUSIP: 02913V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2320 | NS      | $70667.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                      | AMERICAN VANGUARD CORP COMMON STOCK USD.1              | CUSIP: 030371108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $11497.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                          | AMERICAN WELL CORP COMMON STOCK USD.01                 | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $4249.42      | 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        |      2154 | NS      | $114958.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                            | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01          | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $31662.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                     | AMERIS BANCORP COMMON STOCK USD1.0                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      5877 | NS      | $380241.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                          | AMES NATIONAL CORP COMMON STOCK USD2.0                 | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $8905.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                     | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      6385 | NS      | $149472.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc.                                        | GUESS? INC COMMON STOCK USD.01                         | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | CH        |      7810 | NS      | $94422.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Island Fabrication Inc.                       | GULF ISLAND FABRICATION INC COMMON STOCK               | CUSIP: 402307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3019 | NS      | $20076.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corporation                        | GULFPORT ENERGY CORP COMMON STOCK USD.0001             | CUSIP: 402635502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       922 | NS      | $185478.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                        | HANCOCK WHITNEY CORP COMMON STOCK USD3.33              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7556 | NS      | $433714.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                        | HANMI FINANCIAL CORP COMMON STOCK USD.001              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3548 | NS      | $87564.64     | 0.05%             |  |  |  | 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        |      5964 | NS      | $69659.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                  | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $67055.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                                 | ENVIRI CORP COMMON STOCK USD1.25                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      9452 | NS      | $82043.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Haverty Furniture Companies Inc.                   | HAVERTY FURNITURE COS INC COMMON STOCK USD1.0          | CUSIP: 419596101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $32824.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc.                              | HAYWARD HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10454 | NS      | $144265.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                     | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01      | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4919 | NS      | $73932.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                  | HEALTHSTREAM INC COMMON STOCK                          | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2711 | NS      | $75013.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                               | HEALTH CATALYST INC COMMON STOCK USD.001               | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $9304.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                             | HEARTLAND EXPRESS INC COMMON STOCK USD.01              | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8010 | NS      | $69206.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                               | HECLA MINING CO COMMON STOCK USD.25                    | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     51755 | NS      | $310012.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                  | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001        | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4103 | NS      | $176305.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                               | HORIZON BANCORP INC/IN COMMON STOCK                    | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      6054 | NS      | $93110.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc.                         | HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01          | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $30528.60     | 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        |      5858 | NS      | $195832.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                | LIBERTY ENERGY INC COMMON STOCK                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17241 | NS      | $197926.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01 | LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01     | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $7223.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corporation                | MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01       | CUSIP: 55933J203<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2526 | NS      | $10053.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                                | MAGNERA CORP COMMON STOCK USD.01                       | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      1313 | NS      | $15861.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                       | MAGNITE INC COMMON STOCK USD.00001                     | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     13065 | NS      | $315127.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil and Gas Corporation                   | MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001        | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16854 | NS      | $378877.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc.                                  | MALIBU BOATS INC COMMON STOCK USD.01                   | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1546 | NS      | $48451.64     | 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        |      4590 | NS      | $55171.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | MANPOWERGROUP INC COMMON STOCK USD.01                  | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      4501 | NS      | $181840.40    | 0.11%             |  |  |  | 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        |      4012 | NS      | $123208.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                             | MARCUS CORP/THE COMMON STOCK USD1.0                    | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      4627 | NS      | $78011.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc.                                     | MARINEMAX INC COMMON STOCK USD.001                     | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3082 | NS      | $77481.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                         | MERITAGE HOMES CORP COMMON STOCK USD.01                | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4502 | NS      | $301498.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                            | PATHWARD FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1629 | NS      | $128886.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                             | MOHAWK INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      5688 | NS      | $596329.92    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                      | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     19880 | NS      | $956029.20    | 0.58%             |  |  |  | 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        |       504 | NS      | $43565.76     | 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        |      3278 | NS      | $48874.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc.                            | MONTAUK RENEWABLES INC COMMON STOCK USD.01             | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $4440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.                  | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004 | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $8602.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                 | MOSAIC CO/THE COMMON STOCK USD.01                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     24120 | NS      | $879897.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                     | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01      | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1585 | NS      | $17752.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc.                                  | MOVADO GROUP INC COMMON STOCK USD.01                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1758 | NS      | $26809.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                            | MUELLER INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4250 | NS      | $337747.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                   | NBT BANCORP INC COMMON STOCK USD.01                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4510 | NS      | $187390.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                        | N-ABLE INC/US COMMON STOCK USD.001                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4131 | NS      | $33461.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                              | NCR VOYIX CORP COMMON STOCK USD.01                     | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      5833 | NS      | $68421.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc.                                 | NL INDUSTRIES INC COMMON STOCK USD.125                 | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3260 | NS      | $20864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc.                                  | NMI HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7442 | NS      | $313977.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc.                                            | NN INC COMMON STOCK USD.01                             | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |      2376 | NS      | $4989.60      | 0.00%             |  |  |  | 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        |      2832 | NS      | $65390.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                           | NOV INC COMMON STOCK USD.01                            | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     27434 | NS      | $341004.62    | 0.21%             |  |  |  | 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        |       700 | NS      | $31017.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation                 | NATIONAL BANK HOLDINGS CORP COMMON STOCK               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3153 | NS      | $118584.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc.                           | NATIONAL BANKSHARES INC COMMON STOCK USD1.25           | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $16918.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc.                            | NATIONAL CINEMEDIA INC COMMON STOCK USD.01             | CUSIP: 635309206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5768 | NS      | $27945.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                    | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01           | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1373 | NS      | $146924.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                    | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $72882.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc.                      | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 63845R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9562 | NS      | $220021.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Alternatives International Inc.            | NATURAL ALTERNATIVES INTERNATI COMMON STOCK USD.01     | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |       200 | NS      | $656.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc.                    | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01     | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2299 | NS      | $59337.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                    | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK            | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $16535.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                | NAVIENT CORP COMMON STOCK USD.01                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     11291 | NS      | $159203.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                    | NERDWALLET INC COMMON STOCK USD.0001                   | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1415 | NS      | $15522.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neumora Therapeutics Inc.                          | NEUMORA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5323 | NS      | $3903.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                       | NETGEAR INC COMMON STOCK USD.001                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4983 | NS      | $144855.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                              | NETSCOUT SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      8322 | NS      | $206468.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                        | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4723 | NS      | $63146.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Peace Mark (Holdings) Limited                      | PEACE MARK HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: 643377906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    464000 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Newell Brands Inc.                                 | NEWELL BRANDS INC COMMON STOCK USD1.0                  | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     42806 | NS      | $231152.40    | 0.14%             |  |  |  | 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        |     11076 | NS      | $134573.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                             | NPK INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      8462 | NS      | $72011.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                           | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01            | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2524 | NS      | $436525.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Market Capital Corporation                     | OLD MARKET CAPITAL CORP COMMON STOCK                   | CUSIP: 65373A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $411.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                            | NICOLET BANKSHARES INC COMMON STOCK USD.01             | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1214 | NS      | $149904.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc.                                        | NKARTA INC COMMON STOCK                                | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2121 | NS      | $3520.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                     | NORTHEAST BANK COMMON STOCK USD1.0                     | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       770 | NS      | $68522.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc.                          | NORTHERN OIL and GAS INC COMMON STOCK USD.001          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      9425 | NS      | $267198.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                            | NORTHFIELD BANCORP INC COMMON STOCK USD.01             | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5738 | NS      | $65872.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                              | NORTHRIM BANCORP INC COMMON STOCK USD1.0               | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $84213.78     | 0.05%             |  |  |  | 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        |     11024 | NS      | $140886.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                             | NORTHWEST PIPE CO COMMON STOCK USD.01                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1306 | NS      | $53559.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                     | O-I GLASS INC COMMON STOCK USD.01                      | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11675 | NS      | $172089.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                        | PFD OFG BANCORP COMMON STOCK USD1.0                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      4703 | NS      | $201288.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                         | OP BANCORP COMMON STOCK                                | CUSIP: 67109R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $12990.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                           | CHORD ENERGY CORP COMMON STOCK                         | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $276894.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                       | REVVITY INC COMMON STOCK USD1.0                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      7046 | NS      | $681489.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Pipe International Holdings Inc.             | PERMA-PIPE INTERNATIONAL HOLDI COMMON STOCK USD.01     | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |      1100 | NS      | $25157.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                      | PERMIAN RESOURCES CORP COMMON STOCK USD.0001           | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63180 | NS      | $860511.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                    | PERSONALIS INC COMMON STOCK                            | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $7517.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health and Wellness Company Inc.             | PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001  | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8896 | NS      | $25175.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc.                                | PETMED EXPRESS INC COMMON STOCK USD.001                | CUSIP: 716382106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $2171.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA Inc.                                        | PHINIA INC COMMON STOCK USD.01                         | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4248 | NS      | $188993.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc.                             | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3721 | NS      | $24260.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                               | SILGAN HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      6372 | NS      | $345234.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation                 | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01        | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11659 | NS      | $221054.64    | 0.13%             |  |  |  | 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        |     10381 | NS      | $327935.79    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                  | ASGN INC COMMON STOCK USD.01                           | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      3833 | NS      | $191381.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                             | ATN INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1281 | NS      | $20816.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                           | AZZ INC COMMON STOCK USD1.0                            | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $167796.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Simulations Plus Inc.                              | SIMULATIONS PLUS INC COMMON STOCK USD.001              | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $6508.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc.                                      | SINCLAIR INC COMMON STOCK USD.01                       | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $19486.20     | 0.01%             |  |  |  | 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        |      1293 | NS      | $107125.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                        | ACACIA RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5453 | NS      | $19521.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sitio Royalties Corp.                              | SITIO ROYALTIES CORP COMMON STOCK USD.0001             | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $90539.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                       | SMITH and WESSON BRANDS INC COMMON STOCK USD.001       | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      5955 | NS      | $51689.40     | 0.03%             |  |  |  | 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        |      9168 | NS      | $410818.08    | 0.25%             |  |  |  | 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        |      1003 | NS      | $127611.69    | 0.08%             |  |  |  | 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        |      5328 | NS      | $247698.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                      | ADVANSIX INC COMMON STOCK USD.01                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2915 | NS      | $69231.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                | SMARTFINANCIAL INC COMMON STOCK USD1.0                 | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1186 | NS      | $40063.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                            | SONOCO PRODUCTS CO COMMON STOCK                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4787 | NS      | $208521.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc.                           | ADVANTAGE SOLUTIONS INC COMMON STOCK USD.0001          | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9240 | NS      | $12196.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                | AERSALE CORP COMMON STOCK USD.0001                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $17627.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                             | SOUTHSTATE CORP COMMON STOCK USD2.5                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      6790 | NS      | $624883.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                 | CALIFORNIA BANCORP COMMON STOCK USD.01                 | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $12828.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc.                     | SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $20422.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc.                      | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      2271 | NS      | $120363.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                    | TEJON RANCH CO COMMON STOCK USD.5                      | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      3096 | NS      | $52508.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc.                                | TELADOC HEALTH INC COMMON STOCK USD.001                | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14948 | NS      | $130197.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                              | TELEFLEX INC COMMON STOCK USD1.0                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      3253 | NS      | $385025.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                            | TETRA TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4641 | NS      | $15593.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                      | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01       | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      4127 | NS      | $327683.80    | 0.20%             |  |  |  | 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        |      4617 | NS      | $83706.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                              | ALASKA AIR GROUP INC COMMON STOCK USD.01               | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11606 | NS      | $574264.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                         | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1243 | NS      | $87171.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc.                        | THERMON GROUP HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 88362T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3785 | NS      | $106282.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                        | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0         | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $28782.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                  | ALCOA CORP COMMON STOCK USD.01                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     23981 | NS      | $707679.31    | 0.43%             |  |  |  | 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        |      1204 | NS      | $26054.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                               | THOR INDUSTRIES INC COMMON STOCK USD.1                 | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4767 | NS      | $423357.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                             | 3D SYSTEMS CORP COMMON STOCK USD.001                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      5104 | NS      | $7860.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc.                                         | ALICO INC COMMON STOCK USD1.0                          | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $21242.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                        | ALIGHT INC COMMON STOCK USD.0001                       | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47117 | NS      | $266682.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                     | TIDEWATER INC COMMON STOCK                             | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2637 | NS      | $121644.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                 | TIMKEN CO/THE COMMON STOCK                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       756 | NS      | $54847.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                           | ALLEGIANT TRAVEL CO COMMON STOCK USD.001               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1947 | NS      | $106987.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                      | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      5224 | NS      | $298394.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                      | METALLUS INC COMMON STOCK                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5092 | NS      | $78467.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                       | TIPTREE INC COMMON STOCK USD.001                       | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4589 | NS      | $108208.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                       | ALLIENT INC COMMON STOCK                               | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1380 | NS      | $50107.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                         | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4442 | NS      | $5019.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                | ALLY FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     21766 | NS      | $847785.70    | 0.52%             |  |  |  | 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        |      1317 | NS      | $148136.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                           | TITAN INTERNATIONAL INC COMMON STOCK                   | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8125 | NS      | $83443.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                               | TITAN MACHINERY INC COMMON STOCK USD.00001             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3843 | NS      | $76129.83     | 0.05%             |  |  |  | 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        |      9028 | NS      | $1030365.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                     | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1             | CUSIP: 890110109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $79416.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                        | CACTUS INC COMMON STOCK USD.01                         | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1520 | NS      | $66454.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                       | CADENCE BANK COMMON STOCK USD2.5                       | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17565 | NS      | $561728.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                       | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694       | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $25455.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Bio Inc.                                | TOURMALINE BIO INC COMMON STOCK USD.0001               | CUSIP: 89157D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2485 | NS      | $39735.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                         | CAESARS ENTERTAINMENT INC COMMON STOCK                 | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9191 | NS      | $260932.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                               | CAL-MAINE FOODS INC COMMON STOCK USD.01                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3931 | NS      | $391645.53    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                         | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667         | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6599 | NS      | $225553.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc.                                       | TRAEGER INC COMMON STOCK                               | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3184 | NS      | $5444.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                      | TRANSCAT INC COMMON STOCK USD.5                        | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       300 | NS      | $25788.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                               | TREDEGAR CORP COMMON STOCK                             | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1654 | NS      | $14555.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc.                                | CALAVO GROWERS INC COMMON STOCK USD.001                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $39725.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                       | CALERES INC COMMON STOCK USD.01                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      3065 | NS      | $37454.30     | 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        |      5848 | NS      | $113568.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                   | TRICO BANCSHARES COMMON STOCK                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1995 | NS      | $80777.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Plc                                      | CLARIVATE PLC COMMON STOCK USD.01                      | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     55199 | NS      | $237355.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| California First Leasing Corporation               | CALIFORNIA FIRST LEASING CORP COMMON STOCK USD.01      | CUSIP: 130222102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       278 | NS      | $5226.40      | 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        |      7754 | NS      | $354125.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                        | CAMDEN NATIONAL CORP COMMON STOCK                      | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1655 | NS      | $67159.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                             | THE CAMPBELL'S COMPANY COMMON STOCK USD.0375           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     11573 | NS      | $354712.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc.                             | CARRIAGE SERVICES INC COMMON STOCK USD.01              | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $36500.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                      | CARS.COM INC COMMON STOCK USD.01                       | CUSIP: 14575E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5933 | NS      | $70306.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                             | CARTER BANKSHARES INC COMMON STOCK USD1.0              | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $25905.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                 | TRIMAS CORP COMMON STOCK USD.01                        | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      3876 | NS      | $110892.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                       | TRUECAR INC COMMON STOCK USD.0001                      | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      8052 | NS      | $15298.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                      | CARTER'S INC COMMON STOCK USD.01                       | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3145 | NS      | $94758.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                      | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5        | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       338 | NS      | $14686.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                      | TRUEBLUE INC COMMON STOCK                              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3219 | NS      | $20859.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                               | TRUSTCO BANK CORP NY COMMON STOCK USD1.0               | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2163 | NS      | $72287.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                            | CASTLE BIOSCIENCES INC COMMON STOCK USD.001            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $50886.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                             | CATHAY GENERAL BANCORP COMMON STOCK USD.01             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      6640 | NS      | $302319.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                              | TRUSTMARK CORP COMMON STOCK                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      6793 | NS      | $247672.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                           | TUTOR PERINI CORP COMMON STOCK USD1.0                  | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      5413 | NS      | $253220.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cato Corporation                               | CATO CORP/THE COMMON STOCK USD.033                     | CUSIP: 149205106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $5499.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation           | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      3104 | NS      | $224450.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Incorporated                             | TWIN DISC INC COMMON STOCK                             | CUSIP: 901476101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1650 | NS      | $14569.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                          | UMB FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      4166 | NS      | $438096.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                              | MARTEN TRANSPORT LTD COMMON STOCK USD.01               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7224 | NS      | $93839.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc.                     | MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       617 | NS      | $11463.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                | UFP INDUSTRIES INC COMMON STOCK                        | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2310 | NS      | $229521.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                         | USANA HEALTH SCIENCES INC COMMON STOCK USD.001         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1639 | NS      | $50038.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                   | MASTERBRAND INC COMMON STOCK USD.01                    | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9654 | NS      | $105518.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                          | MATADOR RESOURCES CO COMMON STOCK USD.01               | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11287 | NS      | $538615.64    | 0.33%             |  |  |  | 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        |      1370 | NS      | $107134.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                      | JH COLLATERAL                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    212312 | NS      | $2123628.36   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                               | MATERION CORP COMMON STOCK                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1671 | NS      | $132627.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                             | MATRIX SERVICE CO COMMON STOCK USD.01                  | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $14861.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                       | MAXIMUS INC COMMON STOCK                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2337 | NS      | $164057.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company Inc.                  | MAYVILLE ENGINEERING CO INC COMMON STOCK               | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $17492.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McEwen Mining Inc.                                 | MCEWEN MINING INC COMMON STOCK                         | CUSIP: 58039P305<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1289 | NS      | $12387.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                   | MCGRATH RENTCORP COMMON STOCK                          | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1388 | NS      | $160952.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                       | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01        | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7834 | NS      | $112417.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                        | MERCANTILE BANK CORP COMMON STOCK                      | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1666 | NS      | $77319.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                          | MERCER INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |      7458 | NS      | $26103.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                  | MERCHANTS BANCORP COMMON STOCK                         | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2104 | NS      | $69579.28     | 0.04%             |  |  |  | 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        |      3834 | NS      | $206499.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                        | MERCURY GENERAL CORP COMMON STOCK                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      3856 | NS      | $259663.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc.                                  | MERIDIANLINK INC COMMON STOCK USD.001                  | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1819 | NS      | $29522.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                           | METHODE ELECTRONICS INC COMMON STOCK USD.5             | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2971 | NS      | $28254.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                          | METROCITY BANKSHARES INC COMMON STOCK                  | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1116 | NS      | $31895.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                    | METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $59780.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                              | MID PENN BANCORP INC COMMON STOCK USD1.0               | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $33727.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                        | MIDLAND STATES BANCORP INC COMMON STOCK USD.01         | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1553 | NS      | $26897.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                    | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01     | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $53540.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                   | MILLERKNOLL INC COMMON STOCK USD.2                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      5808 | NS      | $112791.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc.                             | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01           | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1781 | NS      | $79183.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc.                                 | MISTRAS GROUP INC COMMON STOCK USD.01                  | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2232 | NS      | $17878.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc.                                 | MITEK SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      3339 | NS      | $33056.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc.                               | MOBILEYE GLOBAL INC COMMON STOCK USD.01                | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8711 | NS      | $156623.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| AdaptHealth Corp.                                  | ADAPTHEALTH CORP COMMON STOCK USD.0001                 | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10001 | NS      | $94309.43     | 0.06%             |  |  |  | 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        |      5446 | NS      | $121990.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                           | GMS INC COMMON STOCK USD.01                            | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $256650.00    | 0.16%             |  |  |  | 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        |      4256 | NS      | $207267.20    | 0.13%             |  |  |  | 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        |       600 | NS      | $15228.00     | 0.01%             |  |  |  | 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        |      3407 | NS      | $617178.05    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                      | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3139 | NS      | $94295.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                         | UNUM GROUP COMMON STOCK USD.1                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2552 | NS      | $206099.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                   | PARAMOUNT GLOBAL COMMON STOCK USD.001                  | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      9137 | NS      | $117867.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                       | VIATRIS INC COMMON STOCK                               | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85856 | NS      | $766694.08    | 0.47%             |  |  |  | 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        |      4144 | NS      | $76746.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                          | VILLAGE SUPER MARKET INC COMMON STOCK                  | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $26372.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc.                                  | WEIS MARKETS INC COMMON STOCK                          | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2494 | NS      | $180790.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                            | WERNER ENTERPRISES INC COMMON STOCK USD.01             | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      6648 | NS      | $181889.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                      | WESBANCO INC COMMON STOCK USD2.0833                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9275 | NS      | $293368.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                           | WESCO INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3489 | NS      | $646162.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc.                            | COLUMBIA FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 197641103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $8706.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                        | COLUMBIA SPORTSWEAR CO COMMON STOCK                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      3185 | NS      | $194539.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                      | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01          | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2178 | NS      | $33258.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                              | COMERICA INC COMMON STOCK USD5.0                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     11568 | NS      | $690031.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc.                          | DESTINATION XL GROUP INC COMMON STOCK USD.01           | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2471 | NS      | $2742.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                 | DIAMOND HILL INVESTMENT GROUP COMMON STOCK             | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        74 | NS      | $10752.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                       | DIEBOLD NIXDORF INC COMMON STOCK                       | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      1163 | NS      | $64430.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                            | DIGI INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3664 | NS      | $127727.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                           | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      6789 | NS      | $70266.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                     | DILLARD'S INC COMMON STOCK                             | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $184680.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc.                     | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3984 | NS      | $107328.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                | DIODES INC COMMON STOCK USD.667                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2878 | NS      | $152217.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                 | DONEGAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3869 | NS      | $77476.73     | 0.05%             |  |  |  | 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        |      2751 | NS      | $337465.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc.                         | DOUBLEVERIFY HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6704 | NS      | $100358.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                              | DOUGLAS DYNAMICS INC COMMON STOCK USD.01               | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2021 | NS      | $59558.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                               | DOUGLAS ELLIMAN INC COMMON STOCK                       | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6219 | NS      | $14428.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc.                           | DREAM FINDERS HOMES INC COMMON STOCK USD.01            | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $46766.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ducommun Incorporated                              | DUCOMMUN INC COMMON STOCK USD.01                       | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1245 | NS      | $102874.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                               | DULUTH HOLDINGS INC COMMON STOCK                       | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      1106 | NS      | $2322.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun and Bradstreet Holdings Inc.                   | DUN and BRADSTREET HOLDINGS INC COMMON STOCK           | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16560 | NS      | $150530.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                   | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      6773 | NS      | $67188.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc.                        | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2613 | NS      | $28769.13     | 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        |      4412 | NS      | $24927.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EchoStar Corporation                               | ECHOSTAR CORP COMMON STOCK USD.001                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      3901 | NS      | $108057.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                       | ECOVYST INC COMMON STOCK                               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11000 | NS      | $90530.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                       | ENHABIT INC COMMON STOCK USD.01                        | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5906 | NS      | $56933.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                         | ENNIS INC COMMON STOCK USD2.5                          | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3253 | NS      | $59009.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                          | ENPRO INC COMMON STOCK USD.01                          | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1705 | NS      | $326592.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                           | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2138 | NS      | $238429.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc.                            | ENTERPRISE BANCORP INC/MA COMMON STOCK USD.01          | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       446 | NS      | $17679.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                 | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      3431 | NS      | $189048.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation             | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5075 | NS      | $11774.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                       | ENVISTA HOLDINGS CORP COMMON STOCK USD.01              | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18106 | NS      | $353791.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                         | EPLUS INC COMMON STOCK USD.01                          | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2935 | NS      | $211613.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                                 | VESTIS CORP COMMON STOCK USD.01                        | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8348 | NS      | $47834.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                             | EQUITY BANCSHARES INC COMMON STOCK USD.01              | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1442 | NS      | $58833.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                              | ESCALADE INC COMMON STOCK                              | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2119 | NS      | $29623.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSA Bancorp Inc.                                  | ESSA BANCORP INC COMMON STOCK USD.01                   | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $17401.80     | 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        |      3592 | NS      | $100037.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc.                        | E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9012 | NS      | $29108.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                    | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001          | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      1700 | NS      | $7990.00      | 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        |     31117 | NS      | $453685.86    | 0.28%             |  |  |  | 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        |      4215 | NS      | $190939.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                          | FIGS INC COMMON STOCK USD.0001                         | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3836 | NS      | $21635.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                    | FS BANCORP INC COMMON STOCK USD.01                     | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $15752.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                                  | FRP HOLDINGS INC COMMON STOCK USD.1                    | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1862 | NS      | $50069.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fundamental Global Inc.                            | FUNDAMENTAL GLOBAL INC COMMON STOCK                    | CUSIP: 30329Y304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $731.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros. Co.                                   | FARMER BROS CO COMMON STOCK USD1.0                     | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |      1069 | NS      | $1464.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                        | FARMERS NATIONAL BANC CORP COMMON STOCK                | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2674 | NS      | $36874.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                             | FARO TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $30041.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                        | FASTLY INC COMMON STOCK USD.00002                      | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12165 | NS      | $85884.90     | 0.05%             |  |  |  | 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        |       898 | NS      | $174463.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                        | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01         | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $48637.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                        | FIRST ADVANTAGE CORP COMMON STOCK USD.001              | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1878 | NS      | $31193.58     | 0.02%             |  |  |  | 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        |      8688 | NS      | $533356.32    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                          | AAR CORP COMMON STOCK USD1.0                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      3420 | NS      | $235261.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                     | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      8305 | NS      | $188440.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corporation                            | ACME UNITED CORP COMMON STOCK USD2.5                   | CUSIP: 004816104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $30382.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                              | ALTO INGREDIENTS INC COMMON STOCK USD.001              | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      3300 | NS      | $3795.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                              | AMKOR TECHNOLOGY INC COMMON STOCK USD.001              | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23333 | NS      | $489759.67    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | ANTERO RESOURCES CORP COMMON STOCK USD.01              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     11542 | NS      | $464911.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                    | APA CORP COMMON STOCK USD.625                          | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34160 | NS      | $624786.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                            | APOGEE ENTERPRISES INC COMMON STOCK USD.333            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2485 | NS      | $100891.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc.                                | ASTRANA HEALTH INC COMMON STOCK USD.001                | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $44186.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                | AVANOS MEDICAL INC COMMON STOCK USD.01                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5595 | NS      | $68482.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                       | AVANTOR INC COMMON STOCK USD.01                        | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28030 | NS      | $377283.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                | AVIAT NETWORKS INC COMMON STOCK USD.01                 | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       829 | NS      | $19937.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                 | AVIENT CORP COMMON STOCK USD.01                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      8252 | NS      | $266622.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                              | BAR HARBOR BANKSHARES COMMON STOCK USD2.0              | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $62616.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Incorporated          | BASSETT FURNITURE INDUSTRIES I COMMON STOCK USD5.0     | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $18756.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                        | BAYCOM CORP COMMON STOCK                               | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $31173.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc.                              | BEAZER HOMES USA INC COMMON STOCK USD.001              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      3203 | NS      | $71651.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                            | CIVISTA BANCSHARES INC COMMON STOCK                    | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1114 | NS      | $25844.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                             | CIVITAS RESOURCES INC COMMON STOCK                     | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8282 | NS      | $227920.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                           | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001          | CUSIP: 184499101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20254 | NS      | $39495.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                    | CLEANSPARK INC COMMON STOCK                            | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10298 | NS      | $113586.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc.                             | CORE LABORATORIES INC COMMON STOCK USD.01              | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3240 | NS      | $37324.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc.                     | CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01      | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      1000 | NS      | $16590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                        | CORE NATURAL RESOURCES INC COMMON STOCK USD.01         | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4560 | NS      | $318014.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                            | QUIDELORTHO CORP COMMON STOCK USD.001                  | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5901 | NS      | $170066.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                             | DXC TECHNOLOGY CO COMMON STOCK USD.01                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     16462 | NS      | $251703.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corporation                          | DAILY JOURNAL CORP COMMON STOCK USD.01                 | CUSIP: 233912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $17312.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                    | DAKTRONICS INC COMMON STOCK                            | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6286 | NS      | $95044.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                  | DANA INC COMMON STOCK USD.01                           | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     13642 | NS      | $233960.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                        | FIRST MERCHANTS CORP COMMON STOCK                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      4867 | NS      | $186406.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                          | FIRST MID BANCSHARES INC COMMON STOCK USD4.0           | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2091 | NS      | $78391.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Northwest Bancorp                            | FIRST NORTHWEST BANCORP COMMON STOCK                   | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |       800 | NS      | $6160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                             | 1ST SOURCE CORP COMMON STOCK                           | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2221 | NS      | $137857.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                            | FRANKLIN RESOURCES INC COMMON STOCK USD.1              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     30786 | NS      | $734246.10    | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Friedman Industries Incorporated                   | FRIEDMAN INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 358435105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $25022.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc.                | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11194 | NS      | $407461.60    | 0.25%             |  |  |  | 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        |      7944 | NS      | $28836.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company               | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     28079 | NS      | $291179.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc.                       | GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001      | CUSIP: 387432107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5668 | NS      | $36105.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                  | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17964 | NS      | $378501.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                    | GRAY MEDIA INC COMMON STOCK                            | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6546 | NS      | $29653.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc.                           | GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0         | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $29410.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                               | HARLEY-DAVIDSON INC COMMON STOCK USD.01                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     12576 | NS      | $296793.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                      | HARMONIC INC COMMON STOCK USD.001                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      1656 | NS      | $15682.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc.                        | HOWARD HUGHES HOLDINGS INC COMMON STOCK                | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3339 | NS      | $225382.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                        | KAISER ALUMINUM CORP COMMON STOCK USD.01               | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $42746.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                            | KB HOME COMMON STOCK USD1.0                            | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4725 | NS      | $250283.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                             | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01           | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8307 | NS      | $53663.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                                | KELLY SERVICES INC COMMON STOCK USD1.0                 | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4561 | NS      | $53409.31     | 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        |      2578 | NS      | $132818.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                    | LKQ CORP COMMON STOCK USD.01                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      7080 | NS      | $262030.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                     | LCI INDUSTRIES COMMON STOCK USD.01                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2008 | NS      | $183109.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                                | LSB INDUSTRIES INC COMMON STOCK USD.1                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      6523 | NS      | $50879.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01 | LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01     | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $7471.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                | LINDSAY CORP COMMON STOCK USD1.0                       | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       100 | NS      | $14425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                            | LIONSGATE STUDIOS CORP COMMON STOCK                    | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3261 | NS      | $18946.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                 | LITHIA MOTORS INC COMMON STOCK                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2347 | NS      | $792863.54    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc.                           | LIVE OAK BANCSHARES INC COMMON STOCK                   | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2128 | NS      | $63414.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                        | MACY'S INC COMMON STOCK USD.01                         | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28501 | NS      | $332321.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                 | STEVEN MADDEN LTD COMMON STOCK USD.0001                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      3578 | NS      | $85800.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                           | SPHERE ENTERTAINMENT CO COMMON STOCK USD.01            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2847 | NS      | $119004.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr. Cooper Group Inc.                              | MR COOPER GROUP INC COMMON STOCK USD.01                | CUSIP: 62482R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3087 | NS      | $460611.27    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                             | MURPHY OIL CORP COMMON STOCK USD1.0                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     16753 | NS      | $376942.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                              | MYERS INDUSTRIES INC COMMON STOCK                      | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      4005 | NS      | $58032.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                               | MYRIAD GENETICS INC COMMON STOCK USD.01                | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $4147.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncino Inc.                                         | NCINO INC COMMON STOCK USD.0005                        | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $112495.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                        | NELNET INC COMMON STOCK USD.01                         | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2752 | NS      | $333322.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                 | NEOGEN CORP COMMON STOCK USD.16                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     19887 | NS      | $95059.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                   | NEOGENOMICS INC COMMON STOCK USD.001                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15245 | NS      | $111440.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                             | NORWOOD FINANCIAL CORP COMMON STOCK USD.1              | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1188 | NS      | $30626.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                          | DNOW INC COMMON STOCK USD.01                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     12468 | NS      | $184900.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                           | NU SKIN ENTERPRISES INC COMMON STOCK USD.001           | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2988 | NS      | $23874.12     | 0.01%             |  |  |  | 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        |      9531 | NS      | $18585.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                     | PREFERRED BANK/LOS ANGELES CA COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       972 | NS      | $84121.74     | 0.05%             |  |  |  | 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        |       802 | NS      | $128167.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc.                                       | PREMIER INC COMMON STOCK USD.01                        | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10206 | NS      | $223817.58    | 0.14%             |  |  |  | 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        |      2616 | NS      | $208887.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                           | SENECA FOODS CORP COMMON STOCK USD.25                  | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $68465.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company              | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      6437 | NS      | $87929.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc.                                 | SHOE CARNIVAL INC COMMON STOCK USD.01                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3686 | NS      | $68965.06     | 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        |      2359 | NS      | $10025.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                            | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8717 | NS      | $200229.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc.                                | CHAMPION HOMES INC COMMON STOCK USD.028                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3390 | NS      | $212247.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                       | SKYWEST INC COMMON STOCK                               | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3517 | NS      | $362145.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                            | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1877 | NS      | $139874.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc.                                     | SMARTRENT INC COMMON STOCK USD.0001                    | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $4257.00      | 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        |      1012 | NS      | $55437.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                                 | SPOK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2056 | NS      | $36350.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger and Company Inc.                       | STURM RUGER and CO INC COMMON STOCK USD1.0             | CUSIP: 864159108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $9154.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                 | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01      | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7681 | NS      | $90251.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                | SUNCOKE ENERGY INC COMMON STOCK USD.01                 | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7778 | NS      | $66813.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                        | SUNRUN INC COMMON STOCK USD.0001                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     25574 | NS      | $209195.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                      | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5048 | NS      | $159112.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                    | TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9503 | NS      | $338116.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                    | TENNANT CO COMMON STOCK USD.375                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       353 | NS      | $27350.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                  | TEREX CORP COMMON STOCK USD.01                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      5797 | NS      | $270661.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc.                         | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3577 | NS      | $13342.21     | 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        |      8335 | NS      | $225128.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                             | TRIUMPH FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       875 | NS      | $48221.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                   | TRIPADVISOR INC COMMON STOCK USD.001                   | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4579 | NS      | $59755.95     | 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        |      4082 | NS      | $261125.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                                 | UNITY BANCORP INC COMMON STOCK                         | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       906 | NS      | $42654.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | WINTRUST FINANCIAL CORP COMMON STOCK                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3102 | NS      | $384585.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                       | WORLD ACCEPTANCE CORP COMMON STOCK                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $23281.92     | 0.01%             |  |  |  | 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        |     20427 | NS      | $226126.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                           | DOLE PLC COMMON STOCK USD.01                           | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8043 | NS      | $112521.57    | 0.07%             |  |  |  | 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        |       297 | NS      | $99898.92     | 0.06%             |  |  |  | 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        |      8696 | NS      | $528108.08    | 0.32%             |  |  |  | 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        |      4707 | NS      | $120781.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                             | NABORS INDUSTRIES LTD COMMON STOCK USD.001             | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       530 | NS      | $14850.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.            | NATIONAL ENERGY SERVICES REUNI COMMON STOCK            | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3276 | NS      | $19721.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                              | NOBLE CORP PLC COMMON STOCK USD.00001                  | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8341 | NS      | $221453.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                             | CRISPR THERAPEUTICS AG COMMON STOCK CHF.03             | CUSIP: H17182108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       793 | NS      | $38571.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Transocean Ltd.                                    | TRANSOCEAN LTD COMMON STOCK CHF.1                      | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     59579 | NS      | $154309.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                       | GLOBANT SA COMMON STOCK USD1.2                         | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |       157 | NS      | $14261.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer