# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056601
**Filing Date:** 2025-8
**Character Count:** 1268602
**Document Hash:** f48ca24b4eb4c859812d10f8d619bd16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056601.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056601

**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:** 251275429

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## 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:** Strategic Equity Allocation Trust

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

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

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

- **a. Date of fiscal year-end:** 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:** $6997716281.11

**Total Liabilities:** $1329405.91

**Net Assets:** $6996386875.20

**Cash Not Reported:** $27508483.84

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111804 | 0.68%                | 5.60%                | 4.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32149339.16             | $916072.34                                 |
| Month 2  | $36691816.84             | $296322890.16                              |
| Month 3  | $114192508.09            | $147679391.77                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Global Management Inc.                                             | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001       | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31878 | NS      | $4522531.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc.                                                  | APOGEE THERAPEUTICS INC COMMON STOCK USD.00001           | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4762 | NS      | $206813.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                           | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK              | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3938 | NS      | $110382.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc.                                                     | CENTURI HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2706 | NS      | $60722.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                  | CENTURY ALUMINUM CO COMMON STOCK USD.01                  | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      7789 | NS      | $140357.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                                      | CENTRUS ENERGY CORP COMMON STOCK USD.1                   | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2188 | NS      | $400797.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                                                  | CENTURY COMMUNITIES INC COMMON STOCK USD.01              | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3970 | NS      | $223590.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                                         | CERUS CORP COMMON STOCK USD.001                          | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30342 | NS      | $42782.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                                                 | CEVA INC COMMON STOCK USD.001                            | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3564 | NS      | $78336.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                                     | CHAMPIONX CORP COMMON STOCK USD.01                       | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59284 | NS      | $1472614.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc.                             | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      3468 | NS      | $526199.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                                                     | CHART INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     14003 | NS      | $2305593.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                                               | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001          | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6739 | NS      | $2754970.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                     | CHATHAM LODGING TRUST REIT USD.01                        | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6544 | NS      | $45611.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                                         | HEALTHSTREAM INC COMMON STOCK                            | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3823 | NS      | $105782.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                                      | HEALTH CATALYST INC COMMON STOCK USD.001                 | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10906 | NS      | $41115.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                                         | HEALTHEQUITY INC COMMON STOCK USD.0001                   | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26729 | NS      | $2800130.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated                                      | HEALTHCARE REALTY TRUST INC REIT USD.01                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     57375 | NS      | $909967.50    | 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        |      8179 | NS      | $70666.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                                         | LOTUS BAKERIES NV COMMON STOCK                           | CUSIP: 422499004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |        47 | NS      | $452888.48    | 0.01%             |  |  |  | No            |                  2 | 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        |      2898 | NS      | $32457.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                                                   | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     11785 | NS      | $4955121.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                          | TRANSURBAN GROUP STAPLED SECURITY                        | CUSIP: 620088906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    360667 | NS      | $3318481.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                          | COCHLEAR LTD COMMON STOCK                                | CUSIP: 621179902<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      7588 | NS      | $1500724.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                     | ORIGIN ENERGY LTD COMMON STOCK                           | CUSIP: 621486901<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    199893 | NS      | $1420825.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                               | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |    151358 | NS      | $813816.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc.                                                   | MUELLER INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     18065 | NS      | $1435625.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc.                                               | MUELLER WATER PRODUCTS INC COMMON STOCK USD.01           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     22992 | NS      | $552727.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kddi Corporation                                                          | KDDI CORP COMMON STOCK                                   | CUSIP: 624899902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    356045 | NS      | $6113498.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                          | DAIFUKU CO LTD COMMON STOCK                              | CUSIP: 625002001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37460 | NS      | $963693.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                                         | DAITO TRUST CONSTRUCTION CO LT COMMON STOCK              | CUSIP: 625050000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6797 | NS      | $740318.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                    | DAIKIN INDUSTRIES LTD COMMON STOCK                       | CUSIP: 625072004<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     30609 | NS      | $3592996.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                              | DAI NIPPON PRINTING CO LTD COMMON STOCK                  | CUSIP: 625090006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45642 | NS      | $692838.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Screen Holdings Co. Ltd.                                                  | SCREEN HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 625102009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9430 | NS      | $766766.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                             | DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK                 | CUSIP: 625136007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65041 | NS      | $2234989.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                               | DAIWA SECURITIES GROUP INC COMMON STOCK                  | CUSIP: 625144001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    154780 | NS      | $1099250.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                | ARISTOCRAT LEISURE LTD COMMON STOCK                      | CUSIP: 625398904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     65317 | NS      | $2798491.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Claritev Corporation                                                      | CLARITEV CORP COMMON STOCK                               | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $53072.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                 | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26455 | NS      | $538924.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corporation                                                    | MURPHY OIL CORP COMMON STOCK USD1.0                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     41677 | NS      | $937732.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                  | HONG KONG EXCHANGES and CLEARING COMMON STOCK            | CUSIP: 626735906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    139750 | NS      | $7516668.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc.                                                           | MURPHY USA INC COMMON STOCK USD.01                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2936 | NS      | $1194364.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                | MITSUBISHI HC CAPITAL INC COMMON STOCK                   | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    102116 | NS      | $751851.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corporation                            | PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK              | CUSIP: 626986905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44220 | NS      | $1520949.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NBT Bancorp Inc.                                                          | NBT BANCORP INC COMMON STOCK USD.01                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7446 | NS      | $309381.30    | 0.00%             |  |  |  | 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        |     11214 | NS      | $90833.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                                     | NCR VOYIX CORP COMMON STOCK USD.01                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     20476 | NS      | $240183.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corporation Limited                                                   | MTR CORP LTD COMMON STOCK                                | CUSIP: 629005901<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    180566 | NS      | $649295.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                         | NMI HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11481 | NS      | $484383.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Limited                                                       | PRO MEDICUS LTD COMMON STOCK                             | CUSIP: 629278904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6666 | NS      | $1247439.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                           | NRG ENERGY INC COMMON STOCK USD.01                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     13804 | NS      | $2216646.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                                           | NVE CORP COMMON STOCK USD.01                             | CUSIP: 629445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $56238.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                                                  | NVR INC COMMON STOCK USD.01                              | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $1521445.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                                           | NV5 GLOBAL INC COMMON STOCK USD.01                       | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8754 | NS      | $202129.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                                                  | NOV INC COMMON STOCK USD.01                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     61345 | NS      | $762518.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc.                                                     | NACCO INDUSTRIES INC COMMON STOCK USD1.0                 | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $28624.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Company                                                | EAST JAPAN RAILWAY CO COMMON STOCK                       | CUSIP: 629854902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105299 | NS      | $2265079.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corporation                                                    | NCR ATLEOS CORP COMMON STOCK USD.01                      | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $309265.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc.                                                  | NANO NUCLEAR ENERGY INC COMMON STOCK USD.0001            | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3959 | NS      | $136545.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Singapore Exchange Limited                                                | SINGAPORE EXCHANGE LTD COMMON STOCK                      | CUSIP: 630386902<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     99469 | NS      | $1164704.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hong Kong and China Gas Company Limited                               | HONG KONG and CHINA GAS CO LTD COMMON STOCK              | CUSIP: 643655004<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1299032 | NS      | $1092213.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corporation                                                          | HOYA CORP COMMON STOCK                                   | CUSIP: 644150005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40130 | NS      | $4765922.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                  | NEW FORTRESS ENERGY INC COMMON STOCK USD.01              | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25708 | NS      | $85350.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Limited                                        | GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK              | CUSIP: 646587006<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    253807 | NS      | $1131369.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corporation                                                           | IHI CORP COMMON STOCK                                    | CUSIP: 646698001<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     17050 | NS      | $1844190.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                      | ISUZU MOTORS LTD COMMON STOCK                            | CUSIP: 646710004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62092 | NS      | $786577.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                        | ITOCHU CORP COMMON STOCK                                 | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    137920 | NS      | $7222179.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                         | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25        | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     18610 | NS      | $894446.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                           | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    139235 | NS      | $4101782.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Aeon Co.Ltd.                                                              | AEON CO LTD COMMON STOCK                                 | CUSIP: 648004000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75876 | NS      | $2325809.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                        | KAJIMA CORP COMMON STOCK                                 | CUSIP: 648132009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49072 | NS      | $1279881.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company Incorporated                            | KANSAI ELECTRIC POWER CO INC/T COMMON STOCK              | CUSIP: 648348001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    109961 | NS      | $1304117.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                           | KAO CORP COMMON STOCK                                    | CUSIP: 648380004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54058 | NS      | $2422100.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Kawasaki Kisen Kaisha Ltd.                                                | KAWASAKI KISEN KAISHA LTD COMMON STOCK                   | CUSIP: 648468007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40790 | NS      | $577670.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                      | KIKKOMAN CORP COMMON STOCK                               | CUSIP: 649080009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     78735 | NS      | $730333.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                       | KEYENCE CORP COMMON STOCK                                | CUSIP: 649099009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22575 | NS      | $9026117.37   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc.                                                   | FLAGSTAR FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94330 | NS      | $999898.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc.                                              | NEW YORK MORTGAGE TRUST INC REIT USD.02                  | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     13354 | NS      | $89471.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                 | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    104821 | NS      | $3458415.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corporation                                                  | KONAMI GROUP CORP COMMON STOCK                           | CUSIP: 649668001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11655 | NS      | $1842674.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                        | KUBOTA CORP COMMON STOCK                                 | CUSIP: 649750007<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |    113507 | NS      | $1280007.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    148971 | NS      | $1789194.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                     | NEWMARKET CORP COMMON STOCK                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1232 | NS      | $851139.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc.                                                        | NEWMARK GROUP INC COMMON STOCK USD.01                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19935 | NS      | $242210.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                       | NEWMONT CORP COMMON STOCK USD1.6                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     78585 | NS      | $4578362.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                                                    | NPK INTERNATIONAL INC COMMON STOCK USD.01                | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     12216 | NS      | $103958.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                          | NEWS CORP COMMON STOCK USD.01                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     26634 | NS      | $791562.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                          | NEWS CORP COMMON STOCK                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      7869 | NS      | $269985.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc.                                                            | NEWTEKONE INC COMMON STOCK USD.02                        | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |      3956 | NS      | $44623.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker Inc.                                                           | NEXTRACKER INC COMMON STOCK USD.0001                     | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44420 | NS      | $2415115.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Limited                                                   | BLUESCOPE STEEL LTD COMMON STOCK                         | CUSIP: 653323907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     50892 | NS      | $775519.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc.                                                  | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01              | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4627 | NS      | $800239.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC COMMON STOCK USD.01                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145352 | NS      | $10090335.84  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                                    | NEXPOINT DIVERSIFIED REAL ESTA REIT USD.001              | CUSIP: 65340G205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6337 | NS      | $26552.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc.                                           | NEXPOINT RESIDENTIAL TRUST INC REIT USD.01               | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      3494 | NS      | $116420.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                                                    | NEXTDECADE CORP COMMON STOCK USD.0001                    | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20019 | NS      | $178369.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc.                                         | NEXPOINT REAL ESTATE FINANCE I REIT USD.01               | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1655 | NS      | $22822.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc.                                                    | NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34252 | NS      | $56858.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc.                                                              | NEXTNAV INC COMMON STOCK USD.0001                        | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13153 | NS      | $199925.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                          | BOC HONG KONG HOLDINGS LTD COMMON STOCK                  | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    429362 | NS      | $1869116.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nicolet Bankshares Inc.                                                   | NICOLET BANKSHARES INC COMMON STOCK USD.01               | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1999 | NS      | $246836.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd.                                                 | NIOCORP DEVELOPMENTS LTD COMMON STOCK                    | CUSIP: 654484609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8689 | NS      | $20245.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                             | NISOURCE INC COMMON STOCK USD.01                         | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33236 | NS      | $1340740.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                                               | NLIGHT INC COMMON STOCK                                  | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7297 | NS      | $143604.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corporation                                                        | MAKITA CORP COMMON STOCK                                 | CUSIP: 655580009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27617 | NS      | $850547.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corporation                                                       | NORDSON CORP COMMON STOCK                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3817 | NS      | $818250.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                              | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15918 | NS      | $4074530.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK              | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    428172 | NS      | $10781779.39  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Limited                                                               | SEA LTD ADR USD.0005                                     | CUSIP: 81141R100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     44386 | NS      | $7099096.84   | 0.10%             |  |  |  | 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        |     12712 | NS      | $351105.44    | 0.01%             |  |  |  | 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        |      1293 | NS      | $24230.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks and Resorts Inc.                                             | UNITED PARKS and RESORTS INC COMMON STOCK USD.01         | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3958 | NS      | $186619.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Security National Financial Corporation                                   | SECURITY NATIONAL FINANCIAL CO COMMON STOCK USD2.0       | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2442 | NS      | $24053.70     | 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        |     14087 | NS      | $121711.68    | 0.00%             |  |  |  | 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        |     16643 | NS      | $252640.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc.                                               | CARTESIAN THERAPEUTICS INC COMMON STOCK                  | CUSIP: 816212112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19937 | NS      | $51437.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Selective Insurance Group Inc.                                            | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0        | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18787 | NS      | $1627893.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                                          | SELECTQUOTE INC COMMON STOCK USD.01                      | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21337 | NS      | $50782.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELLAS Life Sciences Group Inc.                                           | SELLAS LIFE SCIENCES GROUP INC COMMON STOCK USD.0001     | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Long             | EC               | CORP              | US        |     15087 | NS      | $33040.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                                     | GENEDX HOLDINGS CORP COMMON STOCK USD.0001               | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2776 | NS      | $256252.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                                                  | SENECA FOODS CORP COMMON STOCK USD.25                    | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       688 | NS      | $69783.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                                         | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      6243 | NS      | $615060.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc.                                                             | SEPTERNA INC COMMON STOCK USD.001                        | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3277 | NS      | $34637.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Corporation International                                         | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     23242 | NS      | $1891898.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc.                                                       | SERVE ROBOTICS INC COMMON STOCK USD.0001                 | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6959 | NS      | $79610.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST REIT USD.01                     | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23444 | NS      | $56031.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                                           | SERVICENOW INC COMMON STOCK USD.001                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     14616 | NS      | $15026417.28  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc.                                               | SERVISFIRST BANCSHARES INC COMMON STOCK USD.001          | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7615 | NS      | $590238.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                                                  | SEVEN HILLS REALTY TRUST REIT                            | CUSIP: 81784E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2751 | NS      | $33204.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                                          | SHAKE SHACK INC COMMON STOCK USD.01                      | CUSIP: 819047101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5718 | NS      | $803950.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                                     | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK               | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      7700 | NS      | $105182.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                              | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     16279 | NS      | $5589557.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                                                      | SHIFT4 PAYMENTS INC COMMON STOCK                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11016 | NS      | $1091795.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc.                                                        | SHOE CARNIVAL INC COMMON STOCK USD.01                    | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2822 | NS      | $52799.62     | 0.00%             |  |  |  | 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        |     25181 | NS      | $107019.25    | 0.00%             |  |  |  | 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        |      5031 | NS      | $79087.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundThinking Inc.                                                        | SOUNDTHINKING INC COMMON STOCK                           | CUSIP: 82536T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1607 | NS      | $20979.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                                                         | SHUTTERSTOCK INC COMMON STOCK USD.01                     | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3644 | NS      | $69090.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shyft Group Inc.                                                      | SHYFT GROUP INC/THE COMMON STOCK USD.01                  | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      5083 | NS      | $63740.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                                                 | SILICON LABORATORIES INC COMMON STOCK USD.0001           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     10070 | NS      | $1483915.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                                                      | SILGAN HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     13276 | NS      | $719293.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc.                                   | SILVERCREST ASSET MANAGEMENT G COMMON STOCK USD.01       | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1982 | NS      | $31434.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc.                                                  | ARS PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8215 | NS      | $143351.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corporation                                        | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01          | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18196 | NS      | $344996.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP INC REIT USD.0001                   | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21664 | NS      | $3482704.64   | 0.05%             |  |  |  | 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        |     13775 | NS      | $435152.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                                            | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01         | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6829 | NS      | $1060611.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                                                     | SIMULATIONS PLUS INC COMMON STOCK USD.001                | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2616 | NS      | $45649.20     | 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        |      5817 | NS      | $80390.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc.                                                  | SIONNA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1958 | NS      | $33971.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                                        | SITE CENTERS CORP REIT USD.1                             | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      7653 | NS      | $86555.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                                                        | SITIME CORP COMMON STOCK USD.0001                        | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2909 | NS      | $619849.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                                     | SITIO ROYALTIES CORP COMMON STOCK USD.0001               | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11728 | NS      | $215560.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation                                       | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK USD.025        | CUSIP: 83001C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14152 | NS      | $430645.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                                                      | SKECHERS USA INC COMMON STOCK USD.001                    | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21272 | NS      | $1342263.20   | 0.02%             |  |  |  | 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        |      8019 | NS      | $502069.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sky Harbour Group Corporation                                             | SKY HARBOUR GROUP CORP COMMON STOCK USD.0001             | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3435 | NS      | $33559.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc.                                                              | SKYWEST INC COMMON STOCK                                 | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5934 | NS      | $611023.98    | 0.01%             |  |  |  | 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        |      6811 | NS      | $59119.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                                                   | A O SMITH CORP COMMON STOCK USD1.0                       | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      8207 | NS      | $538132.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                                       | SMARTFINANCIAL INC COMMON STOCK USD1.0                   | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2364 | NS      | $79855.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartStop Self Storage REIT Inc.                                          | SMARTSTOP SELF STORAGE REIT IN COMMON STOCK              | CUSIP: 83192D402<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3995 | NS      | $144738.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                                 | J M SMUCKER CO/THE COMMON STOCK                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      7514 | NS      | $737874.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                                      | SNAP-ON INC COMMON STOCK USD1.0                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3692 | NS      | $1148876.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc.                                        | SOLARIS ENERGY INFRASTRUCTURE COMMON STOCK USD.01        | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5462 | NS      | $154519.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                                 | SUPER MICRO COMPUTER INC COMMON STOCK USD.001            | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     36240 | NS      | $1776122.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                                          | SUPERIOR GROUP OF COS INC COMMON STOCK                   | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      2048 | NS      | $21094.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                                             | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7994 | NS      | $251970.88    | 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        |     11472 | NS      | $255022.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc.                                                            | SURMODICS INC COMMON STOCK USD.05                        | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      2183 | NS      | $64856.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc.                                                           | SWEETGREEN INC COMMON STOCK USD.001                      | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15325 | NS      | $228036.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                                       | SYLVAMO CORP COMMON STOCK USD1.0                         | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5089 | NS      | $254958.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co.                                                     | ASCENT INDUSTRIES CO COMMON STOCK USD1.0                 | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      1770 | NS      | $22319.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                                    | SYNAPTICS INC COMMON STOCK USD.001                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     12032 | NS      | $779914.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                                             | SYNOPSYS INC COMMON STOCK USD.01                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     10917 | NS      | $5596927.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                                   | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0               | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     22696 | NS      | $1174518.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                                     | TD SYNNEX CORP COMMON STOCK USD.001                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     12194 | NS      | $1654725.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                                         | TALOS ENERGY INC COMMON STOCK                            | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18282 | NS      | $155031.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                                                 | TANDEM DIABETES CARE INC COMMON STOCK                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      9953 | NS      | $185523.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                                | TANGER INC REIT USD.01                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     16312 | NS      | $498820.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                                    | TANGO THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11544 | NS      | $59105.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tapestry Inc.                                                             | TAPESTRY INC COMMON STOCK USD.01                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     14664 | NS      | $1287645.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                                        | TARGET CORP COMMON STOCK USD.0833                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     32080 | NS      | $3164692.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                     | TARGA RESOURCES CORP COMMON STOCK USD.001                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     15317 | NS      | $2666383.36   | 0.04%             |  |  |  | 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        |      5380 | NS      | $38305.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc.                                               | TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5761 | NS      | $233378.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                                          | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001       | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30775 | NS      | $1890200.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                                                 | TAYSHA GENE THERAPIES INC COMMON STOCK USD.00001         | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24927 | NS      | $57581.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TechTarget Inc.                                                           | TECHTARGET INC COMMON STOCK USD.001                      | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4422 | NS      | $34358.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc.                                                 | TECTONIC THERAPEUTIC INC COMMON STOCK USD.0001           | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1753 | NS      | $34832.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                                                | TEGNA INC COMMON STOCK USD1.0                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     23271 | NS      | $390021.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                                           | TEJON RANCH CO COMMON STOCK USD.5                        | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      3626 | NS      | $61496.96     | 0.00%             |  |  |  | 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        |     26174 | NS      | $227975.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica S.A.                                                           | TELEFONICA SA COMMON STOCK EUR1.0                        | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    427641 | NS      | $2250709.79   | 0.03%             |  |  |  | No            |                  2 | 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        |     14497 | NS      | $515803.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corporation                                                         | TELOS CORP COMMON STOCK USD.001                          | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9796 | NS      | $31053.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MandG plc                                                                 | MandG PLC COMMON STOCK GBP.05                            | CUSIP: BKFB1C908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    265027 | NS      | $936795.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                    | AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK              | CUSIP: BKX3XG902<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    195873 | NS      | $924623.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                                  | LIFCO AB COMMON STOCK SEK.04                             | CUSIP: BL6K7K902<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |     27047 | NS      | $1096128.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.16                       | CUSIP: BLDBN4902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    311660 | NS      | $5038295.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                      | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    181106 | NS      | $2577605.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                 | TESCO PLC COMMON STOCK GBP.0633333                       | CUSIP: BLGZ98903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    780697 | NS      | $4304388.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                          | WH GROUP LTD COMMON STOCK USD.0001                       | CUSIP: BLLHKZ904<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    967644 | NS      | $932607.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Addtech AB                                                                | ADDTECH AB COMMON STOCK SEK.75                           | CUSIP: BLN8T4902<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     30159 | NS      | $1028167.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                     | SCENTRE GROUP REIT                                       | CUSIP: BLZH0Z901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    604372 | NS      | $1419497.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                         | DASSAULT SYSTEMES SE COMMON STOCK EUR.1                  | CUSIP: BM8H5Y907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     77764 | NS      | $2818295.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NATWEST GROUP PLC COMMON STOCK GBP1.0769                 | CUSIP: BM8PJY904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    937288 | NS      | $6582528.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion Plc                                                     | JD SPORTS FASHION PLC COMMON STOCK GBP.0005              | CUSIP: BM8Q5M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    300586 | NS      | $366556.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                 | EPIROC AB COMMON STOCK SEK.412413                        | CUSIP: BMD58R909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     76463 | NS      | $1663822.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                 | EPIROC AB COMMON STOCK SEK.412413                        | CUSIP: BMD58W908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     45248 | NS      | $867519.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                           | STELLANTIS NV COMMON STOCK EUR.01                        | CUSIP: BMD8KX906<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    233954 | NS      | $2343314.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR N.V.                                                                 | EXOR NV COMMON STOCK EUR.01                              | CUSIP: BMJ182907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     10257 | NS      | $1035418.76   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                               | INFORMA PLC COMMON STOCK GBP.001                         | CUSIP: BMJ6DW904<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    153052 | NS      | $1694468.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                | DAVIDE CAMPARI-MILANO NV COMMON STOCK EUR.01             | CUSIP: BMQ5W1905<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     71430 | NS      | $480892.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation                                                         | DASSAULT AVIATION SA COMMON STOCK EUR.8                  | CUSIP: BMT9L1906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2274 | NS      | $804022.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost S.A.                                                               | INPOST SA COMMON STOCK EUR.01                            | CUSIP: BN4N9C900<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     26106 | NS      | $434448.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIBE Industrier AB                                                        | NIBE INDUSTRIER AB COMMON STOCK SEK.03906                | CUSIP: BN7BZM902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    175839 | NS      | $750772.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes Public Limited Company                                           | ALKERMES PLC COMMON STOCK USD.01                         | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     23914 | NS      | $684179.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                                              | ALLEGION PLC COMMON STOCK USD.01                         | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6075 | NS      | $875529.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                                 | AMCOR PLC COMMON STOCK USD.01                            | CUSIP: G0250X107<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    161792 | NS      | $1486868.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                                            | AMBARELLA INC COMMON STOCK USD.00045                     | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6015 | NS      | $397380.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Public Limited Company                                                | AON PLC COMMON STOCK                                     | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15247 | NS      | $5439519.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                   | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01               | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     26352 | NS      | $2399349.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                               | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0           | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35683 | NS      | $1059428.27   | 0.02%             |  |  |  | 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        |      6298 | NS      | $278875.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                                             | BIOHAVEN LTD COMMON STOCK                                | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13513 | NS      | $190668.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                                                | BITDEER TECHNOLOGIES GROUP COMMON STOCK USD.0000001      | CUSIP: G11448100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     13329 | NS      | $153016.92    | 0.00%             |  |  |  | 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        |     27282 | NS      | $59747.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                   | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     44201 | NS      | $13211236.89  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                                     | BORR DRILLING LTD COMMON STOCK USD.05                    | CUSIP: G1466R173<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     33687 | NS      | $61647.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                                                    | CAPRI HOLDINGS LTD COMMON STOCK                          | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     36552 | NS      | $646970.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                           | CIMPRESS PLC COMMON STOCK EUR.01                         | CUSIP: G2143T103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2279 | NS      | $107113.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co. Ltd.                                               | CONSOLIDATED WATER CO LTD COMMON STOCK USD.6             | CUSIP: G23773107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2371 | NS      | $71177.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                        | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005    | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21644 | NS      | $2004017.96   | 0.03%             |  |  |  | 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        |      1724 | NS      | $579884.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                                         | ESSENT GROUP LTD COMMON STOCK USD.015                    | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31086 | NS      | $1887852.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                                        | EVEREST GROUP LTD COMMON STOCK USD.01                    | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3003 | NS      | $1020569.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                 | APTIV PLC COMMON STOCK USD.01                            | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15373 | NS      | $1048746.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                  | FABRINET COMMON STOCK USD.01                             | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     11181 | NS      | $3294817.08   | 0.05%             |  |  |  | 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        |      8793 | NS      | $145787.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                                              | FLEX LNG LTD COMMON STOCK USD.1                          | CUSIP: G35947202<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      4511 | NS      | $99151.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresh Del Monte Produce Inc.                                              | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01          | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4792 | NS      | $155356.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                                                  | GIGACLOUD TECHNOLOGY INC COMMON STOCK USD.05             | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3931 | NS      | $77755.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Limited                                                           | GENPACT LTD COMMON STOCK USD.01                          | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26267 | NS      | $1156010.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Limited                                                     | GENIUS SPORTS LTD COMMON STOCK USD.001                   | CUSIP: G3934V109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     32806 | NS      | $341182.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Limited                                                | GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05               | CUSIP: G39637205<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     14983 | NS      | $109675.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Gambling.com Group Limited                                                | GAMBLING.COM GROUP LTD COMMON STOCK                      | CUSIP: G3R239101<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2667 | NS      | $31710.63     | 0.00%             |  |  |  | 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        |      4212 | NS      | $60526.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grab Holdings Limited                                                     | GRAB HOLDINGS LTD   CL A COMMON STOCK USD.000001         | CUSIP: G4124C109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    275312 | NS      | $1384819.36   | 0.02%             |  |  |  | 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        |      6651 | NS      | $143794.62    | 0.00%             |  |  |  | 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        |      3462 | NS      | $98251.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                                            | HERBALIFE LTD COMMON STOCK USD.002                       | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15079 | NS      | $129980.98    | 0.00%             |  |  |  | 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        |     20579 | NS      | $799288.36    | 0.01%             |  |  |  | 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        |     11846 | NS      | $595972.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                                              | INVESCO LTD COMMON STOCK USD.2                           | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     31603 | NS      | $498379.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                                           | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002     | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5932 | NS      | $34761.52     | 0.00%             |  |  |  | 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        |     10063 | NS      | $1067885.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                                        | APPIAN CORP A COMMON STOCK USD.0001                      | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5911 | NS      | $176502.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1054565 | NS      | $216365101.05 | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                                       | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01           | CUSIP: 163072101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6699 | NS      | $419759.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| The Chefs' Warehouse Inc.                                                 | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01             | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      5379 | NS      | $343233.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                                        | CHEMED CORP COMMON STOCK USD1.0                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2388 | NS      | $1162788.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                                      | CHEMOURS CO/THE COMMON STOCK USD.01                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     22496 | NS      | $257579.20    | 0.00%             |  |  |  | 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        |       744 | NS      | $36061.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                                                 | EXPAND ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     15291 | NS      | $1788129.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                           | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     64614 | NS      | $200303.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc.                                              | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01          | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5698 | NS      | $117777.66    | 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        |      2847 | NS      | $63146.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                                  | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      2694 | NS      | $175783.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                                                 | ANGI INC COMMON STOCK                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      6556 | NS      | $100044.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                                                     | API GROUP CORP COMMON STOCK USD.0001                     | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41381 | NS      | $2112500.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                                   | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001              | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4187 | NS      | $304897.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuren Corporation                                                        | ACUREN CORP COMMON STOCK                                 | CUSIP: 00510N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15895 | NS      | $175480.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                         | ASHTEAD GROUP PLC COMMON STOCK GBP.1                     | CUSIP: 005367008<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     50122 | NS      | $3214123.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Utilities Corporation                                          | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867          | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3414 | NS      | $410431.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114675 | NS      | $16420313.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                                      | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001      | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22257 | NS      | $259294.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                                         | ADAPTHEALTH CORP COMMON STOCK USD.0001                   | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13743 | NS      | $129596.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                                                | ADDUS HOMECARE CORP COMMON STOCK USD.001                 | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2670 | NS      | $307557.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                                                | ADEIA INC COMMON STOCK                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16282 | NS      | $230227.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                                                | ADOBE INC COMMON STOCK USD.0001                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     30092 | NS      | $11641992.96  | 0.17%             |  |  |  | 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        |      5431 | NS      | $690986.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                                                   | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001             | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8910 | NS      | $414225.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                                         | AEHR TEST SYSTEMS COMMON STOCK USD.01                    | CUSIP: 00760J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4426 | NS      | $57228.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AECOM                                                                     | AECOM COMMON STOCK USD.01                                | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     21600 | NS      | $2437776.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq Inc.                                                                  | ARQ INC COMMON STOCK                                     | CUSIP: 00770C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5069 | NS      | $27220.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc.                                                   | SPYRE THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 00773J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7463 | NS      | $111721.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                                             | ADVANSIX INC COMMON STOCK USD.01                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      4049 | NS      | $96163.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc.                                           | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      5554 | NS      | $735905.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                                       | CONTRA ADURO BIOTECH I COMMON STOCK                      | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2435 | NS      | $3411.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jade Biosciences Inc.                                                     | JADE BIOSCIENCES INC COMMON STOCK USD.0001               | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4979 | NS      | $49740.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                                                        | AEROVIRONMENT INC COMMON STOCK USD.0001                  | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4172 | NS      | $1188811.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                                       | AERSALE CORP COMMON STOCK USD.0001                       | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5181 | NS      | $31137.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                                        | BARRATT REDROW PLC COMMON STOCK GBP.1                    | CUSIP: 008118002<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    159339 | NS      | $997779.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc.                                            | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4641 | NS      | $913209.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                                                    | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001              | CUSIP: 00835Q202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4558 | NS      | $172246.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilent Technologies Inc.                                                 | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     20130 | NS      | $2375541.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                                             | AGILYSYS INC COMMON STOCK USD.3                          | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3827 | NS      | $438727.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                                                | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8357 | NS      | $277953.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                                                  | AGREE REALTY CORP REIT USD.0001                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17928 | NS      | $1309819.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc.                                                        | AGILON HEALTH INC COMMON STOCK USD.01                    | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46229 | NS      | $106326.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc.                                                               | AIRBNB INC COMMON STOCK USD.0001                         | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30474 | NS      | $4032929.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                                           | AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD1.0       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     15713 | NS      | $4432008.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc.                                                  | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     10323 | NS      | $823362.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc.                                                  | AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     37362 | NS      | $135997.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc.                                                   | AKERO THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 00973Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10354 | NS      | $552489.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                                      | ELEVANCE HEALTH INC COMMON STOCK USD.01                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     15952 | NS      | $6204689.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                                              | ANTERO MIDSTREAM CORP COMMON STOCK                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54768 | NS      | $1037853.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                                              | ANTERIX INC COMMON STOCK USD.0001                        | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      2044 | NS      | $52428.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                                           | APA CORP COMMON STOCK USD.625                            | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25477 | NS      | $465974.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Company                               | APARTMENT INVESTMENT AND MANAG REIT USD.01               | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20537 | NS      | $177645.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                                   | APOGEE ENTERPRISES INC COMMON STOCK USD.333              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3226 | NS      | $130975.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                                                | CHEWY INC COMMON STOCK USD.01                            | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36094 | NS      | $1538326.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                                                   | TRINITY INDUSTRIES INC COMMON STOCK USD.01               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     12012 | NS      | $324444.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.                                | APOLLO COMMERCIAL REAL ESTATE REIT USD.01                | CUSIP: 03762U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20422 | NS      | $197684.96    | 0.00%             |  |  |  | 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        |      6158 | NS      | $153211.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corporation                                               | BK TECHNOLOGIES CORP COMMON STOCK USD.6                  | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $20831.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                                          | BALDWIN INSURANCE GROUP INC/ COMMON STOCK USD.01         | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10371 | NS      | $443982.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                                    | TRIUMPH FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      3312 | NS      | $182524.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                                        | TRIUMPH GROUP INC COMMON STOCK USD.001                   | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     11020 | NS      | $283765.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                                             | APPFOLIO INC COMMON STOCK USD.0001                       | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3763 | NS      | $866543.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                                               | APPLE HOSPITALITY REIT INC REIT                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     31667 | NS      | $369553.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025         | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    681351 | NS      | $2384002.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BV Financial Inc.                                                         | BV FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1527 | NS      | $23256.21     | 0.00%             |  |  |  | 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        |      9373 | NS      | $503986.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                                                  | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9131 | NS      | $152031.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc.                                             | ACADIAN ASSET MANAGEMENT INC COMMON STOCK USD.001        | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4146 | NS      | $146105.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                                                  | BRIGHTSPIRE CAPITAL INC REIT USD.01                      | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19172 | NS      | $96818.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                                                | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01            | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $96314.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7803 | NS      | $910532.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                                               | BUMBLE INC COMMON STOCK USD.01                           | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11040 | NS      | $72753.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Limited                                                   | BURFORD CAPITAL LTD COMMON STOCK                         | CUSIP: 120831102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28883 | NS      | $411871.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                    | CMS ENERGY CORP COMMON STOCK USD.01                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     21120 | NS      | $1463193.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                                                 | CNB FINANCIAL CORP/PA COMMON STOCK                       | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3846 | NS      | $87919.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                                    | CRA INTERNATIONAL INC COMMON STOCK                       | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       985 | NS      | $184559.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                                                  | CNO FINANCIAL GROUP INC COMMON STOCK USD.01              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     30620 | NS      | $1181319.60   | 0.02%             |  |  |  | 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        |      2554 | NS      | $67910.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corporation Plc                                          | CALEDONIA MINING CORP PLC COMMON STOCK                   | CUSIP: 12932K202<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      2789 | NS      | $53883.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                                              | CALERES INC COMMON STOCK USD.01                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      5185 | NS      | $63360.70     | 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        |      9648 | NS      | $440624.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                                             | CARGURUS INC COMMON STOCK USD.001                        | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12116 | NS      | $405522.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGO Therapeutics Inc.                                                   | CARGO THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 14179K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6032 | NS      | $24851.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                                          | TRIPADVISOR INC COMMON STOCK USD.001                     | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17207 | NS      | $224551.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                                              | TRUECAR INC COMMON STOCK USD.0001                        | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     12656 | NS      | $24046.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                                           | CARLISLE COS INC COMMON STOCK USD1.0                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      7046 | NS      | $2630976.40   | 0.04%             |  |  |  | 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        |      2117 | NS      | $96831.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                                      | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      6218 | NS      | $1445374.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc.                                               | AQUESTIVE THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13265 | NS      | $43907.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                                             | TRUEBLUE INC COMMON STOCK                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4841 | NS      | $31369.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                                            | TRUPANION INC COMMON STOCK USD.00001                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      5488 | NS      | $303760.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                          | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      8127 | NS      | $2246140.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                                | CARRIER GLOBAL CORP COMMON STOCK USD.01                  | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56294 | NS      | $4120157.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                                   | ARAMARK COMMON STOCK USD.01                              | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     42787 | NS      | $1791491.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corporation                                             | ARBUTUS BIOPHARMA CORP COMMON STOCK                      | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24202 | NS      | $74784.18     | 0.00%             |  |  |  | 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        |      8686 | NS      | $102929.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc.                                                    | SILA REALTY TRUST INC COMMON STOCK USD.01                | CUSIP: 146280508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8188 | NS      | $193809.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc.                                                | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      9267 | NS      | $1069226.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                                               | CASEY'S GENERAL STORES INC COMMON STOCK                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6060 | NS      | $3092236.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc.                                                   | ARBOR REALTY TRUST INC REIT USD.01                       | CUSIP: 038923108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28240 | NS      | $302168.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                                       | ARCBEST CORP COMMON STOCK USD.01                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3385 | NS      | $260678.85    | 0.00%             |  |  |  | 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        |      1917 | NS      | $83293.65     | 0.00%             |  |  |  | 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        |      4272 | NS      | $87234.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                                             | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 14888U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17103 | NS      | $371135.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                                           | CAVA GROUP INC COMMON STOCK USD.0001                     | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13407 | NS      | $1129271.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                                          | CATERPILLAR INC COMMON STOCK USD1.0                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     33207 | NS      | $12891289.47  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                    | CATHAY GENERAL BANCORP COMMON STOCK USD.01               | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      9776 | NS      | $445101.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc.                                                     | CAVCO INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1132 | NS      | $491774.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                                             | CELCUITY INC COMMON STOCK USD.001                        | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4674 | NS      | $62397.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc.                                                 | CELLDEX THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9829 | NS      | $200020.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                                            | CENTRAL GARDEN and PET CO COMMON STOCK USD.01            | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       769 | NS      | $27053.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                                            | CENTRAL GARDEN and PET CO COMMON STOCK USD.01            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      8433 | NS      | $263868.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                                        | CLOROX CO/THE COMMON STOCK USD1.0                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      8702 | NS      | $1044849.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                                           | CLOVER HEALTH INVESTMENTS CORP COMMON STOCK USD.0001     | CUSIP: 18914F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60055 | NS      | $167553.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                                             | COASTAL FINANCIAL CORP/WA COMMON STOCK                   | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1928 | NS      | $186765.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                                               | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      9571 | NS      | $1068602.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc.                                                      | CORE SCIENTIFIC INC COMMON STOCK USD.0001                | CUSIP: 21874A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40825 | NS      | $696882.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc.                                                       | ADMA BIOLOGICS INC COMMON STOCK USD.0001                 | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34247 | NS      | $623637.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                                              | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     92459 | NS      | $3974812.41   | 0.06%             |  |  |  | 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        |      2666 | NS      | $89097.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                                     | TRUSTMARK CORP COMMON STOCK                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      8171 | NS      | $297914.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc.                                                               | TUCOWS INC COMMON STOCK                                  | CUSIP: 898697206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1150 | NS      | $22666.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc.                                                 | TURNING POINT BRANDS INC COMMON STOCK USD.01             | CUSIP: 90041L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2568 | NS      | $194577.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                                                  | TURTLE BEACH CORP COMMON STOCK                           | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      2313 | NS      | $31988.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                                                  | TUTOR PERINI CORP COMMON STOCK USD1.0                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      6599 | NS      | $308701.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                                              | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001             | CUSIP: 90184D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8748 | NS      | $321838.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                              | TWO HARBORS INVESTMENT CORP REIT CNY1.0                  | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     15264 | NS      | $164393.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                                   | TYLER TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3045 | NS      | $1805197.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc.                                                     | TYRA BIOSCIENCES INC COMMON STOCK USD.0001               | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3857 | NS      | $36911.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                                          | TYSON FOODS INC COMMON STOCK USD.1                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     20209 | NS      | $1130491.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                                 | UMB FINANCIAL CORP COMMON STOCK USD1.0                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     22133 | NS      | $2327506.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                                       | UFP INDUSTRIES INC COMMON STOCK                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     18721 | NS      | $1860118.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Gold Corp.                                                           | US GOLD CORP COMMON STOCK USD1.0                         | CUSIP: 90291C201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $24680.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    110006 | NS      | $4977771.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                                       | UMH PPTYS INC REIT USD.1                                 | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11883 | NS      | $199515.57    | 0.00%             |  |  |  | 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        |      1806 | NS      | $55137.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                                                | US PHYSICAL THERAPY INC COMMON STOCK USD.01              | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $174073.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc.                                                    | UBER TECHNOLOGIES INC COMMON STOCK USD.00001             | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147650 | NS      | $13775745.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc.                                              | USCB FINANCIAL HOLDINGS INC COMMON STOCK                 | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $25372.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                                          | ULTA BEAUTY INC COMMON STOCK                             | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3188 | NS      | $1491410.16   | 0.02%             |  |  |  | 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        |      6645 | NS      | $149977.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                                         | UNDER ARMOUR INC COMMON STOCK USD.000333                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     30829 | NS      | $210562.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                                         | UNDER ARMOUR INC COMMON STOCK USD.000333                 | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     20911 | NS      | $135712.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                                                      | UNIFIRST CORP/MA COMMON STOCK USD.1                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2239 | NS      | $421424.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                 | UNION PACIFIC CORP COMMON STOCK USD2.5                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     42186 | NS      | $9706154.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corporation                                                        | UNISYS CORP COMMON STOCK USD.01                          | CUSIP: 909214306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10425 | NS      | $47225.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.                                               | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     17638 | NS      | $525436.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                                                    | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5             | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43539 | NS      | $1586125.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                                             | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23060 | NS      | $1836267.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                                       | UNITED RENTALS INC COMMON STOCK USD.01                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4589 | NS      | $3457352.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corporation                                        | UNITED STATES ANTIMONY CORP COMMON STOCK USD.01          | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14068 | NS      | $30668.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime and Minerals Inc.                                      | UNITED STATES LIME and MINERALS COMMON STOCK USD.1       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      1652 | NS      | $164869.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                                                    | US FOODS HOLDING CORP COMMON STOCK USD.01                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     37772 | NS      | $2908821.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                           | UNITED THERAPEUTICS CORP COMMON STOCK USD.01             | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7364 | NS      | $2116045.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     64050 | NS      | $19981678.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                                        | UNITIL CORP COMMON STOCK                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2560 | NS      | $133504.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                                          | UNITI GROUP INC REIT USD.0001                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     35612 | NS      | $153843.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                                                        | UNITY BANCORP INC COMMON STOCK                           | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1204 | NS      | $56684.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                                     | UNIVERSAL CORP/VA COMMON STOCK                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3560 | NS      | $207334.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                                             | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7216 | NS      | $1114583.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                                      | UNIVERSAL HEALTH REALTY INCOME REIT USD.01               | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      1992 | NS      | $79620.24     | 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        |      3802 | NS      | $105429.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                                         | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK              | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1044 | NS      | $26496.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                                                   | QUIDELORTHO CORP COMMON STOCK USD.001                    | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10068 | NS      | $290159.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc.                                                               | CORPAY INC COMMON STOCK USD.001                          | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4977 | NS      | $1651468.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                                              | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK                | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12176 | NS      | $76465.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                                           | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001     | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      6519 | NS      | $31291.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                                       | INGERSOLL RAND INC COMMON STOCK USD.01                   | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28487 | NS      | $2369548.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                                      | INGEVITY CORP COMMON STOCK USD.01                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      5436 | NS      | $234237.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Natural Resources Inc.                                           | INFINITY NATURAL RESOURCES INC COMMON STOCK USD.01       | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2343 | NS      | $42900.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA INHIBRX INC COMMON STOCK                                           | CONTRA INHIBRX INC COMMON STOCK                          | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5368 | NS      | $3381.84      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Intel Corporation                                                         | INTEL CORP COMMON STOCK USD.001                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    307985 | NS      | $6898864.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corporation                                                      | CORECARD CORP COMMON STOCK USD.01                        | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       935 | NS      | $27086.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                                              | INTEGER HOLDINGS CORP COMMON STOCK USD.001               | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      5037 | NS      | $619399.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     37274 | NS      | $1745541.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.                                   | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     26106 | NS      | $639074.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                               | INTUIT INC COMMON STOCK USD.01                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     19739 | NS      | $15547028.57  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                                   | INTUITIVE SURGICAL INC COMMON STOCK USD.001              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     25307 | NS      | $13752076.87  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                                  | LAM RESEARCH CORP COMMON STOCK USD.001                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     90313 | NS      | $8791067.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                 | LAMAR ADVERTISING CO REIT USD.001                        | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14363 | NS      | $1743093.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                 | FRESENIUS MEDICAL CARE AG COMMON STOCK                   | CUSIP: 512907908<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     25533 | NS      | $1467002.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Expro Group Holdings N.V.                                                 | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01              | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15366 | NS      | $131993.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                            | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04         | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     18154 | NS      | $1050390.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                   | NXP SEMICONDUCTORS NV COMMON STOCK EUR.2                 | CUSIP: N6596X109<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     17837 | NS      | $3897206.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                                              | ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001           | CUSIP: P73684113<br>LEI: N/A                  | Long             | EC               | CORP              | BS        |     14022 | NS      | $285908.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                                              | ARCELLX INC COMMON STOCK USD.001                         | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5430 | NS      | $357565.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc.                                                      | ARCHER AVIATION INC COMMON STOCK USD.0001                | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80530 | NS      | $873750.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                                            | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     33923 | NS      | $1790455.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                                             | ARCHROCK INC COMMON STOCK USD.01                         | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     24329 | NS      | $604089.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                                               | ARCOSA INC COMMON STOCK USD.01                           | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7171 | NS      | $621797.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc.                                                              | ARDELYX INC COMMON STOCK USD.000001                      | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     35342 | NS      | $138540.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                                    | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001              | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10637 | NS      | $86585.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                                              | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15865 | NS      | $222427.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.                                       | ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3908 | NS      | $50843.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                                                         | ARDENT HEALTH INC COMMON STOCK USD.01                    | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3678 | NS      | $50241.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                                                | ARGAN INC COMMON STOCK USD.15                            | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1972 | NS      | $434786.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corporation                                   | ARES COMMERCIAL REAL ESTATE CO REIT USD.01               | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      7997 | NS      | $38145.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                       | AES CORP/THE COMMON STOCK USD.01                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     50265 | NS      | $528787.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                                         | AMC NETWORKS INC COMMON STOCK                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      5222 | NS      | $32741.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc.                                                               | AELUMA INC COMMON STOCK USD.0001                         | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $24440.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                               | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01           | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    114482 | NS      | $16244995.80  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc.                                            | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     11527 | NS      | $1323991.22   | 0.02%             |  |  |  | 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        |     15998 | NS      | $21117.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc.                                                              | ANNEXON INC COMMON STOCK                                 | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15649 | NS      | $37557.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc.                                                                | ANSYS INC COMMON STOCK USD.01                            | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      6208 | NS      | $2180373.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                                              | ANTERO RESOURCES CORP COMMON STOCK USD.01                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     47657 | NS      | $1919623.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                                             | ATRICURE INC COMMON STOCK USD.001                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7221 | NS      | $236632.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Incorporated                                                      | ATOMERA INC COMMON STOCK USD.001                         | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4603 | NS      | $23199.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc.                                                     | AURA BIOSCIENCES INC COMMON STOCK USD.00001              | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6524 | NS      | $40840.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc.                                              | AURINIA PHARMACEUTICALS INC COMMON STOCK                 | CUSIP: 05156V102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17590 | NS      | $148987.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                                         | ABSCI CORP COMMON STOCK USD.0001                         | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16580 | NS      | $42610.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc.                                                         | ACV AUCTIONS INC COMMON STOCK USD.001                    | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24864 | NS      | $403294.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                                             | AUTODESK INC COMMON STOCK USD.01                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     15106 | NS      | $4676364.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                                              | AUTOLIV INC COMMON STOCK USD1.0                          | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     11612 | NS      | $1299382.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                                            | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     28661 | NS      | $8839052.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                                           | AUTONATION INC COMMON STOCK USD.01                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4062 | NS      | $806916.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                                             | AUTOZONE INC COMMON STOCK USD.01                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1181 | NS      | $4384143.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals Plc                                                | AVADEL PHARMACEUTICALS PLC COMMON STOCK                  | CUSIP: 05337M104<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     13411 | NS      | $118687.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                                                | AVALONBAY COMMUNITIES INC REIT USD.01                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     10039 | NS      | $2042936.50   | 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        |      6897 | NS      | $84419.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                                              | AVANTOR INC COMMON STOCK USD.01                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111254 | NS      | $1497478.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc.                                          | AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01       | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6930 | NS      | $36243.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                                             | AVEPOINT INC COMMON STOCK USD.0001                       | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19746 | NS      | $381295.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                                | AVERY DENNISON CORP COMMON STOCK USD1.0                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5520 | NS      | $968594.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                                                       | AVIAT NETWORKS INC COMMON STOCK USD.01                   | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1847 | NS      | $44420.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                                        | AVIENT CORP COMMON STOCK USD.01                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     28573 | NS      | $923193.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc.                                                 | AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25694 | NS      | $251544.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                                                  | AVIDITY BIOSCIENCES INC COMMON STOCK                     | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16945 | NS      | $481238.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                                    | AVIS BUDGET GROUP INC COMMON STOCK USD.01                | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2758 | NS      | $466239.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                                        | AVISTA CORP COMMON STOCK                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     11638 | NS      | $441662.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                                                | AVNET INC COMMON STOCK USD1.0                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     13691 | NS      | $726718.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical Inc.                                                        | AVITA MEDICAL INC COMMON STOCK                           | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4717 | NS      | $24952.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Holdings PLC                                                         | HSBC HOLDINGS PLC COMMON STOCK USD.5                     | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |   2050593 | NS      | $24804342.43  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc.                                                 | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4739 | NS      | $330260.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                                               | AXOGEN INC COMMON STOCK USD.01                           | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6686 | NS      | $72543.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                                                      | AXON ENTERPRISE INC COMMON STOCK USD.00001               | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5222 | NS      | $4323502.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                                                  | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      5976 | NS      | $623834.64    | 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        |      7614 | NS      | $578968.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                                   | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     50514 | NS      | $4602330.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                                  | BANK OZK COMMON STOCK                                    | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17249 | NS      | $811737.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                                           | BANKUNITED INC COMMON STOCK USD.01                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     10805 | NS      | $384549.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                                               | BANK7 CORP COMMON STOCK USD.01                           | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $29824.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                                        | BANNER CORP COMMON STOCK USD.01                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4860 | NS      | $311769.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                                             | BANKWELL FINANCIAL GROUP INC COMMON STOCK                | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1124 | NS      | $40497.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                                     | BAR HARBOR BANKSHARES COMMON STOCK USD2.0                | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2491 | NS      | $74630.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                                              | ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568       | CUSIP: 067312900<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     37815 | NS      | $1068437.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                                               | PEARSON PLC COMMON STOCK GBP.25                          | CUSIP: 067760009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     69291 | NS      | $1020724.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes and Noble Education Inc.                                           | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01       | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      2280 | NS      | $26835.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                                            | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01        | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3676 | NS      | $153252.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                                                  | BATH and BODY WORKS INC COMMON STOCK USD.5               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     34777 | NS      | $1041918.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Public Limited Company                                         | PRUDENTIAL PLC COMMON STOCK GBP.05                       | CUSIP: 070995006<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |    302748 | NS      | $3789266.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                 | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     36233 | NS      | $1097135.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                         | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    130947 | NS      | $7621647.88   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCom Corp                                                               | BAYCOM CORP COMMON STOCK                                 | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $52482.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                                                    | BEAM THERAPEUTICS INC COMMON STOCK USD.01                | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14212 | NS      | $241746.12    | 0.00%             |  |  |  | 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        |      4394 | NS      | $98293.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                                              | BECTON DICKINSON and CO COMMON STOCK USD1.0              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     20236 | NS      | $3485651.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                                             | BEL FUSE INC COMMON STOCK USD.1                          | CUSIP: 077347201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $23271.15     | 0.00%             |  |  |  | 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        |      1530 | NS      | $149465.70    | 0.00%             |  |  |  | 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        |      7148 | NS      | $178985.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation                                                         | BERRY CORP COMMON STOCK USD.001                          | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12852 | NS      | $35600.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                                         | BEST BUY CO INC COMMON STOCK USD.1                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     13601 | NS      | $913035.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc.                                                         | BETA BIONICS INC COMMON STOCK USD.0001                   | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2068 | NS      | $30110.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1              | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   6978833 | NS      | $7338351.37   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Beyond Meat Inc.                                                          | BEYOND MEAT INC COMMON STOCK USD.0001                    | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11557 | NS      | $40333.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc.                                                            | BGC GROUP INC COMMON STOCK USD.01                        | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52828 | NS      | $540430.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc.                                                  | BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 08975B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42838 | NS      | $290870.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BigCommerce Holdings Inc.                                                 | BIGCOMMERCE HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10208 | NS      | $51040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                                                     | BIGLARI HOLDINGS INC COMMON STOCK                        | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $30389.84     | 0.00%             |  |  |  | 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        |     15475 | NS      | $715873.50    | 0.01%             |  |  |  | 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        |      3037 | NS      | $732888.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                                             | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     31039 | NS      | $278109.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                                        | CORVEL CORP COMMON STOCK USD.0001                        | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4309 | NS      | $442879.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                                          | DOLLAR TREE INC COMMON STOCK USD.01                      | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     13947 | NS      | $1381310.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     60211 | NS      | $3403125.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                                       | DOMINO'S PIZZA INC COMMON STOCK USD.01                   | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $1089550.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC.                                                                 | DOMO INC COMMON STOCK USD.001                            | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5283 | NS      | $73803.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                                                    | DONALDSON CO INC COMMON STOCK USD5.0                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     19513 | NS      | $1353226.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                                                        | DONEGAL GROUP INC COMMON STOCK USD.01                    | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2774 | NS      | $55549.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc.                                        | DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01        | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3929 | NS      | $242222.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                                             | DOORDASH INC COMMON STOCK USD.00001                      | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24208 | NS      | $5967514.08   | 0.09%             |  |  |  | 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        |      4086 | NS      | $501229.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                                                       | DOUGLAS EMMETT INC REIT USD.01                           | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23480 | NS      | $353139.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                                                     | DOUGLAS DYNAMICS INC COMMON STOCK USD.01                 | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $99844.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                                                      | DOUGLAS ELLIMAN INC COMMON STOCK                         | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11489 | NS      | $26654.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                         | DOVER CORP COMMON STOCK USD1.0                           | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      9680 | NS      | $1773666.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                              | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49908 | NS      | $1321563.84   | 0.02%             |  |  |  | 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        |      4634 | NS      | $116452.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                                              | DROPBOX INC COMMON STOCK USD.00001                       | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32035 | NS      | $916201.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc.                                               | DRIVEN BRANDS HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9025 | NS      | $158479.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                                     | DUCOMMUN INC COMMON STOCK USD.01                         | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      2055 | NS      | $169804.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP COMMON STOCK USD.001                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     54881 | NS      | $6475958.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc.                                                               | ARHAUS INC COMMON STOCK USD.001                          | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7928 | NS      | $68735.76     | 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        |     12273 | NS      | $51914.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc.                                                    | ARLO TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14760 | NS      | $250329.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                                            | ARMADA HOFFLER PROPERTIES INC REIT USD.01                | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     11328 | NS      | $77823.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                                              | ARMOUR RESIDENTIAL REIT INC REIT USD.0001                | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     11892 | NS      | $199904.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc.                                                   | ARRAY TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22942 | NS      | $135357.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc.                                                   | ARRIVENT BIOPHARMA INC COMMON STOCK USD.0001             | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3656 | NS      | $79591.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                                                    | ARROW ELECTRONICS INC COMMON STOCK USD1.0                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      8469 | NS      | $1079204.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                                               | ARROW FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2767 | NS      | $73104.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                                            | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     17906 | NS      | $282914.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc.                                                              | ARTERIS INC COMMON STOCK USD.001                         | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4654 | NS      | $44352.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                                    | ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01       | CUSIP: 04316A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9079 | NS      | $402472.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                                              | ARVINAS INC COMMON STOCK USD.001                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9934 | NS      | $73114.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                                                | ASANA INC COMMON STOCK USD.00001                         | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13925 | NS      | $187987.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01          | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2890 | NS      | $689380.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                                              | ASHLAND INC COMMON STOCK                                 | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7460 | NS      | $375088.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc.                                                       | ASPEN AEROGELS INC COMMON STOCK USD.00001                | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10113 | NS      | $59868.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                       | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                   | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     90766 | NS      | $3586176.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                      | ASSOCIATED BANC-CORP COMMON STOCK USD.01                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     50103 | NS      | $1222012.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                             | ASSURANT INC COMMON STOCK USD.01                         | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      3580 | NS      | $707014.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc.                                                 | ATEA PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13390 | NS      | $48204.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                                               | ATKORE INC COMMON STOCK USD.01                           | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5054 | NS      | $356559.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                                              | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1499 | NS      | $73765.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                                              | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6363 | NS      | $297597.51    | 0.00%             |  |  |  | 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        |     20951 | NS      | $655347.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                                           | ATLANTICUS HOLDINGS CORP COMMON STOCK                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $47796.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                                                  | ATMOS ENERGY CORP COMMON STOCK                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     11215 | NS      | $1728343.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.                                        | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12218 | NS      | $444979.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                              | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     31310 | NS      | $1721110.70   | 0.02%             |  |  |  | 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        |      5712 | NS      | $123036.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                                               | BIOGEN INC COMMON STOCK USD.0005                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     10346 | NS      | $1299354.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                                    | BIO-TECHNE CORP COMMON STOCK USD.01                      | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11069 | NS      | $569500.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                                            | BIOVENTUS INC COMMON STOCK USD.001                       | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7267 | NS      | $48107.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                                                     | BJ'S RESTAURANTS INC COMMON STOCK                        | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3160 | NS      | $140936.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                                                   | BLACK HILLS CORP COMMON STOCK USD1.0                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     22253 | NS      | $1248393.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Nephew plc                                                      | SMITH and NEPHEW PLC COMMON STOCK USD.2                  | CUSIP: 092232909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     96551 | NS      | $1478603.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                           | BLACKSTONE INC COMMON STOCK USD.00001                    | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51518 | NS      | $7706062.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                                                   | BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001            | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4221 | NS      | $86868.18     | 0.00%             |  |  |  | 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        |     10081 | NS      | $40626.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                                                      | BLOOMIN' BRANDS INC COMMON STOCK USD.01                  | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     12533 | NS      | $107909.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                                                     | BLUE BIRD CORP COMMON STOCK USD.0001                     | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      4762 | NS      | $205527.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                                      | BLUE FOUNDRY BANCORP COMMON STOCK USD.01                 | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3929 | NS      | $37600.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc.                                                | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0            | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10349 | NS      | $37152.91     | 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        |      1149 | NS      | $85462.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                                           | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001            | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9435 | NS      | $1209378.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                        | BOEING CO/THE COMMON STOCK USD5.0                        | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     53238 | NS      | $11154958.14  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                                     | BOISE CASCADE CO COMMON STOCK USD.01                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5588 | NS      | $485150.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                     | BOOKING HOLDINGS INC COMMON STOCK USD.008                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2298 | NS      | $13303673.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                           | ASTRAZENECA PLC COMMON STOCK USD.25                      | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    179917 | NS      | $25038893.29  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc.                                                   | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4553 | NS      | $692056.00    | 0.01%             |  |  |  | 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        |      1344 | NS      | $256448.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                                                  | BOSTON OMAHA CORP COMMON STOCK                           | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3650 | NS      | $51246.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                                                  | BXP INC REIT USD.01                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     10284 | NS      | $693861.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                             | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    104458 | NS      | $11219833.78  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango ORE Inc.                                                         | CONTANGO ORE INC COMMON STOCK USD.001                    | CUSIP: 21077F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1418 | NS      | $27622.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                                                 | COOPER COS INC/THE COMMON STOCK USD.1                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     14120 | NS      | $1004779.20   | 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        |      2606 | NS      | $56029.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                                               | COPART INC COMMON STOCK                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     62073 | NS      | $3045922.11   | 0.04%             |  |  |  | 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        |     19635 | NS      | $1010809.80   | 0.01%             |  |  |  | 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        |      1883 | NS      | $36662.01     | 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        |      1347 | NS      | $29458.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                                          | FOUR CORNERS PROPERTY TRUST IN REIT USD.0001             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     14904 | NS      | $401066.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc.                                            | FRANKLIN BSP REALTY TRUST INC REIT USD.01                | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12252 | NS      | $130973.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                                        | FRANKLIN COVEY CO COMMON STOCK USD.05                    | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $43061.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co. Inc.                                                | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1              | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      5850 | NS      | $524979.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corporation                                   | FRANKLIN FINANCIAL SERVICES CO COMMON STOCK USD1.0       | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $24064.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                                                   | FRANKLIN RESOURCES INC COMMON STOCK USD.1                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     21893 | NS      | $522148.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Street Properties Corp.                                          | FRANKLIN STREET PROPERTIES COR REIT USD.0001             | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     14135 | NS      | $23181.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                     | FREEPORT-MCMORAN INC COMMON STOCK USD.1                  | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101405 | NS      | $4395906.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc.                                                | FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0            | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      1139 | NS      | $25866.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                                           | FRESHWORKS INC COMMON STOCK USD.00001                    | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30109 | NS      | $448925.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc.                                                            | T1 ENERGY INC COMMON STOCK USD.0001                      | CUSIP: 35834F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17547 | NS      | $21582.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontdoor Inc.                                                            | FRONTDOOR INC COMMON STOCK USD.01                        | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10978 | NS      | $647043.32    | 0.01%             |  |  |  | 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        |     36363 | NS      | $1323613.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc.                                              | FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13115 | NS      | $47607.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc.                                                       | FRONTVIEW REIT INC REIT USD.01                           | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2798 | NS      | $33576.00     | 0.00%             |  |  |  | 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        |     14841 | NS      | $91568.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc.                                                               | FUBOTV INC COMMON STOCK                                  | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49619 | NS      | $191529.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulcrum Therapeutics Inc.                                                 | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8171 | NS      | $56216.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                                                     | FULGENT GENETICS INC COMMON STOCK USD.0001               | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $64391.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc.                                                          | FVCBANKCORP INC COMMON STOCK USD.01                      | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2783 | NS      | $32839.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                                          | GATX CORP COMMON STOCK USD.625                           | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     11108 | NS      | $1705744.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                                        | GEO GROUP INC/THE COMMON STOCK USD.01                    | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20205 | NS      | $483909.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc.                                             | GBANK FINANCIAL HOLDINGS INC COMMON STOCK                | CUSIP: 36166F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $49998.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                                  | G-III APPAREL GROUP LTD COMMON STOCK USD.01              | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5837 | NS      | $130748.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                                  | GMS INC COMMON STOCK USD.01                              | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5681 | NS      | $617808.75    | 0.01%             |  |  |  | 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        |     18681 | NS      | $909764.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                                           | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01       | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32330 | NS      | $2394683.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher and Co.                                               | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     18082 | NS      | $5788409.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                                        | GAMING AND LEISURE PROPERTIES REIT                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     44871 | NS      | $2094578.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                                            | GAMESTOP CORP COMMON STOCK USD.001                       | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     66456 | NS      | $1620861.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co. Inc.                                                          | GANNETT CO INC COMMON STOCK USD.01                       | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     21669 | NS      | $77575.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                                              | GAP INC/THE COMMON STOCK USD.05                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     36277 | NS      | $791201.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc.                                                       | GARRETT MOTION INC COMMON STOCK USD.001                  | CUSIP: 366505105<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     19026 | NS      | $199963.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                                              | GARTNER INC COMMON STOCK USD.0005                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      5434 | NS      | $2196531.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC.                                                           | GE VERNOVA INC COMMON STOCK USD.01                       | CUSIP: 36828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19271 | NS      | $10197249.65  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                                        | GCM GROSVENOR INC COMMON STOCK USD.0001                  | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7235 | NS      | $83636.60     | 0.00%             |  |  |  | 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        |      1670 | NS      | $23380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                                     | GENERAC HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4172 | NS      | $597472.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                                              | GENESCO INC COMMON STOCK USD1.0                          | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1720 | NS      | $33866.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                                        | GENTEX CORP COMMON STOCK USD.06                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     36703 | NS      | $807098.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                                         | GENIE ENERGY LTD COMMON STOCK                            | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3283 | NS      | $88247.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                     | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $1188838.00   | 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        |     59817 | NS      | $465376.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                                     | GENTHERM INC COMMON STOCK                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      4635 | NS      | $131124.15    | 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        |      5531 | NS      | $212998.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                                         | GERON CORP COMMON STOCK USD.001                          | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91446 | NS      | $128938.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc.                                                | GETTY IMAGES HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18165 | NS      | $30153.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                                        | GETTY REALTY CORP REIT USD.01                            | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7774 | NS      | $214873.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                                                 | GEVO INC COMMON STOCK                                    | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     35200 | NS      | $46464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                                                 | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4436 | NS      | $261724.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     87829 | NS      | $9737601.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc.                                             | GINKGO BIOWORKS HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5858 | NS      | $65902.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                                                      | GLACIER BANCORP INC COMMON STOCK USD.01                  | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36065 | NS      | $1553680.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                                          | GLADSTONE COMMERCIAL CORP REIT USD.001                   | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6752 | NS      | $96756.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                                                | GLADSTONE LAND CORP REIT USD.001                         | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5469 | NS      | $55619.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                                       | GLAUKOS CORP COMMON STOCK USD.001                        | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8248 | NS      | $851935.92    | 0.01%             |  |  |  | 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        |     14948 | NS      | $94172.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc.                                               | GLOBAL WATER RESOURCES INC COMMON STOCK USD.01           | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2806 | NS      | $28593.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                                                  | GLOBAL MEDICAL REIT INC REIT                             | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     10511 | NS      | $72841.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                                            | FERROGLOBE PLC COMMON STOCK USD7.5                       | CUSIP: 37954N206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18423 | NS      | $67612.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                                       | GLOBUS MEDICAL INC COMMON STOCK USD.001                  | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18441 | NS      | $1088387.82   | 0.02%             |  |  |  | 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        |      5828 | NS      | $724362.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                                              | GODADDY INC COMMON STOCK USD.001                         | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10061 | NS      | $1811583.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                                                 | GOGO INC COMMON STOCK USD.0001                           | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     10304 | NS      | $151262.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                                                 | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01             | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      2881 | NS      | $84787.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                                              | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     21665 | NS      | $15333403.75  | 0.22%             |  |  |  | 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        |     85185 | NS      | $883368.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc.                                                  | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01              | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3529 | NS      | $372344.79    | 0.01%             |  |  |  | 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        |      3272 | NS      | $120147.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc.                                                         | GOSSAMER BIO INC COMMON STOCK USD.0001                   | CUSIP: 38341P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29440 | NS      | $36211.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                                                | GRACO INC COMMON STOCK USD1.0                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     27287 | NS      | $2345863.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corporation                                                        | GRAHAM CORP COMMON STOCK USD.1                           | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $78522.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                                                   | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                   | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $965093.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales                                                                    | THALES SA COMMON STOCK EUR3.0                            | CUSIP: 416279008<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10753 | NS      | $3175087.53   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                         | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     18887 | NS      | $3234142.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                         | HARTFORD INSURANCE GROUP INC/T COMMON STOCK USD.01       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     20061 | NS      | $2545139.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                                              | CARLSBERG AS COMMON STOCK DKK20.0                        | CUSIP: 416921005<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     11084 | NS      | $1570417.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc.                                                               | HASBRO INC COMMON STOCK USD.5                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      9300 | NS      | $686526.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                                              | HAWKINS INC COMMON STOCK USD.01                          | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      2892 | NS      | $410953.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawthorn Bancshares Inc.                                                  | HAWTHORN BANCSHARES INC COMMON STOCK USD1.0              | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $28236.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                                            | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01        | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10925 | NS      | $164202.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                                     | WEC ENERGY GROUP INC COMMON STOCK USD.01                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     22533 | NS      | $2347938.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                                                             | WK KELLOGG CO COMMON STOCK USD.0001                      | CUSIP: 92942W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9235 | NS      | $147205.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corporation                                               | WABASH NATIONAL CORP COMMON STOCK USD.01                 | CUSIP: 929566107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6431 | NS      | $68361.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                           | WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     12083 | NS      | $2529576.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                                              | WALMART INC COMMON STOCK USD.1                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    305053 | NS      | $29828082.34  | 0.43%             |  |  |  | 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        |     50676 | NS      | $581760.48    | 0.01%             |  |  |  | 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        |      4846 | NS      | $341546.08    | 0.00%             |  |  |  | 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        |      7728 | NS      | $354174.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                                                 | WAFD INC COMMON STOCK USD1.0                             | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11817 | NS      | $346001.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                          | ELME COMMUNITIES REIT USD.01                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     13009 | NS      | $206843.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                                             | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625       | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      3011 | NS      | $85151.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                                     | WASTE MANAGEMENT INC COMMON STOCK USD.01                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     25855 | NS      | $5916141.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                        | WATERS CORP COMMON STOCK USD.01                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      4202 | NS      | $1466666.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc.                                                 | WATERSTONE FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 94188P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $42465.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                                               | WATSCO INC COMMON STOCK USD.5                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5696 | NS      | $2515467.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                                             | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1          | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      8495 | NS      | $2088835.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc.                                               | CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01           | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       598 | NS      | $63932.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                                                     | WAYSTAR HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13449 | NS      | $549660.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                                                 | WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001          | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8803 | NS      | $73240.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                                             | WEBSTER FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     27466 | NS      | $1499643.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBTOON Entertainment Inc.                                                | WEBTOON ENTERTAINMENT INC COMMON STOCK                   | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3109 | NS      | $28229.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc.                                                         | WEIS MARKETS INC COMMON STOCK                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2496 | NS      | $180935.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO COMMON STOCK USD1.666                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    229766 | NS      | $18408851.92  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                                            | WELLTOWER INC REIT USD1.0                                | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43865 | NS      | $6743366.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                                       | WENDY'S CO/THE COMMON STOCK USD.1                        | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26335 | NS      | $300745.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                                                   | WERNER ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      8810 | NS      | $241041.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorporation                                                | WESTAMERICA BANCORP COMMON STOCK                         | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3717 | NS      | $180051.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                                           | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001           | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     17797 | NS      | $1387810.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                               | WESTERN DIGITAL CORP COMMON STOCK USD.01                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     24633 | NS      | $1576265.67   | 0.02%             |  |  |  | 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        |      3814 | NS      | $35203.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                                                 | WESTERN UNION CO/THE COMMON STOCK USD.01                 | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     53963 | NS      | $454368.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                                      | WESTLAKE CORP COMMON STOCK USD.01                        | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      5444 | NS      | $413362.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Company                                                   | WESTROCK COFFEE CO COMMON STOCK                          | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5949 | NS      | $34087.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westwood Holdings Group Inc.                                              | WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01          | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $27081.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                                                  | WEX INC COMMON STOCK USD.01                              | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      5591 | NS      | $821261.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                                          | WEYCO GROUP INC COMMON STOCK USD1.0                      | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       903 | NS      | $29943.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                      | WEYERHAEUSER CO REIT USD1.25                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     51211 | NS      | $1315610.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                                     | WHIRLPOOL CORP COMMON STOCK USD1.0                       | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      9079 | NS      | $920792.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                           | WHITESTONE REIT REIT USD.001                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6550 | NS      | $81744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc.                                                         | WIDEOPENWEST INC COMMON STOCK USD.01                     | CUSIP: 96758W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8686 | NS      | $35265.16     | 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        |      6070 | NS      | $270904.10    | 0.00%             |  |  |  | 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        |      2072 | NS      | $129520.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                                               | WILLIAMS COS INC/THE COMMON STOCK USD1.0                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     86211 | NS      | $5414912.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                                      | WILLIAMS-SONOMA INC COMMON STOCK USD.01                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      8680 | NS      | $1418051.60   | 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        |       542 | NS      | $77386.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                                           | WISDOMTREE INC COMMON STOCK USD.01                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     17791 | NS      | $204774.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc.                                                 | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     11971 | NS      | $216435.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                 | WOODSIDE ENERGY GROUP LTD COMMON STOCK                   | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    220309 | NS      | $3403093.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HomeStreet Inc.                                                           | HOMESTREET INC COMMON STOCK                              | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2876 | NS      | $37589.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                                                 | HOMETRUST BANCSHARES INC COMMON STOCK                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2687 | NS      | $100520.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                        | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    102861 | NS      | $1723950.36   | 0.02%             |  |  |  | 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        |      2770 | NS      | $668844.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                                               | HURON CONSULTING GROUP INC COMMON STOCK USD.01           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      2519 | NS      | $346463.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                                   | IDEXX LABORATORIES INC COMMON STOCK USD.1                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      5678 | NS      | $3045338.52   | 0.04%             |  |  |  | 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        |      6179 | NS      | $388566.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                                              | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0             | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3278 | NS      | $106239.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                                     | INDUSTRIAL LOGISTICS PROPERTIE REIT USD.01               | CUSIP: 456237106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8438 | NS      | $38392.90     | 0.00%             |  |  |  | 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        |      4707 | NS      | $46928.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| i3 Verticals Inc.                                                         | I3 VERTICALS INC COMMON STOCK USD.0001                   | CUSIP: 46571Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3512 | NS      | $96509.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                                                | ITRON INC COMMON STOCK                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      6690 | NS      | $880604.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                                                     | JELD-WEN HOLDING INC COMMON STOCK USD.01                 | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13778 | NS      | $54009.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE Aktiengesellschaft                                                    | RWE AG COMMON STOCK                                      | CUSIP: 476896907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     73361 | NS      | $3065624.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                               | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                 | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     47864 | NS      | $202464.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                                                     | JBT MAREL CORP COMMON STOCK USD.01                       | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      7697 | NS      | $925641.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Company Limited                                         | MITSUBISHI ESTATE CO LTD COMMON STOCK                    | CUSIP: 659672000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    123363 | NS      | $2312700.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                    | MITSUBISHI CORP COMMON STOCK                             | CUSIP: 659678007<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    396707 | NS      | $7926951.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                           | MITSUBISHI ELECTRIC CORP COMMON STOCK                    | CUSIP: 659704001<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    220673 | NS      | $4746448.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK              | CUSIP: 659706006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    371869 | NS      | $9305790.46   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc.                                                             | WOODWARD INC COMMON STOCK USD.001455                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      9714 | NS      | $2380804.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                                              | WORKDAY INC COMMON STOCK USD.001                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     15296 | NS      | $3671040.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | NISSAN MOTOR CO LTD COMMON STOCK                         | CUSIP: 664286002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    258556 | NS      | $625596.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                      | NOMURA HOLDINGS INC COMMON STOCK                         | CUSIP: 664310000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    348712 | NS      | $2297907.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                             | NIPPON YUSEN KK COMMON STOCK                             | CUSIP: 664396009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50815 | NS      | $1828066.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                                  | NITORI HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 664480902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9295 | NS      | $894646.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Workiva Inc.                                                              | WORKIVA INC COMMON STOCK USD.001                         | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7420 | NS      | $507899.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                                              | WORLD ACCEPTANCE CORP COMMON STOCK                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       514 | NS      | $84871.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC RIGHT                                    | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1230 | NS      | $10036.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                                                    | NORWOOD FINANCIAL CORP COMMON STOCK USD.1                | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1151 | NS      | $29672.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                                                  | WORLD KINECT CORP COMMON STOCK USD.01                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      8037 | NS      | $227848.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                                              | WORTHINGTON ENTERPRISES INC COMMON STOCK                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      4728 | NS      | $300889.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc.                                                   | NOVAGOLD RESOURCES INC COMMON STOCK                      | CUSIP: 66987E206<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     37624 | NS      | $153882.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc.                                                              | NOVAVAX INC COMMON STOCK USD.01                          | CUSIP: 670002401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22207 | NS      | $139904.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oak Valley Bancorp.                                                       | OAK VALLEY BANCORP COMMON STOCK                          | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1038 | NS      | $28275.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reece Limited                                                             | REECE LTD COMMON STOCK                                   | CUSIP: 672880002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26233 | NS      | $247879.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worthington Steel Inc.                                                    | WORTHINGTON STEEL INC COMMON STOCK USD.0001              | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4987 | NS      | $148762.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                           | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01       | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12571 | NS      | $1020890.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Company Ltd.                                                        | RICOH CO LTD COMMON STOCK                                | CUSIP: 673822003<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     62801 | NS      | $592678.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                  | CHORD ENERGY CORP WARRANTS CALL EXP 01SEP25              | CUSIP: 674215132<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $297.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                                      | WYNN RESORTS LTD COMMON STOCK USD.01                     | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6214 | NS      | $582065.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                                                  | XPO INC COMMON STOCK USD.001                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     19234 | NS      | $2429061.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                                 | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1              | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     18043 | NS      | $1176976.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                              | UNITED OVERSEAS BANK LTD COMMON STOCK                    | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    146517 | NS      | $4146973.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PJT Partners Inc.                                                         | PJT PARTNERS INC COMMON STOCK USD.01                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      3353 | NS      | $553278.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                                 | PAN AMERICAN SILVER CORP RIGHT                           | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     54671 | NS      | $13394.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                                                 | XPEL INC COMMON STOCK                                    | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3581 | NS      | $128557.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                          | XCEL ENERGY INC COMMON STOCK USD2.5                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     40722 | NS      | $2773168.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels and Resorts Inc.                                             | XENIA HOTELS and RESORTS INC REIT USD.01                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     14990 | NS      | $188424.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                                               | XENCOR INC COMMON STOCK USD.01                           | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     10769 | NS      | $84644.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corporation                                                  | XOMA ROYALTY CORP COMMON STOCK USD.0005                  | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |      1281 | NS      | $32281.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                                                | XYLEM INC/NY COMMON STOCK                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     17182 | NS      | $2222663.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                                              | XOMETRY INC COMMON STOCK USD.000001                      | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6455 | NS      | $218114.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                                                | XPERI INC COMMON STOCK USD.001                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6937 | NS      | $54871.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc.                                                  | Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5459 | NS      | $24620.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                                                 | YELP INC COMMON STOCK USD.000001                         | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9072 | NS      | $310897.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                                                 | YEXT INC COMMON STOCK USD.001                            | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15885 | NS      | $135022.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                                                        | YETI HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13521 | NS      | $426181.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                                                    | YORK WATER CO/THE COMMON STOCK                           | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2373 | NS      | $74986.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                                          | YUM! BRANDS INC COMMON STOCK                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     19626 | NS      | $2908180.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZimVie Inc.                                                               | ZIMVIE INC COMMON STOCK USD.01                           | CUSIP: 98888T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $42149.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                                            | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3591 | NS      | $1107320.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc.                                                      | ZENAS BIOPHARMA INC COMMON STOCK USD.0001                | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2577 | NS      | $24971.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                                | ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001           | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27886 | NS      | $431954.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                                               | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     13970 | NS      | $1274203.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                                   | COPT DEFENSE PROPERTIES REIT USD.01                      | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     35019 | NS      | $965824.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                                       | CORSAIR GAMING INC COMMON STOCK                          | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7081 | NS      | $66773.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                                              | CORTEVA INC COMMON STOCK USD.01                          | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48166 | NS      | $3589811.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc.                                                                  | 8X8 INC COMMON STOCK USD.001                             | CUSIP: 282914100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20861 | NS      | $40887.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc.                                                           | ELECTROMED INC COMMON STOCK USD.01                       | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $25728.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                      | ELECTRONIC ARTS INC COMMON STOCK USD.01                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     16112 | NS      | $2573086.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                                                  | ELLINGTON FINANCIAL INC REIT                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     13159 | NS      | $170935.41    | 0.00%             |  |  |  | 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        |      5374 | NS      | $296107.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation                                    | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001     | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     10914 | NS      | $25320.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                                                  | ENTRADA THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3696 | NS      | $24837.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                                         | EPAM SYSTEMS INC COMMON STOCK USD.001                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      4000 | NS      | $707280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                                    | ESSENTIAL PROPERTIES REALTY TR REIT USD.01               | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29004 | NS      | $925517.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                                                  | ESSENTIAL UTILITIES INC COMMON STOCK USD.5               | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42108 | NS      | $1563891.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                                                 | ESSEX PROPERTY TRUST INC REIT USD.0001                   | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4546 | NS      | $1288336.40   | 0.02%             |  |  |  | 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        |      3650 | NS      | $101652.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                                                 | EVGO INC COMMON STOCK USD.0001                           | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19325 | NS      | $70536.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc.                                                    | EXCELERATE ENERGY INC COMMON STOCK USD.001               | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3431 | NS      | $100596.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                                        | EXELON CORP COMMON STOCK                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     71279 | NS      | $3094934.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                                             | EXELIXIS INC COMMON STOCK USD.001                        | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44524 | NS      | $1962395.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                    | FAIR ISAAC CORP COMMON STOCK USD.01                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1719 | NS      | $3142263.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc.                                  | FARADAY FUTURE INTELLIGENT ELE COMMON STOCK USD.0001     | CUSIP: 307359885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13447 | NS      | $22590.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers and Merchants Bancorp Inc.                                        | FARMERS and MERCHANTS BANCORP IN COMMON STOCK            | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1954 | NS      | $49397.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                              | BT GROUP PLC COMMON STOCK GBP.05                         | CUSIP: 309135903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    693165 | NS      | $1845704.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Farmers National Banc Corp.                                               | FARMERS NATIONAL BANC CORP COMMON STOCK                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $88256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc.                                                    | FARMLAND PARTNERS INC REIT USD.01                        | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      6089 | NS      | $70084.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                                                    | FARO TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2847 | NS      | $125040.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                 | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0        | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1378 | NS      | $267717.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                              | BARCLAYS PLC COMMON STOCK GBP.25                         | CUSIP: 313486904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1659387 | NS      | $7667638.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | FEDERAL REALTY INVESTMENT TRUS REIT USD.01               | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5481 | NS      | $520640.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                                                | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      8835 | NS      | $940220.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                                     | FEDERATED HERMES INC COMMON STOCK                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     12320 | NS      | $546022.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc.                                                           | FB BANCORP INC COMMON STOCK USD.01                       | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2554 | NS      | $28732.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                         | FEDEX CORP COMMON STOCK USD.1                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     15564 | NS      | $3537852.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fennec Pharmaceuticals Inc.                                               | FENNEC PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 31447P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4013 | NS      | $33307.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                                                   | F5 INC COMMON STOCK                                      | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4055 | NS      | $1193467.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity D and D Bancorp Inc.                                             | FIDELITY DandD BANCORP INC COMMON STOCK                  | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $35006.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.                               | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     37096 | NS      | $3019985.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                                          | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     42597 | NS      | $2387987.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                        | INTERTEK GROUP PLC COMMON STOCK GBP.01                   | CUSIP: 316383900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18578 | NS      | $1210143.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | FIFTH THIRD BANCORP COMMON STOCK                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     47129 | NS      | $1938415.77   | 0.03%             |  |  |  | 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        |      3163 | NS      | $81225.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                                               | FIRST ADVANTAGE CORP COMMON STOCK USD.001                | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11832 | NS      | $196529.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                                      | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     16800 | NS      | $1031352.00   | 0.01%             |  |  |  | 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        |      1783 | NS      | $45306.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                                            | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1             | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     23299 | NS      | $485318.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation                                  | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0       | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15348 | NS      | $249098.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corporation                                               | FIRST COMMUNITY CORP/SC COMMON STOCK USD1.0              | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      1224 | NS      | $29841.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                                           | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0       | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $98943.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                                  | FIRST FINANCIAL BANCORP COMMON STOCK                     | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13541 | NS      | $328504.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                                           | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     40902 | NS      | $1471653.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                                               | FIRST FINANCIAL CORP COMMON STOCK                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1684 | NS      | $91255.96     | 0.00%             |  |  |  | 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        |      1060 | NS      | $593.60       | 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        |      9867 | NS      | $50321.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                                 | FIRST HORIZON CORP COMMON STOCK USD.625                  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     82814 | NS      | $1755656.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.                                        | FIRST INDUSTRIAL REALTY TRUST REIT USD.01                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21616 | NS      | $1040378.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                                    | FIRST INTERNET BANCORP COMMON STOCK                      | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $34620.30     | 0.00%             |  |  |  | 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        |     12541 | NS      | $361431.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                                               | FIRST MERCHANTS CORP COMMON STOCK                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      8539 | NS      | $327043.70    | 0.00%             |  |  |  | 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        |      3293 | NS      | $123454.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT plc                                                                  | NEXT PLC COMMON STOCK GBP.1                              | CUSIP: 320898901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13543 | NS      | $2313060.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First National Corporation                                                | FIRST NATIONAL CORP/VA COMMON STOCK USD1.25              | CUSIP: 32106V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1307 | NS      | $25447.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                            | KINGFISHER PLC COMMON STOCK GBP.157143                   | CUSIP: 331952903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    206901 | NS      | $826278.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Savings Financial Group Inc.                                        | FIRST SAVINGS FINANCIAL GROUP COMMON STOCK USD.01        | CUSIP: 33621E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $23913.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                                          | FIRST SOLAR INC COMMON STOCK USD.001                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      7572 | NS      | $1253468.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                                                  | FIRSTSUN CAPITAL BANCORP COMMON STOCK                    | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1896 | NS      | $65886.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                                                   | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12137 | NS      | $1640194.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                               | FISERV INC COMMON STOCK USD.01                           | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     39146 | NS      | $6749161.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                         | FIRSTENERGY CORP COMMON STOCK USD.1                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     36266 | NS      | $1460069.16   | 0.02%             |  |  |  | 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        |      8989 | NS      | $1179177.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                                                | FIVE9 INC COMMON STOCK USD.001                           | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11256 | NS      | $298058.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                                         | FIVE STAR BANCORP COMMON STOCK                           | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2718 | NS      | $77571.72     | 0.00%             |  |  |  | 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        |       663 | NS      | $23887.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor and Decor Holdings Inc.                                             | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17568 | NS      | $1334465.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc.                                                      | FLOWCO HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2985 | NS      | $53162.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc.                                                    | FLOTEK INDUSTRIES INC COMMON STOCK USD.0001              | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      2234 | NS      | $32973.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                                                 | GRAIL INC COMMON STOCK                                   | CUSIP: 384747101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4517 | NS      | $232264.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger Inc.                                                        | WW GRAINGER INC COMMON STOCK USD.5                       | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3087 | NS      | $3211220.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc.                                               | GRAND CANYON EDUCATION INC COMMON STOCK USD.01           | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4567 | NS      | $863163.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                                         | GRANITE CONSTRUCTION INC COMMON STOCK USD.01             | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      6417 | NS      | $600053.67    | 0.01%             |  |  |  | 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        |      9129 | NS      | $58151.73     | 0.00%             |  |  |  | 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        |     49266 | NS      | $1038034.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                                           | GRAY MEDIA INC COMMON STOCK                              | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13134 | NS      | $59497.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc.                                                 | RITHM PROPERTY TRUST INC REIT USD.01                     | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |      7829 | NS      | $21138.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation                                   | GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001   | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     10055 | NS      | $122570.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                                             | DUOLINGO INC COMMON STOCK USD.0001                       | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6410 | NS      | $2628228.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                                    | DUPONT DE NEMOURS INC COMMON STOCK USD.01                | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29548 | NS      | $2026697.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                                               | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01           | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1366 | NS      | $80293.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc.                                                | GREENE COUNTY BANCORP INC COMMON STOCK USD.1             | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1239 | NS      | $27530.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                                                | GREIF INC COMMON STOCK                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      7863 | NS      | $511016.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                                                | GREIF INC COMMON STOCK                                   | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       781 | NS      | $53896.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                                               | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001         | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10006 | NS      | $115569.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.                                             | AMERICAN HEALTHCARE REIT INC REIT USD.01                 | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23453 | NS      | $861663.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                                                    | PEAKSTONE REALTY TRUST REIT                              | CUSIP: 39818P799<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5619 | NS      | $74226.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                                       | GRIFFON CORP COMMON STOCK USD.25                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5719 | NS      | $413884.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc.                                                               | GRINDR INC COMMON STOCK USD.0001                         | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5014 | NS      | $113817.80    | 0.00%             |  |  |  | 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        |     14096 | NS      | $175072.32    | 0.00%             |  |  |  | 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        |      1852 | NS      | $808786.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                                              | GROUPON INC COMMON STOCK USD.0001                        | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3715 | NS      | $124266.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                          | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     21985 | NS      | $994265.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guaranty Bancshares Inc.                                                  | GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0           | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1441 | NS      | $61156.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                                 | AIRBUS SE COMMON STOCK EUR1.0                            | CUSIP: 401225909<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     68946 | NS      | $14423549.79  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Guardant Health Inc.                                                      | GUARDANT HEALTH INC COMMON STOCK USD.00001               | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17636 | NS      | $917777.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc.                                           | GUARDIAN PHARMACY SERVICES INC COMMON STOCK USD.01       | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2046 | NS      | $43600.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                                                   | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     13695 | NS      | $3224487.75   | 0.05%             |  |  |  | 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        |      2243 | NS      | $451224.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                   | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0              | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     73047 | NS      | $2607915.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HCI Group Inc.                                                            | HCI GROUP INC COMMON STOCK                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1266 | NS      | $192685.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                                           | HNI CORP COMMON STOCK USD1.0                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6781 | NS      | $333489.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     66560 | NS      | $1628057.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group Inc.                                                    | HACKETT GROUP INC/THE COMMON STOCK USD.001               | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      3999 | NS      | $101654.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                                             | DOXIMITY INC COMMON STOCK USD.001                        | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21796 | NS      | $1336966.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                                                       | D-WAVE QUANTUM INC COMMON STOCK USD.0001                 | CUSIP: 26740W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     42558 | NS      | $623049.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Haemonetics Corporation                                                   | HAEMONETICS CORP COMMON STOCK USD.01                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     15625 | NS      | $1165781.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc.                                             | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     15393 | NS      | $23397.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                                  | GENERALI COMMON STOCK                                    | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    100154 | NS      | $3562629.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                   | L'OREAL SA COMMON STOCK EUR.2                            | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     27898 | NS      | $11950212.63  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries Inc.                                                     | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      4138 | NS      | $1011285.82   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                                            | DYNATRACE INC COMMON STOCK USD.001                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48949 | NS      | $2702474.29   | 0.04%             |  |  |  | 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        |      4690 | NS      | $74242.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                          | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3        | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     31917 | NS      | $16704722.91  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corporation                                          | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001           | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     15758 | NS      | $156319.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                                        | DYNEX CAPITAL INC REIT USD.01                            | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     14997 | NS      | $183263.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                                       | HALLIBURTON CO COMMON STOCK USD2.5                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     60700 | NS      | $1237066.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                                                | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20118 | NS      | $1046538.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                                    | DYNE THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13994 | NS      | $133222.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                                        | ELF BEAUTY INC COMMON STOCK USD.01                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      9208 | NS      | $1145843.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                                     | HAMILTON BEACH BRANDS H COMMON STOCK                     | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $15260.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                                                | HAMILTON LANE INC COMMON STOCK USD.001                   | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7075 | NS      | $1005499.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                     | INTESA SANPAOLO SPA COMMON STOCK                         | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   1755878 | NS      | $10114580.53  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corporation                                               | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     26201 | NS      | $1503937.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                                          | HANESBRANDS INC COMMON STOCK USD.01                      | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     52312 | NS      | $239588.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP S.A.                                                                  | EDP SA COMMON STOCK EUR1.0                               | CUSIP: 410359905<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |    364100 | NS      | $1581751.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Financial Corporation                                               | HANMI FINANCIAL CORP COMMON STOCK USD.001                | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      4549 | NS      | $112269.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                                                      | HARLEY-DAVIDSON INC COMMON STOCK USD.01                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     17851 | NS      | $421283.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                                             | HARMONIC INC COMMON STOCK USD.001                        | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     16780 | NS      | $158906.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc.                                         | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001    | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6534 | NS      | $206474.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc.                                                      | HIGHPEAK ENERGY INC COMMON STOCK USD.0001                | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3097 | NS      | $30350.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand Inc.                                                          | HILLENBRAND INC COMMON STOCK                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     10570 | NS      | $212139.90    | 0.00%             |  |  |  | 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        |      4049 | NS      | $44579.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                                        | EOG RESOURCES INC COMMON STOCK USD.01                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     38536 | NS      | $4609290.96   | 0.07%             |  |  |  | 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        |     29730 | NS      | $212272.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                            | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     16783 | NS      | $4469984.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                  | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     18825 | NS      | $4654481.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                                             | ILLUMINA INC COMMON STOCK USD.01                         | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     25845 | NS      | $2465871.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                           | EQT CORP COMMON STOCK                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     42267 | NS      | $2465011.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                            | EPR PROPERTIES REIT USD.01                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     12419 | NS      | $723530.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corporation                                                          | IMAX CORP COMMON STOCK                                   | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      6409 | NS      | $179195.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Oyj Abp                                                          | WARTSILA OYJ ABP COMMON STOCK                            | CUSIP: 452518905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     58358 | NS      | $1379254.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Bancorp Inc.                                                        | EAGLE BANCORP INC COMMON STOCK USD.01                    | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      4498 | NS      | $87621.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc.                                             | EAGLE FINANCIAL SERVICES INC COMMON STOCK USD2.5         | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $23179.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corporation                                                     | IMMERSION CORP COMMON STOCK USD.001                      | CUSIP: 452521107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4373 | NS      | $34459.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc.                                                          | IMMUNITYBIO INC COMMON STOCK USD.0001                    | CUSIP: 45256X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34339 | NS      | $90654.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Immunome Inc.                                                             | IMMUNOME INC COMMON STOCK USD.0001                       | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11100 | NS      | $103230.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                                           | IMMUNOVANT INC COMMON STOCK USD.0001                     | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10371 | NS      | $165936.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                                               | IMPINJ INC COMMON STOCK USD.001                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3833 | NS      | $425731.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                                        | INCYTE CORP COMMON STOCK USD.001                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     11344 | NS      | $772526.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                                            | INDEPENDENCE REALTY TRUST INC REIT USD.01                | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72155 | NS      | $1276421.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L E Lundbergforetagen AB                                                  | L E LUNDBERGFORETAGEN AB COMMON STOCK                    | CUSIP: 453800005<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8819 | NS      | $440223.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LTC Properties Inc.                                                       | LTC PROPERTIES INC REIT USD.01                           | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      6498 | NS      | $224895.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                                                | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     13200 | NS      | $3311088.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                            | STORA ENSO OYJ COMMON STOCK EUR1.7                       | CUSIP: 507267904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     67577 | NS      | $734669.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA PREFERENCE                         | CUSIP: 507670909<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     19638 | NS      | $1543224.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                      | EAGLE MATERIALS INC COMMON STOCK USD.01                  | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5435 | NS      | $1098467.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                                                    | EAST WEST BANCORP INC COMMON STOCK USD.001               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22502 | NS      | $2272251.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc.                                                 | LARIMAR THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 517125100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $21097.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange                                                                    | ORANGE SA COMMON STOCK EUR4.0                            | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    216054 | NS      | $3290110.66   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Easterly Government Properties Inc.                                       | EASTERLY GOVERNMENT PROPERTIES REIT USD.01               | CUSIP: 27616P301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5579 | NS      | $123853.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc.                                                   | EASTERN BANKSHARES INC COMMON STOCK USD.01               | CUSIP: 27627N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28673 | NS      | $437836.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc.                                        | MARAVAI LIFESCIENCES HOLDINGS COMMON STOCK USD.01        | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19121 | NS      | $46081.61     | 0.00%             |  |  |  | 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        |      3864 | NS      | $118663.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                                                 | EASTGROUP PROPERTIES INC REIT                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      8562 | NS      | $1430881.44   | 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        |      8152 | NS      | $608628.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                                    | MARCUS CORP/THE COMMON STOCK USD1.0                      | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      3679 | NS      | $62027.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol S.A.                                                               | REPSOL SA COMMON STOCK EUR1.0                            | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    134292 | NS      | $1964208.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Kodak Company                                                     | EASTMAN KODAK CO COMMON STOCK USD.01                     | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      9716 | NS      | $54895.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                                                 | EBAY INC COMMON STOCK USD.001                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     32549 | NS      | $2423598.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                                               | MASTEC INC COMMON STOCK USD.1                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     10009 | NS      | $1705833.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                                                   | MASTERCARD INC COMMON STOCK USD.0001                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     57271 | NS      | $32182865.74  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP COMMON STOCK USD.001                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     42016 | NS      | $1163843.20   | 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        |     20472 | NS      | $144532.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc.                                            | MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      2821 | NS      | $52414.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                                          | MASTERBRAND INC COMMON STOCK USD.01                      | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18968 | NS      | $207320.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                                                    | FATE THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 31189P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18789 | NS      | $21043.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                                          | FASTENAL CO COMMON STOCK USD.01                          | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81002 | NS      | $3402084.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                 | ASAHI GROUP HOLDINGS LTD COMMON STOCK                    | CUSIP: 605440007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    167657 | NS      | $2241094.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                   | ASAHI KASEI CORP COMMON STOCK                            | CUSIP: 605460005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    142620 | NS      | $1015277.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks and Spencer Group P.L.C.                                            | MARKS and SPENCER GROUP PLC COMMON STOCK GBP.01          | CUSIP: 312748908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    238462 | NS      | $1160599.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Bancorp                                                             | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5962 | NS      | $262864.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc.                                                                  | AGC INC COMMON STOCK                                     | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     22707 | NS      | $666125.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ASICS Corporation                                                         | ASICS CORP COMMON STOCK                                  | CUSIP: 605737006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     76699 | NS      | $1955852.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Bank                                                                | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01               | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3724 | NS      | $57610.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                                                   | FIRST BUSEY CORP COMMON STOCK USD.001                    | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     12574 | NS      | $287755.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Limited                                                      | CLP HOLDINGS LTD COMMON STOCK                            | CUSIP: 609701909<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    190541 | NS      | $1609262.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc.                                             | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001        | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3381 | NS      | $2472795.78   | 0.04%             |  |  |  | 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        |      1271 | NS      | $64388.86     | 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        |      2808 | NS      | $174292.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARAGON 28 INC COMMON STOCK                                        | CONTRA PARAGON 28 INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6945 | NS      | $625.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Monro Inc.                                                                | MONRO INC COMMON STOCK USD.01                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4647 | NS      | $69286.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corporation                                                  | FIRST UNITED CORP COMMON STOCK USD.01                    | CUSIP: 33741H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $30172.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc.                                         | FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01       | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6121 | NS      | $98180.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Limited                                                     | COMPUTERSHARE LTD COMMON STOCK                           | CUSIP: 618041909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     61046 | NS      | $1601485.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Limited                                                  | SIGMA HEALTHCARE LTD COMMON STOCK                        | CUSIP: 618206908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    535758 | NS      | $1054530.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Western Financial Inc.                                              | FIRST WESTERN FINANCIAL INC COMMON STOCK                 | CUSIP: 33751L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1371 | NS      | $30929.76     | 0.00%             |  |  |  | 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        |      4726 | NS      | $297170.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Company                                             | CENTRAL JAPAN RAILWAY CO COMMON STOCK                    | CUSIP: 618355903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     89632 | NS      | $2003686.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                               | CSL LTD COMMON STOCK                                     | CUSIP: 618549901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     56182 | NS      | $8874540.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK              | CUSIP: 685870008<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     82908 | NS      | $1777828.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                            | SUMITOMO METAL MINING CO LTD COMMON STOCK                | CUSIP: 685884009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28682 | NS      | $706867.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Dot Corporation                                                     | GREEN DOT CORP COMMON STOCK USD.001                      | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8117 | NS      | $87501.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                                         | GREEN PLAINS INC COMMON STOCK USD.001                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     10123 | NS      | $61041.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty and Development Co. Ltd.                                  | SUMITOMO REALTY and DEVELOPMENT COMMON STOCK             | CUSIP: 685890006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35905 | NS      | $1386627.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                               | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    126471 | NS      | $3263800.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Greenbrier Companies Inc.                                             | GREENBRIER COS INC/THE COMMON STOCK                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      4508 | NS      | $207593.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                                 | ADIDAS AG COMMON STOCK                                   | CUSIP: 403197908<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     19841 | NS      | $4631483.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                             | TOYOTA INDUSTRIES CORP COMMON STOCK                      | CUSIP: 690054002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18903 | NS      | $2133443.89   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                 | TOYOTA TSUSHO CORP COMMON STOCK                          | CUSIP: 690058003<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     73945 | NS      | $1674946.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corporation                                                   | HF SINCLAIR CORP COMMON STOCK                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26147 | NS      | $1074118.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                                                        | HBT FINANCIAL INC COMMON STOCK USD.01                    | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $60655.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                           | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |   1099604 | NS      | $18938463.18  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT Media Inc.                                                       | OUTFRONT MEDIA INC REIT USD.01                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     20198 | NS      | $329631.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                                               | QUALYS INC COMMON STOCK USD.001                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     11300 | NS      | $1614431.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation                                      | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      7032 | NS      | $132904.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                                      | QUANTA SERVICES INC COMMON STOCK USD.00001               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     10464 | NS      | $3956229.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Incorporated                                                   | QUANTUM-SI INC COMMON STOCK USD.0001                     | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21331 | NS      | $41808.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc.                                                       | HCA HEALTHCARE INC COMMON STOCK USD.01                   | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12230 | NS      | $4685313.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.                                | HA SUSTAINABLE INFRASTRUCTURE COMMON STOCK USD.01        | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18044 | NS      | $484661.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                                                      | RALLIANT CORP COMMON STOCK USD.01                        | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7999 | NS      | $387887.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                                                  | RALPH LAUREN CORP COMMON STOCK USD.01                    | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2816 | NS      | $772372.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                                          | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01       | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5864 | NS      | $996117.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca S.p.A.                                                         | BPER BANCA SPA COMMON STOCK                              | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    115465 | NS      | $1047992.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramaco Resources Inc.                                                     | RAMACO RESOURCES INC COMMON STOCK                        | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5525 | NS      | $72598.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                                               | RANGE RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     39016 | NS      | $1586780.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc.                                                    | HARBORONE BANCORP INC COMMON STOCK USD.01                | CUSIP: 41165Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6648 | NS      | $77648.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                                          | KKR and CO INC COMMON STOCK USD.01                       | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47793 | NS      | $6357902.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                                               | KADANT INC COMMON STOCK USD.01                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1730 | NS      | $549188.50    | 0.01%             |  |  |  | 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        |      2370 | NS      | $189363.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     63450 | NS      | $17035369.29  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaltura Inc.                                                              | KALTURA INC COMMON STOCK USD.0001                        | CUSIP: 483467106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11121 | NS      | $22353.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                                             | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 483497103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6005 | NS      | $67886.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                      | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    121161 | NS      | $37048562.21  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                               | SWEDBANK AB COMMON STOCK                                 | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     98509 | NS      | $2609140.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Karat Packaging Inc.                                                      | KARAT PACKAGING INC COMMON STOCK USD.001                 | CUSIP: 48563L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1197 | NS      | $33707.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                                        | REDFIN CORP COMMON STOCK                                 | CUSIP: 75737F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18425 | NS      | $206175.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwire Corporation                                                       | REDWIRE CORP COMMON STOCK USD.0001                       | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $82315.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                                   | KB HOME COMMON STOCK USD1.0                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     21895 | NS      | $1159778.15   | 0.02%             |  |  |  | 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        |      9144 | NS      | $59070.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc.                                                        | REDWOOD TRUST INC REIT USD.01                            | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     19670 | NS      | $116249.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre                                                                 | KLEPIERRE SA REIT EUR1.4                                 | CUSIP: 758255905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     24963 | NS      | $987019.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                                                 | KELLANOVA COMMON STOCK USD.25                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     18985 | NS      | $1509877.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                                                       | KELLY SERVICES INC COMMON STOCK USD1.0                   | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4907 | NS      | $57460.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc.                                                       | REMITLY GLOBAL INC COMMON STOCK USD.0001                 | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22953 | NS      | $430827.81    | 0.01%             |  |  |  | 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        |     15301 | NS      | $141687.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                                        | KEMPER CORP COMMON STOCK USD.1                           | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      9821 | NS      | $633847.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc.                                                   | ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 488445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8394 | NS      | $73951.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc.                                                   | SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20390 | NS      | $55664.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SandRidge Energy Inc.                                                     | SANDRIDGE ENERGY INC COMMON STOCK USD.001                | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      5723 | NS      | $61922.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                                           | KENNAMETAL INC COMMON STOCK USD1.25                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     11162 | NS      | $256279.52    | 0.00%             |  |  |  | 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        |     18799 | NS      | $127833.20    | 0.00%             |  |  |  | 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        |      1143 | NS      | $72283.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                            | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      7067 | NS      | $466139.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                                             | TRELLEBORG AB COMMON STOCK SEK25.0                       | CUSIP: 490238003<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     23484 | NS      | $874804.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                               | KENVUE INC COMMON STOCK USD.01                           | CUSIP: 49177J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135559 | NS      | $2837249.87   | 0.04%             |  |  |  | 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        |      9605 | NS      | $28238.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc.                                                  | SOLENO THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 834203309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5941 | NS      | $497736.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc.                                                    | SOLID BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9993 | NS      | $48665.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc.                                                          | SOLID POWER INC COMMON STOCK USD.0001                    | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22664 | NS      | $49634.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Keros Therapeutics Inc.                                                   | KEROS THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $68085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc.                                          | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01       | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5230 | NS      | $155278.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                                     | SOLVENTUM CORP COMMON STOCK                              | CUSIP: 83444M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9773 | NS      | $741184.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                                                     | SONIC AUTOMOTIVE INC COMMON STOCK USD.01                 | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2184 | NS      | $174567.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co. Ltd.                                                            | EISAI CO LTD COMMON STOCK                                | CUSIP: 630720001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30455 | NS      | $874680.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                        | ELBIT SYSTEMS LTD COMMON STOCK ILS1.0                    | CUSIP: 630891901<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3112 | NS      | $1386188.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                   | SONOCO PRODUCTS CO COMMON STOCK                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     16103 | NS      | $701446.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                                                | SONOS INC COMMON STOCK USD.001                           | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17791 | NS      | $192320.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sbi Holdings Inc.                                                         | SBI HOLDINGS INC COMMON STOCK                            | CUSIP: 630946903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31634 | NS      | $1102290.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc.                                                               | NASDAQ INC COMMON STOCK USD.01                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     29186 | NS      | $2609812.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                                                     | SOTERA HEALTH CO COMMON STOCK USD.01                     | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25026 | NS      | $278289.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                                         | SOUNDHOUND AI INC COMMON STOCK USD.0001                  | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54108 | NS      | $580578.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nathan's Famous Inc.                                                      | NATHAN'S FAMOUS INC COMMON STOCK USD.01                  | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       432 | NS      | $47770.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | FAST RETAILING CO LTD COMMON STOCK                       | CUSIP: 633243902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22154 | NS      | $7595806.56   | 0.11%             |  |  |  | No            |                  2 | 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        |      2307 | NS      | $83144.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                                    | SOUTHSTATE CORP COMMON STOCK USD2.5                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     16073 | NS      | $1479198.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                        | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK              | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1330193 | NS      | $18135303.36  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corporation                                        | NATIONAL BANK HOLDINGS CORP COMMON STOCK                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5535 | NS      | $208171.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher and Paykel Healthcare Corporation Limited                          | FISHER and PAYKEL HEALTHCARE COR COMMON STOCK            | CUSIP: 634025001<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     68023 | NS      | $1494105.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bankshares Inc.                                                  | NATIONAL BANKSHARES INC COMMON STOCK USD1.25             | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $25105.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                                        | CALIFORNIA BANCORP COMMON STOCK USD.01                   | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3371 | NS      | $53126.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                      | SOUTHERN CO/THE COMMON STOCK USD5.0                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     77600 | NS      | $7126008.00   | 0.10%             |  |  |  | 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        |      1328 | NS      | $50503.84     | 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        |      1516 | NS      | $83046.48     | 0.00%             |  |  |  | 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        |      1360 | NS      | $49463.20     | 0.00%             |  |  |  | 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        |      3729 | NS      | $197637.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc.                                                         | SPIRE GLOBAL INC COMMON STOCK                            | CUSIP: 848560306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4249 | NS      | $50563.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc.                                                                | SPIRE INC COMMON STOCK USD1.0                            | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     18019 | NS      | $1315206.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                                                        | SPOK HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      3192 | NS      | $56434.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc.                                             | SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10732 | NS      | $504296.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                                               | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001          | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15977 | NS      | $2630453.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc.                                                             | SPRINKLR INC COMMON STOCK USD.00003                      | CUSIP: 85208T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16456 | NS      | $139217.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc.                                                        | SPROUT SOCIAL INC COMMON STOCK USD.0001                  | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7727 | NS      | $161571.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                                                    | STAAR SURGICAL CO COMMON STOCK USD.01                    | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7495 | NS      | $125766.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                                                      | STAG INDUSTRIAL INC REIT USD.01                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     30468 | NS      | $1105379.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                                             | STAGWELL INC COMMON STOCK USD.00001                      | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17699 | NS      | $79645.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                                       | CARETRUST REIT INC REIT USD.01                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     27757 | NS      | $849364.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                     | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    273500 | NS      | $19350125.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                        | COCA-COLA EUROPACIFIC PARTNERS COMMON STOCK EUR.01       | CUSIP: 19122T109<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     26732 | NS      | $2478591.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc.                                                              | CODEXIS INC COMMON STOCK USD.0001                        | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12980 | NS      | $31671.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                                                 | CURBLINE PROPERTIES CORP REIT USD.01                     | CUSIP: 23128Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14572 | NS      | $332678.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc.                                                      | CURIOSITYSTREAM INC COMMON STOCK                         | CUSIP: 23130Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4944 | NS      | $27834.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                                                | CURTISS-WRIGHT CORP COMMON STOCK USD1.0                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      6153 | NS      | $3006048.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                                    | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4313 | NS      | $253345.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                                              | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001        | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9455 | NS      | $46707.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                                                 | CYTOKINETICS INC COMMON STOCK USD.001                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     36780 | NS      | $1215211.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc.                                                    | CYTEK BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 23285D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18262 | NS      | $62090.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                                           | DMC GLOBAL INC COMMON STOCK                              | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      3109 | NS      | $25058.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                                          | DR HORTON INC COMMON STOCK USD.01                        | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19520 | NS      | $2516518.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                                        | DTE ENERGY CO COMMON STOCK                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     14652 | NS      | $1940803.92   | 0.03%             |  |  |  | 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        |      1936 | NS      | $169690.40    | 0.00%             |  |  |  | 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        |     16586 | NS      | $1822967.26   | 0.03%             |  |  |  | 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        |       186 | NS      | $78538.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                                           | DAKTRONICS INC COMMON STOCK                              | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6242 | NS      | $94379.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                                         | DANA INC COMMON STOCK USD.01                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     19598 | NS      | $336105.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                                       | DANAHER CORP COMMON STOCK USD.01                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     44972 | NS      | $8883768.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc.                                                   | DANIMER SCIENTIFIC INC WARRANTS CALL EXP 15JUL25         | CUSIP: 236272134<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4269 | NS      | $2.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                                                   | DARDEN RESTAURANTS INC COMMON STOCK                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      8263 | NS      | $1801086.11   | 0.03%             |  |  |  | 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        |     11204 | NS      | $72826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                                               | DECKERS OUTDOOR CORP COMMON STOCK USD.01                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     10716 | NS      | $1104498.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                                         | DEERE and CO COMMON STOCK USD1.0                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     17822 | NS      | $9062308.78   | 0.13%             |  |  |  | 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        |      6420 | NS      | $25038.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc.                                                      | DELCATH SYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |      4585 | NS      | $62356.00     | 0.00%             |  |  |  | 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        |      9067 | NS      | $192039.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                                    | DELL TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     21152 | NS      | $2593235.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                                      | DELTA AIR LINES INC COMMON STOCK USD.0001                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     46103 | NS      | $2267345.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                        | DELUXE CORP COMMON STOCK USD1.0                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      6517 | NS      | $103685.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                                                  | DENALI THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19852 | NS      | $277729.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                                       | DENNY'S CORP COMMON STOCK USD.01                         | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      8083 | NS      | $33140.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                      | DENTSPLY SIRONA INC COMMON STOCK USD.01                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     32538 | NS      | $516703.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc.                                                  | DESIGN THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5105 | NS      | $17203.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                  | DEVON ENERGY CORP COMMON STOCK USD.1                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     45337 | NS      | $1442169.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc.                                                               | DEXCOM INC COMMON STOCK USD.001                          | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27685 | NS      | $2416623.65   | 0.03%             |  |  |  | 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        |       389 | NS      | $56525.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Company                                           | DIAMONDROCK HOSPITALITY CO REIT USD.01                   | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29643 | NS      | $227065.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                                                   | DIAMONDBACK ENERGY INC COMMON STOCK USD.01               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     13203 | NS      | $1814092.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corporation                                                      | DIGIMARC CORP COMMON STOCK USD.001                       | CUSIP: 25381B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2674 | NS      | $35323.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                     | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22353 | NS      | $3896798.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc.                                                      | DIGITAL TURBINE INC COMMON STOCK USD.0001                | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15198 | NS      | $89668.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                                                  | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01              | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     25408 | NS      | $262972.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc.                                                | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025        | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9555 | NS      | $272890.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                                            | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5980 | NS      | $161101.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc.                                                   | DINE BRANDS GLOBAL INC COMMON STOCK USD.01               | CUSIP: 254423106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2297 | NS      | $55886.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                                       | DIODES INC COMMON STOCK USD.667                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6769 | NS      | $358012.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc.                                                        | DISC MEDICINE INC COMMON STOCK USD.0001                  | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3670 | NS      | $194363.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                                                   | WALT DISNEY CO/THE COMMON STOCK USD.01                   | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126933 | NS      | $15740961.33  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                              | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                 | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33141 | NS      | $118644.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                                                | DOCGO INC COMMON STOCK USD.0001                          | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15108 | NS      | $23719.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                                             | DOCUSIGN INC COMMON STOCK USD.0001                       | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33062 | NS      | $2575199.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                                                   | DOLBY LABORATORIES INC COMMON STOCK USD.001              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     10026 | NS      | $744530.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                | DOLLAR GENERAL CORP COMMON STOCK USD.875                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     15530 | NS      | $1776321.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                     | KEURIG DR PEPPER INC COMMON STOCK USD.01                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     95898 | NS      | $3170387.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                   | KEYCORP COMMON STOCK USD1.0                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     69643 | NS      | $1213181.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                                                | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     12201 | NS      | $1999255.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                                               | KFORCE INC COMMON STOCK USD.01                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2721 | NS      | $111914.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                                  | KIMCO REALTY CORP REIT USD.01                            | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47766 | NS      | $1004041.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                                        | KINDER MORGAN INC COMMON STOCK USD.01                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    136495 | NS      | $4012953.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Companies Inc.                                        | KINDERCARE LEARNING COS INC COMMON STOCK USD.01          | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4843 | NS      | $48914.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Companies Inc.                                                  | KINGSTONE COS INC COMMON STOCK USD.01                    | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $26181.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingsway Financial Services Inc.                                          | KINGSWAY FINANCIAL SERVICES COMMON STOCK                 | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $42122.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                                                | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01            | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3616 | NS      | $1749782.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                                         | KIRBY CORP COMMON STOCK USD.1                            | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      9159 | NS      | $1038722.19   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Company Limited                                            | KIRIN HOLDINGS CO LTD COMMON STOCK                       | CUSIP: 497350108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     90143 | NS      | $1263230.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Kite Realty Group Trust                                                   | KITE REALTY GROUP TRUST REIT USD.01                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68089 | NS      | $1542215.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                                                   | KNIFE RIVER CORP COMMON STOCK USD.01                     | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17691 | NS      | $1444293.24   | 0.02%             |  |  |  | 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        |     26457 | NS      | $1170193.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                                       | KNOWLES CORP COMMON STOCK USD.01                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     12874 | NS      | $226839.88    | 0.00%             |  |  |  | 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        |      7967 | NS      | $273029.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG and Co. KGaA                                                    | HENKEL AG and CO KGAA COMMON STOCK                       | CUSIP: 500246905<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     12058 | NS      | $874510.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                        | KOHL'S CORP COMMON STOCK USD.01                          | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     16095 | NS      | $136485.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                                                       | KONTOOR BRANDS INC COMMON STOCK                          | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8129 | NS      | $536270.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corporation                                                         | KOPIN CORP COMMON STOCK USD.01                           | CUSIP: 500600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23161 | NS      | $35436.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                                     | KOPPERS HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2945 | NS      | $94681.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                | KORN FERRY COMMON STOCK USD.01                           | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      7556 | NS      | $554081.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                            | KROGER CO/THE COMMON STOCK USD1.0                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     43253 | NS      | $3102537.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                                                     | KRONOS WORLDWIDE INC COMMON STOCK USD.01                 | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      4091 | NS      | $25364.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                                                      | KRYSTAL BIOTECH INC COMMON STOCK USD.00001               | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3658 | NS      | $502828.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                                              | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0          | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      3221 | NS      | $98949.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                                         | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1753 | NS      | $274309.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries Inc.                                         | KULICKE and SOFFA INDUSTRIES INC COMMON STOCK            | CUSIP: 501242101<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      7550 | NS      | $261230.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc.                                                | KULR TECHNOLOGY GROUP INC COMMON STOCK USD.0001          | CUSIP: 50125G307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4971 | NS      | $35443.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc.                                                       | KURA SUSHI USA INC COMMON STOCK USD.001                  | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $80570.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                                                        | KURA ONCOLOGY INC COMMON STOCK USD.0001                  | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     12524 | NS      | $72263.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc.                                                     | KYNDRYL HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37991 | NS      | $1594102.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                                                  | KYMERA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6962 | NS      | $303821.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp.                                                                | LCNB CORP COMMON STOCK                                   | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $32140.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                                            | LGI HOMES INC COMMON STOCK USD.01                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      3181 | NS      | $163885.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                           | LKQ CORP COMMON STOCK USD.01                             | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     18227 | NS      | $674581.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                            | LCI INDUSTRIES COMMON STOCK USD.01                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      3616 | NS      | $329743.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                                                       | LSB INDUSTRIES INC COMMON STOCK USD.1                    | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      8431 | NS      | $65761.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | LAS VEGAS SANDS CORP COMMON STOCK USD.001                | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23948 | NS      | $1041977.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                                         | LATHAM GROUP INC COMMON STOCK USD.0001                   | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6938 | NS      | $44264.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                                         | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01           | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22450 | NS      | $1099825.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                                           | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01             | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     16536 | NS      | $1336108.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                                                   | LAUREATE EDUCATION INC COMMON STOCK USD.001              | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     18986 | NS      | $443892.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett and Platt Incorporated                                            | LEGGETT and PLATT INC COMMON STOCK USD.01                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     20176 | NS      | $179969.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.com Inc.                                                        | LEGALZOOM.COM INC COMMON STOCK                           | CUSIP: 52466B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16553 | NS      | $147487.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                                                | LEGACY HOUSING CORP COMMON STOCK USD.001                 | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $36301.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                                      | LEIDOS HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      9088 | NS      | $1433722.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                                      | HERMES INTERNATIONAL SCA COMMON STOCK                    | CUSIP: 525397907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3675 | NS      | $9962430.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc.                                                    | LEMAITRE VASCULAR INC COMMON STOCK USD.01                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3105 | NS      | $257870.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                                             | LEMONADE INC COMMON STOCK USD.00001                      | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8236 | NS      | $360819.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingClub Corporation                                                   | LENDINGCLUB CORP COMMON STOCK USD.01                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     16780 | NS      | $201863.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                                          | LENDINGTREE INC COMMON STOCK USD.01                      | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1692 | NS      | $62722.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                                        | LENNAR CORP COMMON STOCK USD.1                           | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16395 | NS      | $1813450.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                                                 | LENNOX INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2255 | NS      | $1292656.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc.                                                    | LENZ THERAPEUTICS INC COMMON STOCK USD.00001             | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2708 | NS      | $79371.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                            | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     36854 | NS      | $1167712.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Lufthansa Aktiengesellschaft                                     | DEUTSCHE LUFTHANSA AG COMMON STOCK                       | CUSIP: 528748908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     69519 | NS      | $590191.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                       | ERSTE GROUP BANK AG COMMON STOCK                         | CUSIP: 528983901<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     35723 | NS      | $3040930.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                      | LXP INDUSTRIAL TRUST REIT USD.0001                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     43883 | NS      | $362473.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK              | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     15520 | NS      | $10077672.58  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Energy Inc.                                                       | LIBERTY ENERGY INC COMMON STOCK                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23310 | NS      | $267598.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                                             | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20007 | NS      | $606812.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corporation                                                   | LIGHTBRIDGE CORP COMMON STOCK USD.001                    | CUSIP: 53224K302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2825 | NS      | $37770.25     | 0.00%             |  |  |  | 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        |     20070 | NS      | $103761.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                                     | ELI LILLY and CO COMMON STOCK                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     55541 | NS      | $43295875.73  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                                                     | LIMBACH HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $222058.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                                                         | LIMONEIRA CO COMMON STOCK USD.01                         | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      2756 | NS      | $43131.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                            | RHEINMETALL AG COMMON STOCK                              | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      5187 | NS      | $10984500.11  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Educational Services Corporation                                  | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK              | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4554 | NS      | $104969.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                            | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      9114 | NS      | $1889514.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc.                                        | LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001      | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      5809 | NS      | $67791.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                                       | LINDSAY CORP COMMON STOCK USD1.0                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1606 | NS      | $231665.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc.                                                          | LINKBANCORP INC COMMON STOCK USD.01                      | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3609 | NS      | $26381.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | LIONSGATE STUDIOS CORP COMMON STOCK                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     29195 | NS      | $169622.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                                                   | LIQUIDITY SERVICES INC COMMON STOCK USD.001              | CUSIP: 53635B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3553 | NS      | $83815.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                                                      | LIQUIDIA CORP COMMON STOCK USD.001                       | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9660 | NS      | $120363.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                                        | LITHIA MOTORS INC COMMON STOCK                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      4250 | NS      | $1435735.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                           | LITTELFUSE INC COMMON STOCK USD.01                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4035 | NS      | $914855.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                                            | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     11128 | NS      | $1683443.84   | 0.02%             |  |  |  | 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        |      5245 | NS      | $156301.00    | 0.00%             |  |  |  | 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        |      9591 | NS      | $316886.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                                       | LOVESAC CO COMMON STOCK USD.00001                        | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2141 | NS      | $38966.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                              | BANKINTER SA COMMON STOCK EUR.3                          | CUSIP: 547400903<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     78218 | NS      | $1021094.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                        | BARRY CALLEBAUT AG COMMON STOCK CHF.02                   | CUSIP: 547692905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       414 | NS      | $452530.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                     | LOWE'S COS INC COMMON STOCK USD.5                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     39519 | NS      | $8768080.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                             | VOLKSWAGEN AG PREFERENCE                                 | CUSIP: 549716900<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     23926 | NS      | $2529301.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc.                                                  | LULULEMON ATHLETICA INC COMMON STOCK USD.005             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      7805 | NS      | $1854311.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                      | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49       | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    668707 | NS      | $10296933.97  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                   | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    140954 | NS      | $617378.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                    | LUMENTUM HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     11331 | NS      | $1077124.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering                                                                    | KERING SA COMMON STOCK EUR4.0                            | CUSIP: 550507909<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      8637 | NS      | $1881619.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxfer Holdings PLC                                                       | LUXFER HOLDINGS PLC COMMON STOCK USD.5                   | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4191 | NS      | $51046.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                                                    | MandT BANK CORP COMMON STOCK USD.5                       | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11334 | NS      | $2198682.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                                                 | MBIA INC COMMON STOCK USD1.0                             | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      7768 | NS      | $33713.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                                        | MFA FINANCIAL INC REIT USD.01                            | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     15056 | NS      | $142429.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                                                           | MGE ENERGY INC COMMON STOCK USD1.0                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $486508.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                                               | MGIC INVESTMENT CORP COMMON STOCK USD1.0                 | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38765 | NS      | $1079217.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc.                                                      | MBX BIOSCIENCES INC COMMON STOCK USD.0001                | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $30430.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MKS Inc.                                                                  | MKS INC COMMON STOCK                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     10951 | NS      | $1088091.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                          | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      3005 | NS      | $2133815.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc.                                                           | MRC GLOBAL INC COMMON STOCK USD.01                       | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12736 | NS      | $174610.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                                                   | MSA SAFETY INC COMMON STOCK                              | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6417 | NS      | $1075040.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                 | MSCI INC COMMON STOCK USD.01                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5463 | NS      | $3150730.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                                      | MACERICH CO/THE REIT USD.01                              | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37397 | NS      | $605083.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                                    | VERIS RESIDENTIAL INC REIT USD.01                        | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11715 | NS      | $174436.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                                             | PAYLOCITY HOLDING CORP COMMON STOCK USD.001              | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      7033 | NS      | $1274309.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                                      | PAYPAL HOLDINGS INC COMMON STOCK                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     68667 | NS      | $5103331.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc.                                                              | PAYSIGN INC COMMON STOCK                                 | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5504 | NS      | $39628.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                                      | PAYONEER GLOBAL INC COMMON STOCK USD.01                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41563 | NS      | $284706.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                                                | PEABODY ENERGY CORP COMMON STOCK                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     18037 | NS      | $242056.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation                                   | PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2604 | NS      | $73563.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                   | PEBBLEBROOK HOTEL TRUST REIT USD.01                      | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16901 | NS      | $168840.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                                          | PEGASYSTEMS INC COMMON STOCK USD.01                      | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     14532 | NS      | $786617.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc.                                                  | PELOTON INTERACTIVE INC COMMON STOCK USD.000025          | CUSIP: 70614W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54659 | NS      | $379333.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo S.A.                                                               | SODEXO SA COMMON STOCK EUR4.0                            | CUSIP: 706271905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10266 | NS      | $631835.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penguin Solutions Inc.                                                    | PENGUIN SOLUTIONS INC COMMON STOCK USD.01                | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7894 | NS      | $156380.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group Inc.                                                    | PENNANT GROUP INC/THE COMMON STOCK USD.001               | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5125 | NS      | $152981.25    | 0.00%             |  |  |  | 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        |      1177 | NS      | $35733.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA                                                                       | AXA SA COMMON STOCK EUR2.29                              | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    205584 | NS      | $10095209.13  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc.                                                             | PENUMBRA INC COMMON STOCK USD.001                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      6323 | NS      | $1622671.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                                      | PEOPLES BANCORP INC/OH COMMON STOCK                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5319 | NS      | $162442.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porsche Automobil Holding SE                                              | PORSCHE AUTOMOBIL HOLDING SE PREFERENCE                  | CUSIP: 710106907<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     17768 | NS      | $705364.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | NOVARTIS AG COMMON STOCK CHF.49                          | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    220592 | NS      | $26774816.41  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                   | ABB LTD COMMON STOCK CHF.12                              | CUSIP: 710889908<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    183503 | NS      | $10997118.67  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK CHF1.0                     | CUSIP: 710891904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3714 | NS      | $1290730.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                            | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     81517 | NS      | $26608751.40  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Peoples Financial Services Corp.                                          | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0       | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1442 | NS      | $71191.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Ltd                                                                | HOLCIM AG COMMON STOCK CHF2.0                            | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     60476 | NS      | $4490895.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                             | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    303996 | NS      | $30225210.23  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                                        | BALOISE HOLDING AG COMMON STOCK CHF.1                    | CUSIP: 712459908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4783 | NS      | $1128079.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                               | EQUINOR ASA COMMON STOCK NOK2.5                          | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     97212 | NS      | $2454996.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     96806 | NS      | $12782264.24  | 0.18%             |  |  |  | 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        |      9089 | NS      | $297119.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                                 | PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001          | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9068 | NS      | $176100.56    | 0.00%             |  |  |  | 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        |     25484 | NS      | $2229085.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Performant Healthcare Inc.                                                | PERFORMANT HEALTHCARE INC COMMON STOCK USD.01            | CUSIP: 71377E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10650 | NS      | $42600.00     | 0.00%             |  |  |  | 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        |     20679 | NS      | $287851.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                                              | REVVITY INC COMMON STOCK USD1.0                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      8323 | NS      | $805000.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.0                             | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    943701 | NS      | $8956390.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                     | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |    255584 | NS      | $4128735.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                | TEMENOS AG COMMON STOCK CHF5.0                           | CUSIP: 714789906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6541 | NS      | $469873.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Personalis Inc.                                                           | PERSONALIS INC COMMON STOCK                              | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7584 | NS      | $49751.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                                         | SONOVA HOLDING AG COMMON STOCK CHF.05                    | CUSIP: 715603908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5881 | NS      | $1753863.58   | 0.03%             |  |  |  | No            |                  2 | 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        |     12185 | NS      | $34483.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    401426 | NS      | $9730566.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc.                                              | PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6347 | NS      | $60867.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corporation                                          | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      3067 | NS      | $78331.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    109900 | NS      | $20016087.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison and Company Inc.                                          | PHILLIPS EDISON and CO INC REIT USD.01                   | CUSIP: 71844V201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18526 | NS      | $648965.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Swatch Group AG                                                       | SWATCH GROUP AG/THE COMMON STOCK CHF2.25                 | CUSIP: 718472905<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3358 | NS      | $548229.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | PHILLIPS 66 COMMON STOCK                                 | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28768 | NS      | $3432022.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA Inc.                                                               | PHINIA INC COMMON STOCK USD.01                           | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5817 | NS      | $258798.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                                           | PHOTRONICS INC COMMON STOCK USD.01                       | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8935 | NS      | $168246.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                                             | PHREESIA INC COMMON STOCK USD.01                         | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8395 | NS      | $238921.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc.                                         | PIEDMONT OFFICE REALTY TRUST I REIT USD.01               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18435 | NS      | $134391.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica                                                          | ESSILORLUXOTTICA SA COMMON STOCK EUR.18                  | CUSIP: 721247906<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     34505 | NS      | $9474821.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                               | PILGRIM'S PRIDE CORP COMMON STOCK USD.01                 | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      6581 | NS      | $296013.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                            | QUEST DIAGNOSTICS INC COMMON STOCK USD.01                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      7882 | NS      | $1415843.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                                           | QUINSTREET INC COMMON STOCK USD.001                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      8144 | NS      | $131118.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc.                                                     | VIANT TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2580 | NS      | $34133.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                                      | VICI PROPERTIES INC REIT USD.01                          | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74615 | NS      | $2432449.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                                         | VICOR CORP COMMON STOCK USD.01                           | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3503 | NS      | $158896.08    | 0.00%             |  |  |  | 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        |     10162 | NS      | $188200.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc.                                             | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6493 | NS      | $413409.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                                    | VIEMED HEALTHCARE INC COMMON STOCK                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5089 | NS      | $35164.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                             | JH COLLATERAL                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  24658548 | NS      | $246644656.14 | 3.53%             |  |  |  | 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        |      1473 | NS      | $56710.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc.                                                                | VIMEO INC COMMON STOCK USD.01                            | CUSIP: 92719V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23945 | NS      | $96737.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                                                    | VIR BIOTECHNOLOGY INC COMMON STOCK                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13670 | NS      | $68896.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc.                                                | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10432 | NS      | $145839.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                                                         | VIPER ENERGY INC COMMON STOCK                            | CUSIP: 927959106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21402 | NS      | $816058.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares Corporation                                  | VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5       | CUSIP: 928031103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       718 | NS      | $26566.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                 | VISA INC COMMON STOCK USD.0001                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    120806 | NS      | $42892170.30  | 0.61%             |  |  |  | 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        |       948 | NS      | $171967.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                                               | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     17820 | NS      | $282981.60    | 0.00%             |  |  |  | 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        |      1975 | NS      | $55497.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                                       | VISTEON CORP COMMON STOCK                                | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8496 | NS      | $792676.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                            | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    184311 | NS      | $5186070.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                       | VONTIER CORP COMMON STOCK USD.0001                       | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24147 | NS      | $891024.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                      | VORNADO REALTY TRUST REIT USD.04                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27265 | NS      | $1042613.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                                                       | VOYA FINANCIAL INC COMMON STOCK USD.01                   | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     15722 | NS      | $1116262.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc.                                                 | VOYAGER THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      8311 | NS      | $25847.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                  | VULCAN MATERIALS CO COMMON STOCK USD1.0                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      9327 | NS      | $2432668.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vox Royalty Corp.                                                         | VOX ROYALTY CORP COMMON STOCK                            | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8542 | NS      | $26992.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corporation                                                         | VUZIX CORP COMMON STOCK                                  | CUSIP: 92921W300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9985 | NS      | $29156.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WandT Offshore Inc.                                                       | WandT OFFSHORE INC COMMON STOCK USD.00001                | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     17218 | NS      | $28409.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Company                                                             | WD-40 CO COMMON STOCK USD.001                            | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2005 | NS      | $457320.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                                | WSFS FINANCIAL CORP COMMON STOCK USD.01                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      8420 | NS      | $463100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                                           | WP CAREY INC REIT USD.001                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     35751 | NS      | $2230147.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                                               | ABM INDUSTRIES INC COMMON STOCK USD.01                   | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      9099 | NS      | $429563.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                                        | AFLAC INC COMMON STOCK USD.1                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     34356 | NS      | $3623183.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                                          | AGCO CORP COMMON STOCK USD.01                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     10107 | NS      | $1042638.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc.                                                         | ACM RESEARCH INC COMMON STOCK USD.0001                   | CUSIP: 00108J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7471 | NS      | $193498.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Mortgage Investment Trust Inc.                                         | AG MORTGAGE INVESTMENT TRUST I REIT USD.01               | CUSIP: 001228501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4576 | NS      | $34548.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                                         | ASGN INC COMMON STOCK USD.01                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     13459 | NS      | $672007.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                                               | ATandT INC COMMON STOCK USD1.0                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    508056 | NS      | $14703140.64  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc.                                                          | ATYR PHARMA INC COMMON STOCK USD.001                     | CUSIP: 002120202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13383 | NS      | $67851.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                                         | A10 NETWORKS INC COMMON STOCK USD.00001                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     10923 | NS      | $211360.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                                                    | ATN INTERNATIONAL INC COMMON STOCK USD.01                | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1569 | NS      | $25496.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc.                                                         | ASP ISOTOPES INC COMMON STOCK USD.01                     | CUSIP: 00218A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8533 | NS      | $62802.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc.                                                                  | AZZ INC COMMON STOCK USD1.0                              | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4379 | NS      | $413727.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                       | ABBOTT LABORATORIES COMMON STOCK                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    122844 | NS      | $16708012.44  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                               | ABBVIE INC COMMON STOCK USD.01                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    124719 | NS      | $23150340.78  | 0.33%             |  |  |  | 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        |     14751 | NS      | $1222120.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc.                                                  | ABEONA THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 00289Y206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6942 | NS      | $39430.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc.                                          | ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01      | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9773 | NS      | $437928.13    | 0.01%             |  |  |  | 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        |     15040 | NS      | $341257.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc.                                               | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18381 | NS      | $396478.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                                                        | ACI WORLDWIDE INC COMMON STOCK USD.005                   | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15545 | NS      | $713670.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                           | ANTOFAGASTA PLC COMMON STOCK GBP.05                      | CUSIP: 004561908<br>LEI: N/A                  | Long             | EC               | CORP              | CL        |     45755 | NS      | $1137600.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aclaris Therapeutics Inc.                                                 | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001          | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     14921 | NS      | $21187.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc.                                                      | ADTRAN HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11101 | NS      | $99575.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp.                                             | ACRES COMMERCIAL REALTY CORP REIT USD.001                | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               | CORP              | US        |      1238 | NS      | $22209.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                                               | ACUITY INC COMMON STOCK USD.01                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4997 | NS      | $1490804.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                                          | ALAMO GROUP INC COMMON STOCK USD.1                       | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1505 | NS      | $328661.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                                   | NATIONAL BEVERAGE CORP COMMON STOCK USD.01               | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      3690 | NS      | $159555.60    | 0.00%             |  |  |  | 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        |      9929 | NS      | $48106.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                                   | ALARM.COM HOLDINGS INC COMMON STOCK                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      6972 | NS      | $394406.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                                         | ALCOA CORP COMMON STOCK USD.01                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     42267 | NS      | $1247299.17   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA COMMON STOCK                                        | CONTRA ALBIREO PHARMA COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2883 | NS      | $6198.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aldeyra Therapeutics Inc.                                                 | ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 01438T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8710 | NS      | $33359.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corporation                                              | ALERUS FINANCIAL CORP COMMON STOCK USD1.0                | CUSIP: 01446U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3539 | NS      | $76583.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander and Baldwin Inc.                                                | ALEXANDER and BALDWIN INC REIT                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11429 | NS      | $203779.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                                          | ALEXANDER'S INC REIT USD1.0                              | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       352 | NS      | $79312.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                      | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     10870 | NS      | $789488.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc.                                                                | ALICO INC COMMON STOCK USD1.0                            | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       974 | NS      | $31830.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                                  | ATI INC COMMON STOCK USD.1                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     23032 | NS      | $1988582.88   | 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        |      2130 | NS      | $117043.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro Microsystems Inc.                                                 | ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01             | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21344 | NS      | $729751.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                                               | ALLETE INC COMMON STOCK                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     17883 | NS      | $1145763.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                                             | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      6831 | NS      | $390186.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                                                | ALLIANT ENERGY CORP COMMON STOCK USD.01                  | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18139 | NS      | $1096865.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                                              | ALLIENT INC COMMON STOCK                                 | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      2186 | NS      | $79373.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                                                | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23967 | NS      | $27082.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                  | ALLSTATE CORP/THE COMMON STOCK USD.01                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     18698 | NS      | $3764094.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                                       | ALLY FINANCIAL INC COMMON STOCK USD.01                   | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     45136 | NS      | $1758047.20   | 0.03%             |  |  |  | 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        |      1738 | NS      | $195490.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    331479 | NS      | $58801059.81  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                             | ALPHABET INC COMMON STOCK USD.001                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    410930 | NS      | $72418193.90  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                                    | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     17291 | NS      | $191930.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc.                                         | ALPINE INCOME PROPERTY TRUST I REIT USD.01               | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2492 | NS      | $36657.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                                                 | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      6723 | NS      | $3588266.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                            | AMERIS BANCORP COMMON STOCK USD1.0                       | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      9532 | NS      | $616720.40    | 0.01%             |  |  |  | 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        |      1471 | NS      | $26198.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                                               | AMETEK INC COMMON STOCK USD.01                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     16301 | NS      | $2949828.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     37965 | NS      | $10600207.65  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                                  | AMICUS THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     41505 | NS      | $237823.65    | 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        |     18554 | NS      | $389448.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc.                                               | AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22619 | NS      | $182987.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                      | AMPHENOL CORP COMMON STOCK USD.001                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     85406 | NS      | $8433842.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                                            | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      5511 | NS      | $126532.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                                            | AMPLITUDE INC COMMON STOCK USD.00001                     | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13192 | NS      | $163580.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc.                                                 | AMPRIUS TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14055 | NS      | $59171.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc.                                               | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10622 | NS      | $68087.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     35019 | NS      | $8335222.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                                           | ANAPTYSBIO INC COMMON STOCK USD.001                      | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2949 | NS      | $65467.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                                                | ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001           | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     12566 | NS      | $115858.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Andersons Inc.                                                        | ANDERSONS INC/THE COMMON STOCK                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      4871 | NS      | $179009.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                                        | ANGIODYNAMICS INC COMMON STOCK USD.01                    | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      6095 | NS      | $60462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                                   | ANIKA THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2232 | NS      | $23614.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     98790 | NS      | $1859227.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                                                        | CORE and MAIN INC COMMON STOCK USD.01                    | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30923 | NS      | $1866203.05   | 0.03%             |  |  |  | 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        |      7806 | NS      | $544390.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc.                                                             | CORMEDIX INC COMMON STOCK USD.001                        | CUSIP: 21900C308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9588 | NS      | $118124.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                      | CORNING INC COMMON STOCK USD.5                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     54425 | NS      | $2862210.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                               | ECOLAB INC COMMON STOCK USD1.0                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     17816 | NS      | $4800343.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                                              | ECOVYST INC COMMON STOCK                                 | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16222 | NS      | $133507.06    | 0.00%             |  |  |  | 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        |      6920 | NS      | $161997.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc.                                                | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10875 | NS      | $142571.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                        | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27166 | NS      | $1401765.60   | 0.02%             |  |  |  | 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        |     13293 | NS      | $29244.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                          | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     41417 | NS      | $3239223.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corporation                                                         | EGAIN CORP COMMON STOCK USD.001                          | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3318 | NS      | $20737.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc.                                                              | EHEALTH INC COMMON STOCK USD.001                         | CUSIP: 28238P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4822 | NS      | $20975.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio Inc.                                                                | 89BIO INC COMMON STOCK USD.001                           | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18644 | NS      | $183084.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                                             | EMBECTA CORP COMMON STOCK USD.01                         | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8857 | NS      | $85824.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                                          | EMCOR GROUP INC COMMON STOCK USD.01                      | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7307 | NS      | $3908441.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                                                | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001           | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      8040 | NS      | $51295.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                      | EMERSON ELECTRIC CO COMMON STOCK USD.5                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     39716 | NS      | $5295334.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                                            | EMPIRE STATE REALTY TRUST INC REIT USD.01                | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     20737 | NS      | $167762.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                                                   | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3423 | NS      | $161497.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc.                                                       | ENACT HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4291 | NS      | $159410.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc.                                               | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 29251M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3291 | NS      | $24879.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                                                 | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3513 | NS      | $135988.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| enCore Energy Corp                                                        | ENCORE ENERGY CORP COMMON STOCK                          | CUSIP: 29259W700<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     28309 | NS      | $80963.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Encompass Health Corporation                                              | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     16457 | NS      | $2018121.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                                         | ENERGY FUELS INC/CANADA COMMON STOCK                     | CUSIP: 292671708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31067 | NS      | $178635.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Recovery Inc.                                                      | ENERGY RECOVERY INC COMMON STOCK USD.001                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      8031 | NS      | $102636.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                                                   | ENERGIZER HOLDINGS INC COMMON STOCK                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      9741 | NS      | $196378.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                                   | ENERSYS COMMON STOCK USD.01                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     12213 | NS      | $1047509.01   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                                                  | ENERPAC TOOL GROUP CORP COMMON STOCK USD.2               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      8041 | NS      | $326142.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                                              | ENHABIT INC COMMON STOCK USD.01                          | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7589 | NS      | $73157.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc.                                                 | ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4888 | NS      | $98053.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                                                | ENNIS INC COMMON STOCK USD2.5                            | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3785 | NS      | $68659.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                                       | ENPHASE ENERGY INC COMMON STOCK USD.00001                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      9264 | NS      | $367317.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc.                                                             | ENTEGRIS INC COMMON STOCK USD.01                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     24718 | NS      | $1993506.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                                       | ENTERGY CORP COMMON STOCK USD.01                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     31515 | NS      | $2619526.80   | 0.04%             |  |  |  | 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        |      1615 | NS      | $64018.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                                                | EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001         | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33145 | NS      | $169702.40    | 0.00%             |  |  |  | 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        |     27671 | NS      | $540691.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                                                | EPLUS INC COMMON STOCK USD.01                            | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3898 | NS      | $281045.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                                                        | VESTIS CORP COMMON STOCK USD.01                          | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17456 | NS      | $100022.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd.                                                       | EPSILON ENERGY LTD COMMON STOCK                          | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3762 | NS      | $27763.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                              | EQUIFAX INC COMMON STOCK USD1.25                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      8769 | NS      | $2274415.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                                              | EQUINIX INC REIT USD.001                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      6907 | NS      | $5494311.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                                                   | EQUITABLE HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49616 | NS      | $2783457.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                                                    | EQUITY BANCSHARES INC COMMON STOCK USD.01                | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      2467 | NS      | $100653.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                                          | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01               | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31215 | NS      | $1925029.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                        | EQUITY RESIDENTIAL REIT USD.01                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     24144 | NS      | $1629478.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                                               | ERASCA INC COMMON STOCK USD.0001                         | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27770 | NS      | $35267.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                                    | ERIE INDEMNITY CO COMMON STOCK                           | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1761 | NS      | $610697.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                                                     | ESCALADE INC COMMON STOCK                                | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $25108.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                                          | ESAB CORP COMMON STOCK USD.001                           | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9304 | NS      | $1121597.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                                    | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      3824 | NS      | $733710.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc.                                                | ESPERION THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     30952 | NS      | $30469.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSA Bancorp Inc.                                                         | ESSA BANCORP INC COMMON STOCK USD.01                     | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1618 | NS      | $31389.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc.                                           | ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1092 | NS      | $103368.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc.                                                 | ETON PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3975 | NS      | $56643.75     | 0.00%             |  |  |  | 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        |     28343 | NS      | $91547.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                                                    | EURONET WORLDWIDE INC COMMON STOCK USD.02                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      6637 | NS      | $672859.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc.                                                  | EUROPEAN WAX CENTER INC COMMON STOCK USD.00001           | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4488 | NS      | $25267.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc.                                                          | EVE HOLDING INC COMMON STOCK USD.0001                    | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8096 | NS      | $55538.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eventbrite Inc.                                                           | EVENTBRITE INC COMMON STOCK USD.00001                    | CUSIP: 29975E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12152 | NS      | $31959.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                                             | EVERCORE INC COMMON STOCK USD.01                         | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5870 | NS      | $1585017.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                                         | EVERCOMMERCE INC COMMON STOCK USD.00001                  | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2702 | NS      | $28371.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                                       | EVERI HOLDINGS INC COMMON STOCK USD.001                  | CUSIP: 30034T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12642 | NS      | $180022.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                                               | EVERGY INC COMMON STOCK                                  | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16245 | NS      | $1119767.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc.                                                              | EVERTEC INC COMMON STOCK USD.01                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      9624 | NS      | $346945.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     25940 | NS      | $1650302.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                                            | EVERQUOTE INC COMMON STOCK USD.001                       | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4082 | NS      | $98702.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corporation                                           | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001            | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      5619 | NS      | $26409.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc.                                          | EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001     | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17346 | NS      | $108239.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                                                       | EVOLENT HEALTH INC COMMON STOCK USD.01                   | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     17487 | NS      | $196903.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                                               | EVOLUS INC COMMON STOCK USD.00001                        | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8068 | NS      | $74306.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                                             | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3185 | NS      | $101856.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                                                  | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     26562 | NS      | $1163149.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                                        | EXPEDIA GROUP INC COMMON STOCK USD.001                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      8586 | NS      | $1448286.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc.                                                   | EXP WORLD HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 30212W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11733 | NS      | $106770.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.                               | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01       | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9669 | NS      | $1104683.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                                             | EXPONENT INC COMMON STOCK USD.001                        | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15798 | NS      | $1180268.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                                  | EXTRA SPACE STORAGE INC REIT USD.01                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14984 | NS      | $2209240.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                                     | EXTREME NETWORKS INC COMMON STOCK USD.001                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     19460 | NS      | $349307.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    304314 | NS      | $32805049.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc.                                             | EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9303 | NS      | $87541.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                                       | FLYWIRE CORP COMMON STOCK USD.0001                       | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17633 | NS      | $206306.10    | 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        |     58744 | NS      | $856487.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                                  | FB FINANCIAL CORP COMMON STOCK USD1.0                    | CUSIP: 30257X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5177 | NS      | $234518.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                                                 | FIGS INC COMMON STOCK USD.0001                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13406 | NS      | $75609.84     | 0.00%             |  |  |  | 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        |      1081 | NS      | $42569.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                                                         | FRP HOLDINGS INC COMMON STOCK USD.1                      | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1953 | NS      | $52516.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                                                       | FTI CONSULTING INC COMMON STOCK USD.01                   | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5498 | NS      | $887927.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                                       | META PLATFORMS INC COMMON STOCK USD.000006               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    153297 | NS      | $113146982.73 | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                                             | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2679 | NS      | $1198263.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                                         | FLUOR CORP COMMON STOCK USD.01                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     51562 | NS      | $2643583.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                                        | FLOWERS FOODS INC COMMON STOCK USD.01                    | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     32059 | NS      | $512302.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                                     | FLOWSERVE CORP COMMON STOCK USD1.25                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     21344 | NS      | $1117358.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc.                                                       | FLUENCE ENERGY INC COMMON STOCK USD.00001                | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11566 | NS      | $77607.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard BioTools Inc.                                                    | STANDARD BIOTOOLS INC COMMON STOCK USD.001               | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     46978 | NS      | $56373.60     | 0.00%             |  |  |  | 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        |      5282 | NS      | $62750.16     | 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        |     12699 | NS      | $311125.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                        | FORD MOTOR CO COMMON STOCK USD.01                        | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    275768 | NS      | $2992082.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                                       | FORESTAR GROUP INC COMMON STOCK USD1.0                   | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      2998 | NS      | $59960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings Inc.                                                | FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $31149.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                                           | FORMFACTOR INC COMMON STOCK USD.001                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     11478 | NS      | $394957.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                                             | FORTINET INC COMMON STOCK USD.001                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     44856 | NS      | $4742176.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                       | FORTIVE CORP COMMON STOCK USD.01                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     23998 | NS      | $1251015.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                                                     | FORTREA HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 34965K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13816 | NS      | $68251.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                                                   | FORWARD AIR CORP COMMON STOCK USD.01                     | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3373 | NS      | $82773.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                                        | MANPOWERGROUP INC COMMON STOCK USD.01                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      7556 | NS      | $305262.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                                            | MAPLEBEAR INC COMMON STOCK USD.0001                      | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26819 | NS      | $1213291.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc.                                                        | MARA HOLDINGS INC COMMON STOCK USD.001                   | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51236 | NS      | $803380.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corporation                                            | MARATHON PETROLEUM CORP COMMON STOCK USD.01              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     21691 | NS      | $3603092.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Limited                                                   | MACQUARIE GROUP LTD COMMON STOCK                         | CUSIP: B28YTC906<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     42012 | NS      | $6318840.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                              | GETLINK SE COMMON STOCK EUR.4                            | CUSIP: B292JQ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     35098 | NS      | $677532.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zozo Inc.                                                                 | ZOZO INC COMMON STOCK                                    | CUSIP: B292RC907<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     47065 | NS      | $508523.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                  | RELX PLC COMMON STOCK GBP.00144397                       | CUSIP: B2B0DG904<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    214342 | NS      | $11616836.34  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tis Inc.                                                                  | TIS INC COMMON STOCK                                     | CUSIP: B2Q4CR907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24668 | NS      | $826615.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                   | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK            | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    149297 | NS      | $3337624.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis Sociedad Anonima                                           | EDP RENOVAVEIS SA COMMON STOCK EUR5.0                    | CUSIP: B39GNW904<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     36599 | NS      | $409532.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                | UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05           | CUSIP: B39J2M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     79118 | NS      | $1242370.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corporation                                                     | HOSHIZAKI CORP COMMON STOCK                              | CUSIP: B3FF8W906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12609 | NS      | $434481.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group S.A.                                                     | AMADEUS IT GROUP SA COMMON STOCK EUR.01                  | CUSIP: B3MSM2900<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     52271 | NS      | $4416014.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | PANDORA A/S COMMON STOCK DKK.01                          | CUSIP: B44XTX902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      9514 | NS      | $1676321.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0            | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     23205 | NS      | $588245.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | JULIUS BAER GROUP LTD COMMON STOCK CHF.02                | CUSIP: B4R2R5908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     23902 | NS      | $1621388.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                                              | GLENCORE PLC COMMON STOCK USD.01                         | CUSIP: B4T3BW902<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |   1189700 | NS      | $4635833.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                         | AIA GROUP LTD COMMON STOCK                               | CUSIP: B4TX8S909<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   1240876 | NS      | $11240399.68  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                 | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005          | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    439720 | NS      | $657412.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                               | BRENNTAG SE COMMON STOCK                                 | CUSIP: B4YVF5909<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     14240 | NS      | $943399.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                                                | ENTAIN PLC COMMON STOCK EUR.01                           | CUSIP: B5VQMV905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     70494 | NS      | $873111.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro Public Limited Company                                              | SEGRO PLC REIT GBP.1                                     | CUSIP: B5ZN1N909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    149180 | NS      | $1396494.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Ichi Life Holdings Inc.                                               | DAI-ICHI LIFE HOLDINGS INC COMMON STOCK                  | CUSIP: B601QS905<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    407885 | NS      | $3100988.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Holdings Co.Ltd.                                                    | MEIJI HOLDINGS CO LTD COMMON STOCK                       | CUSIP: B60DQV902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27832 | NS      | $615471.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Company Limited                               | SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1        | CUSIP: B61X7R907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    155898 | NS      | $499807.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc.                                                       | ENEOS HOLDINGS INC COMMON STOCK                          | CUSIP: B627LW906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    316709 | NS      | $1569873.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                | EDENRED SE COMMON STOCK EUR2.0                           | CUSIP: B62G1B904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     28024 | NS      | $870439.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc.                                                       | SOMPO HOLDINGS INC COMMON STOCK                          | CUSIP: B62G7K908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    103432 | NS      | $3116901.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2              | CUSIP: B63H84900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    983674 | NS      | $13036281.74  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | NEXON CO LTD COMMON STOCK                                | CUSIP: B63QM7907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38195 | NS      | $769308.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                            | SOFTBANK CORP COMMON STOCK                               | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   3321594 | NS      | $5144985.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                                      | SG HOLDINGS CO LTD COMMON STOCK                          | CUSIP: BFFY88901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37151 | NS      | $413787.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                    | EQT AB COMMON STOCK SEK.1                                | CUSIP: BJ7W9K908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     43202 | NS      | $1449253.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                               | PROSUS NV COMMON STOCK EUR.05                            | CUSIP: BJDS7L900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    151815 | NS      | $8517806.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kestra Medical Technologies Ltd                                           | KESTRA MEDICAL TECHNOLOGIES LT COMMON STOCK USD100.0     | CUSIP: G52441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2229 | NS      | $36956.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                                              | LINDE PLC COMMON STOCK                                   | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33236 | NS      | $15593666.48  | 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        |     16960 | NS      | $763539.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                                     | MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001             | CUSIP: G59665102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6655 | NS      | $43390.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group plc                                                           | MAREX GROUP PLC COMMON STOCK                             | CUSIP: G5S37H101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4769 | NS      | $188232.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAC Copper Limited                                                        | MAC COPPER LTD COMMON STOCK USD.0001                     | CUSIP: G60409110<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10834 | NS      | $130983.06    | 0.00%             |  |  |  | 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        |      3683 | NS      | $94505.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                                    | NABORS INDUSTRIES LTD COMMON STOCK USD.001               | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      2186 | NS      | $61251.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                                    | NABORS INDUSTRIES LTD WARRANTS CALL EXP 11JUN26          | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       480 | NS      | $316.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                                   | NATIONAL ENERGY SERVICES REUNI COMMON STOCK              | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9206 | NS      | $55420.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                                                        | JOBY AVIATION INC COMMON STOCK USD.0001                  | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68400 | NS      | $721620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Noble Corporation plc                                                     | NOBLE CORP PLC COMMON STOCK USD.00001                    | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18499 | NS      | $491148.45    | 0.01%             |  |  |  | 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        |     30651 | NS      | $80612.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                       | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001      | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31548 | NS      | $639793.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NovoCure Limited                                                          | NOVOCURE LTD COMMON STOCK                                | CUSIP: G6674U108<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     14991 | NS      | $266839.80    | 0.00%             |  |  |  | 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        |      6211 | NS      | $37700.77     | 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        |      7943 | NS      | $1929354.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                                            | REZOLVE AI PLC COMMON STOCK USD.0001                     | CUSIP: G75398100<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13595 | NS      | $41804.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                                                     | ROIVANT SCIENCES LTD COMMON STOCK USD.0000001            | CUSIP: G76279101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68734 | NS      | $774632.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                                      | SFL CORP LTD COMMON STOCK USD.01                         | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     18048 | NS      | $150339.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                        | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001    | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14984 | NS      | $2162640.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Limited                                                          | SEADRILL LTD COMMON STOCK USD.01                         | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9241 | NS      | $242576.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                                            | PENTAIR PLC COMMON STOCK USD.01                          | CUSIP: G7S00T104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11617 | NS      | $1192601.22   | 0.02%             |  |  |  | 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        |      4816 | NS      | $140868.00    | 0.00%             |  |  |  | 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        |     23884 | NS      | $719147.24    | 0.01%             |  |  |  | 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        |      6161 | NS      | $490107.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                                          | SIRIUSPOINT LTD COMMON STOCK USD.1                       | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     15298 | NS      | $311926.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock Public Limited Company                                   | SMURFIT WESTROCK PLC COMMON STOCK                        | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     35015 | NS      | $1510897.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                                                 | ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001           | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3591 | NS      | $22695.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc.                                                            | ALTIMMUNE INC COMMON STOCK USD.0001                      | CUSIP: 02155H200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11574 | NS      | $44791.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Altice USA Inc.                                                           | ALTICE USA INC COMMON STOCK USD.01                       | CUSIP: 02156K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39524 | NS      | $84581.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc.                                                                 | OKLO INC COMMON STOCK USD.0001                           | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15167 | NS      | $849200.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc.                                                          | ALTI GLOBAL INC COMMON STOCK USD.0001                    | CUSIP: 02157E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7201 | NS      | $29884.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    118931 | NS      | $6972924.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                                                     | KINETIK HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6540 | NS      | $288087.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc.                                                               | ALUMIS INC COMMON STOCK USD.0001                         | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7418 | NS      | $22254.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp.                                               | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3547 | NS      | $110666.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                                           | AMAZON.COM INC COMMON STOCK USD.01                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    667129 | NS      | $146361431.31 | 2.09%             |  |  |  | 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        |      7316 | NS      | $51943.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                                                 | AAON INC COMMON STOCK USD.004                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11026 | NS      | $813167.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                                 | AAR CORP COMMON STOCK USD1.0                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      5265 | NS      | $362179.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                                               | CARMAX INC COMMON STOCK USD.5                            | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10756 | NS      | $722910.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc.                                       | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6641 | NS      | $320162.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc.                                                   | COGENT BIOSCIENCES INC COMMON STOCK USD.001              | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16028 | NS      | $115081.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                                        | COGNEX CORP COMMON STOCK USD.002                         | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     27407 | NS      | $869350.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01       | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34805 | NS      | $2715834.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen and Steers Inc.                                                     | COHEN and STEERS INC COMMON STOCK USD.01                 | CUSIP: 19247A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4119 | NS      | $310366.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                                            | COHERENT CORP COMMON STOCK                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     25378 | NS      | $2263971.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                                                 | COHU INC COMMON STOCK USD1.0                             | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6756 | NS      | $129985.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc.                                                      | COINBASE GLOBAL INC COMMON STOCK USD.00001               | CUSIP: 19260Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14927 | NS      | $5231764.23   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                                        | ENOVIS CORP COMMON STOCK USD.001                         | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8419 | NS      | $264019.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                 | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     57221 | NS      | $5201388.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                             | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001        | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      4745 | NS      | $140309.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                                                      | COLONY BANKCORP INC COMMON STOCK USD1.0                  | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3071 | NS      | $50579.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                              | COLUMBIA BANKING SYSTEM INC COMMON STOCK                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34318 | NS      | $802354.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc.                                                   | COLUMBIA FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 197641103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4814 | NS      | $69851.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                                               | COLUMBIA SPORTSWEAR CO COMMON STOCK                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5005 | NS      | $305705.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO plc                                                                | DIAGEO PLC COMMON STOCK GBP.2893518                      | CUSIP: 023740905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    258195 | NS      | $6510668.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                              | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01          | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107676 | NS      | $1208124.72   | 0.02%             |  |  |  | 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        |      4377 | NS      | $66836.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                                  | COMFORT SYSTEMS USA INC COMMON STOCK USD.01              | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5746 | NS      | $3081062.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    262956 | NS      | $9384899.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                     | COMERICA INC COMMON STOCK USD5.0                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     21455 | NS      | $1279790.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                                                  | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19824 | NS      | $1232458.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                                 | COMMERCIAL METALS CO COMMON STOCK USD.01                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     35052 | NS      | $1714393.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company Inc.                                            | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01             | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31583 | NS      | $261507.24    | 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        |      7785 | NS      | $442732.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc.                                             | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19722 | NS      | $67054.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Incorporated                                   | COMMUNITY HEALTHCARE TRUST INC REIT USD.01               | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      4031 | NS      | $67035.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                                                 | COMMUNITY WEST BANCSHARES COMMON STOCK                   | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2713 | NS      | $52930.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc.                                              | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0          | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2514 | NS      | $133040.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                                    | COMMVAULT SYSTEMS INC COMMON STOCK USD.01                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     13728 | NS      | $2393202.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc.                                                              | COMPASS INC COMMON STOCK USD.00001                       | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67502 | NS      | $423912.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                                            | TRUBRIDGE INC COMMON STOCK USD.001                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1611 | NS      | $37729.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                                                   | COMSTOCK RESOURCES INC COMMON STOCK USD.5                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     11013 | NS      | $304729.71    | 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        |     33707 | NS      | $689982.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                                    | CONCENTRIX CORP COMMON STOCK                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7510 | NS      | $396941.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc.                                      | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01       | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17430 | NS      | $358535.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc.                                               | CORVUS PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      8294 | NS      | $33176.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc.                                                             | COURSERA INC COMMON STOCK USD.00001                      | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20607 | NS      | $180517.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                                           | COUSINS PROPERTIES INC REIT USD1.0                       | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27414 | NS      | $823242.42    | 0.01%             |  |  |  | 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        |      2490 | NS      | $60033.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                                     | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      3280 | NS      | $200342.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                                                 | CRANE CO COMMON STOCK USD1.0                             | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7979 | NS      | $1515132.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                                             | CRANE NXT CO COMMON STOCK USD1.0                         | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8055 | NS      | $434164.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford and Company                                                      | CRAWFORD and CO COMMON STOCK USD1.0                      | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      2726 | NS      | $28841.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                                               | CRICUT INC COMMON STOCK USD.001                          | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7397 | NS      | $50077.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                                            | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13408 | NS      | $385614.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                                                | CROCS INC COMMON STOCK USD.001                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      9155 | NS      | $927218.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                                                | AMERICAN ASSETS TRUST INC REIT USD.01                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7827 | NS      | $154583.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing Holdings Inc.                             | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01      | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17657 | NS      | $72040.56     | 0.00%             |  |  |  | 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        |      4828 | NS      | $63005.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                                                 | CROWDSTRIKE HOLDINGS INC COMMON STOCK                    | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17586 | NS      | $8956725.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                                         | CROWN CASTLE INC REIT USD.01                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     30746 | NS      | $3158536.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                                       | CROWN HOLDINGS INC COMMON STOCK USD5.0                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     18786 | NS      | $1934582.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                                             | ARTIVION INC COMMON STOCK USD.01                         | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5736 | NS      | $178389.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                                             | CRYOPORT INC COMMON STOCK USD.001                        | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7488 | NS      | $55860.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc.                                                    | CTO REALTY GROWTH INC REIT USD.01                        | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4623 | NS      | $79792.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                 | CUBESMART REIT USD.01                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37217 | NS      | $1581722.50   | 0.02%             |  |  |  | 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        |      2094 | NS      | $47177.82     | 0.00%             |  |  |  | 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        |     45482 | NS      | $530320.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                                        | STEVEN MADDEN LTD COMMON STOCK USD.0001                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     10300 | NS      | $246994.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona S.A.                                                              | ACCIONA SA COMMON STOCK EUR1.0                           | CUSIP: 557910908<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      2864 | NS      | $516563.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Fortum Oyj                                                                | FORTUM OYJ COMMON STOCK EUR3.4                           | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     52055 | NS      | $976124.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                                 | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01       | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5868 | NS      | $234543.96    | 0.00%             |  |  |  | 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        |      4103 | NS      | $171505.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc.                                             | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001       | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2493 | NS      | $754481.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                                                       | MAGNERA CORP COMMON STOCK USD.01                         | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      5018 | NS      | $60617.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                                              | MAGNITE INC COMMON STOCK USD.00001                       | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     20668 | NS      | $498512.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil and Gas Corporation                                          | MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27275 | NS      | $613142.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U C B SA                                                                  | UCB SA COMMON STOCK                                      | CUSIP: 559699905<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     14669 | NS      | $2886239.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Malibu Boats Inc.                                                         | MALIBU BOATS INC COMMON STOCK USD.01                     | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2879 | NS      | $90227.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc.                                                     | MAMA'S CREATIONS INC COMMON STOCK                        | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5324 | NS      | $44189.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                                                 | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01             | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9913 | NS      | $1957520.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                                             | NEMETSCHEK SE COMMON STOCK                               | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6701 | NS      | $971596.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Manitowoc Company Inc.                                                | MANITOWOC CO INC/THE COMMON STOCK USD.01                 | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      5168 | NS      | $62119.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corporation                                                      | MANNKIND CORP COMMON STOCK USD.01                        | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45415 | NS      | $169852.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour                                                                 | CARREFOUR SA COMMON STOCK EUR2.5                         | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     62933 | NS      | $887747.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                     | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     27930 | NS      | $5206710.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                                 | PVH CORP COMMON STOCK USD1.0                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      7836 | NS      | $537549.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                                                     | PTC THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     11485 | NS      | $560927.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                                                  | PTC INC COMMON STOCK USD.01                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      8469 | NS      | $1459547.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     37066 | NS      | $3523493.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                                                  | P10 INC COMMON STOCK USD.001                             | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8390 | NS      | $85745.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc.                                                           | PACS GROUP INC COMMON STOCK USD.001                      | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6761 | NS      | $87352.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc.                                    | PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001       | CUSIP: 69404D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41819 | NS      | $51855.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Premier Bancorp Inc.                                              | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01          | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     13953 | NS      | $294268.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co. Ltd.                                                    | FUJI ELECTRIC CO LTD COMMON STOCK                        | CUSIP: 635636004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15590 | NS      | $717948.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation                                                        | SUBARU CORP COMMON STOCK                                 | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     68044 | NS      | $1179636.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Limited                                                        | WESFARMERS LTD COMMON STOCK                              | CUSIP: 694883000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |    131667 | NS      | $7347985.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc.                                                   | PACIRA BIOSCIENCES INC COMMON STOCK USD.001              | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6907 | NS      | $165077.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                          | PACKAGING CORP OF AMERICA COMMON STOCK USD.01            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6308 | NS      | $1188742.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                                            | PAGERDUTY INC COMMON STOCK USD.000005                    | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12532 | NS      | $191488.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Company                                                | WEST JAPAN RAILWAY CO COMMON STOCK                       | CUSIP: 695799908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51918 | NS      | $1186900.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc.                                                | PALANTIR TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 69608A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150189 | NS      | $20473764.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                                                   | PALO ALTO NETWORKS INC COMMON STOCK USD.0001             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     46749 | NS      | $9566715.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc.                                                     | PALOMAR HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 69753M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3892 | NS      | $600341.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc.                                                      | ASTELLAS PHARMA INC COMMON STOCK                         | CUSIP: 698538006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    209976 | NS      | $2055864.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP COMMON STOCK                      | CUSIP: 698642006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26493 | NS      | $707729.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International Inc.                                            | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      4837 | NS      | $236722.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc.                                                           | REPOSITRAK INC COMMON STOCK USD.01                       | CUSIP: 700215304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1762 | NS      | $34623.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Hotels and Resorts Inc.                                              | PARK HOTELS and RESORTS INC REIT USD.01                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     32636 | NS      | $333866.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                                                 | PARK NATIONAL CORP COMMON STOCK                          | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $364125.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC Public Limited Company                                                | DCC PLC COMMON STOCK EUR.25                              | CUSIP: 024249906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11482 | NS      | $745188.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                      | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     37718 | NS      | $3913619.68   | 0.06%             |  |  |  | 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        |      1278 | NS      | $22825.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc.                                                        | PARKE BANCORP INC COMMON STOCK USD.1                     | CUSIP: 700885106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1666 | NS      | $33936.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                      | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129893 | NS      | $2812907.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                             | FUJIKURA LTD COMMON STOCK                                | CUSIP: 635670003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29179 | NS      | $1534973.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                               | PARKER-HANNIFIN CORP COMMON STOCK USD.5                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      9022 | NS      | $6301596.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                                       | PARSONS CORP COMMON STOCK USD1.0                         | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7678 | NS      | $551050.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                        | DEUTSCHE BOERSE AG COMMON STOCK                          | CUSIP: 702196908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     21848 | NS      | $7137513.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                    | PATRICK INDUSTRIES INC COMMON STOCK                      | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4806 | NS      | $443449.62    | 0.01%             |  |  |  | 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        |     51997 | NS      | $308342.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurazeo                                                                   | EURAZEO SE COMMON STOCK                                  | CUSIP: 704239904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4664 | NS      | $333442.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                          | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22634 | NS      | $3292341.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                                                      | PAYCOM SOFTWARE INC COMMON STOCK USD.01                  | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3441 | NS      | $796247.40    | 0.01%             |  |  |  | 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        |     24093 | NS      | $1251390.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                               | ZOETIS INC COMMON STOCK USD.01                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     31434 | NS      | $4902132.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanuc Corporation                                                         | FANUC CORP COMMON STOCK                                  | CUSIP: 635693005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    109722 | NS      | $2978652.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                           | FUJITSU LTD COMMON STOCK                                 | CUSIP: 635694003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    204262 | NS      | $4955267.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc.                                                         | ZIPRECRUITER INC COMMON STOCK USD.00001                  | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10542 | NS      | $52815.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                                                | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42423 | NS      | $429320.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                                               | ZUMIEZ INC COMMON STOCK                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      2715 | NS      | $36000.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                                    | ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01       | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     22101 | NS      | $808233.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                                                    | BKW AG COMMON STOCK CHF2.5                               | CUSIP: ACI00WIH8<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      2451 | NS      | $537380.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Limited                                                  | EVOLUTION MINING LTD COMMON STOCK                        | CUSIP: ACI014TH7<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    232334 | NS      | $1209599.09   | 0.02%             |  |  |  | No            |                  2 | 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        |     10924 | NS      | $740101.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                                     | STARBUCKS CORP COMMON STOCK USD.001                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     80237 | NS      | $7352116.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                               | UNIPOL ASSICURAZIONI SPA COMMON STOCK                    | CUSIP: ACI01TKW8<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     41623 | NS      | $824333.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                         | ASML HOLDING NV COMMON STOCK EUR.09                      | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     45696 | NS      | $36617893.55  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | COLOPLAST A/S COMMON STOCK DKK1.0                        | CUSIP: ACI04G724<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     14634 | NS      | $1393199.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                        | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     29738 | NS      | $614344.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                              | STARWOOD PROPERTY TRUST INC REIT USD.01                  | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     52650 | NS      | $1056685.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                                                 | STARZ ENTERTAINMENT CORP COMMON STOCK                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      2131 | NS      | $34245.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank Aktiengesellschaft                                            | COMMERZBANK AG COMMON STOCK                              | CUSIP: ACI05RX61<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    103092 | NS      | $3248740.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage and Food Limited                                         | SUNTORY BEVERAGE and FOOD LTD COMMON STOCK               | CUSIP: ACI0690K5<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     16134 | NS      | $515955.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP COMMON STOCK USD1.0                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     20136 | NS      | $2141262.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                                       | STEEL DYNAMICS INC COMMON STOCK USD.005                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      9748 | NS      | $1247841.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont SA                                         | CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0          | CUSIP: ACI06R7K8<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     62375 | NS      | $11803393.53  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler S.p.A.                                                            | MONCLER SPA COMMON STOCK                                 | CUSIP: ACI07BQ96<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     27102 | NS      | $1545938.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS plc                                                                | STERIS PLC COMMON STOCK USD75.0                          | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6937 | NS      | $1666406.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc.                                                          | STEREOTAXIS INC COMMON STOCK USD.001                     | CUSIP: 85916J409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10546 | NS      | $22357.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group Public Limited Company                                     | VODAFONE GROUP PLC COMMON STOCK USD.2095238              | CUSIP: ACI07KLY6<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   2314382 | NS      | $2477433.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD N.V.                                                                 | IMCD NV COMMON STOCK EUR.16                              | CUSIP: ACI08PVG2<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6858 | NS      | $922369.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc.                                              | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4408 | NS      | $1017057.84   | 0.01%             |  |  |  | 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        |      4056 | NS      | $264045.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                                    | STIFEL FINANCIAL CORP COMMON STOCK USD.15                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     16772 | NS      | $1740598.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc.                                                           | STITCH FIX INC COMMON STOCK USD.00002                    | CUSIP: 860897107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16316 | NS      | $60369.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                                                  | STOCK YARDS BANCORP INC COMMON STOCK                     | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      3932 | NS      | $310549.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc.                                                   | STOKE THERAPEUTICS INC COMMON STOCK                      | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6154 | NS      | $69847.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03        | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    126567 | NS      | $6602590.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS GROUP AG COMMON STOCK USD.1                          | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    381618 | NS      | $12956594.58  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                             | ASSA ABLOY AB COMMON STOCK SEK1.0                        | CUSIP: ACI0CQYQ0<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    116295 | NS      | $3635804.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane S.p.A.                                   | INFRASTRUTTURE WIRELESS ITALIA COMMON STOCK              | CUSIP: ACI0CV4K5<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     32438 | NS      | $396650.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneX Group Inc.                                                         | STONEX GROUP INC COMMON STOCK USD.01                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      6672 | NS      | $608086.08    | 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        |      3541 | NS      | $301445.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                                             | STRATTEC SECURITY CORP COMMON STOCK USD.01               | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       604 | NS      | $37574.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                                               | STRIDE INC COMMON STOCK USD.0001                         | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6303 | NS      | $915132.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                       | STRYKER CORP COMMON STOCK USD.1                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     24285 | NS      | $9607874.55   | 0.14%             |  |  |  | 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        |      2487 | NS      | $89283.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                                              | SUMMIT HOTEL PROPERTIES INC REIT                         | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16193 | NS      | $82422.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corporation                                              | SUMMIT MIDSTREAM CORP COMMON STOCK USD.01                | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1512 | NS      | $37089.36     | 0.00%             |  |  |  | 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        |      7586 | NS      | $89135.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                                       | SUNCOKE ENERGY INC COMMON STOCK USD.01                   | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     12621 | NS      | $108414.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc.                                                              | SUNOPTA INC COMMON STOCK                                 | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     14357 | NS      | $83270.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                                            | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01              | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1331 | NS      | $1406055.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                                      | TEXAS ROADHOUSE INC COMMON STOCK USD.001                 | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10831 | NS      | $2029837.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                                                        | TOLL BROTHERS INC COMMON STOCK USD.01                    | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16235 | NS      | $1852900.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                                            | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1               | CUSIP: 890110109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2032 | NS      | $127467.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp.                                       | TONIX PHARMACEUTICALS HOLDING COMMON STOCK USD.001       | CUSIP: 890260839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1127 | NS      | $40549.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                                              | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694         | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2733 | NS      | $91418.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                                | UNUM GROUP COMMON STOCK USD.1                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     26190 | NS      | $2115104.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc.                                                         | UPSTREAM BIO INC COMMON STOCK USD.001                    | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5307 | NS      | $58270.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Holdings Inc.                                                     | UPSTART HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12437 | NS      | $804425.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc.                                                               | UPWORK INC COMMON STOCK USD.0001                         | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18416 | NS      | $247511.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                                                   | VELOCITY FINANCIAL INC COMMON STOCK                      | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1893 | NS      | $35096.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                                               | VENTAS INC REIT USD.25                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     31864 | NS      | $2012211.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc.                                                             | VERASTEM INC COMMON STOCK USD.0001                       | CUSIP: 92337C203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7147 | NS      | $29660.05     | 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        |     11615 | NS      | $313953.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                                        | POSTE ITALIANE SPA COMMON STOCK EUR1.0                   | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     53041 | NS      | $1139631.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Ferrari N V                                                               | FERRARI NV COMMON STOCK EUR.01                           | CUSIP: ACI0JKHV4<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |     14625 | NS      | $7164948.02   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum Spa                                                      | BANCA MEDIOLANUM SPA COMMON STOCK                        | CUSIP: ACI0JRQR8<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     25945 | NS      | $447115.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Be Semiconductor Industries N.V.                                          | BE SEMICONDUCTOR INDUSTRIES NV COMMON STOCK EUR.01       | CUSIP: ACI12HBP6<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      9415 | NS      | $1408045.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                   | SIKA AG COMMON STOCK CHF.01                              | CUSIP: ACI136GD1<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |     17689 | NS      | $4812889.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                           | KNORR-BREMSE AG COMMON STOCK                             | CUSIP: ACI159PM3<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8417 | NS      | $816423.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | ALCON AG COMMON STOCK CHF.04                             | CUSIP: ACI198PY5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     57980 | NS      | $5141835.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                  | NEXI SPA COMMON STOCK                                    | CUSIP: ACI19ZTM7<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     57094 | NS      | $340982.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                                       | HELVETIA HOLDING AG COMMON STOCK CHF.02                  | CUSIP: ACI1BV515<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4307 | NS      | $1011180.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                                 | BANQUE CANTONALE VAUDOISE COMMON STOCK CHF10.0           | CUSIP: ACI1MH6Q8<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      3495 | NS      | $403088.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                           | JDE PEET'S NV COMMON STOCK EUR.01                        | CUSIP: ACI1MNCX3<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     19825 | NS      | $566292.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | SIEMENS ENERGY AG COMMON STOCK                           | CUSIP: ACI1RCRC2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     78831 | NS      | $9213841.56   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                                | HEXAGON AB COMMON STOCK EUR.22                           | CUSIP: ACI1XML96<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |    240897 | NS      | $2428143.78   | 0.03%             |  |  |  | No            |                  2 | 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        |     24102 | NS      | $231861.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                  | AMERICAN EXPRESS CO COMMON STOCK USD.2                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     39078 | NS      | $12465100.44  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                              | DNB BANK ASA COMMON STOCK NOK12.5                        | CUSIP: ACI1YWP65<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    103905 | NS      | $2873448.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise plc                                                                  | WISE PLC COMMON STOCK GBP.01                             | CUSIP: ACI1YXY14<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     77303 | NS      | $1104302.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                  | DAIMLER TRUCK HOLDING AG COMMON STOCK                    | CUSIP: ACI223RB9<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     55128 | NS      | $2615490.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                      | STRAUMANN HOLDING AG COMMON STOCK CHF.01                 | CUSIP: ACI24VB55<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     12951 | NS      | $1695152.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MINI RUSS 2000 0925                                                     | E-MINI RUSS 2000 0925                                    | CUSIP: ADI2S5WT9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       124 | NC      | $197602.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA.                           | ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5        | CUSIP: B01FLQ905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     20489 | NS      | $1424141.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                   | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30209 | NS      | $1356582.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc.                                                                   | M3 INC COMMON STOCK                                      | CUSIP: B02K2M903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51215 | NS      | $703525.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden (publ)                                                  | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                    | CUSIP: B1VSK1908<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     13828 | NS      | $502695.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                | SALMAR ASA COMMON STOCK NOK.25                           | CUSIP: B1W5NW906<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      7760 | NS      | $336498.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | GEBERIT AG COMMON STOCK CHF.1                            | CUSIP: B1WGG9901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3879 | NS      | $3054885.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S COMMON STOCK DKK1.0                              | CUSIP: B1WT5G909<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     23714 | NS      | $5687903.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                          | SMITHS GROUP PLC COMMON STOCK GBP.375                    | CUSIP: B1WY23900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     38944 | NS      | $1201201.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell S.A.                                                    | BANCO DE SABADELL SA COMMON STOCK EUR.125                | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    625128 | NS      | $1990126.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | VINCI SA COMMON STOCK EUR2.5                             | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     57440 | NS      | $8470698.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS S.A.                                                | JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.0             | CUSIP: B1Y1SQ901<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     32857 | NS      | $831869.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                    | DANONE SA COMMON STOCK EUR.25                            | CUSIP: B1Y9TB906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     74905 | NS      | $6128976.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                              | 3I GROUP PLC COMMON STOCK GBP.738636                     | CUSIP: B1YW44908<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    112942 | NS      | $6391634.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Air Liquide SA                                                          | AIR LIQUIDE SA COMMON STOCK EUR5.5                       | CUSIP: B1YXBJ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     67112 | NS      | $13838565.52  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Diasorin S.p.A.                                                           | DIASORIN SPA COMMON STOCK EUR1.0                         | CUSIP: B234WN909<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2596 | NS      | $277850.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara and Co.                                                 | MATSUKIYOCOCOKARA and CO COMMON STOCK                    | CUSIP: B249GC909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38583 | NS      | $793672.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1           | CUSIP: B24CGK904<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     79116 | NS      | $5389931.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                         | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    457872 | NS      | $3967375.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                         | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    672562 | NS      | $12938770.88  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas                                                            | BUREAU VERITAS SA COMMON STOCK EUR.12                    | CUSIP: B28DTJ907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     36863 | NS      | $1258218.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | NORDEA BANK ABP COMMON STOCK EUR1.0                      | CUSIP: BFM0SV904<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    364540 | NS      | $5408937.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                | FDJ UNITED COMMON STOCK                                  | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     12898 | NS      | $506122.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1            | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     81477 | NS      | $737132.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                           | AKZO NOBEL NV COMMON STOCK EUR.5                         | CUSIP: BJ2KSG907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     19816 | NS      | $1390363.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Public Limited Company                                    | TE CONNECTIVITY PLC COMMON STOCK USD.01                  | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     20938 | NS      | $3531612.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                                           | TECNOGLASS INC COMMON STOCK USD.0001                     | CUSIP: G87264100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3602 | NS      | $278650.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                                                   | TEEKAY CORP LTD COMMON STOCK USD.001                     | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      7779 | NS      | $64176.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                                       | TEEKAY TANKERS LTD COMMON STOCK USD.01                   | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      3541 | NS      | $147730.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                                          | BandG FOODS INC COMMON STOCK USD.01                      | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     12149 | NS      | $51390.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc.                                                          | BCB BANCORP INC COMMON STOCK                             | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      3368 | NS      | $28358.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc.                                                  | BICARA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5230 | NS      | $48586.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                                         | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01       | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21560 | NS      | $2324814.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                                      | BRT APARTMENTS CORP REIT USD3.0                          | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1980 | NS      | $30967.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corporation                                                           | BKV CORP COMMON STOCK USD.01                             | CUSIP: 05603J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2634 | NS      | $63532.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                                     | BWX TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     14916 | NS      | $2148798.96   | 0.03%             |  |  |  | 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        |      5247 | NS      | $105412.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc.                                                 | COMPASS THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14310 | NS      | $37206.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc.                                                          | COMPOSECURE INC COMMON STOCK USD.0001                    | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6594 | NS      | $92909.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                                     | CONDUENT INC COMMON STOCK USD.01                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     22841 | NS      | $60300.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                                        | CONMED CORP COMMON STOCK USD.01                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      4603 | NS      | $239724.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies Inc.                                          | HAVERTY FURNITURE COS INC COMMON STOCK USD1.0            | CUSIP: 419596101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $44342.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                                               | HILTON GRAND VACATIONS INC COMMON STOCK USD.01           | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     18419 | NS      | $764941.07    | 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        |      2118 | NS      | $134238.84    | 0.00%             |  |  |  | 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        |     11727 | NS      | $1480064.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                     | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    349525 | NS      | $9071173.08   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Incorporated                                                    | INGREDION INC COMMON STOCK USD.01                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10500 | NS      | $1424010.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Biosciences Inc.                                                  | INHIBRX BIOSCIENCES INC COMMON STOCK                     | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1614 | NS      | $23031.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                                                | BOLLORE SE COMMON STOCK EUR.16                           | CUSIP: 457270007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     82117 | NS      | $516137.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIOBANCA - Banca di Credito finanziario S.P.A.                          | MEDIOBANCA BANCA DI CREDITO FI COMMON STOCK              | CUSIP: 457481000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |     58010 | NS      | $1349948.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Innodata Inc.                                                             | INNODATA INC COMMON STOCK USD.01                         | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      4493 | NS      | $230131.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovex International Inc.                                                | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01            | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5913 | NS      | $92361.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                                                  | INSIGHT ENTERPRISES INC COMMON STOCK USD.01              | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4081 | NS      | $563524.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                                             | INNOSPEC INC COMMON STOCK USD.01                         | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3702 | NS      | $311301.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                                   | INSTEEL INDUSTRIES INC COMMON STOCK                      | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2782 | NS      | $103518.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                                            | INSPERITY INC COMMON STOCK USD.01                        | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11181 | NS      | $672201.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                                               | INOGEN INC COMMON STOCK USD.001                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      3805 | NS      | $26749.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc.                                          | INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3467 | NS      | $625169.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                                             | INNOVIVA INC COMMON STOCK USD.01                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      9487 | NS      | $190593.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc.                                     | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001              | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4092 | NS      | $225960.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc.                                               | INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001         | CUSIP: 45782N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3555 | NS      | $29044.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INmune Bio Inc.                                                           | INMUNE BIO INC COMMON STOCK USD.001                      | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2857 | NS      | $6599.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Insulet Corporation                                                       | INSULET CORP COMMON STOCK USD.001                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4969 | NS      | $1561160.42   | 0.02%             |  |  |  | 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        |     10059 | NS      | $123423.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                                                | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     15424 | NS      | $144677.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                                               | INTAPP INC COMMON STOCK USD.001                          | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8193 | NS      | $422922.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                                         | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001      | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11398 | NS      | $94717.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                                         | INTERPARFUMS INC COMMON STOCK USD.001                    | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2698 | NS      | $354274.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                                            | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01        | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71157 | NS      | $3942809.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                                            | INTERFACE INC COMMON STOCK USD.1                         | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      8781 | NS      | $183786.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                                            | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     40502 | NS      | $7430901.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                                         | INTERDIGITAL INC COMMON STOCK USD.01                     | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3816 | NS      | $855661.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                           | DANSKE BANK A/S COMMON STOCK DKK10.0                     | CUSIP: 458882909<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     80032 | NS      | $3268811.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bancshares Corporation                                      | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0        | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     16681 | NS      | $1110287.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     65621 | NS      | $19343758.38  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.                                 | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     18061 | NS      | $1328386.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                | GENMAB A/S COMMON STOCK DKK1.0                           | CUSIP: 459573903<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      7440 | NS      | $1545052.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                            | CONTINENTAL AG COMMON STOCK                              | CUSIP: 459858908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     12763 | NS      | $1113926.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                     | AMERICAN HOMES 4 RENT REIT USD.01                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     51885 | NS      | $1871491.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                         | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     40692 | NS      | $3482828.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                                         | INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD.1         | CUSIP: 459902102<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     16488 | NS      | $260675.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                                          | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001     | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $43891.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                                      | INTREPID POTASH INC COMMON STOCK USD.001                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1708 | NS      | $61026.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                                               | INVENTRUST PROPERTIES CORP REIT USD.001                  | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11589 | NS      | $317538.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc.                                                   | INTUITIVE MACHINES INC COMMON STOCK USD.0001             | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16206 | NS      | $176159.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                                             | INVESCO MORTGAGE CAPITAL INC REIT USD.01                 | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      9817 | NS      | $76965.28     | 0.00%             |  |  |  | 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        |      1501 | NS      | $28999.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                                          | DEUTSCHE POST AG COMMON STOCK                            | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    111387 | NS      | $5159430.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Investors Title Company                                                   | INVESTORS TITLE CO COMMON STOCK                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $43527.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                                     | INVITATION HOMES INC REIT USD.01                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40248 | NS      | $1320134.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                                                 | IONQ INC COMMON STOCK USD.0001                           | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35037 | NS      | $1505539.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc.                                              | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666   | CUSIP: 462260100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38563 | NS      | $66328.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Iradimed Corporation                                                      | IRADIMED CORP COMMON STOCK USD.0001                      | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1330 | NS      | $79520.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                                       | IQVIA HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11604 | NS      | $1828674.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                                               | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001          | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17659 | NS      | $532772.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                                                | IRON MOUNTAIN INC REIT USD.01                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     20832 | NS      | $2136738.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25         | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    229850 | NS      | $10928520.09  | 0.16%             |  |  |  | No            |                  2 | 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        |      2618 | NS      | $79744.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perspective Therapeutics Inc                                              | PERSPECTIVE THERAPEUTICS INC COMMON STOCK USD.001        | CUSIP: 46489V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9161 | NS      | $31513.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Limited                                              | ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    142656 | NS      | $1422953.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American States Water Company                                             | AMERICAN STATES WATER CO COMMON STOCK                    | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5679 | NS      | $435352.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation                                       | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01         | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      5671 | NS      | $208068.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                | AMERICAN TOWER CORP REIT USD.01                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     33054 | NS      | $7305595.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                                             | AMERICAN WOODMARK CORP COMMON STOCK                      | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2159 | NS      | $115225.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                                                   | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01            | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $64670.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.                                         | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     25822 | NS      | $274487.86    | 0.00%             |  |  |  | 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        |      1885 | NS      | $201713.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                                                 | NATIONAL FUEL GAS CO COMMON STOCK USD1.0                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     14751 | NS      | $1249557.21   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc.                                            | NATIONAL HEALTH INVESTORS INC REIT USD.01                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      6797 | NS      | $476605.64    | 0.01%             |  |  |  | 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        |       812 | NS      | $79543.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                    | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49051 | NS      | $858883.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                                      | HECLA MINING CO COMMON STOCK USD.25                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     89129 | NS      | $533882.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                                             | NATIONAL RESEARCH CORP COMMON STOCK USD.001              | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      1996 | NS      | $33532.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                                             | NNN REIT INC REIT USD.01                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     30686 | NS      | $1325021.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                                         | NATIONAL STORAGE AFFILIATES TR REIT USD.01               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11486 | NS      | $367437.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc.                                             | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 63845R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11564 | NS      | $266087.64    | 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        |      1564 | NS      | $40366.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc.                                   | NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001      | CUSIP: 63888U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $78500.00     | 0.00%             |  |  |  | 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        |      1999 | NS      | $29565.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd.                                            | NOMURA RESEARCH INSTITUTE LTD COMMON STOCK               | CUSIP: 639092907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43836 | NS      | $1753326.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                    | OMV AG COMMON STOCK                                      | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     17087 | NS      | $929211.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LSI Industries Inc.                                                       | LSI INDUSTRIES INC COMMON STOCK                          | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4257 | NS      | $72411.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                                     | HILLTOP HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      6875 | NS      | $208656.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc.                                                           | MEDIAALPHA INC COMMON STOCK USD.01                       | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5110 | NS      | $55954.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc.                                                             | MEDIFAST INC COMMON STOCK USD.001                        | CUSIP: 58470H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1872 | NS      | $26301.60     | 0.00%             |  |  |  | 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        |     12727 | NS      | $182632.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                         | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     90555 | NS      | $7893679.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                                     | MEDPACE HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3848 | NS      | $1207733.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor                                                                     | ACCOR SA COMMON STOCK EUR3.0                             | CUSIP: 585284904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22739 | NS      | $1191716.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercantile Bank Corporation                                               | MERCANTILE BANK CORP COMMON STOCK                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2474 | NS      | $114818.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG and Co. KGaA                                               | CTS EVENTIM AG and CO KGAA COMMON STOCK                  | CUSIP: 588185900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7240 | NS      | $900298.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Bancorp                                                         | MERCHANTS BANCORP COMMON STOCK                           | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3955 | NS      | $130791.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                  | INFINEON TECHNOLOGIES AG COMMON STOCK                    | CUSIP: 588950907<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    151524 | NS      | $6465837.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    177295 | NS      | $14034672.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                                       | NAVIENT CORP COMMON STOCK USD.01                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     10353 | NS      | $145977.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corporation                                         | NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001         | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20014 | NS      | $131091.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc.                                                      | MERCURY SYSTEMS INC COMMON STOCK USD.01                  | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7704 | NS      | $414937.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                                               | MERCURY GENERAL CORP COMMON STOCK                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      3963 | NS      | $266868.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc.                                                         | MERIDIANLINK INC COMMON STOCK USD.001                    | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4991 | NS      | $81003.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                                | MERIT MEDICAL SYSTEMS INC COMMON STOCK                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      8539 | NS      | $798225.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                                                | MERITAGE HOMES CORP COMMON STOCK USD.01                  | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10391 | NS      | $695885.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                                 | NOKIA OYJ COMMON STOCK                                   | CUSIP: 590294906<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    617920 | NS      | $3206156.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrimack Pharmaceuticals Inc.                                            | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01        | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1515 | NS      | $45.45        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mesa Laboratories Inc.                                                    | MESA LABORATORIES INC COMMON STOCK                       | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $73585.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                                                 | METROCITY BANKSHARES INC COMMON STOCK                    | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3487 | NS      | $99658.46     | 0.00%             |  |  |  | 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        |      1431 | NS      | $100170.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc.                                                           | NB BANCORP INC COMMON STOCK USD.01                       | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5072 | NS      | $90585.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                                                 | NIPPON BUILDING FUND INC REIT                            | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       888 | NS      | $819960.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsera Inc.                                                              | METSERA INC COMMON STOCK USD.00001                       | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2679 | NS      | $76217.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mettler-Toledo International Inc.                                         | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1467 | NS      | $1723314.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    524786 | NS      | $261033804.26 | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc.                                                          | MICROVISION INC COMMON STOCK USD.001                     | CUSIP: 594960304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38117 | NS      | $43453.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     37973 | NS      | $2672160.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                                    | MICRON TECHNOLOGY INC COMMON STOCK USD.1                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     78908 | NS      | $9725411.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc.                                           | BOWHEAD SPECIALTY HOLDINGS INC COMMON STOCK USD.01       | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2383 | NS      | $89433.99     | 0.00%             |  |  |  | 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        |      2206 | NS      | $63422.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                                                  | BOX INC COMMON STOCK USD.0001                            | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     20691 | NS      | $707011.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                                   | BOYD GAMING CORP COMMON STOCK USD.01                     | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9968 | NS      | $779796.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels and Resorts Inc.                                           | BRAEMAR HOTELS and RESORTS INC REIT USD.01               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |      9341 | NS      | $22885.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                                             | BEIERSDORF AG COMMON STOCK                               | CUSIP: 510740905<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |     11510 | NS      | $1446783.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeland Financial Corporation                                            | LAKELAND FINANCIAL CORP COMMON STOCK                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3798 | NS      | $233387.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc.                                                   | MICROVAST HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29561 | NS      | $107306.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc.                                    | MID-AMERICA APARTMENT COMMUNIT REIT USD.01               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      8265 | NS      | $1223302.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc.                                                  | LAKELAND INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1723 | NS      | $23450.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                   | HEIDELBERG MATERIALS AG COMMON STOCK                     | CUSIP: 512067901<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     15527 | NS      | $3656557.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brandywine Realty Trust                                                   | BRANDYWINE REALTY TRUST REIT USD.01                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     25666 | NS      | $110107.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc.                                                                | BRAZE INC COMMON STOCK USD.0001                          | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11343 | NS      | $318738.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc.                                                 | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      9964 | NS      | $516633.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer N.V.                                                       | WOLTERS KLUWER NV COMMON STOCK EUR.12                    | CUSIP: 567151907<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     27675 | NS      | $4628316.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                            | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    128817 | NS      | $12471257.69  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MarineMax Inc.                                                            | MARINEMAX INC COMMON STOCK USD.001                       | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2851 | NS      | $71674.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H and M Hennes and Mauritz AB                                             | H and M HENNES and MAURITZ AB COMMON STOCK               | CUSIP: 568743900<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     65725 | NS      | $925678.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Corporation                                                         | ELISA OYJ COMMON STOCK                                   | CUSIP: 570151902<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     16503 | NS      | $917261.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | BANCO SANTANDER SA COMMON STOCK EUR.5                    | CUSIP: 570594903<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   1758123 | NS      | $14558801.40  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc.                                                 | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003            | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2648 | NS      | $591404.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                                                     | BRIDGEBIO PHARMA INC COMMON STOCK                        | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23081 | NS      | $996637.58    | 0.01%             |  |  |  | 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        |      3356 | NS      | $53393.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc.                                                              | MARQETA INC COMMON STOCK USD.0001                        | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57265 | NS      | $333854.95    | 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        |      9847 | NS      | $712036.57    | 0.01%             |  |  |  | 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        |     12495 | NS      | $294757.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc.                                                | BRINKER INTERNATIONAL INC COMMON STOCK USD.1             | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6527 | NS      | $1177013.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                         | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     34789 | NS      | $7606266.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                                               | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01        | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     16051 | NS      | $4385293.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                                       | BRINK'S CO/THE COMMON STOCK USD1.0                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     13217 | NS      | $1180145.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    143689 | NS      | $6651363.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                                               | NELNET INC COMMON STOCK USD.01                           | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2054 | NS      | $248780.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                                        | NEOGEN CORP COMMON STOCK USD.16                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     32960 | NS      | $157548.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                  | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     88182 | NS      | $22650282.11  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Marten Transport Ltd.                                                     | MARTEN TRANSPORT LTD COMMON STOCK USD.01                 | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9255 | NS      | $120222.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                                        | BRISTOW GROUP INC COMMON STOCK USD.01                    | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      4302 | NS      | $141836.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                                               | BRIXMOR PROPERTY GROUP INC REIT USD.01                   | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49969 | NS      | $1301192.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                                            | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01        | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4257 | NS      | $2336922.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                         | MASCO CORP COMMON STOCK USD1.0                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     14893 | NS      | $958513.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                                       | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01       | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8294 | NS      | $2015690.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc.                                                 | BROADSTONE NET LEASE INC REIT USD.00025                  | CUSIP: 11135E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27680 | NS      | $444264.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                                        | MASIMO CORP COMMON STOCK USD.001                         | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      7347 | NS      | $1235912.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG COMMON STOCK                            | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    214752 | NS      | $6366415.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    331988 | NS      | $91512492.20  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                                              | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01          | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     34047 | NS      | $236967.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0          | CUSIP: 575602909<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     33636 | NS      | $2995600.41   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                   | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      6495 | NS      | $539382.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Business Corporation                                           | BROOKFIELD BUSINESS CORP COMMON STOCK                    | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3724 | NS      | $116188.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corporation                                     | BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK              | CUSIP: 11276H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17849 | NS      | $742518.40    | 0.01%             |  |  |  | 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        |     19010 | NS      | $907157.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                                          | MATCH GROUP INC COMMON STOCK USD.001                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     17314 | NS      | $534829.46    | 0.01%             |  |  |  | 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        |     13965 | NS      | $147330.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                                               | AZENTA INC COMMON STOCK USD.01                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      6050 | NS      | $186219.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                                      | MATERION CORP COMMON STOCK                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      3068 | NS      | $243507.16    | 0.00%             |  |  |  | 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        |      4187 | NS      | $56566.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                                               | MATSON INC COMMON STOCK                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4781 | NS      | $532364.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                                               | MATTEL INC COMMON STOCK USD1.0                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     52719 | NS      | $1039618.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown and Brown Inc.                                                      | BROWN and BROWN INC COMMON STOCK USD.1                   | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16796 | NS      | $1862172.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                                                  | BROWN-FORMAN CORP COMMON STOCK USD.15                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     12858 | NS      | $346008.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                                        | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0          | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      4560 | NS      | $109029.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land and Pineapple Company Inc.                                      | MAUI LAND and PINEAPPLE CO INC COMMON STOCK              | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1204 | NS      | $21900.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                                        | BRUKER CORP COMMON STOCK USD.01                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     18060 | NS      | $744072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                                     | BRUNSWICK CORP/DE COMMON STOCK USD.75                    | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     10723 | NS      | $592338.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                                            | MAXLINEAR INC COMMON STOCK                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     12150 | NS      | $172651.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc.                                                              | MAXCYTE INC COMMON STOCK                                 | CUSIP: 57777K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16558 | NS      | $36096.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle Inc.                                                           | BUCKLE INC/THE COMMON STOCK USD.01                       | CUSIP: 118440106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4724 | NS      | $214233.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke and Herbert Financial Services Corp.                                | BURKE and HERBERT FINANCIAL SERV COMMON STOCK            | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2019 | NS      | $120594.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                                              | MAXIMUS INC COMMON STOCK                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     17534 | NS      | $1230886.80   | 0.02%             |  |  |  | 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        |      2342 | NS      | $37378.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                                                    | BURLINGTON STORES INC COMMON STOCK USD.0001              | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10284 | NS      | $2392469.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                                            | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0        | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4578 | NS      | $112847.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                                        | MCCORMICK and CO INC/MD COMMON STOCK USD.01              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     17841 | NS      | $1352704.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     50486 | NS      | $14750494.62  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc.                                                    | BUTTERFLY NETWORK INC COMMON STOCK USD.0001              | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29116 | NS      | $58232.00     | 0.00%             |  |  |  | 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        |      4815 | NS      | $128704.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                          | MCGRATH RENTCORP COMMON STOCK                            | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3657 | NS      | $424065.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                                      | MCKESSON CORP COMMON STOCK USD.01                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      8834 | NS      | $6473378.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                                                   | BYRNA TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2703 | NS      | $83468.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CandF Financial Corporation                                               | CandF FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       505 | NS      | $31173.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp.                                                 | MEDALLION FINANCIAL CORP COMMON STOCK USD.01             | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      2725 | NS      | $25969.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                       | DEUTSCHE TELEKOM AG COMMON STOCK                         | CUSIP: 584235907<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    405001 | NS      | $14824493.95  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| C3.ai Inc.                                                                | C3.AI INC COMMON STOCK USD.001                           | CUSIP: 12468P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17882 | NS      | $439360.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc.                                                | CB FINANCIAL SERVICES INC COMMON STOCK                   | CUSIP: 12479G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $24367.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc.                                                      | MISSION PRODUCE INC COMMON STOCK USD.001                 | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7344 | NS      | $86071.68     | 0.00%             |  |  |  | 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        |     15002 | NS      | $90162.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                                                 | CBIZ INC COMMON STOCK USD.01                             | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7745 | NS      | $555393.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and Associates Properties Inc.                                        | CBL and ASSOCIATES PROPERTIES IN REIT USD.01             | CUSIP: 124830878<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2668 | NS      | $67740.52     | 0.00%             |  |  |  | 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        |      3037 | NS      | $85643.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK EUR.04                   | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    451229 | NS      | $2201181.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mistras Group Inc.                                                        | MISTRAS GROUP INC COMMON STOCK USD.01                    | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2980 | NS      | $23869.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 606558005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    344765 | NS      | $6611484.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc.                                                  | CBOE GLOBAL MARKETS INC COMMON STOCK                     | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7393 | NS      | $1724121.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                                           | CBRE GROUP INC COMMON STOCK USD.01                       | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20733 | NS      | $2905107.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc.                                                        | MITEK SYSTEMS INC COMMON STOCK USD.001                   | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      6632 | NS      | $65656.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim Ltd                                                         | BANK HAPOALIM BM COMMON STOCK ILS1.0                     | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    145598 | NS      | $2796655.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc.                                                   | CONNECTONE BANCORP INC COMMON STOCK                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      7151 | NS      | $165617.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                            | CONOCOPHILLIPS COMMON STOCK USD.01                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     89134 | NS      | $7998885.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corporation                                               | WESTPAC BANKING CORP COMMON STOCK                        | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    397190 | NS      | $8851985.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                 | BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1               | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    174003 | NS      | $3237419.29   | 0.05%             |  |  |  | No            |                  2 | 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        |      2925 | NS      | $67450.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                                                  | CONSOLIDATED EDISON INC COMMON STOCK USD.1               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     25440 | NS      | $2552904.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                                                 | CONSTELLATION BRANDS INC COMMON STOCK USD.01             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     10808 | NS      | $1758245.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                                          | CONSTELLATION ENERGY CORP COMMON STOCK                   | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22129 | NS      | $7142356.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                                              | MODERNA INC COMMON STOCK USD.0001                        | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24030 | NS      | $662987.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                                              | MODINE MANUFACTURING CO COMMON STOCK USD.625             | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      7737 | NS      | $762094.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modiv Industrial Inc.                                                     | MODIV INDUSTRIAL INC REIT USD.001                        | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1649 | NS      | $23217.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                                                        | MOELIS and CO COMMON STOCK USD.01                        | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     10874 | NS      | $677667.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                                                    | MOHAWK INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3664 | NS      | $384133.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corporation                                                            | LY CORP COMMON STOCK                                     | CUSIP: 608484903<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    331996 | NS      | $1222610.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0       | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    322311 | NS      | $2754251.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF10.0    | CUSIP: 596228908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       110 | NS      | $1853894.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc.                                                    | MOLINA HEALTHCARE INC COMMON STOCK USD.001               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3827 | NS      | $1140063.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                             | FORTESCUE LTD COMMON STOCK                               | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    196485 | NS      | $1975112.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                             | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     12098 | NS      | $581792.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Limited                                                     | TELSTRA GROUP LTD COMMON STOCK                           | CUSIP: 608728903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    467118 | NS      | $1489462.99   | 0.02%             |  |  |  | No            |                  2 | 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        |      1855 | NS      | $160346.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                                               | MONDELEZ INTERNATIONAL INC COMMON STOCK                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     91422 | NS      | $6165499.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                                              | MONSTER BEVERAGE CORP COMMON STOCK USD.005               | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49578 | NS      | $3105565.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc.                                                   | MONTAUK RENEWABLES INC COMMON STOCK USD.01               | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10079 | NS      | $22375.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc.                                              | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7319 | NS      | $33008.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                       | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14714 | NS      | $1017706.36   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt and Spruengli AG                                  | CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0   | CUSIP: 596230904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        12 | NS      | $2000707.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                   | STMICROELECTRONICS NV COMMON STOCK EUR1.04               | CUSIP: 596233908<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     78561 | NS      | $2408836.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Construction Partners Inc.                                                | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001           | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6943 | NS      | $737902.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                                     | LABCORP HOLDINGS INC COMMON STOCK USD.1                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5910 | NS      | $1551434.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Group Corporation                                                | NTT DATA GROUP CORP COMMON STOCK                         | CUSIP: 612563908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73229 | NS      | $2027032.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Limited                                                               | ASX LTD COMMON STOCK                                     | CUSIP: 612922906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22544 | NS      | $1035117.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                             | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     61930 | NS      | $1691185.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| La-Z-Boy Incorporated                                                     | LA-Z-BOY INC COMMON STOCK USD1.0                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      6219 | NS      | $231160.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corporation                                                   | BRIDGESTONE CORP COMMON STOCK                            | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     66248 | NS      | $2709024.92   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Obic Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                 | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37559 | NS      | $1460484.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Corp                                                       | LADDER CAPITAL CORP REIT USD.001                         | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17778 | NS      | $191113.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer Aktiengesellschaft                                                  | BAYER AG COMMON STOCK                                    | CUSIP: 506921907<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    113989 | NS      | $3434181.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                  | ORACLE CORP JAPAN COMMON STOCK                           | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4466 | NS      | $532304.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                               | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    588962 | NS      | $14169009.10  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancaster Colony Corporation                                              | LANCASTER COLONY CORP COMMON STOCK                       | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6102 | NS      | $1054242.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                                                  | LIFECORE BIOMEDICAL INC COMMON STOCK USD.001             | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      4382 | NS      | $35581.84     | 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        |      4880 | NS      | $106823.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Limited                                                    | CONTACT ENERGY LTD COMMON STOCK                          | CUSIP: 615252905<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     93150 | NS      | $511191.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                       | MOODY'S CORP COMMON STOCK USD.01                         | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     10924 | NS      | $5479369.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                                 | MOOG INC COMMON STOCK USD1.0                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4130 | NS      | $747406.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                   | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    108329 | NS      | $3141943.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Capcom Co. Ltd.                                                           | CAPCOM CO LTD COMMON STOCK                               | CUSIP: 617369004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40199 | NS      | $1372855.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | MORGAN STANLEY COMMON STOCK USD.01                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     87222 | NS      | $12286090.92  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                                    | DBS GROUP HOLDINGS LTD COMMON STOCK                      | CUSIP: 617520903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    247156 | NS      | $8725113.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar Inc.                                                          | MORNINGSTAR INC COMMON STOCK                             | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4346 | NS      | $1364339.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chiba Bank Ltd.                                                       | CHIBA BANK LTD/THE COMMON STOCK                          | CUSIP: 619056005<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     65425 | NS      | $604639.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                        | MOSAIC CO/THE COMMON STOCK USD.01                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     22399 | NS      | $817115.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Company Incorporated                                 | CHUBU ELECTRIC POWER CO INC COMMON STOCK                 | CUSIP: 619560006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74760 | NS      | $925112.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     77928 | NS      | $4069230.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                             | REA GROUP LTD COMMON STOCK                               | CUSIP: 619857907<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6132 | NS      | $971056.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneWater Marine Inc.                                                      | ONEWATER MARINE INC COMMON STOCK USD.01                  | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1894 | NS      | $25360.66     | 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        |      5401 | NS      | $90142.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                                      | ONTO INNOVATION INC COMMON STOCK                         | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7979 | NS      | $805320.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                                                 | ON24 INC COMMON STOCK USD.0001                           | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4981 | NS      | $27046.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc.                                                                 | OOMA INC COMMON STOCK                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4247 | NS      | $54786.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                                                  | OPEN LENDING CORP COMMON STOCK                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17337 | NS      | $33633.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                                                  | MIDDLEBY CORP/THE COMMON STOCK USD.01                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      8732 | NS      | $1257408.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlefield Banc Corp.                                                    | MIDDLEFIELD BANC CORP COMMON STOCK                       | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1157 | NS      | $34837.27     | 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        |     55041 | NS      | $72654.12     | 0.00%             |  |  |  | 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        |      5178 | NS      | $37074.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc.                                                                | OPPFI INC COMMON STOCK USD.0001                          | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3649 | NS      | $51049.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                          | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    114838 | NS      | $25107031.94  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                                          | NEOGENOMICS INC COMMON STOCK USD.001                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19428 | NS      | $142018.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neonode Inc.                                                              | NEONODE INC COMMON STOCK USD.001                         | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1605 | NS      | $40927.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corporation                                                    | OPTIMIZERX CORP COMMON STOCK USD.001                     | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2701 | NS      | $36463.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                                                   | OPTION CARE HEALTH INC COMMON STOCK USD.0001             | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     51014 | NS      | $1656934.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                                          | SOCIETE GENERALE SA COMMON STOCK EUR1.25                 | CUSIP: 596651901<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     83574 | NS      | $4780783.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1             | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16982 | NS      | $11882693.21  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange County Bancorp Inc.                                                | ORANGE COUNTY BANCORP INC COMMON STOCK USD.25            | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1592 | NS      | $41137.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                           | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    278456 | NS      | $984096.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc.                                                 | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001         | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12623 | NS      | $37869.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc.                                                | ORCHID ISLAND CAPITAL INC REIT USD.01                    | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     15837 | NS      | $111017.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                   | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18151 | NS      | $546847.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Limited                                           | SUN HUNG KAI PROPERTIES LTD COMMON STOCK                 | CUSIP: 685992000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    168114 | NS      | $1937184.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc.                                               | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001         | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10742 | NS      | $39315.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corporation                                                        | TAISEI CORP COMMON STOCK                                 | CUSIP: 687010009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18065 | NS      | $1052115.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                     | TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK                | CUSIP: 687044008<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    184599 | NS      | $5699121.74   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                     | ADVANTEST CORP COMMON STOCK                              | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     88894 | NS      | $6589800.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orrstown Financial Services Inc.                                          | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK              | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2841 | NS      | $90429.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                                     | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025              | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2647 | NS      | $56857.56     | 0.00%             |  |  |  | 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        |      6160 | NS      | $68684.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc.                                                   | ORUKA THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 687604108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4248 | NS      | $47620.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc.                                                         | OSCAR HEALTH INC COMMON STOCK USD.00001                  | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27094 | NS      | $580895.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                                       | OSHKOSH CORP COMMON STOCK USD.01                         | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10510 | NS      | $1193305.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corporation                                                        | SYSMEX CORP COMMON STOCK                                 | CUSIP: 688380906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58429 | NS      | $1017085.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                        | TERUMO CORP COMMON STOCK                                 | CUSIP: 688507003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    154609 | NS      | $2837363.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                | OTIS WORLDWIDE CORP COMMON STOCK USD.01                  | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27867 | NS      | $2759390.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co. Ltd                                                              | TOHO CO LTD/TOKYO COMMON STOCK                           | CUSIP: 689520005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12983 | NS      | $765942.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                        | TOKYO GAS CO LTD COMMON STOCK                            | CUSIP: 689544005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38355 | NS      | $1275767.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                          | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     51987 | NS      | $9955996.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Otter Tail Corporation                                                    | OTTER TAIL CORP COMMON STOCK USD5.0                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5705 | NS      | $439798.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc.                                                       | OUTSET MEDICAL INC COMMON STOCK USD.001                  | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2680 | NS      | $51482.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Inc.                                                               | BEYOND INC COMMON STOCK USD.0001                         | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      8391 | NS      | $57730.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Service Enterprise Group Incorporated                              | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     35232 | NS      | $2965829.76   | 0.04%             |  |  |  | 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        |      3387 | NS      | $97443.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips N.V.                                                  | KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2                | CUSIP: 598662906<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     96555 | NS      | $2318512.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                            | PUBLIC STORAGE REIT USD.1                                | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11148 | NS      | $3271046.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                                             | PUBMATIC INC COMMON STOCK USD.0001                       | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6428 | NS      | $79964.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                                           | PULTEGROUP INC COMMON STOCK USD.01                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14151 | NS      | $1492364.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc.                                                    | PULSE BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 74587B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2768 | NS      | $41769.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puma Biotechnology Inc.                                                   | PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6714 | NS      | $23029.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corporation                                                    | PURE CYCLE CORP COMMON STOCK USD.0033                    | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3747 | NS      | $40167.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc.                                               | PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001         | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19274 | NS      | $264053.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pure Storage Inc.                                                         | PURE STORAGE INC COMMON STOCK USD.0001                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     50741 | NS      | $2921666.78   | 0.04%             |  |  |  | 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        |      2401 | NS      | $163027.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc.                                                        | QUAD/GRAPHICS INC COMMON STOCK USD.025                   | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      4866 | NS      | $27492.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                                               | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                 | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2059 | NS      | $230484.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                                          | Q2 HOLDINGS INC COMMON STOCK USD.0001                    | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      9153 | NS      | $856629.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     77469 | NS      | $12337712.94  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                                                     | QUANTERIX CORP COMMON STOCK USD.001                      | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5957 | NS      | $39614.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc.                                                    | QUANTUM COMPUTING INC COMMON STOCK                       | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17044 | NS      | $326733.48    | 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        |      4892 | NS      | $22992.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                                        | TELEPERFORMANCE SE COMMON STOCK EUR2.5                   | CUSIP: 599933900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6252 | NS      | $607240.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MillerKnoll Inc.                                                          | MILLERKNOLL INC COMMON STOCK USD.2                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     10084 | NS      | $195831.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landmark Bancorp Inc.                                                     | LANDMARK BANCORP INC/MANHATTAN COMMON STOCK USD.01       | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $22474.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                                                      | LANDSTAR SYSTEM INC COMMON STOCK USD.01                  | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5705 | NS      | $793109.10    | 0.01%             |  |  |  | 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        |      1647 | NS      | $73225.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corporation                                                         | AISIN CORP COMMON STOCK                                  | CUSIP: 601070006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61015 | NS      | $780528.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International N.V.                                                    | ASM INTERNATIONAL NV COMMON STOCK EUR.04                 | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      5437 | NS      | $3487714.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc.                                                    | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21263 | NS      | $1740589.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co. Inc.                                                        | AJINOMOTO CO INC COMMON STOCK                            | CUSIP: 601090004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    105015 | NS      | $2848337.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                                          | ANA HOLDINGS INC COMMON STOCK                            | CUSIP: 601490006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18542 | NS      | $363053.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                         | VITAL ENERGY INC COMMON STOCK USD.01                     | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      4511 | NS      | $72581.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corporation                                                         | TOKYU CORP COMMON STOCK                                  | CUSIP: 689654002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     58002 | NS      | $689999.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc.                                                     | TORAY INDUSTRIES INC COMMON STOCK                        | CUSIP: 689714004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    160908 | NS      | $1101455.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ouster Inc.                                                               | OUSTER INC COMMON STOCK USD.0001                         | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7548 | NS      | $183039.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                                        | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01            | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      3309 | NS      | $1695233.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                                             | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     33714 | NS      | $2294237.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc.                                                     | TENABLE HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 88025T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17607 | NS      | $594764.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10x Genomics Inc.                                                         | 10X GENOMICS INC COMMON STOCK USD.00001                  | CUSIP: 88025U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15722 | NS      | $182060.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP COMMON STOCK USD.05                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     15165 | NS      | $2669040.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                                           | TENNANT CO COMMON STOCK USD.375                          | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2745 | NS      | $212682.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                             | TERADYNE INC COMMON STOCK USD.125                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     11327 | NS      | $1018523.84   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                                         | TEREX CORP COMMON STOCK USD.01                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     20254 | NS      | $945659.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraWulf Inc.                                                             | TERAWULF INC COMMON STOCK USD.001                        | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39490 | NS      | $172966.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Terns Pharmaceuticals Inc.                                                | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11135 | NS      | $41533.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                                | TERRENO REALTY CORP REIT USD.01                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14946 | NS      | $838022.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                                                | TESLA INC COMMON STOCK USD.001                           | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197856 | NS      | $62850936.96  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Limited                                    | TEVA PHARMACEUTICAL INDUSTRIES ADR                       | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    133080 | NS      | $2230420.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                                                   | TETRA TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19748 | NS      | $66353.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                                           | TETRA TECH INC COMMON STOCK USD.01                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     43021 | NS      | $1547035.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                                             | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     14077 | NS      | $1117713.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     64144 | NS      | $13317577.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                              | TEXTRON INC COMMON STOCK USD.125                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     12748 | NS      | $1023536.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc.                                                      | TG THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 88322Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21452 | NS      | $772057.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                             | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     26653 | NS      | $10806725.38  | 0.15%             |  |  |  | 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        |      5011 | NS      | $140708.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                                               | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0           | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1947 | NS      | $63608.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc.                                                   | THIRD HARMONIC BIO INC COMMON STOCK USD.0001             | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4081 | NS      | $22159.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                                                      | THOR INDUSTRIES INC COMMON STOCK USD.1                   | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8686 | NS      | $771403.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                                    | 3D SYSTEMS CORP COMMON STOCK USD.001                     | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     21625 | NS      | $33302.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ThredUp Inc.                                                              | THREDUP INC COMMON STOCK USD.0001                        | CUSIP: 88556E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13665 | NS      | $102350.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                | 3M CO COMMON STOCK USD.01                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     37999 | NS      | $5784967.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                                       | THRYV HOLDINGS INC COMMON STOCK                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5676 | NS      | $69020.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                                            | TIDEWATER INC COMMON STOCK                               | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7463 | NS      | $344268.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc.                                                   | TILE SHOP HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 88677Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5150 | NS      | $32754.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc.                                                   | TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01            | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1222 | NS      | $38126.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                                        | TIMKEN CO/THE COMMON STOCK                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     10395 | NS      | $754157.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc.                                                         | MIMEDX GROUP INC COMMON STOCK USD.001                    | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18256 | NS      | $111544.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine (MindMed) Inc.                                              | MIND MEDICINE MINDMED INC COMMON STOCK                   | CUSIP: 60255C885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11461 | NS      | $74381.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc.                                                | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4729 | NS      | $260426.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc.                                               | MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6027 | NS      | $81545.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                                           | NERDWALLET INC COMMON STOCK USD.0001                     | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6386 | NS      | $70054.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc.                                                            | NEUROGENE INC COMMON STOCK USD.000001                    | CUSIP: 64135M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1512 | NS      | $22604.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc.                                                         | DENTSU GROUP INC COMMON STOCK                            | CUSIP: 641628904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23131 | NS      | $512535.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc.                                                       | HIKARI TSUSHIN INC COMMON STOCK                          | CUSIP: 641632906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2055 | NS      | $606772.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand  Integrated  Commercial  Trust                                 | CAPITALAND INTEGRATED COMMERCI REIT                      | CUSIP: 642012900<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |    678921 | NS      | $1159307.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TXNM Energy Inc.                                                          | TXNM ENERGY INC COMMON STOCK                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     28717 | NS      | $1617341.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                                       | PPG INDUSTRIES INC COMMON STOCK USD1.66666               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     16028 | NS      | $1823185.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                                           | PPL CORP COMMON STOCK USD.01                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     52195 | NS      | $1768888.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                                            | PRA GROUP INC COMMON STOCK USD.01                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      5962 | NS      | $87939.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                                                | PAR TECHNOLOGY CORP COMMON STOCK USD.02                  | CUSIP: 698884103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5921 | NS      | $410739.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co.Ltd.                                                   | ZENSHO HOLDINGS CO LTD COMMON STOCK                      | CUSIP: 604260901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11190 | NS      | $677289.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                    | SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK              | CUSIP: 604321901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    181146 | NS      | $1110729.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Par Pacific Holdings Inc.                                                 | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      7939 | NS      | $210621.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc.                                                      | PARAMOUNT GROUP INC REIT USD.01                          | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28105 | NS      | $171440.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                                                      | PARK AEROSPACE CORP COMMON STOCK USD.1                   | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3051 | NS      | $45063.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                                         | PITNEY BOWES INC COMMON STOCK USD1.0                     | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     27126 | NS      | $295944.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                    | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    233969 | NS      | $1416375.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | CREDIT AGRICOLE SA COMMON STOCK EUR3.0                   | CUSIP: 726261902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    122883 | NS      | $2324736.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc.                                                  | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31051 | NS      | $668528.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                | MIRUM PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6452 | NS      | $328342.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Limited                                                    | HANG SENG BANK LTD COMMON STOCK                          | CUSIP: 640837001<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     87358 | NS      | $1310909.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc.                                              | HANKYU HANSHIN HOLDINGS INC COMMON STOCK                 | CUSIP: 640866000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26421 | NS      | $718219.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                       | PLANET FITNESS INC COMMON STOCK                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     13690 | NS      | $1492894.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                                           | PLANET LABS PBC COMMON STOCK USD.0001                    | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32210 | NS      | $196481.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                                               | NETAPP INC COMMON STOCK USD.001                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     14362 | NS      | $1530271.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                                              | NETFLIX INC COMMON STOCK USD.001                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     30048 | NS      | $40238178.24  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PlayAGS Inc.                                                              | PLAYAGS INC COMMON STOCK USD.01                          | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5763 | NS      | $71979.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                                    | PLAYTIKA HOLDING CORP COMMON STOCK USD.01                | CUSIP: 72815L107<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8829 | NS      | $41761.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                                              | PLEXUS CORP COMMON STOCK USD.01                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      3946 | NS      | $533933.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                                           | PLUG POWER INC COMMON STOCK USD.01                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    136040 | NS      | $202699.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Plumas Bancorp                                                            | PLUMAS BANCORP COMMON STOCK                              | CUSIP: 729273102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $41214.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc.                                             | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                 | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6166 | NS      | $99025.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                               | BNP PARIBAS SA COMMON STOCK EUR2.0                       | CUSIP: 730968906<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    118086 | NS      | $10592515.15  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                              | POLARIS INC COMMON STOCK USD.01                          | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     16546 | NS      | $672594.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ponce Financial Group Inc.                                                | PONCE FINANCIAL GROUP INC COMMON STOCK USD.01            | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $44717.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                                          | POOL CORP COMMON STOCK USD.001                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2655 | NS      | $773879.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                                               | NET LEASE OFFICE PROPERTIES REIT USD.001                 | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $72456.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                                              | NETGEAR INC COMMON STOCK USD.001                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      4189 | NS      | $121774.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                                                     | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     10365 | NS      | $257155.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp.                                                           | NETSTREIT CORP REIT USD.01                               | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12087 | NS      | $204632.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                                          | PORCH GROUP INC COMMON STOCK USD.0001                    | CUSIP: 733245104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11994 | NS      | $141409.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                             | ALFA LAVAL AB COMMON STOCK SEK2.84                       | CUSIP: 733268908<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     33571 | NS      | $1413963.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                            | LONZA GROUP AG COMMON STOCK CHF1.0                       | CUSIP: 733337901<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      8380 | NS      | $5993069.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Portillo's Inc.                                                           | PORTILLO'S INC COMMON STOCK USD.01                       | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8336 | NS      | $97281.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                                         | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     33856 | NS      | $1375569.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                        | POST HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7369 | NS      | $803442.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Potbelly Corporation                                                      | POTBELLY CORP COMMON STOCK USD.01                        | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |      3885 | NS      | $47591.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc.                                                  | POSTAL REALTY TRUST INC REIT USD.01                      | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3451 | NS      | $50833.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                                               | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     16158 | NS      | $2030899.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc.                                                            | NEUROPACE INC COMMON STOCK USD.001                       | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3753 | NS      | $41808.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries plc                                               | JAMES HARDIE INDUSTRIES PLC CDI EUR.59                   | CUSIP: 641297908<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     49875 | NS      | $1339309.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Energy Solutions Inc.                                               | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                  | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11546 | NS      | $154370.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Henderson Land Development Company Limited                                | HENDERSON LAND DEVELOPMENT CO COMMON STOCK               | CUSIP: 642053003<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    168530 | NS      | $591876.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                                      | RESONA HOLDINGS INC COMMON STOCK                         | CUSIP: 642155907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    240925 | NS      | $2225138.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBB Bancorp                                                               | RBB BANCORP COMMON STOCK                                 | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $48256.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                                             | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1208 | NS      | $46048.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                                                | POTLATCHDELTIC CORP REIT USD1.0                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     23112 | NS      | $886807.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA POSEIDA THERAPE COMMON STOCK                                       | CONTRA POSEIDA THERAPE COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9992 | NS      | $4996.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Compagnie de Saint-Gobain                                                 | CIE DE SAINT-GOBAIN SA COMMON STOCK EUR4.0               | CUSIP: 738048909<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     52114 | NS      | $6122104.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Powell Industries Inc.                                                    | POWELL INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1412 | NS      | $297155.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                                   | POWER INTEGRATIONS INC COMMON STOCK USD.001              | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17545 | NS      | $980765.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                                           | POWERFLEET INC NJ COMMON STOCK USD.01                    | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18611 | NS      | $80213.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc.                                        | POWER SOLUTIONS INTERNATIONAL COMMON STOCK USD.001       | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       984 | NS      | $63645.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc.                                           | PRAXIS PRECISION MEDICINES INC COMMON STOCK USD.0001     | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $112105.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                              | HITACHI LTD COMMON STOCK                                 | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    531452 | NS      | $15446296.54  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc.                                          | SUMITOMO MITSUI TRUST GROUP IN COMMON STOCK              | CUSIP: 643189905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     74487 | NS      | $1981162.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Precigen Inc.                                                             | PRECIGEN INC COMMON STOCK                                | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23690 | NS      | $33639.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                                                            | PREFERRED BANK/LOS ANGELES CA COMMON STOCK               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1731 | NS      | $149809.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                                           | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0           | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       376 | NS      | $60088.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc.                                                              | PREMIER INC COMMON STOCK USD.01                          | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13467 | NS      | $295331.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                                         | PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01       | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7265 | NS      | $580110.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group Inc.                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15556 | NS      | $1501154.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                                           | PRICESMART INC COMMON STOCK USD.0001                     | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3796 | NS      | $398731.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                                             | PRIMORIS SERVICES CORP COMMON STOCK USD.0001             | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      7988 | NS      | $622584.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                                            | PRIMERICA INC COMMON STOCK                               | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5365 | NS      | $1468239.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                                    | PRIMIS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      3821 | NS      | $41457.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc.                                                       | PRIME MEDICINE INC COMMON STOCK USD.00001                | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9397 | NS      | $23210.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Princeton Bancorp Inc.                                                    | PRINCETON BANCORP INC COMMON STOCK                       | CUSIP: 74179A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $22202.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc.                                            | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     14564 | NS      | $1156818.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                                                  | PROASSURANCE CORP COMMON STOCK USD.01                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      7631 | NS      | $174215.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    165540 | NS      | $26373832.80  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc.                                         | PRIORITY TECHNOLOGY HOLDINGS I COMMON STOCK USD.001      | CUSIP: 74275G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3958 | NS      | $30793.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Holdings Limited                                            | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1            | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    128019 | NS      | $739087.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                          | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    490106 | NS      | $4726016.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Procept Biorobotics Corporation                                           | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001          | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7781 | NS      | $448185.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                                                  | PRIVIA HEALTH GROUP INC COMMON STOCK USD.01              | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17077 | NS      | $392771.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proficient Auto Logistics Inc.                                            | PROFICIENT AUTO LOGISTICS INC COMMON STOCK USD.01        | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3784 | NS      | $27471.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                                                        | PROG HOLDINGS INC COMMON STOCK USD.5                     | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5963 | NS      | $175014.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                                             | PROGRESS SOFTWARE CORP COMMON STOCK USD.01               | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      6284 | NS      | $401170.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                               | PROGRESSIVE CORP/THE COMMON STOCK USD1.0                 | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41391 | NS      | $11045602.26  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                                              | PROGYNY INC COMMON STOCK USD.0001                        | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10222 | NS      | $224884.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                                             | PROLOGIS INC REIT USD.01                                 | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65517 | NS      | $6887147.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc.                                                            | RB GLOBAL INC COMMON STOCK                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |     30236 | NS      | $3210760.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc.                                                            | REV GROUP INC COMMON STOCK USD.001                       | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7589 | NS      | $361160.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc.                                                        | RGC RESOURCES INC COMMON STOCK USD5.0                    | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1604 | NS      | $35897.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                                 | RLI CORP COMMON STOCK USD1.0                             | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13635 | NS      | $984719.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                                         | RLJ LODGING TRUST REIT                                   | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20805 | NS      | $151460.40    | 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        |     13766 | NS      | $65113.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                                        | RMR GROUP INC/THE COMMON STOCK                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      2467 | NS      | $40335.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                        | RH COMMON STOCK USD.0001                                 | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2477 | NS      | $468177.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                                    | RPM INTERNATIONAL INC COMMON STOCK USD.01                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     20967 | NS      | $2303015.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                                                  | RXO INC COMMON STOCK USD.01                              | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24077 | NS      | $378490.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Limited                                             | POWER ASSETS HOLDINGS LTD COMMON STOCK                   | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    160725 | NS      | $1033391.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Wharf (Holdings) Limited                                              | WHARF HOLDINGS LTD/THE COMMON STOCK                      | CUSIP: 643557002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    124107 | NS      | $378383.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                         | RADIAN GROUP INC COMMON STOCK USD.001                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     20498 | NS      | $738337.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                                                    | RADIANT LOGISTICS INC COMMON STOCK USD.001               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      6519 | NS      | $39635.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                                               | RADNET INC COMMON STOCK USD.0001                         | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9810 | NS      | $558287.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                                               | RAMBUS INC COMMON STOCK USD.001                          | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33438 | NS      | $2140700.76   | 0.03%             |  |  |  | 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        |      3031 | NS      | $36190.14     | 0.00%             |  |  |  | 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        |      7800 | NS      | $27846.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                                       | ORIGIN BANCORP INC COMMON STOCK                          | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4533 | NS      | $162009.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc.                                                 | ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 68622P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6823 | NS      | $69253.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                                               | RAPID7 INC COMMON STOCK USD.01                           | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      9462 | NS      | $218856.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc.                                                 | RAPPORT THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2788 | NS      | $31699.56     | 0.00%             |  |  |  | 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        |      5766 | NS      | $52297.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corporation                                                  | SUZUKI MOTOR CORP COMMON STOCK                           | CUSIP: 686550005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    182358 | NS      | $2198549.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                              | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     12821 | NS      | $1966356.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                             | RAYONIER INC REIT                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     22890 | NS      | $507700.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                                                   | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     18377 | NS      | $1539257.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Pacific Limited                                                     | SWIRE PACIFIC LTD COMMON STOCK                           | CUSIP: 686774001<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     41225 | NS      | $353385.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials Inc.                                          | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01       | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     10222 | NS      | $39354.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                                           | RTX CORP COMMON STOCK USD1.0                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     94327 | NS      | $13773628.54  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                    | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    225544 | NS      | $2632672.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | GOODMAN GROUP REIT                                       | CUSIP: B03FYZ909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    235672 | NS      | $5313135.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Bearings Incorporated                                                 | RBC BEARINGS INC COMMON STOCK USD.01                     | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5118 | NS      | $1969406.40   | 0.03%             |  |  |  | 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        |      3052 | NS      | $24965.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc.                                                            | BACKBLAZE INC COMMON STOCK USD.001                       | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $46200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                                         | BADGER METER INC COMMON STOCK USD1.0                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      4373 | NS      | $1071166.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                      | BAKER HUGHES CO COMMON STOCK USD.0001                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69953 | NS      | $2681998.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                                       | BALCHEM CORP COMMON STOCK USD.0667                       | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4841 | NS      | $770687.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                          | BALL CORP COMMON STOCK                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     19587 | NS      | $1098634.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                               | BANK OF AMERICA CORP COMMON STOCK USD.01                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    462665 | NS      | $21893307.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                                                 | READY CAPITAL CORP REIT USD.0001                         | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25219 | NS      | $110207.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Real Brokerage Inc.                                                   | REAL BROKERAGE INC/THE COMMON STOCK                      | CUSIP: 75585H206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16121 | NS      | $72705.71     | 0.00%             |  |  |  | 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        |      1421 | NS      | $167180.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                                                | BANK OF HAWAII CORP COMMON STOCK USD.01                  | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      5654 | NS      | $381814.62    | 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        |     15941 | NS      | $57706.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                                 | REALTY INCOME CORP REIT USD1.0                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     63765 | NS      | $3673501.65   | 0.05%             |  |  |  | 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        |      2446 | NS      | $55866.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                                               | BELDEN INC COMMON STOCK USD.01                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     12254 | NS      | $1419013.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc.                                            | RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001     | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50304 | NS      | $254538.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Cat Holdings Inc.                                                     | RED CAT HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 75644T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11138 | NS      | $81084.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                                                      | BELLRING BRANDS INC COMMON STOCK USD.01                  | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20734 | NS      | $1201120.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                   | SSE PLC COMMON STOCK GBP.5                               | CUSIP: 079087003<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    128363 | NS      | $3232194.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                 | BP PLC COMMON STOCK USD.25                               | CUSIP: 079805909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1858459 | NS      | $9259384.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc.                                                | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5288 | NS      | $205333.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc.                                                 | RED RIVER BANCSHARES INC COMMON STOCK                    | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $43731.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc.                                                     | RED ROCK RESORTS INC COMMON STOCK USD.01                 | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7135 | NS      | $371234.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                                                 | W R BERKLEY CORP COMMON STOCK USD.2                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     21160 | NS      | $1554625.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                   | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    129474 | NS      | $62894584.98  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc.                                                           | RED VIOLET INC COMMON STOCK USD.001                      | CUSIP: 75704L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1748 | NS      | $86001.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                                                 | REGAL REXNORD CORP COMMON STOCK USD.01                   | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     10830 | NS      | $1569916.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                                            | BLACKBAUD INC COMMON STOCK USD.001                       | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     11833 | NS      | $759796.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                                            | BLACKLINE INC COMMON STOCK USD.01                        | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7763 | NS      | $439541.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                                               | REGENCY CENTERS CORP REIT USD.01                         | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11535 | NS      | $821638.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                            | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      7332 | NS      | $3849300.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran                                                                    | SAFRAN SA COMMON STOCK EUR.2                             | CUSIP: B058TZ909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     41781 | NS      | $13625800.30  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                       | SWISS PRIME SITE AG COMMON STOCK CHF2.0                  | CUSIP: B083BH906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      9310 | NS      | $1397655.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                            | BLACKSTONE MORTGAGE TRUST INC REIT USD.01                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     23773 | NS      | $457630.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc.                                 | CHICAGO ATLANTIC REAL ESTATE F REIT USD.01               | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2899 | NS      | $40470.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                                            | REGENXBIO INC COMMON STOCK USD.0001                      | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      7112 | NS      | $58389.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                                 | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1              | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1525 | NS      | $44545.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                                             | REGIONS FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     63468 | NS      | $1492767.36   | 0.02%             |  |  |  | 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        |     10790 | NS      | $2140304.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                                            | CHIMERA INVESTMENT CORP REIT USD.01                      | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     11621 | NS      | $161183.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                                               | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95133 | NS      | $5341717.95   | 0.08%             |  |  |  | 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        |     20377 | NS      | $70504.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                                             | RELIANCE INC COMMON STOCK USD.001                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      8586 | NS      | $2695145.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                                   | SEMBCORP INDUSTRIES LTD COMMON STOCK                     | CUSIP: B08X16905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    103702 | NS      | $558651.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU AERO ENGINES AG COMMON STOCK                         | CUSIP: B09DHL908<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6245 | NS      | $2774364.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Limited                                                             | CHUBB LTD COMMON STOCK                                   | CUSIP: 171232101<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     26314 | NS      | $7623692.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Church and Dwight Co. Inc.                                                | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     17389 | NS      | $1671256.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                                     | SPX TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      6719 | NS      | $1126641.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                                               | SABRA HEALTHCARE REIT REIT USD.01                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     73706 | NS      | $1359138.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                                              | CHURCHILL DOWNS INC COMMON STOCK                         | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11793 | NS      | $1191093.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidara Therapeutics Inc.                                                  | CIDARA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |      1557 | NS      | $75841.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                                         | SABRE CORP COMMON STOCK USD.01                           | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53600 | NS      | $169376.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp.                                                      | SABLE OFFSHORE CORP COMMON STOCK USD.0001                | CUSIP: 78574H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10181 | NS      | $223778.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                                         | CIENA CORP COMMON STOCK USD.01                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     23208 | NS      | $1887506.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                                          | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0            | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11036 | NS      | $1643481.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                                             | SAFEHOLD INC REIT USD.001                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      8315 | NS      | $129381.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                                               | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01           | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $170529.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                                    | CINEMARK HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 17243V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15716 | NS      | $474308.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc.                                                        | CIPHER MINING INC COMMON STOCK USD1.0                    | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39343 | NS      | $188059.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                                                    | SAGE THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      8588 | NS      | $78322.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                                                 | SAIA INC COMMON STOCK USD.001                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4348 | NS      | $1191308.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                                         | CIRRUS LOGIC INC COMMON STOCK USD.001                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8677 | NS      | $904620.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                   | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280893 | NS      | $19488356.34  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                                       | ST JOE CO/THE COMMON STOCK                               | CUSIP: 790148100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5615 | NS      | $267835.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                           | SALESFORCE INC COMMON STOCK USD.001                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     67745 | NS      | $18473384.05  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                        | CINTAS CORP COMMON STOCK                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24233 | NS      | $5400808.71   | 0.08%             |  |  |  | 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        |      2674 | NS      | $50645.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                                       | SANMINA CORP COMMON STOCK USD.01                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      7683 | NS      | $751627.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc.                                                      | SANUWAVE HEALTH INC COMMON STOCK USD.001                 | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1089 | NS      | $35784.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                    | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     39437 | NS      | $2598139.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group NV/SA                                                          | ELIA GROUP SA/NV COMMON STOCK                            | CUSIP: B09M9F900<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      5695 | NS      | $657740.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | PALLADYNE AI CORP COMMON STOCK USD.0001                  | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3844 | NS      | $33289.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc.                                                 | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 803607100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16045 | NS      | $274369.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                                        | PROS HOLDINGS INC COMMON STOCK USD.001                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      6496 | NS      | $101727.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                                    | PROPETRO HOLDING CORP COMMON STOCK                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12166 | NS      | $72631.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie                                                                     | ENGIE SA COMMON STOCK EUR1.0                             | CUSIP: B0C2CQ902<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    211923 | NS      | $4980783.38   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                     | HEINEKEN HOLDING NV COMMON STOCK EUR1.6                  | CUSIP: B0CCH4904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     15039 | NS      | $1122205.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Satellogic Inc.                                                           | SATELLOGIC INC COMMON STOCK USD.0001                     | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10473 | NS      | $37912.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                                         | SAUL CENTERS INC REIT USD.01                             | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $72035.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                            | CITIGROUP INC COMMON STOCK USD.01                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    131874 | NS      | $11225114.88  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CINCOR PHARMA I COMMON STOCK                                       | CONTRA CINCOR PHARMA I COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3771 | NS      | $11539.26     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citi Trends Inc.                                                          | CITI TRENDS INC COMMON STOCK USD.01                      | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $27747.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                             | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01         | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30620 | NS      | $1370245.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc.                                                               | SAVARA INC COMMON STOCK USD.001                          | CUSIP: 805111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21133 | NS      | $48183.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc.                                                 | SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001         | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3696 | NS      | $37699.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom                                                                    | ALSTOM SA COMMON STOCK EUR7.0                            | CUSIP: B0DJ8Q909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     40161 | NS      | $937395.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                           | LEONARDO FINMECCANICA S.P.A. COMMON STOCK                | CUSIP: B0DJNG904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     46958 | NS      | $2649694.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ScanSource Inc.                                                           | SCANSOURCE INC COMMON STOCK                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      3249 | NS      | $135840.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                                         | HENRY SCHEIN INC COMMON STOCK USD.01                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8594 | NS      | $627791.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc.                                          | CITIZENS FINANCIAL SERVICES IN COMMON STOCK USD1.0       | CUSIP: 174615104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $44392.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc.                                                             | CITIZENS INC/TX COMMON STOCK                             | CUSIP: 174740100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7937 | NS      | $27700.13     | 0.00%             |  |  |  | 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        |      2066 | NS      | $252919.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                                        | CLEAN HARBORS INC COMMON STOCK USD.01                    | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8223 | NS      | $1900993.14   | 0.03%             |  |  |  | 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        |     15556 | NS      | $1092653.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc.                                             | PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8644 | NS      | $477753.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                                         | SCHLUMBERGER NV COMMON STOCK USD.01                      | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96038 | NS      | $3246084.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Recycling Inc.                                                     | RADIUS RECYCLING INC COMMON STOCK USD1.0                 | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      4151 | NS      | $123243.19    | 0.00%             |  |  |  | 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        |     27531 | NS      | $53685.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                                           | CLEANSPARK INC COMMON STOCK                              | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40991 | NS      | $452130.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholastic Corporation                                                    | SCHOLASTIC CORP COMMON STOCK USD.01                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3224 | NS      | $67639.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corporation                                          | SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001           | CUSIP: 80706P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12029 | NS      | $426067.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc.                                                         | CLEAR SECURE INC COMMON STOCK USD.00001                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12359 | NS      | $343085.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                                           | CLEARFIELD INC COMMON STOCK USD.01                       | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1771 | NS      | $76879.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                               | OVERSEA-CHINESE BANKING CORP L COMMON STOCK              | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    392896 | NS      | $5038229.47   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven and I Holdings Co. Ltd.                                             | SEVEN and I HOLDINGS CO LTD COMMON STOCK                 | CUSIP: B0FS5D909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    256873 | NS      | $4134451.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Schrodinger Inc.                                                          | SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01        | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8402 | NS      | $169048.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                            | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01              | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120592 | NS      | $11002814.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc.                                                     | CLEARPOINT NEURO INC COMMON STOCK USD.01                 | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4024 | NS      | $48046.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc.                                        | CLEARWATER ANALYTICS HOLDINGS COMMON STOCK USD.001       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36363 | NS      | $797440.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                                       | MATIV HOLDINGS INC COMMON STOCK USD.1                    | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      8470 | NS      | $57765.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation                            | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      7701 | NS      | $867209.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Company Limited                                            | DAIICHI SANKYO CO LTD COMMON STOCK                       | CUSIP: B0J7D9901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    199278 | NS      | $4616889.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                | BANDAI NAMCO HOLDINGS INC COMMON STOCK                   | CUSIP: B0JDQD905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68921 | NS      | $2470074.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Paper Corporation                                              | CLEARWATER PAPER CORP COMMON STOCK USD.0001              | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2379 | NS      | $64803.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                     | CLEVELAND-CLIFFS INC COMMON STOCK USD.125                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     79145 | NS      | $601502.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                                     | LIGHT and WONDER INC COMMON STOCK USD.001                | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13776 | NS      | $1326077.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                         | SYSCO CORP COMMON STOCK USD1.0                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     34227 | NS      | $2592352.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                                                 | HIMS and HERS HEALTH INC COMMON STOCK USD.0001           | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60153 | NS      | $2998627.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hingham Institution for Savings The                                       | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0       | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $55878.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitsubishi Chemical Group Corporation                                     | MITSUBISHI CHEMICAL GROUP CORP COMMON STOCK              | CUSIP: B0JQTJ900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    157294 | NS      | $826740.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                              | HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1             | CUSIP: B0LCW0905<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |     19309 | NS      | $526923.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                    | TJX COS INC/THE COMMON STOCK USD1.0                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     78832 | NS      | $9734963.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                                                   | TKO GROUP HOLDINGS INC COMMON STOCK USD.00001            | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4733 | NS      | $861169.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc.                                                       | HIPPO HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2716 | NS      | $75857.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE and Co. KGaA                                                 | FRESENIUS SE and CO KGAA COMMON STOCK                    | CUSIP: 435209903<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     49014 | NS      | $2466521.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                              | INDUTRADE AB COMMON STOCK SEK1.0                         | CUSIP: B0LDBX904<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     31703 | NS      | $865653.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                                         | LINK REIT REIT                                           | CUSIP: B0PB4M906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    301645 | NS      | $1615759.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc.                                                          | T-MOBILE US INC COMMON STOCK USD.0001                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     33671 | NS      | $8022452.46   | 0.11%             |  |  |  | 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        |     13225 | NS      | $422538.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen                                                                     | IPSEN SA COMMON STOCK EUR1.0                             | CUSIP: B0R7JF902<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      4376 | NS      | $521259.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                 | AVOLTA AG COMMON STOCK CHF5.0                            | CUSIP: B0R80X901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     10199 | NS      | $555550.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG RE Finance Trust Inc.                                                 | TPG RE FINANCE TRUST INC REIT USD.001                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9878 | NS      | $76258.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc.                                                                  | TSS INC/MD COMMON STOCK USD.0001                         | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2723 | NS      | $78504.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                                              | HOLOGIC INC COMMON STOCK USD.01                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     15734 | NS      | $1025227.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                                                      | HOME BANCSHARES INC/AR COMMON STOCK USD.01               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57140 | NS      | $1626204.40   | 0.02%             |  |  |  | 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        |      1121 | NS      | $58045.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                                       | HOME DEPOT INC/THE COMMON STOCK USD.05                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     70178 | NS      | $25730061.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                                        | PUBLICIS GROUPE SA COMMON STOCK EUR.4                    | CUSIP: 438042905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     26557 | NS      | $2999475.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc.                                            | HUDSON PACIFIC PROPERTIES INC REIT USD.01                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47631 | NS      | $130508.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                                                     | TTM TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     14876 | NS      | $607238.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc.                                           | TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001      | CUSIP: 87357P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3771 | NS      | $38237.94     | 0.00%             |  |  |  | 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        |      5874 | NS      | $47696.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                               | HUMANA INC COMMON STOCK USD.1666666                      | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8522 | NS      | $2083458.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                                                 | BEAUTY HEALTH CO/THE COMMON STOCK USD.0001               | CUSIP: 88331L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18113 | NS      | $34595.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                                       | ODP CORP/THE COMMON STOCK USD.01                         | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4220 | NS      | $76508.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc.                                                           | PROTO LABS INC COMMON STOCK USD.001                      | CUSIP: 743713109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3538 | NS      | $141661.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding Ltd                                                    | SWISS LIFE HOLDING AG COMMON STOCK CHF.1                 | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      3333 | NS      | $3374207.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Humacyte Inc.                                                             | HUMACYTE INC COMMON STOCK USD.0001                       | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18943 | NS      | $39590.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| J.B. Hunt Transport Services Inc.                                         | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5533 | NS      | $794538.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01            | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      2633 | NS      | $3444823.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                    | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    163174 | NS      | $934399.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hut 8 Corp.                                                               | HUT 8 CORP COMMON STOCK USD.01                           | CUSIP: 44812J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13953 | NS      | $259525.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyatt Hotels Corporation                                                  | HYATT HOTELS CORP COMMON STOCK USD.01                    | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      6848 | NS      | $956323.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The RealReal Inc.                                                         | REALREAL INC/THE COMMON STOCK USD.00001                  | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14720 | NS      | $70508.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                            | TOPBUILD CORP COMMON STOCK                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      4640 | NS      | $1502153.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toppan Holdings Inc.                                                      | TOPPAN HOLDINGS INC COMMON STOCK                         | CUSIP: 890747108<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27735 | NS      | $753476.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                      | FASTIGHETS AB BALDER COMMON STOCK SEK1.0                 | CUSIP: ACI25V2C9<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     83309 | NS      | $621007.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IDT Corporation                                                           | IDT CORP COMMON STOCK USD.01                             | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      2391 | NS      | $163353.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                                 | KESKO OYJ COMMON STOCK                                   | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     31690 | NS      | $781607.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Bancorp Inc.                                                    | PROVIDENT BANCORP INC COMMON STOCK USD.01                | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3136 | NS      | $39168.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                                         | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01       | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18767 | NS      | $328985.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-FIRMENICH AG COMMON STOCK EUR.01                     | CUSIP: ACI2CHV71<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     21578 | NS      | $2295579.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                    | SGS SA COMMON STOCK CHF.04                               | CUSIP: ACI2F1GD7<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     18690 | NS      | $1897700.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyliion Holdings Corp.                                                    | HYLIION HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21217 | NS      | $28006.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group Public Limited Company                                     | KINGSPAN GROUP PLC COMMON STOCK EUR.13                   | CUSIP: 449123900<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     17951 | NS      | $1529593.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | BOLIDEN AB COMMON STOCK SEK2.11                          | CUSIP: ACI2F68L7<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     32978 | NS      | $1030544.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                              | FERROVIAL SE COMMON STOCK EUR.01                         | CUSIP: ACI2GS5R8<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     59255 | NS      | $3160823.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     24995 | NS      | $2685462.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                                      | RENASANT CORP COMMON STOCK USD5.0                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     13594 | NS      | $488432.42    | 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        |      1803 | NS      | $71723.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                                    | ICF INTERNATIONAL INC COMMON STOCK USD.001               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2730 | NS      | $231258.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                           | SANDOZ GROUP AG COMMON STOCK CHF.05                      | CUSIP: ACI2JBW68<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     48500 | NS      | $2657963.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                | AEGON LTD COMMON STOCK EUR.12                            | CUSIP: ACI2JDY96<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |    153421 | NS      | $1111797.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICU Medical Inc.                                                          | ICU MEDICAL INC COMMON STOCK USD.1                       | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3564 | NS      | $470982.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                                         | IES HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1341 | NS      | $397244.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                                                   | CRESCENT ENERGY CO COMMON STOCK USD.0001                 | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26373 | NS      | $226807.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC GROUP NV COMMON STOCK                                | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     26646 | NS      | $2750122.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                              | TENARIS SA COMMON STOCK USD1.0                           | CUSIP: ACI2JZT93<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     47219 | NS      | $885105.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                 | SAMPO OYJ COMMON STOCK                                   | CUSIP: ACI2K0750<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |    280930 | NS      | $3023511.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IPG Photonics Corporation                                                 | IPG PHOTONICS CORP COMMON STOCK USD.0001                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4306 | NS      | $295606.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                                                 | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      4707 | NS      | $724689.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                                         | GALDERMA GROUP AG COMMON STOCK CHF.01                    | CUSIP: ACI2N9FJ9<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     12421 | NS      | $1805462.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                               | COVESTRO AG COMMON STOCK                                 | CUSIP: ACI2RYP91<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     20833 | NS      | $1482456.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                      | REPLIGEN CORP COMMON STOCK USD.01                        | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      8531 | NS      | $1061085.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REGULUS THERAPE COMMON STOCK                                       | CONTRA REGULUS THERAPE COMMON STOCK                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9005 | NS      | $10445.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ITT Inc.                                                                  | ITT INC COMMON STOCK USD1.0                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     12849 | NS      | $2015108.67   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc.                                                               | IBOTTA INC COMMON STOCK USD.00001                        | CUSIP: 451051106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1970 | NS      | $72102.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                  | CUSIP: B11TCY906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      4724 | NS      | $1759075.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | SCHINDLER HOLDING AG COMMON STOCK CHF.1                  | CUSIP: B11WWH904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2724 | NS      | $989592.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upbound Group Inc.                                                        | UPBOUND GROUP INC COMMON STOCK USD.01                    | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7872 | NS      | $197587.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                                                     | REPUBLIC BANCORP INC/KY COMMON STOCK                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1334 | NS      | $97528.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                                        | ANGLO AMERICAN PLC COMMON STOCK USD.6239                 | CUSIP: ACI2WVZ09<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |    129853 | NS      | $3827791.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena S.M.E. SA                                                            | AENA SME SA COMMON STOCK EUR1.0                          | CUSIP: ACI2XYWJ4<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     87020 | NS      | $2322892.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                                | REPAY HOLDINGS CORP COMMON STOCK USD.0001                | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11694 | NS      | $56365.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                                                      | REPLIMUNE GROUP INC COMMON STOCK USD.001                 | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9991 | NS      | $92816.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0925                                                   | SandP500 EMINI FUT 0925                                  | CUSIP: ADI2QYC37<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       458 | NC      | $4819177.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EAFE 0925                                                            | MSCI EAFE 0925                                           | CUSIP: ADI2RH5C1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       505 | NC      | $1161229.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                                    | REPUBLIC SERVICES INC COMMON STOCK USD.01                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     14342 | NS      | $3536880.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                               | RESMED INC COMMON STOCK USD.004                          | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10353 | NS      | $2671074.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0925                                                  | SandP MID 400 EMINI 0925                                 | CUSIP: ADI2S5WJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        57 | NC      | $267556.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Company Limited                                     | TECHTRONIC INDUSTRIES CO LTD COMMON STOCK                | CUSIP: B0190C903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    170012 | NS      | $1875907.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Technologies Inc.                                                 | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21901 | NS      | $483136.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc.                                                      | RESERVOIR MEDIA INC COMMON STOCK USD.0001                | CUSIP: 76119X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3126 | NS      | $23976.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                                           | J SAINSBURY PLC COMMON STOCK GBP.285714                  | CUSIP: B019KW907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    203967 | NS      | $811759.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22       | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    163249 | NS      | $1678357.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Resources Connection Inc.                                                 | RESOURCES CONNECTION INC COMMON STOCK USD.01             | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5694 | NS      | $30576.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc.                                         | RESOLUTE HOLDINGS MANAGEMENT I COMMON STOCK USD.0001     | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $22181.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                                  | MOWI ASA COMMON STOCK NOK7.5                             | CUSIP: B02L48900<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     53999 | NS      | $1042904.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS COMMON STOCK                | CUSIP: B02PY2901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    862278 | NS      | $2599584.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                   | LEGRAND SA COMMON STOCK EUR4.0                           | CUSIP: B11ZRK906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     30428 | NS      | $4078221.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage                                                                   | EIFFAGE SA COMMON STOCK EUR4.0                           | CUSIP: B13X01900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7959 | NS      | $1118345.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                              | CENTRICA PLC COMMON STOCK GBP.061728                     | CUSIP: B033F2900<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    583190 | NS      | $1293965.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AB SKF                                                                    | SKF AB COMMON STOCK SEK2.5                               | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     39582 | NS      | $909210.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel                                                                     | REXEL SA COMMON STOCK EUR5.0                             | CUSIP: B1VP0K904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     25953 | NS      | $800460.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                | SANDVIK AB COMMON STOCK SEK1.2                           | CUSIP: B1VQ25903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    123713 | NS      | $2840740.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0       | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      5604 | NS      | $1213505.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co.Ltd.                                                       | KOBE BUSSAN CO LTD COMMON STOCK                          | CUSIP: B14RJB900<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17460 | NS      | $542230.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                               | KEPPEL LTD COMMON STOCK                                  | CUSIP: B1VQ5C905<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    168995 | NS      | $986858.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | ORKLA ASA COMMON STOCK NOK1.25                           | CUSIP: B1VQF4902<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     81335 | NS      | $885858.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                           | BUNGE GLOBAL SA COMMON STOCK USD.01                      | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9490 | NS      | $761857.20    | 0.01%             |  |  |  | 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        |     12223 | NS      | $594526.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | GARMIN LTD COMMON STOCK CHF.1                            | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     10876 | NS      | $2270038.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                                           | TRANSOCEAN LTD COMMON STOCK CHF.1                        | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    110417 | NS      | $285980.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK EUR2.5                     | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    237053 | NS      | $14489313.55  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                        | AEROPORTS DE PARIS SA COMMON STOCK EUR3.0                | CUSIP: B164FY903<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4019 | NS      | $503871.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging S.A.                                               | ARDAGH METAL PACKAGING SA COMMON STOCK USD.01            | CUSIP: L02235106<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     21164 | NS      | $90581.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                                                | ORION SA COMMON STOCK                                    | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8470 | NS      | $88850.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Limited                                              | WILMAR INTERNATIONAL LTD COMMON STOCK                    | CUSIP: B17KC6900<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    222900 | NS      | $503147.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                                         | ORION OYJ COMMON STOCK EUR.65                            | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     12575 | NS      | $946061.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology S.A.                                                   | SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625            | CUSIP: L8681T102<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17814 | NS      | $13669394.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | CHECK POINT SOFTWARE TECH COMMON STOCK USD.01            | CUSIP: M22465104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10059 | NS      | $2225553.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5452 | NS      | $2218309.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MediWound Ltd                                                             | MEDIWOUND LTD COMMON STOCK ILS.01                        | CUSIP: M68830112<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1312 | NS      | $25413.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nano-X Imaging Ltd                                                        | NANO-X IMAGING LTD COMMON STOCK ILS.01                   | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9775 | NS      | $50536.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| monday.com Ltd.                                                           | MONDAY.COM LTD COMMON STOCK                              | CUSIP: M7S64H106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4713 | NS      | $1482144.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                                                  | PAGAYA TECHNOLOGIES LTD COMMON STOCK USD.0001            | CUSIP: M7S64L123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6258 | NS      | $133420.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd.                                                        | UROGEN PHARMA LTD COMMON STOCK USD.01                    | CUSIP: M96088105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5523 | NS      | $75665.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IDACORP Inc.                                                              | IDACORP INC COMMON STOCK                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      8820 | NS      | $1018269.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                         | HANNOVER RUECK SE COMMON STOCK                           | CUSIP: 451180905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      6996 | NS      | $2204534.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                              | WIX.COM LTD COMMON STOCK ILS.01                          | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |      6136 | NS      | $972310.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                                                      | AERCAP HOLDINGS NV COMMON STOCK EUR.01                   | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |     21360 | NS      | $2499120.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                                                       | CNH INDUSTRIAL NV COMMON STOCK EUR.01                    | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    142793 | NS      | $1850597.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna N.V.                                                    | ERMENEGILDO ZEGNA NV COMMON STOCK                        | CUSIP: N30577105<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      9622 | NS      | $82268.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior S.A.                           | BANCO LATINOAMERICANO DE COMER COMMON STOCK              | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      4376 | NS      | $176352.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01          | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |     17640 | NS      | $5523789.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International S.A.                                               | LOGITECH INTERNATIONAL SA COMMON STOCK CHF.25            | CUSIP: B18ZRK909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     17647 | NS      | $1600308.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                                              | EXPERIAN PLC COMMON STOCK USD.1                          | CUSIP: B19NLV907<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    106536 | NS      | $5493661.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardmore Shipping Corporation                                              | ARDMORE SHIPPING CORP COMMON STOCK USD.01                | CUSIP: Y0207T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5065 | NS      | $48624.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                                            | COSTAMARE INC COMMON STOCK USD.0001                      | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      6679 | NS      | $60845.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                                                        | REVOLVE GROUP INC COMMON STOCK USD.001                   | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6095 | NS      | $122204.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation                                        | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2211 | NS      | $107697.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc.                                                   | IDEAYA BIOSCIENCES INC COMMON STOCK                      | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12564 | NS      | $264095.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                                          | IDEX CORP COMMON STOCK USD.01                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      5334 | NS      | $936490.38    | 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        |     18751 | NS      | $202698.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                           | DORIAN LPG LTD COMMON STOCK USD.01                       | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      5472 | NS      | $133407.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                                          | IHEARTMEDIA INC COMMON STOCK                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19044 | NS      | $33517.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                                                           | KERRY GROUP PLC COMMON STOCK EUR.125                     | CUSIP: 451957906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     19151 | NS      | $2115925.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                 | FLEX LTD COMMON STOCK                                    | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     62548 | NS      | $3122396.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping and Trading Limited                                        | GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01         | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |      5779 | NS      | $75531.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ICOSAVAX INC COMMON STOCK                                          | CONTRA ICOSAVAX INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4180 | NS      | $1295.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| indie Semiconductor Inc.                                                  | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001            | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29181 | NS      | $103884.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| International Seaways Inc.                                                | INTERNATIONAL SEAWAYS INC COMMON STOCK                   | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      5922 | NS      | $216034.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd.                                                   | NAVIGATOR HOLDINGS LTD COMMON STOCK                      | CUSIP: Y62132108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4859 | NS      | $68754.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group Aktiengesellschaft                                              | GEA GROUP AG COMMON STOCK                                | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     16996 | NS      | $1191421.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Electric Inc.                                                     | IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001          | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13214 | NS      | $119850.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                                      | JBG SMITH PROPERTIES REIT USD.01                         | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10885 | NS      | $188310.50    | 0.00%             |  |  |  | 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        |      2294 | NS      | $260162.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc.                                                         | SAFE BULKERS INC COMMON STOCK USD.001                    | CUSIP: Y7388L103<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      9783 | NS      | $35316.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                                                      | SCORPIO TANKERS INC COMMON STOCK USD.01                  | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      6390 | NS      | $250040.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                                | VERBUND AG COMMON STOCK                                  | CUSIP: 466160009<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      7900 | NS      | $606928.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO COMMON STOCK USD1.0                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    196222 | NS      | $56886720.02  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                                            | REXFORD INDUSTRIAL REALTY INC REIT USD.01                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     38551 | NS      | $1371259.07   | 0.02%             |  |  |  | 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        |      7217 | NS      | $10248.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wave Life Sciences Ltd.                                                   | WAVE LIFE SCIENCES LTD COMMON STOCK                      | CUSIP: Y95308105<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | US        |     16888 | NS      | $109772.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                                                | JABIL INC COMMON STOCK USD.001                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      7579 | NS      | $1652979.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                                                      | JACK IN THE BOX INC COMMON STOCK USD.01                  | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2911 | NS      | $50826.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolute Inc.                                                             | REZOLUTE INC COMMON STOCK                                | CUSIP: 76200L309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10302 | NS      | $45946.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                                               | RHYTHM PHARMACEUTICALS INC COMMON STOCK                  | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8058 | NS      | $509185.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                               | SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55          | CUSIP: B1CC9H902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     22718 | NS      | $691425.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.Ltd.                                                    | IDEMITSU KOSAN CO LTD COMMON STOCK                       | CUSIP: B1FF8P905<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     94551 | NS      | $573393.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ribbon Communications Inc.                                                | RIBBON COMMUNICATIONS INC COMMON STOCK USD.001           | CUSIP: 762544104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14591 | NS      | $58509.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                                        | TELECOM ITALIA SPA/MILANO COMMON STOCK                   | CUSIP: 763439908<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1245085 | NS      | $615215.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dakota Gold Corp.                                                         | DAKOTA GOLD CORP COMMON STOCK USD.001                    | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13956 | NS      | $51497.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                                                    | JACKSON FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10506 | NS      | $932827.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                                     | EMS-CHEMIE HOLDING AG COMMON STOCK CHF.01                | CUSIP: 763561909<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       814 | NS      | $615386.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Richmond Mutual Bancorporation Inc.                                       | RICHMOND MUTUAL BANCORP INC COMMON STOCK USD.01          | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1620 | NS      | $22356.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard                                                             | PERNOD RICARD SA COMMON STOCK EUR1.55                    | CUSIP: 468232004<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     23416 | NS      | $2335778.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                     | JACOBS SOLUTIONS INC COMMON STOCK                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8484 | NS      | $1115221.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent Plc                                                          | SEVERN TRENT PLC COMMON STOCK GBP.9789                   | CUSIP: B1FH8J905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     31349 | NS      | $1177849.31   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                          | BRAMBLES LTD COMMON STOCK                                | CUSIP: B1FJ0C904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    159278 | NS      | $2459856.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAKKS Pacific Inc.                                                        | JAKKS PACIFIC INC COMMON STOCK USD.001                   | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      1395 | NS      | $28988.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                                                        | JAMF HOLDING CORP COMMON STOCK                           | CUSIP: 47074L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10402 | NS      | $98923.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc.                                                    | RICHTECH ROBOTICS INC COMMON STOCK USD.00001             | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10543 | NS      | $20558.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                                                | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 766559702<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2767 | NS      | $51825.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc.                                                    | RIGETTI COMPUTING INC COMMON STOCK USD.0001              | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41803 | NS      | $495783.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Riley Exploration Permian Inc.                                            | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001       | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      2080 | NS      | $54558.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc.                                                   | JANUX THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5872 | NS      | $135643.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                                            | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001      | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20408 | NS      | $166121.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc.                                                        | RIMINI STREET INC COMMON STOCK                           | CUSIP: 76674Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7878 | NS      | $29700.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                                                       | RIOT PLATFORMS INC COMMON STOCK                          | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48826 | NS      | $551733.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault                                                                   | RENAULT SA COMMON STOCK EUR3.81                          | CUSIP: 471279901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     22304 | NS      | $1029218.47   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                            | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     26603 | NS      | $1454918.07   | 0.02%             |  |  |  | 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        |      3963 | NS      | $21796.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc.                                               | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     13852 | NS      | $33937.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                          | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     71445 | NS      | $1112555.58   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | MERCK KGAA COMMON STOCK                                  | CUSIP: 474184900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     14996 | NS      | $1944357.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc.                                                  | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      7958 | NS      | $2643408.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina                                                                    | GECINA SA REIT EUR7.5                                    | CUSIP: 774246904<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5342 | NS      | $588070.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocky Brands Inc.                                                         | ROCKY BRANDS INC COMMON STOCK                            | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $24431.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                                                | COVIVIO SA/FRANCE REIT EUR3.0                            | CUSIP: 774563902<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6476 | NS      | $410605.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| John Marshall Bancorp Inc.                                                | JOHN MARSHALL BANCORP INC COMMON STOCK                   | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1961 | NS      | $36337.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON + JOHNSON COMMON STOCK USD1.0                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    169884 | NS      | $25949781.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                    | YARA INTERNATIONAL ASA COMMON STOCK NOK1.7               | CUSIP: 775125909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     19211 | NS      | $708937.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corporation                                                        | ROGERS CORP COMMON STOCK USD1.0                          | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2711 | NS      | $185649.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                                              | ROLLINS INC COMMON STOCK USD1.0                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     19847 | NS      | $1119767.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caret Holdings Inc.                                                       | ROOT INC/OH COMMON STOCK USD.0001                        | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1574 | NS      | $201424.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                                                   | ROPER TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7591 | NS      | $4302882.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                                          | ROSS STORES INC COMMON STOCK USD.01                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     23218 | NS      | $2962152.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken N.V.                                                             | HEINEKEN NV COMMON STOCK EUR1.6                          | CUSIP: 779255900<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     33417 | NS      | $2915393.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Gold Inc.                                                           | ROYAL GOLD INC COMMON STOCK USD.01                       | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     10746 | NS      | $1911068.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc.                                                               | RUMBLE INC COMMON STOCK USD.0001                         | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11860 | NS      | $106502.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                                     | RUSH ENTERPRISES INC COMMON STOCK USD.01                 | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9093 | NS      | $468380.43    | 0.01%             |  |  |  | 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        |      1499 | NS      | $78667.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc.                                              | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001        | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $195190.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                                              | RXSIGHT INC COMMON STOCK USD.001                         | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5663 | NS      | $73619.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                                              | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17575 | NS      | $1194924.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company                     | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01       | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     46462 | NS      | $4907316.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                                                     | JOHNSON OUTDOORS INC COMMON STOCK USD.05                 | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $26274.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                                         | RYDER SYSTEM INC COMMON STOCK USD.5                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6750 | NS      | $1073250.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                                               | RYERSON HOLDING CORP COMMON STOCK USD.01                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      4117 | NS      | $88803.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                                         | RYMAN HOSPITALITY PROPERTIES I REIT USD.01               | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8582 | NS      | $846785.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                                                        | SandT BANCORP INC COMMON STOCK USD2.5                    | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5824 | NS      | $220263.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Joint Corp.                                                           | JOINT CORP/THE COMMON STOCK USD.001                      | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $21014.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                           | JONES LANG LASALLE INC COMMON STOCK USD.01               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      7751 | NS      | $1982550.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                                         | SandP GLOBAL INC COMMON STOCK USD1.0                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     22163 | NS      | $11686328.27  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                                            | SBA COMMUNICATIONS CORP REIT USD.01                      | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7587 | NS      | $1781731.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                                                   | SEI INVESTMENTS CO COMMON STOCK USD.01                   | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     15447 | NS      | $1388067.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                               | H2O AMERICA COMMON STOCK USD.001                         | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4666 | NS      | $242492.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                                           | ZIFF DAVIS INC COMMON STOCK USD.01                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      6254 | NS      | $189308.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0       | CUSIP: 481334902<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    184123 | NS      | $3209361.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sezzle Inc.                                                               | SEZZLE INC COMMON STOCK                                  | CUSIP: 78435P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2183 | NS      | $391302.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp.                                                     | SL GREEN REALTY CORP REIT USD.01                         | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10548 | NS      | $652921.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofina SA                                                                 | SOFINA SA COMMON STOCK                                   | CUSIP: 482030004<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1788 | NS      | $591378.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc.                                                     | JUNIPER NETWORKS INC COMMON STOCK USD.00001              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     23379 | NS      | $933523.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                                           | SLM CORP COMMON STOCK USD.2                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34263 | NS      | $1123483.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO COMMON STOCK USD.01                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     16764 | NS      | $414238.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc.                                                         | SPS COMMERCE INC COMMON STOCK USD.001                    | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5613 | NS      | $763873.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc.                                                           | SSR MINING INC COMMON STOCK                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     30294 | NS      | $385945.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                                             | OPENLANE INC COMMON STOCK USD.01                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     15751 | NS      | $385111.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                                                  | KBR INC COMMON STOCK USD.001                             | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21181 | NS      | $1015417.14   | 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        |      4525 | NS      | $133170.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                    | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     40237 | NS      | $1305288.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                           | KLA CORP COMMON STOCK USD.001                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      9337 | NS      | $8363524.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                                        | KKR REAL ESTATE FINANCE TRUST REIT USD.01                | CUSIP: 48251K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8870 | NS      | $77789.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                                               | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19372 | NS      | $1441083.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                                                       | SPARTANNASH CO COMMON STOCK                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5183 | NS      | $137297.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                                            | STEELCASE INC COMMON STOCK                               | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     12493 | NS      | $130301.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                                            | STEPAN CO COMMON STOCK USD1.0                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3205 | NS      | $174928.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | CAPITALAND ASCENDAS REIT REIT                            | CUSIP: 656387909<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    433995 | NS      | $915796.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                      | MARUBENI CORP COMMON STOCK                               | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |    163792 | NS      | $3301756.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar Bancorp Inc.                                                      | STELLAR BANCORP INC COMMON STOCK USD.01                  | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6902 | NS      | $193117.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                                                      | STEPSTONE GROUP INC COMMON STOCK USD.001                 | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9275 | NS      | $514762.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corporation                                            | PANASONIC HOLDINGS CORP COMMON STOCK                     | CUSIP: 657270005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    270547 | NS      | $2894668.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                           | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    125656 | NS      | $1790804.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                               | SUNRUN INC COMMON STOCK USD.0001                         | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     30863 | NS      | $252459.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                                             | SUNSTONE HOTEL INVESTORS INC REIT USD.01                 | CUSIP: 867892101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28651 | NS      | $248690.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc.                                                            | ZYMEWORKS INC COMMON STOCK USD.00001                     | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7729 | NS      | $96998.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                     | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |    103558 | NS      | $5121927.36   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                           | D'IETEREN GROUP COMMON STOCK                             | CUSIP: ACI00DRF4<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      2492 | NS      | $536650.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                           | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     34997 | NS      | $6054027.36   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                                            | CONCORDIA FINANCIAL GROUP LTD COMMON STOCK               | CUSIP: ACI0L13V8<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    119528 | NS      | $775708.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                | ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK                  | CUSIP: ACI0PX3F9<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    114690 | NS      | $7890717.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                             | ARCELORMITTAL SA COMMON STOCK                            | CUSIP: ACI0V4RB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     54423 | NS      | $1728164.56   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag                                                         | ESSITY AB COMMON STOCK SEK3.35                           | CUSIP: ACI0V9407<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     69894 | NS      | $1935284.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Industrivarden (publ)                                                  | INDUSTRIVARDEN AB COMMON STOCK SEK2.5                    | CUSIP: B1VSK5909<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     17967 | NS      | $650616.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding (Holdings) Ltd.                                  | YANGZIJIANG SHIPBUILDING HOLDI COMMON STOCK              | CUSIP: B1VT03904<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    299722 | NS      | $523044.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                        | SVENSKA CELLULOSA AB SP ADR COMMON STOCK                 | CUSIP: B1VVGZ901<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     70489 | NS      | $916551.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                           | PRYSMIAN SPA COMMON STOCK EUR.1                          | CUSIP: B1W4V6907<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     32604 | NS      | $2308336.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                | UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0            | CUSIP: BNZGVV904<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    127657 | NS      | $4141263.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                             | BEIJER REF AB COMMON STOCK SEK.97                        | CUSIP: BP2NJ4904<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     44660 | NS      | $704779.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.1                      | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    373685 | NS      | $25894131.49  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                 | SHELL PLC COMMON STOCK EUR.07                            | CUSIP: BP6MXD906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    694548 | NS      | $24232444.11  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                          | SPIRAX GROUP PLC COMMON STOCK GBP.269231                 | CUSIP: BWFGQN900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8541 | NS      | $698416.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Limited                                                           | SOUTH32 LTD COMMON STOCK                                 | CUSIP: BWSW5D906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    523609 | NS      | $1000562.52   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                      | CELLNEX TELECOM SA COMMON STOCK EUR.25                   | CUSIP: BX90C0905<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     57380 | NS      | $2234277.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | TRYG A/S COMMON STOCK DKK5.0                             | CUSIP: BXDZ97902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     39336 | NS      | $1016882.38   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                  | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    277085 | NS      | $7691858.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui and Co. Ltd.                                                       | MITSUI and CO LTD COMMON STOCK                           | CUSIP: 659730006<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |    286529 | NS      | $5839451.47   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Metallus Inc.                                                             | METALLUS INC COMMON STOCK                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5588 | NS      | $86111.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                                              | TIPTREE INC COMMON STOCK USD.001                         | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3651 | NS      | $86090.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui O.S.K.Lines Ltd.                                                   | MITSUI OSK LINES LTD COMMON STOCK                        | CUSIP: 659758007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39995 | NS      | $1335822.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | MITSUI FUDOSAN CO LTD COMMON STOCK                       | CUSIP: 659760003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    306673 | NS      | $2968925.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                 | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    193600 | NS      | $2861540.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                           | NATIONAL AUSTRALIA BANK LTD COMMON STOCK                 | CUSIP: 662460005<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    355340 | NS      | $9209629.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                           | RENESAS ELECTRONICS CORP COMMON STOCK                    | CUSIP: 663567907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    195341 | NS      | $2416646.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | NINTENDO CO LTD COMMON STOCK                             | CUSIP: 663955003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    128083 | NS      | $12299782.71  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corporation                                                         | DENSO CORP COMMON STOCK                                  | CUSIP: 664038007<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |    219543 | NS      | $2962795.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corporation                                                           | NEC CORP COMMON STOCK                                    | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    142463 | NS      | $4156364.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | NIPPON PAINT HOLDINGS CO LTD COMMON STOCK                | CUSIP: 664050002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    110018 | NS      | $884793.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                         | NIPPON SANSO HOLDINGS CORP COMMON STOCK                  | CUSIP: 664054004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $760614.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Bank                                                            | NORTHEAST BANK COMMON STOCK USD1.0                       | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $98333.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corporation                                                         | NIDEC CORP COMMON STOCK                                  | CUSIP: 664068004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     96861 | NS      | $1882308.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northeast Community Bancorp Inc.                                          | NORTHEAST COMMUNITY BANCORP IN COMMON STOCK              | CUSIP: 664121100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1977 | NS      | $45955.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph And Telephone Corporation                                | NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK            | CUSIP: 664137007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   3467125 | NS      | $3706738.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                 | METSO OYJ COMMON STOCK                                   | CUSIP: B1FN8X901<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     72138 | NS      | $934896.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | AKER BP ASA COMMON STOCK NOK1.0                          | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     36664 | NS      | $936926.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                     | NOVONESIS NOVOZYMES B COMMON STOCK DKK2.0                | CUSIP: B798FW902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     40885 | NS      | $2935415.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC HEALTH PLC COMMON STOCK GBP.1                        | CUSIP: B7FC07907<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     19536 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ageas SA/NV                                                               | AGEAS SA/NV COMMON STOCK                                 | CUSIP: B86S2N903<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |     17312 | NS      | $1171115.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                                   | JAPAN AIRLINES CO LTD COMMON STOCK                       | CUSIP: B8BRV4909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16737 | NS      | $341366.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan America SA                                                          | TITAN AMERICA SA COMMON STOCK                            | CUSIP: B9151N105<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      4153 | NS      | $51829.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                  | TELE2 AB COMMON STOCK SEK1.25                            | CUSIP: B97C73904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     63520 | NS      | $927227.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                          | COCA-COLA HBC AG COMMON STOCK CHF6.7                     | CUSIP: B9895B904<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     25294 | NS      | $1321424.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                         | LEG IMMOBILIEN SE COMMON STOCK                           | CUSIP: B9G6L8900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      8641 | NS      | $769148.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                  | SAGAX AB COMMON STOCK SEK1.75                            | CUSIP: B9M3PK909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     25500 | NS      | $584312.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vonovia SE                                                                | VONOVIA SE COMMON STOCK                                  | CUSIP: BBJPFY900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     85927 | NS      | $3046402.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                           | KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01        | CUSIP: BD0Q39902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |    105927 | NS      | $4424193.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                 | BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0            | CUSIP: BD1RP6901<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    114302 | NS      | $1628817.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                   | SIEMENS HEALTHINEERS AG COMMON STOCK                     | CUSIP: BD594Y909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     39264 | NS      | $2179715.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                              | SIG GROUP AG COMMON STOCK CHF.01                         | CUSIP: BD5GN6903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     35483 | NS      | $656330.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                                   | REDEIA CORP SA COMMON STOCK EUR.5                        | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     47085 | NS      | $1007512.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Compass Group PLC                                                         | COMPASS GROUP PLC COMMON STOCK GBP.1105                  | CUSIP: BD6K45906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    196951 | NS      | $6671118.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                        | ASR NEDERLAND NV COMMON STOCK EUR.16                     | CUSIP: BD9PNF909<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     17164 | NS      | $1140472.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                                 | HOLMEN AB COMMON STOCK SEK25.0                           | CUSIP: BDQQ1Q908<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      8844 | NS      | $350329.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129               | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    568208 | NS      | $8340531.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                              | WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1        | CUSIP: BF0GWS905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    193766 | NS      | $550022.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                          | AIB GROUP PLC COMMON STOCK EUR.625                       | CUSIP: BF0L35906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    243149 | NS      | $2006672.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| bioMerieux                                                                | BIOMERIEUX COMMON STOCK                                  | CUSIP: BF0LBX906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      4807 | NS      | $664888.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | UNIBAIL-RODAMCO-WESTFIELD REIT EUR5.0                    | CUSIP: BF2PQ0901<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     14106 | NS      | $1355976.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK PLC COMMON STOCK GBP.3125                            | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    477605 | NS      | $9106234.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext N.V.                                                             | EURONEXT NV COMMON STOCK EUR1.6                          | CUSIP: BNBNSG902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      9071 | NS      | $1554242.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                    | EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1                | CUSIP: BNDPYV905<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     13738 | NS      | $979042.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                             | NN GROUP NV COMMON STOCK EUR.12                          | CUSIP: BNG8PQ901<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     31213 | NS      | $2076885.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                    | MELROSE INDUSTRIES PLC COMMON STOCK GBP.001              | CUSIP: BNGDN8902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    147970 | NS      | $1077692.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                                            | NISSIN FOODS HOLDINGS CO LTD COMMON STOCK                | CUSIP: 664176005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22821 | NS      | $474109.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                   | NITTO DENKO CORP COMMON STOCK                            | CUSIP: 664180007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     82005 | NS      | $1583637.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc.                                                      | MINEBEA MITSUMI INC COMMON STOCK                         | CUSIP: 664240009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42121 | NS      | $615966.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                  | NIPPON STEEL CORP COMMON STOCK                           | CUSIP: 664256005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    112230 | NS      | $2122486.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                            | FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33          | CUSIP: BNGN9Z906<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     70959 | NS      | $1574122.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| argenx SE                                                                 | ARGENX SE COMMON STOCK EUR.1                             | CUSIP: BNHKYX908<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      7085 | NS      | $3922133.65   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INVESTMENT LIMITED                                             | CAPITALAND INVESTMENT LTD/SING COMMON STOCK              | CUSIP: BNHXFJ902<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    271685 | NS      | $566371.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                           | LOTTERY CORP LTD/THE COMMON STOCK                        | CUSIP: BNRQW7903<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    258247 | NS      | $905936.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                               | QIAGEN NV COMMON STOCK EUR.01                            | CUSIP: BNXJZX902<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     25075 | NS      | $1208104.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | SCHRODERS PLC COMMON STOCK GBP.2                         | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     84098 | NS      | $418229.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                            | CIE GENERALE DES ETABLISSEMENT COMMON STOCK EUR.5        | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     77793 | NS      | $2893449.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                       | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    310722 | NS      | $2641672.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                                | SYENSQO SA COMMON STOCK                                  | CUSIP: BPSLYH904<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      8477 | NS      | $656665.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                                   | SAAB AB COMMON STOCK                                     | CUSIP: BPXZH2909<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     37165 | NS      | $2078016.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | RECRUIT HOLDINGS CO LTD COMMON STOCK                     | CUSIP: BQRRZ0906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    163313 | NS      | $9603881.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metro Co. Ltd.                                                      | TOKYO METRO CO LTD COMMON STOCK                          | CUSIP: BQTY1X904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33706 | NS      | $392225.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                | ZALANDO SE COMMON STOCK                                  | CUSIP: BQV0SV900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     26049 | NS      | $859547.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Limited                                                               | SGH LTD COMMON STOCK                                     | CUSIP: BR858V905<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23612 | NS      | $840920.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockwool A/S                                                              | ROCKWOOL A/S COMMON STOCK DKK1.0                         | CUSIP: BRJCHK902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |     10956 | NS      | $513532.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Private Limited                                                  | MEDIBANK PVT LTD COMMON STOCK                            | CUSIP: BRTNNQ907<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    319530 | NS      | $1061127.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                                                  | CVC CAPITAL PARTNERS PLC COMMON STOCK                    | CUSIP: BRX980907<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     24667 | NS      | $507189.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25               | CUSIP: BSTRB8909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     51030 | NS      | $1979041.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc.                                                     | CELSIUS HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25669 | NS      | $1190784.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                                       | CENTENE CORP COMMON STOCK USD.001                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     35134 | NS      | $1907073.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                                                   | CENTERPOINT ENERGY INC COMMON STOCK USD.01               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     46086 | NS      | $1693199.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                               | CENTERSPACE REIT                                         | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2486 | NS      | $149632.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                                         | COEUR MINING INC COMMON STOCK USD.01                     | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     94665 | NS      | $838731.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                                                 | CULLEN/FROST BANKERS INC COMMON STOCK USD.01             | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10496 | NS      | $1349155.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Limited                                                 | VALTERRA PLATINUM LTD COMMON STOCK ZAR.1                 | CUSIP: BV1D8Q907<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     15087 | NS      | $662693.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC COMMON STOCK                                        | AMRIZE FINANCE US LLC COMMON STOCK                       | CUSIP: BVBMCR909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60476 | NS      | $3016749.74   | 0.04%             |  |  |  | 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        |      7804 | NS      | $58764.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                              | CUMMINS INC COMMON STOCK USD2.5                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      9726 | NS      | $3185265.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                                                  | DARLING INGREDIENTS INC COMMON STOCK USD.01              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     25822 | NS      | $979686.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave and Buster's Entertainment Inc.                                      | DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01      | CUSIP: 238337109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4050 | NS      | $121824.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc.                                                                 | DAVE INC COMMON STOCK USD.0001                           | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $368258.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                                               | DAVITA INC COMMON STOCK USD.001                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2932 | NS      | $417663.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc.                                                | DIANTHUS THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 252828108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $55983.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods Inc.                                                | DICK'S SPORTING GOODS INC COMMON STOCK USD.01            | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9222 | NS      | $1824203.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                                              | DIEBOLD NIXDORF INC COMMON STOCK                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3787 | NS      | $209799.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                                   | DIGI INTERNATIONAL INC COMMON STOCK USD.01               | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5404 | NS      | $188383.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group plc                                                     | AUTO TRADER GROUP PLC COMMON STOCK GBP.01                | CUSIP: BVYVFW900<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    102011 | NS      | $1155456.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Limited                                                         | CAR GROUP LTD COMMON STOCK                               | CUSIP: BW0BGZ901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43822 | NS      | $1079216.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty Corporation                                                 | KILROY REALTY CORP REIT USD.01                           | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     17380 | NS      | $596307.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                                                  | KIMBALL ELECTRONICS INC COMMON STOCK                     | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3882 | NS      | $74650.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE COMMON STOCK                                     | CUSIP: 494290901<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    260499 | NS      | $4799858.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     23428 | NS      | $3020337.76   | 0.04%             |  |  |  | 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        |     72071 | NS      | $123962.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                                                   | KRAFT HEINZ CO/THE COMMON STOCK USD.01                   | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61006 | NS      | $1575174.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                             | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0            | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    311079 | NS      | $1915524.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                   | MERIDIAN ENERGY LTD COMMON STOCK                         | CUSIP: BWFD05904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    151742 | NS      | $546139.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.                                | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     22427 | NS      | $1041734.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc.                                                         | KRISPY KREME INC COMMON STOCK USD.01                     | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12378 | NS      | $36019.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc.                                         | DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0       | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1749 | NS      | $48045.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                                          | LEAR CORP COMMON STOCK USD.01                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      8729 | NS      | $829080.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Randstad N.V.                                                             | RANDSTAD NV COMMON STOCK EUR.1                           | CUSIP: 522865906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     12592 | NS      | $582014.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                  | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     44806 | NS      | $18183771.48  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55            | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    169240 | NS      | $2265663.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Limited                                                          | VICINITY LTD REIT                                        | CUSIP: BY7QXS904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    450032 | NS      | $734661.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                 | NICE LTD COMMON STOCK ILS1.0                             | CUSIP: 664713906<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7339 | NS      | $1244056.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                                    | ORIENTAL LAND CO LTD/JAPAN COMMON STOCK                  | CUSIP: 664889904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    125343 | NS      | $2886871.57   | 0.04%             |  |  |  | No            |                  2 | 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        |     13540 | NS      | $383859.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Obayashi Corporation                                                      | OBAYASHI CORP COMMON STOCK                               | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75345 | NS      | $1141613.77   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LifeMD Inc.                                                               | LIFEMD INC COMMON STOCK                                  | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5540 | NS      | $75454.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                                              | LIFE360 INC COMMON STOCK USD.001                         | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $156861.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                                       | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      2821 | NS      | $320691.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeVantage Corporation                                                   | LIFEVANTAGE CORP COMMON STOCK USD.0001                   | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |      1718 | NS      | $22471.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveWire Group Inc.                                                       | LIVEWIRE GROUP INC COMMON STOCK USD.0001                 | CUSIP: 53838J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5734 | NS      | $26376.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     14723 | NS      | $6818810.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                                         | LOEWS CORP COMMON STOCK USD.01                           | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     12290 | NS      | $1126501.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                                             | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     10112 | NS      | $869530.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                      | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     83794 | NS      | $4881854.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     14604 | NS      | $502231.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                                      | MGP INGREDIENTS INC COMMON STOCK                         | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2099 | NS      | $62907.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                                            | M/I HOMES INC COMMON STOCK USD.01                        | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3911 | NS      | $438501.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                        | PENNYMAC MORTGAGE INVESTMENT T REIT USD.01               | CUSIP: 70931T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12741 | NS      | $163849.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001     | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4297 | NS      | $428153.08    | 0.01%             |  |  |  | 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        |      3025 | NS      | $519725.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Bruxelles Lambert - Groep Brussel Lambert NV                       | GROUPE BRUXELLES LAMBERT NV COMMON STOCK                 | CUSIP: 709732903<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      9636 | NS      | $822537.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perma-Fix Environmental Services Inc.                                     | PERMA-FIX ENVIRONMENTAL SERVIC COMMON STOCK USD.001      | CUSIP: 714157203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2944 | NS      | $30970.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                | SKANSKA AB COMMON STOCK                                  | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     39485 | NS      | $919787.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM S.p.A.                                                          | BANCO BPM SPA COMMON STOCK                               | CUSIP: BYMD5K904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    131854 | NS      | $1539069.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK                               | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    162662 | NS      | $10911913.32  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Corporation                                             | PERMIAN RESOURCES CORP COMMON STOCK USD.0001             | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104122 | NS      | $1418141.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetua Resources Corp.                                                  | PERPETUA RESOURCES CORP COMMON STOCK                     | CUSIP: 714266103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6991 | NS      | $84870.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ABN AMRO Bank N.V.                                                        | ABN AMRO BANK NV DUTCH CERT EUR1.0                       | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     53162 | NS      | $1451639.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | ORSTED AS COMMON STOCK DKK10.0                           | CUSIP: BYT16L900<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     19511 | NS      | $840506.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc.                                                             | AMEDISYS INC COMMON STOCK USD.001                        | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5347 | NS      | $526091.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                                      | AMERANT BANCORP INC   B COMMON STOCK USD.1               | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5768 | NS      | $105150.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                                        | AMEREN CORP COMMON STOCK USD.01                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     19083 | NS      | $1832731.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                                             | AMERESCO INC COMMON STOCK USD.0001                       | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4955 | NS      | $75266.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                                         | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     13769 | NS      | $1915405.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                                            | AMERISAFE INC COMMON STOCK USD.01                        | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2836 | NS      | $124018.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc.                                                              | CENCORA INC COMMON STOCK USD.01                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     12180 | NS      | $3652173.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | JAPAN POST HOLDINGS CO LTD COMMON STOCK                  | CUSIP: BYT814908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    206974 | NS      | $1917037.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co.Ltd.                                              | JAPAN POST INSURANCE CO LTD COMMON STOCK                 | CUSIP: BYT815905<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     22232 | NS      | $503337.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co.Ltd.                                                   | JAPAN POST BANK CO LTD COMMON STOCK                      | CUSIP: BYT816903<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    209107 | NS      | $2254283.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                | SCOUT24 SE COMMON STOCK                                  | CUSIP: BYT934904<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      8702 | NS      | $1201300.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BancFirst Corporation                                                     | BANCFIRST CORP COMMON STOCK USD1.0                       | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      3103 | NS      | $383592.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp Inc.                                                          | BANCORP INC/THE COMMON STOCK USD1.0                      | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6708 | NS      | $382154.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                                            | BANDWIDTH INC COMMON STOCK USD.001                       | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3968 | NS      | $63091.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                                                   | BANC OF CALIFORNIA INC COMMON STOCK USD.01               | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     19823 | NS      | $278513.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                                              | CERENCE INC COMMON STOCK USD.01                          | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6597 | NS      | $67355.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc.                                                             | DAYFORCE INC COMMON STOCK USD.01                         | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11289 | NS      | $625297.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc.                                                             | CERIBELL INC COMMON STOCK USD.001                        | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3899 | NS      | $73028.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG Oncology Inc.                                                          | CG ONCOLOGY INC COMMON STOCK                             | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8312 | NS      | $216112.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                                          | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01       | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3609 | NS      | $457909.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA CHINOOK THERAPE COMMON STOCK                                       | CONTRA CHINOOK THERAPE COMMON STOCK                      | CUSIP: 169CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9357 | NS      | $13110.09     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ChoiceOne Financial Services Inc.                                         | CHOICEONE FINANCIAL SERVICES I COMMON STOCK              | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $61504.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc.                                                    | NIAGEN BIOSCIENCE INC COMMON STOCK USD.001               | CUSIP: 171077407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7812 | NS      | $112570.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc.                                                     | CITY OFFICE REIT INC REIT USD.01                         | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |      7158 | NS      | $38223.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                                                   | CIVISTA BANCSHARES INC COMMON STOCK                      | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      2615 | NS      | $60668.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                                    | CIVITAS RESOURCES INC COMMON STOCK                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     13906 | NS      | $382693.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                                                | CLAROS MORTGAGE TRUST INC REIT USD.01                    | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14552 | NS      | $41473.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sartorius Aktiengesellschaft                                              | SARTORIUS AG PREFERENCE                                  | CUSIP: 584332902<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |      3041 | NS      | $774536.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pathward Financial Inc.                                                   | PATHWARD FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3386 | NS      | $267900.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RATIONAL AG                                                               | RATIONAL AG COMMON STOCK                                 | CUSIP: 591060900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       594 | NS      | $499137.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Methode Electronics Inc.                                                  | METHODE ELECTRONICS INC COMMON STOCK USD.5               | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5142 | NS      | $48900.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                              | METLIFE INC COMMON STOCK USD.01                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     39814 | NS      | $3201841.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                                                   | MIDDLESEX WATER CO COMMON STOCK                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2734 | NS      | $148128.12    | 0.00%             |  |  |  | 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        |      3161 | NS      | $54748.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                                                          | TELIA CO AB COMMON STOCK SEK3.2                          | CUSIP: 597838903<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |    273745 | NS      | $984612.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                               | GIVAUDAN SA COMMON STOCK CHF10.0                         | CUSIP: 598061901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1071 | NS      | $5193842.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                      | OLD NATIONAL BANCORP/IN COMMON STOCK                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     99552 | NS      | $2124439.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Point Financial Corporation                                           | OLD POINT FINANCIAL CORP COMMON STOCK USD5.0             | CUSIP: 680194107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $25944.25     | 0.00%             |  |  |  | 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        |     37125 | NS      | $1427085.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings Public Limited Company                                   | RYANAIR HOLDINGS PLC COMMON STOCK EUR.006                | CUSIP: BYTBXV906<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     98648 | NS      | $2798219.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                        | CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0       | CUSIP: BYVS6J903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     73088 | NS      | $484007.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Second Bancorp Inc.                                                   | OLD SECOND BANCORP INC COMMON STOCK USD1.0               | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      6296 | NS      | $111691.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corporation                                                    | SONY GROUP CORP COMMON STOCK                             | CUSIP: 682150008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    713555 | NS      | $18552648.02  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                          | WASHINGTON H SOUL PATTINSON and COMMON STOCK             | CUSIP: 682180005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27732 | NS      | $766666.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                              | ON SEMICONDUCTOR CORP COMMON STOCK USD.01                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     29505 | NS      | $1546357.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                               | OMNIAB INC COMMON STOCK USD.0001                         | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17944 | NS      | $31222.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                                          | TRICO BANCSHARES COMMON STOCK                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4609 | NS      | $186618.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                                        | TRIMAS CORP COMMON STOCK USD.01                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      4948 | NS      | $141562.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                                              | TRIMBLE INC COMMON STOCK USD.001                         | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     16846 | NS      | $1279959.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                                         | TRINET GROUP INC COMMON STOCK USD.000025                 | CUSIP: 896288107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4426 | NS      | $323717.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                                                  | UDR INC REIT USD.01                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     21286 | NS      | $869107.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                                     | UFP TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1117 | NS      | $272726.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                                           | UGI CORP COMMON STOCK                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     35011 | NS      | $1275100.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                                                | UDEMY INC COMMON STOCK USD.00001                         | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14638 | NS      | $102905.14    | 0.00%             |  |  |  | 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        |      3194 | NS      | $91667.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group PLC                                                 | LAND SECURITIES GROUP PLC REIT GBP.1066667               | CUSIP: BYW0PQ906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     82115 | NS      | $713235.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                       | COLES GROUP LTD COMMON STOCK                             | CUSIP: BYWR0T908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    155628 | NS      | $2133989.68   | 0.03%             |  |  |  | No            |                  2 | 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        |      3825 | NS      | $42534.00     | 0.00%             |  |  |  | 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        |      8898 | NS      | $207412.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     51806 | NS      | $5229297.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                 | NESTE OYJ COMMON STOCK                                   | CUSIP: B06YV4907<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     49088 | NS      | $665248.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | BUNZL PLC COMMON STOCK GBP.3214286                       | CUSIP: B0744B906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     38009 | NS      | $1211212.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A                          | RECORDATI INDUSTRIA CHIMICA E COMMON STOCK EUR.125       | CUSIP: B07DRZ908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     13345 | NS      | $838800.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | RENTOKIL INITIAL PLC COMMON STOCK GBP.01                 | CUSIP: B082RF905<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    292918 | NS      | $1413260.85   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                           | LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605 | CUSIP: B0SWJX907<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     55300 | NS      | $8087466.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema                                                                    | ARKEMA SA COMMON STOCK EUR10.0                           | CUSIP: B0Z5YZ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6619 | NS      | $488770.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                         | INPEX CORP COMMON STOCK                                  | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    102271 | NS      | $1435594.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.00031111                   | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    290252 | NS      | $17712975.74  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS S.A.                                                    | GALP ENERGIA SGPS SA COMMON STOCK EUR1.0                 | CUSIP: B1FW75903<br>LEI: N/A                  | Long             | EC               | CORP              | PT        |     48412 | NS      | $886222.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monotaro Co. Ltd.                                                         | MONOTARO CO LTD COMMON STOCK                             | CUSIP: B1GHR8907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29085 | NS      | $572562.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | SYMRISE AG COMMON STOCK                                  | CUSIP: B1JB4K905<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     15407 | NS      | $1615646.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMMON STOCK EUR.25                           | CUSIP: BYY3DX906<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |     34610 | NS      | $422310.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech S.A.                                             | SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2              | CUSIP: BYZ2QP900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3388 | NS      | $810621.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                             | WHITBREAD PLC COMMON STOCK GBP.767974                    | CUSIP: B1KJJ4906<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     20481 | NS      | $794785.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948             | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    113949 | NS      | $1956822.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                                                 | TALANX AG COMMON STOCK                                   | CUSIP: B8F0TD907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      7490 | NS      | $971016.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                   | WPP PLC COMMON STOCK GBP.1                               | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |    125173 | NS      | $881341.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Limited                                                              | XERO LTD COMMON STOCK                                    | CUSIP: B8P4LP909<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     16878 | NS      | $1997161.13   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                                | DEMANT A/S COMMON STOCK DKK.2                            | CUSIP: BZ01RF908<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      9923 | NS      | $414598.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen N.V.                                                                | ADYEN NV COMMON STOCK EUR.01                             | CUSIP: BZ1HM4902<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      2923 | NS      | $5368197.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Investment Aktiebolaget Latour                                            | INVESTMENT AB LATOUR COMMON STOCK                        | CUSIP: BZ404X902<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17179 | NS      | $453100.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                            | ING GROEP NV COMMON STOCK EUR.01                         | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    365190 | NS      | $8004121.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                 | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    223345 | NS      | $986921.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                    | AMUNDI SA COMMON STOCK EUR2.5                            | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      7150 | NS      | $579549.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                              | VAT GROUP AG COMMON STOCK CHF.1                          | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      3133 | NS      | $1327552.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Limited                                                   | WISETECH GLOBAL LTD COMMON STOCK                         | CUSIP: BZ8GX8906<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23291 | NS      | $1670333.89   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                          | DELIVERY HERO SE COMMON STOCK                            | CUSIP: BZCNB4909<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     22157 | NS      | $601390.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE COMMON STOCK EUR.02                       | CUSIP: F21107101<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     21130 | NS      | $281029.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                                             | ADIENT PLC COMMON STOCK USD.001                          | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     12634 | NS      | $245857.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                                                  | TITAN INTERNATIONAL INC COMMON STOCK                     | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7420 | NS      | $76203.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                                      | TITAN MACHINERY INC COMMON STOCK USD.00001               | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3153 | NS      | $62460.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                                          | TORO CO/THE COMMON STOCK USD1.0                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     16297 | NS      | $1151871.96   | 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        |      2923 | NS      | $46738.77     | 0.00%             |  |  |  | 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        |     10385 | NS      | $354959.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                                    | TRACTOR SUPPLY CO COMMON STOCK USD.008                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     37436 | NS      | $1975497.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                                             | TRANSCAT INC COMMON STOCK USD.5                          | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1372 | NS      | $117937.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                                              | TRANSDIGM GROUP INC COMMON STOCK USD.01                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3966 | NS      | $6030858.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                                    | TRANSMEDICS GROUP INC COMMON STOCK                       | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4911 | NS      | $658123.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                                      | TRAVEL + LEISURE CO COMMON STOCK USD.01                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     10843 | NS      | $559607.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                                              | TRAVELERS COS INC/THE COMMON STOCK                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     15997 | NS      | $4279837.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                                                 | TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13120 | NS      | $194176.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc.                                              | TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001         | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7563 | NS      | $44470.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                                                      | TREDEGAR CORP COMMON STOCK                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      4163 | NS      | $36634.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                                                      | TREEHOUSE FOODS INC COMMON STOCK USD.01                  | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      7400 | NS      | $143708.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                                                  | NEXXEN INTERNATIONAL LTD COMMON STOCK                    | CUSIP: 89484T104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5785 | NS      | $60221.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                                                | NORTHERN TRUST CORP COMMON STOCK USD1.666666             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     13735 | NS      | $1741460.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corporation                                                       | OLYMPUS CORP COMMON STOCK                                | CUSIP: 665880001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    132170 | NS      | $1569957.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                         | OMRON CORP COMMON STOCK                                  | CUSIP: 665942009<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     20341 | NS      | $548320.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                               | ONO PHARMACEUTICAL CO LTD COMMON STOCK                   | CUSIP: 666010004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43397 | NS      | $470326.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orix Corporation                                                          | ORIX CORP COMMON STOCK                                   | CUSIP: 666114004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    134938 | NS      | $3045099.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northfield Bancorp Inc.                                                   | NORTHFIELD BANCORP INC COMMON STOCK USD.01               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6099 | NS      | $70016.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                                        | OSAKA GAS CO LTD COMMON STOCK                            | CUSIP: 666176003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42200 | NS      | $1082426.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northpointe Bancshares Inc.                                               | NORTHPOINTE BANCSHARES INC COMMON STOCK NPV              | CUSIP: 66661N886<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1801 | NS      | $24691.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                                         | TREX CO INC COMMON STOCK USD.01                          | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17507 | NS      | $952030.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc.                                                   | TREVI THERAPEUTICS INC COMMON STOCK                      | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11645 | NS      | $63698.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                                            | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01        | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      4038 | NS      | $731483.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.                                        | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001      | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6627 | NS      | $224589.03    | 0.00%             |  |  |  | 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        |       833 | NS      | $77685.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                              | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      9552 | NS      | $4775808.96   | 0.07%             |  |  |  | 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        |     17561 | NS      | $224429.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                                         | NORTHWEST NATURAL HOLDING CO COMMON STOCK                | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5944 | NS      | $236095.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                                                    | NORTHWEST PIPE CO COMMON STOCK USD.01                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1511 | NS      | $61966.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                                            | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01        | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19008 | NS      | $975110.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMMON STOCK USD.01                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     38538 | NS      | $1133017.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                                              | NOVANTA INC COMMON STOCK                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11176 | NS      | $1440921.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                                                 | DNOW INC COMMON STOCK USD.01                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     15971 | NS      | $236849.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                                                  | NU SKIN ENTERPRISES INC COMMON STOCK USD.001             | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7064 | NS      | $56441.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                                         | NUCOR CORP COMMON STOCK USD.4                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     16293 | NS      | $2110595.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1721919 | NS      | $272045982.81 | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                                             | NUVALENT INC COMMON STOCK USD.0001                       | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6358 | NS      | $485115.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corporation                                                 | NUSCALE POWER CORP COMMON STOCK USD.0001                 | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18726 | NS      | $740800.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nutex Health Inc.                                                         | NUTEX HEALTH INC COMMON STOCK                            | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $63863.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                                                   | NURIX THERAPEUTICS INC COMMON STOCK                      | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11337 | NS      | $129128.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc.                                                         | NUVATION BIO INC COMMON STOCK USD.0001                   | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38028 | NS      | $74154.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp.                                                          | OGE ENERGY CORP COMMON STOCK USD.01                      | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     32870 | NS      | $1458770.60   | 0.02%             |  |  |  | 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        |     22628 | NS      | $333536.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Limited                                                    | QANTAS AIRWAYS LTD COMMON STOCK                          | CUSIP: 671034908<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     86032 | NS      | $607779.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                  | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     60356 | NS      | $5439886.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                               | PFD OFG BANCORP COMMON STOCK USD1.0                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      6621 | NS      | $283378.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                                             | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      4509 | NS      | $135450.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                                      | URANIUM ENERGY CORP COMMON STOCK USD.001                 | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63128 | NS      | $429270.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                                          | OSI SYSTEMS INC COMMON STOCK                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2364 | NS      | $531569.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                                                | OP BANCORP COMMON STOCK                                  | CUSIP: 67109R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2073 | NS      | $26928.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Limited                                               | QBE INSURANCE GROUP LTD COMMON STOCK                     | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    175205 | NS      | $2698002.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                 | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    157584 | NS      | $1946499.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                  | CHORD ENERGY CORP COMMON STOCK                           | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9429 | NS      | $913198.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange GroupInc.                                                  | JAPAN EXCHANGE GROUP INC COMMON STOCK                    | CUSIP: 674388905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    115140 | NS      | $1166370.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TandD Holdings Inc.                                                       | TandD HOLDINGS INC COMMON STOCK                          | CUSIP: 674429907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56808 | NS      | $1246941.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                          | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     50030 | NS      | $2101760.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                                            | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25        | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     13973 | NS      | $289520.56    | 0.00%             |  |  |  | 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        |      8381 | NS      | $147589.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                                     | URBAN OUTFITTERS INC COMMON STOCK USD.0001               | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      9355 | NS      | $678611.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                     | URBAN EDGE PROPERTIES REIT USD.01                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19021 | NS      | $354931.86    | 0.01%             |  |  |  | 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        |       452 | NS      | $25727.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                                           | UTZ BRANDS INC COMMON STOCK USD.0001                     | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10771 | NS      | $135176.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                                          | VF CORP COMMON STOCK                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     54063 | NS      | $635240.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                                           | VSE CORP COMMON STOCK USD.05                             | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      3001 | NS      | $393070.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                                        | VAALCO ENERGY INC COMMON STOCK USD.1                     | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     16240 | NS      | $58626.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                                         | VAIL RESORTS INC COMMON STOCK USD.01                     | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6096 | NS      | $957864.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                                                 | VALERO ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     22114 | NS      | $2972563.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                                   | VALLEY NATIONAL BANCORP COMMON STOCK                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    147920 | NS      | $1320925.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                                                   | VALMONT INDUSTRIES INC COMMON STOCK USD1.0               | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3277 | NS      | $1070169.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                                            | VALVOLINE INC COMMON STOCK USD.01                        | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     20753 | NS      | $785916.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                                                | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8626 | NS      | $40714.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                                 | VAREX IMAGING CORP COMMON STOCK USD.01                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      6326 | NS      | $54846.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                                                      | VARONIS SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     16242 | NS      | $824281.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                                    | VEECO INSTRUMENTS INC COMMON STOCK USD.01                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      8236 | NS      | $167355.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                                          | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0       | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     12551 | NS      | $1385755.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                                         | PINNACLE WEST CAPITAL CORP COMMON STOCK                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      8430 | NS      | $754232.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                                                  | V2X INC COMMON STOCK USD.01                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2581 | NS      | $125307.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                                              | VAXCYTE INC COMMON STOCK USD.001                         | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18662 | NS      | $606701.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc.                                                      | PIONEER BANCORP INC/NY COMMON STOCK USD.01               | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1705 | NS      | $20511.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                                   | PIPER SANDLER COS COMMON STOCK USD.01                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2552 | NS      | $709302.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                              | VISTRA CORP COMMON STOCK USD.01                          | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23959 | NS      | $4643493.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc.                                                | VITA COCO CO INC/THE COMMON STOCK USD.01                 | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5970 | NS      | $215517.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc.                                                    | VERA THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7654 | NS      | $180328.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                              | VERALTO CORP COMMON STOCK USD.01                         | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17501 | NS      | $1766725.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                                          | VITAL FARMS INC COMMON STOCK USD.0001                    | CUSIP: 92847W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5117 | NS      | $197106.84    | 0.00%             |  |  |  | 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        |      4426 | NS      | $97770.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                                             | VERISIGN INC COMMON STOCK USD.001                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5702 | NS      | $1646737.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    297676 | NS      | $12880440.52  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                                       | VERINT SYSTEMS INC COMMON STOCK USD.001                  | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      9165 | NS      | $180275.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                                                     | VERITEX HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      7629 | NS      | $199116.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                                     | VERISK ANALYTICS INC COMMON STOCK USD.001                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      9877 | NS      | $3076685.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                                       | VERICEL CORP COMMON STOCK                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      7473 | NS      | $317976.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                                                | VERRA MOBILITY CORP COMMON STOCK USD.0001                | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23584 | NS      | $598797.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                       | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     18132 | NS      | $8072366.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                                               | VERTEX INC COMMON STOCK USD.001                          | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9635 | NS      | $340452.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc.                                                   | VERVE THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10103 | NS      | $113456.69    | 0.00%             |  |  |  | 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        |      3258 | NS      | $93928.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                                               | VIASAT INC COMMON STOCK USD.0001                         | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     16818 | NS      | $245542.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                                                      | VIAVI SOLUTIONS INC COMMON STOCK USD.001                 | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32740 | NS      | $329691.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                          | PARAMOUNT GLOBAL COMMON STOCK USD.001                    | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     42490 | NS      | $548121.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Viatris Inc.                                                              | VIATRIS INC COMMON STOCK                                 | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82869 | NS      | $740020.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                              | STONECO LTD COMMON STOCK USD.000079365                   | CUSIP: G85158106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     35841 | NS      | $574889.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group (SGHC) Limited                                                | SUPER GROUP SGHC LTD COMMON STOCK                        | CUSIP: G8588X103<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     23658 | NS      | $259528.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc.                                                 | THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001          | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      6430 | NS      | $70922.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company                                 | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0               | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15747 | NS      | $6887895.27   | 0.10%             |  |  |  | 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        |      5159 | NS      | $31469.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                                | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01            | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18236 | NS      | $113427.92    | 0.00%             |  |  |  | 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        |     18082 | NS      | $91675.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc.                                                          | ONITY GROUP INC COMMON STOCK USD.01                      | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      1073 | NS      | $40956.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc.                                                   | OCULAR THERAPEUTIX INC COMMON STOCK USD.0001             | CUSIP: 67576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20924 | NS      | $194174.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smc Corporation                                                           | SMC CORP COMMON STOCK                                    | CUSIP: 676396005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6644 | NS      | $2380957.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SOFTBANK GROUP CORP COMMON STOCK                         | CUSIP: 677062903<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    110865 | NS      | $8060550.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio CompanyLtd.                                                        | SANRIO CO LTD COMMON STOCK                               | CUSIP: 677634008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20744 | NS      | $1003088.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                            | SANTOS LTD COMMON STOCK                                  | CUSIP: 677670002<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    376831 | NS      | $1899930.51   | 0.03%             |  |  |  | No            |                  2 | 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        |      1512 | NS      | $89192.88     | 0.00%             |  |  |  | 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        |      8593 | NS      | $46058.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                                                            | SECOM CO LTD COMMON STOCK                                | CUSIP: 679159004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48725 | NS      | $1750440.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc.                                                                 | OKTA INC COMMON STOCK                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     27292 | NS      | $2728381.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc.                                                     | OLAPLEX HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22301 | NS      | $31221.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | SEKISUI CHEMICAL CO LTD COMMON STOCK                     | CUSIP: 679382002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43839 | NS      | $793953.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                           | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     69235 | NS      | $1523815.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc.                                            | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1         | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13130 | NS      | $2130999.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                               | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27481 | NS      | $679412.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | SHIN-ETSU CHEMICAL CO LTD COMMON STOCK                   | CUSIP: 680458007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    209029 | NS      | $6902546.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi and Co. Ltd.                                                     | SHIONOGI and CO LTD COMMON STOCK                         | CUSIP: 680468006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87740 | NS      | $1579519.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                              | SHIMANO INC COMMON STOCK                                 | CUSIP: 680482007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8789 | NS      | $1274233.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Company Limited                                                  | SHISEIDO CO LTD COMMON STOCK                             | CUSIP: 680526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46411 | NS      | $828930.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co.Ltd.                                                             | HULIC CO LTD COMMON STOCK                                | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53458 | NS      | $539218.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olema Pharmaceuticals Inc.                                                | OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9190 | NS      | $39149.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                                          | OLIN CORP COMMON STOCK USD1.0                            | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     18798 | NS      | $377651.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Company Limited                                                 | SINO LAND CO LTD COMMON STOCK                            | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    418412 | NS      | $445664.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc.                                      | OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001      | CUSIP: 681116109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10025 | NS      | $1321094.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Limited                                                | SINGAPORE AIRLINES LTD COMMON STOCK                      | CUSIP: 681173001<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    172747 | NS      | $947474.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Olo Inc.                                                                  | OLO INC COMMON STOCK USD.001                             | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17258 | NS      | $153596.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                                        | OLYMPIC STEEL INC COMMON STOCK                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1510 | NS      | $49210.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     13776 | NS      | $991045.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                                           | OMEGA HEALTHCARE INVESTORS INC REIT USD.1                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     47248 | NS      | $1731639.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc.                                                           | OMEGA FLEX INC COMMON STOCK USD.01                       | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $22666.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Limited                                                  | SONIC HEALTHCARE LTD COMMON STOCK                        | CUSIP: 682112909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     52954 | NS      | $934700.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicell Inc.                                                             | OMNICELL INC COMMON STOCK USD.001                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      6919 | NS      | $203418.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corporation                                                        | OMEROS CORP COMMON STOCK USD.01                          | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      9155 | NS      | $27465.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb Inc.                                                               | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                   | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $649.03       | 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        |       967 | NS      | $553.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc.                                                              | ONE GAS INC COMMON STOCK                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     18509 | NS      | $1330056.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Oncology Institute Inc.                                               | ONCOLOGY INSTITUTE INC/THE COMMON STOCK USD.0001         | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9121 | NS      | $18698.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                                               | ONE LIBERTY PROPERTIES INC REIT USD1.0                   | CUSIP: 682406103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3366 | NS      | $80312.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                                                   | ACCO BRANDS CORP COMMON STOCK USD.01                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     14539 | NS      | $52049.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                                          | ACNB CORP COMMON STOCK USD2.5                            | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1621 | NS      | $69443.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                                                    | CARLYLE GROUP INC/THE COMMON STOCK USD1.0                | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34787 | NS      | $1788051.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                      | CARNIVAL CORP COMMON STOCK USD.01                        | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     74134 | NS      | $2084648.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                              | COSTCO WHOLESALE CORP COMMON STOCK USD.005               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     31327 | NS      | $31011850.38  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                                         | COSTAR GROUP INC COMMON STOCK USD.01                     | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29788 | NS      | $2394955.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                                                 | COTY INC COMMON STOCK USD.01                             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     59815 | NS      | $278139.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc.                                                            | COUCHBASE INC COMMON STOCK USD.00001                     | CUSIP: 22207T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6401 | NS      | $156056.38    | 0.00%             |  |  |  | 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        |      7278 | NS      | $618775.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                                            | MYR GROUP INC COMMON STOCK USD.01                        | CUSIP: 55405W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2275 | NS      | $412798.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.                                  | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9716 | NS      | $1392205.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                              | SECURITAS AB COMMON STOCK SEK1.0                         | CUSIP: 555404904<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     57063 | NS      | $854365.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     44104 | NS      | $3600209.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                                              | OVINTIV INC COMMON STOCK                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42419 | NS      | $1614042.95   | 0.02%             |  |  |  | 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        |     11286 | NS      | $102702.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                             | OWENS CORNING COMMON STOCK USD.001                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     13886 | NS      | $1909602.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicharm Corporation                                                      | UNICHARM CORP COMMON STOCK                               | CUSIP: 691148001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    129663 | NS      | $936268.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxford Industries Inc.                                                    | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2121 | NS      | $85370.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc.                                                           | PBF ENERGY INC COMMON STOCK USD.001                      | CUSIP: 69318G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28476 | NS      | $617074.92    | 0.01%             |  |  |  | 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        |      1694 | NS      | $111431.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                                               | PCB BANCORP COMMON STOCK                                 | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $43050.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc.                                                        | PDF SOLUTIONS INC COMMON STOCK USD.00015                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      4970 | NS      | $106258.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                                        | PDL BIOPHARMA INC COMMON STOCK USD.01                    | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     23030 | NS      | $3684.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PGandE Corporation                                                        | PGandE CORP COMMON STOCK                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    155171 | NS      | $2163083.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc.                                                | PALVELLA THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 697947109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1103 | NS      | $24861.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Limited                                                  | WOOLWORTHS GROUP LTD COMMON STOCK                        | CUSIP: 698123908<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    141739 | NS      | $2903355.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                                    | YAKULT HONSHA CO LTD COMMON STOCK                        | CUSIP: 698511003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29769 | NS      | $560639.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | YAMAHA MOTOR CO LTD COMMON STOCK                         | CUSIP: 698526001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    107178 | NS      | $802020.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Golar LNG Limited                                                         | GOLAR LNG LTD COMMON STOCK USD1.0                        | CUSIP: G9456A100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     14709 | NS      | $605863.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                                           | VALARIS LTD COMMON STOCK USD.01                          | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20033 | NS      | $843589.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                                                      | VTEX COMMON STOCK USD.0001                               | CUSIP: G9470A102<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9016 | NS      | $59505.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company                               | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635      | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      7000 | NS      | $2145500.00   | 0.03%             |  |  |  | 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        |     22445 | NS      | $599730.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS (Holdings) Limited                                                    | WNS HOLDINGS LTD COMMON STOCK USD.16                     | CUSIP: G98196101<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      5980 | NS      | $378175.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                                                       | ADC THERAPEUTICS SA COMMON STOCK CHF.064                 | CUSIP: H0036K147<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     11189 | NS      | $29986.52     | 0.00%             |  |  |  | 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        |      6868 | NS      | $24587.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                       | ACADIA REALTY TRUST REIT USD.001                         | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19622 | NS      | $364380.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc.                                                  | ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001            | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8450 | NS      | $99456.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Incorporated                                                      | ACCURAY INC COMMON STOCK USD.001                         | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     17674 | NS      | $24213.38     | 0.00%             |  |  |  | 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        |     19819 | NS      | $980644.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                                | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001           | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      4412 | NS      | $309413.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                                     | ALBEMARLE CORP COMMON STOCK USD.01                       | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      8308 | NS      | $520662.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                                                 | ALBERTSONS COS INC COMMON STOCK USD.01                   | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65800 | NS      | $1415358.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                                     | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      4811 | NS      | $910866.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                                                 | ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19027 | NS      | $266378.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                                               | ALIGHT INC COMMON STOCK USD.0001                         | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62856 | NS      | $355764.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc.                                                    | ALKAMI TECHNOLOGY INC COMMON STOCK USD.001               | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10130 | NS      | $305318.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corporation                                               | APPLIED DIGITAL CORP COMMON STOCK USD.001                | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26174 | NS      | $263572.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                    | APPLIED MATERIALS INC COMMON STOCK USD.01                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     57364 | NS      | $10501627.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc.                                              | APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001         | CUSIP: 03823U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7953 | NS      | $204312.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AptarGroup Inc.                                                           | APTARGROUP INC COMMON STOCK USD.01                       | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     10782 | NS      | $1686628.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                                      | ARISTA NETWORKS INC COMMON STOCK USD.0001                | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72714 | NS      | $7439369.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc.                                                 | ARIS WATER SOLUTIONS INC COMMON STOCK USD.0000001        | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4617 | NS      | $109192.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma Public Limited Company                                              | HALMA PLC COMMON STOCK GBP.1                             | CUSIP: 040520009<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     44049 | NS      | $1936133.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                    | STANDARD CHARTERED PLC COMMON STOCK USD.5                | CUSIP: 040828907<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    234230 | NS      | $3876162.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Astec Industries Inc.                                                     | ASTEC INDUSTRIES INC COMMON STOCK USD.2                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      3425 | NS      | $142788.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astria Therapeutics Inc.                                                  | ASTRIA THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6903 | NS      | $37000.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                                     | ASTRONICS CORP COMMON STOCK USD.01                       | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      4522 | NS      | $151396.56    | 0.00%             |  |  |  | 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        |      3751 | NS      | $36609.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                        | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10282 | NS      | $10788388.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc.                                                           | BLEND LABS INC COMMON STOCK USD.00001                    | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31583 | NS      | $104223.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                                          | HandR BLOCK INC COMMON STOCK                             | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21858 | NS      | $1199785.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                                                  | BLOOM ENERGY CORP COMMON STOCK USD.0001                  | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30285 | NS      | $724417.20    | 0.01%             |  |  |  | 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        |      7320 | NS      | $84326.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc.                                                            | CORECIVIC INC COMMON STOCK USD.01                        | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15959 | NS      | $336256.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                                                 | ENPRO INC COMMON STOCK USD.01                            | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3115 | NS      | $596678.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                                  | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      3581 | NS      | $399353.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                                     | ENSIGN GROUP INC COMMON STOCK USD.001                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     17552 | NS      | $2707571.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                                        | ENOVIX CORP COMMON STOCK USD.0001                        | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24525 | NS      | $253588.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 4D Molecular Therapeutics Inc.                                            | 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6474 | NS      | $24018.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                           | FOX CORP COMMON STOCK USD.01                             | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15114 | NS      | $846988.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                           | FOX CORP COMMON STOCK USD.01                             | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9313 | NS      | $480830.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                                 | FOX FACTORY HOLDING CORP COMMON STOCK USD.001            | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6285 | NS      | $163032.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                                       | HB FULLER CO COMMON STOCK USD1.0                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      8030 | NS      | $483004.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                                              | FULTON FINANCIAL CORP COMMON STOCK USD2.5                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     25910 | NS      | $467416.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                                                | FUNKO INC COMMON STOCK USD.0001                          | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5510 | NS      | $26227.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Futu Holdings Limited                                                     | FUTU HOLDINGS LTD ADR USD.00001                          | CUSIP: 36118L106<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      7148 | NS      | $883421.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                              | GENERAL DYNAMICS CORP COMMON STOCK USD1.0                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     17787 | NS      | $5187756.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                                  | GENERAL ELECTRIC CO COMMON STOCK USD.01                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     75294 | NS      | $19379922.66  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                                        | GENERAL MILLS INC COMMON STOCK USD.1                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     38665 | NS      | $2003233.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                                    | GENERAL MOTORS CO COMMON STOCK USD.01                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     67884 | NS      | $3340571.64   | 0.05%             |  |  |  | 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        |      2494 | NS      | $67362.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                                           | GLOBALSTAR INC COMMON STOCK USD.0001                     | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7450 | NS      | $175447.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc.                                                     | GLOBAL NET LEASE INC REIT USD.01                         | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     29120 | NS      | $219856.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                                      | GLOBAL PAYMENTS INC COMMON STOCK                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     17220 | NS      | $1378288.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc.                                                               | HARROW INC COMMON STOCK USD.001                          | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $143538.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                                                        | ENVIRI CORP COMMON STOCK USD1.25                         | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     11471 | NS      | $99568.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                            | COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK              | CUSIP: 621503002<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |    194170 | NS      | $23632096.12  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                               | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43072 | NS      | $3049076.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                        | RAKUTEN GROUP INC COMMON STOCK                           | CUSIP: 622959906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    175116 | NS      | $964920.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Movado Group Inc.                                                         | MOVADO GROUP INC COMMON STOCK USD.01                     | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2257 | NS      | $34419.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disco Corporation                                                         | DISCO CORP COMMON STOCK                                  | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10690 | NS      | $3166841.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                         | INSURANCE AUSTRALIA GROUP LTD COMMON STOCK               | CUSIP: 627102908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    274440 | NS      | $1631551.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Myers Industries Inc.                                                     | MYERS INDUSTRIES INC COMMON STOCK                        | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      5585 | NS      | $80926.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                                      | MYRIAD GENETICS INC COMMON STOCK USD.01                  | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13861 | NS      | $73601.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                                             | ICL GROUP LTD COMMON STOCK ILS1.0                        | CUSIP: 645553900<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     89836 | NS      | $616748.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idaho Strategic Resources Inc.                                            | IDAHO STRATEGIC RESOURCES INC COMMON STOCK USD.1         | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $27598.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infratil Limited                                                          | INFRATIL LTD COMMON STOCK                                | CUSIP: 645928904<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    106712 | NS      | $688583.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Jersey Resources Corporation                                          | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     31097 | NS      | $1393767.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | KYOWA KIRIN CO LTD COMMON STOCK                          | CUSIP: 649955002<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27445 | NS      | $469783.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The New York Times Company                                                | NEW YORK TIMES CO/THE COMMON STOCK USD.1                 | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26493 | NS      | $1483078.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corporation                                                      | LASERTEC CORP COMMON STOCK                               | CUSIP: 650626906<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9299 | NS      | $1246629.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                   | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    213179 | NS      | $9034745.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc.                                                                 | NIKE INC COMMON STOCK                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     83181 | NS      | $5909178.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc.                                                         | JFE HOLDINGS INC COMMON STOCK                            | CUSIP: 654379908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     66774 | NS      | $776758.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1911 Gold Corporation                                                     | 1911 GOLD CORP COMMON STOCK                              | CUSIP: 65442J107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3149 | NS      | $541.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                                                          | 908 DEVICES INC COMMON STOCK                             | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4375 | NS      | $31193.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc.                                                    | SEMLER SCIENTIFIC INC COMMON STOCK USD.001               | CUSIP: 81684M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1257 | NS      | $48696.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corporation                                                       | SEMTECH CORP COMMON STOCK USD.01                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     12876 | NS      | $581222.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                    | SEMPRA COMMON STOCK                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     46047 | NS      | $3488981.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc.                                                     | SEMRUSH HOLDINGS INC COMMON STOCK USD.00001              | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7024 | NS      | $63567.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc.                                                              | SI-BONE INC COMMON STOCK USD.0001                        | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5752 | NS      | $108252.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                                            | SIERRA BANCORP COMMON STOCK                              | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2125 | NS      | $63091.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc.                                                       | SIGHT SCIENCES INC COMMON STOCK USD.001                  | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5554 | NS      | $22938.02     | 0.00%             |  |  |  | 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        |      6268 | NS      | $40867.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                                                   | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     10600 | NS      | $789912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc.                                                  | SKYWATER TECHNOLOGY INC COMMON STOCK USD.01              | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4073 | NS      | $40078.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyward Specialty Insurance Group Inc.                                    | SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01       | CUSIP: 830940102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5234 | NS      | $302472.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                                  | SLEEP NUMBER CORP COMMON STOCK USD.01                    | CUSIP: 83125X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3348 | NS      | $22615.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                                               | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12958 | NS      | $121351.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | SYNCHRONY FINANCIAL COMMON STOCK USD.001                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     26877 | NS      | $1793770.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                                        | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     11962 | NS      | $2904971.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc.                                                            | TALKSPACE INC COMMON STOCK USD.0001                      | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19296 | NS      | $53642.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Limited                                                 | GENTING SINGAPORE LTD COMMON STOCK                       | CUSIP: 933GHH903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    701650 | NS      | $394634.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warby Parker Inc.                                                         | WARBY PARKER INC COMMON STOCK USD.0001                   | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $320178.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                                               | DISCOVERY INC COMMON STOCK                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    158965 | NS      | $1821738.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                                                  | WARNER MUSIC GROUP CORP COMMON STOCK                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23818 | NS      | $648802.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                                             | WESBANCO INC COMMON STOCK USD2.0833                      | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13701 | NS      | $433362.63    | 0.01%             |  |  |  | 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        |      7251 | NS      | $1342885.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                                                  | WEST BANCORP INC COMMON STOCK                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      2776 | NS      | $54492.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                                         | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      5073 | NS      | $1109972.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                                             | WINGSTOP INC COMMON STOCK USD.01                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      4556 | NS      | $1534187.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                                       | WINMARK CORP COMMON STOCK                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $170302.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                                 | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4090 | NS      | $118610.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                                            | WINTRUST FINANCIAL CORP COMMON STOCK                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     10927 | NS      | $1354729.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                                                | XENON PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 98420N105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11370 | NS      | $355881.00    | 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        |     17534 | NS      | $92404.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                                             | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22627 | NS      | $105668.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc.                                                   | XPONENTIAL FITNESS INC COMMON STOCK USD.0001             | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4337 | NS      | $32484.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group S.A.                            | INTERNATIONAL CONSOLIDATED AIR COMMON STOCK EUR.1        | CUSIP: B5282K903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    144206 | NS      | $679386.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | SANDS CHINA LTD COMMON STOCK USD.01                      | CUSIP: B5B23W909<br>LEI: N/A                  | Long             | EC               | CORP              | MO        |    281721 | NS      | $588777.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co.Ltd.                                                   | OTSUKA HOLDINGS CO LTD COMMON STOCK                      | CUSIP: B5LTM9909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51241 | NS      | $2540492.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                        | AZRIELI GROUP LTD COMMON STOCK ILS.1                     | CUSIP: B5MN1W903<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4924 | NS      | $453445.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                         | INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213   | CUSIP: BHJYC0905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     17204 | NS      | $1967021.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International Plc                                                   | CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976         | CUSIP: BJFFLV908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15391 | NS      | $617917.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                               | DR ING HC F PORSCHE AG PREFERENCE                        | CUSIP: BJN59B909<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |     13212 | NS      | $652988.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Evolution AB                                                              | EVOLUTION AB COMMON STOCK SEK.003                        | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     17205 | NS      | $1366473.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                       | INVESTOR AB COMMON STOCK SEK6.25                         | CUSIP: BMV7PQ908<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |    200829 | NS      | $5951242.31   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi plc                                                                 | MONDI PLC COMMON STOCK EUR.2                             | CUSIP: BMWC6P909<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     51216 | NS      | $836895.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                                                | HALEON PLC COMMON STOCK GBP.01                           | CUSIP: BMX86B908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1047116 | NS      | $5381784.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2               | CUSIP: BN4MYF907<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |    117174 | NS      | $1760065.22   | 0.03%             |  |  |  | No            |                  2 | 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        |     34059 | NS      | $377033.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                                                  | DOLE PLC COMMON STOCK USD.01                             | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9886 | NS      | $138305.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Company PLC                                            | DIVERSIFIED ENERGY CO PLC COMMON STOCK GBP.01            | CUSIP: G2891G204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8351 | NS      | $122509.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                  | EATON CORP PLC COMMON STOCK USD.01                       | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     27628 | NS      | $9862919.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Himalaya Shipping Ltd.                                                    | HIMALAYA SHIPPING LTD COMMON STOCK USD1.0                | CUSIP: G4660A103<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4804 | NS      | $27719.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IBEX Limited                                                              | IBEX HOLDINGS LTD COMMON STOCK USD.0001                  | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $46618.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                                       | ICHOR HOLDINGS LTD COMMON STOCK USD.0001                 | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5112 | NS      | $100399.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                                              | INDIVIOR PLC COMMON STOCK USD.5                          | CUSIP: G4766E116<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     18015 | NS      | $265541.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                                        | NVENT ELECTRIC PLC COMMON STOCK USD.01                   | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     26879 | NS      | $1968886.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagSeguro Digital Ltd.                                                    | PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025            | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     26189 | NS      | $252461.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Limited                                                | PATRIA INVESTMENTS LTD COMMON STOCK USD.0001             | CUSIP: G69451105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9117 | NS      | $128185.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                                           | PAYSAFE LTD COMMON STOCK USD.0001                        | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4981 | NS      | $62860.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                                                  | CECO ENVIRONMENTAL CORP COMMON STOCK USD.01              | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      4388 | NS      | $124224.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                                           | CDW CORP/DE COMMON STOCK USD.01                          | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9298 | NS      | $1660529.82   | 0.02%             |  |  |  | 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        |     11439 | NS      | $1052388.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                                              | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1             | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8383 | NS      | $804348.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                           | CIGNA GROUP/THE COMMON STOCK USD.01                      | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18862 | NS      | $6235399.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     25443 | NS      | $7012599.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                            | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4066 | NS      | $265550.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                                      | CSW INDUSTRIALS INC COMMON STOCK USD.01                  | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2396 | NS      | $687244.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                           | CSX CORP COMMON STOCK USD1.0                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    132637 | NS      | $4327945.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                                           | CTS CORP COMMON STOCK                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      4394 | NS      | $187228.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                                 | CNX RESOURCES CORP COMMON STOCK USD.01                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     44658 | NS      | $1504081.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                                       | CVB FINANCIAL CORP COMMON STOCK                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19301 | NS      | $381966.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                                           | CVR ENERGY INC COMMON STOCK USD.01                       | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4637 | NS      | $124503.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     89319 | NS      | $6161224.62   | 0.09%             |  |  |  | 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        |       775 | NS      | $105252.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                                         | CABOT CORP COMMON STOCK USD1.0                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     16745 | NS      | $1255875.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                       | COTERRA ENERGY INC COMMON STOCK USD.1                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     53891 | NS      | $1367753.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                                                   | CACI INTERNATIONAL INC COMMON STOCK USD.1                | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3590 | NS      | $1711353.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                                               | CACTUS INC COMMON STOCK USD.01                           | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10053 | NS      | $439517.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                                               | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     19279 | NS      | $5940823.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                              | CADENCE BANK COMMON STOCK USD2.5                         | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55759 | NS      | $1783172.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc.                                                                | CADIZ INC COMMON STOCK USD.01                            | CUSIP: 127537207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9570 | NS      | $28614.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc.                                                       | CADRE HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4269 | NS      | $135967.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                                                | CAESARS ENTERTAINMENT INC COMMON STOCK                   | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14684 | NS      | $416878.76    | 0.01%             |  |  |  | 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        |      6759 | NS      | $673399.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                            | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01       | CUSIP: 130788102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8916 | NS      | $405499.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                                                | CALIX INC COMMON STOCK                                   | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8688 | NS      | $462114.72    | 0.01%             |  |  |  | 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        |     19777 | NS      | $159204.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc.                                                              | CALUMET INC COMMON STOCK USD.01                          | CUSIP: 131428104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10318 | NS      | $162560.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                                               | CAMDEN NATIONAL CORP COMMON STOCK                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      2510 | NS      | $101855.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                     | CAMDEN PROPERTY TRUST REIT USD.01                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      7544 | NS      | $850133.36    | 0.01%             |  |  |  | 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        |     13896 | NS      | $425912.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc.                                               | CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      8951 | NS      | $153867.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc.                                                  | CANDEL THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6036 | NS      | $30542.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cannae Holdings Inc.                                                      | CANNAE HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8779 | NS      | $183042.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc.                                                           | CANTALOUPE INC COMMON STOCK                              | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8210 | NS      | $90227.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital City Bank Group Inc.                                              | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01          | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2338 | NS      | $92000.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                                                      | CAPITAL BANCORP INC COMMON STOCK USD.01                  | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2012 | NS      | $67562.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                                         | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01           | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     45161 | NS      | $9608454.36   | 0.14%             |  |  |  | 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        |     18935 | NS      | $115503.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc.                                                | CAPRICOR THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 14070B309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5748 | NS      | $57077.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardiff Oncology Inc.                                                     | CARDIFF ONCOLOGY INC COMMON STOCK USD.0001               | CUSIP: 14147L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9586 | NS      | $30195.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc.                                                      | CARDINAL HEALTH INC COMMON STOCK                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     16852 | NS      | $2831136.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                                               | CAREDX INC COMMON STOCK USD.001                          | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8081 | NS      | $157902.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                                                    | CARTER BANKSHARES INC COMMON STOCK USD1.0                | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3708 | NS      | $64296.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                                             | CARTER'S INC COMMON STOCK USD.01                         | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5272 | NS      | $158845.36    | 0.00%             |  |  |  | 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        |      3061 | NS      | $140071.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                                                  | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4967 | NS      | $165748.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                                         | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     21172 | NS      | $132113.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                                                  | HELMERICH and PAYNE INC COMMON STOCK USD.1               | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14211 | NS      | $215438.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0            | CUSIP: 425304003<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       493 | NS      | $916831.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                  | AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0            | CUSIP: 425305000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       340 | NS      | $627286.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Henry and Associates Inc.                                            | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01        | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5141 | NS      | $926253.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                                    | HERITAGE COMMERCE CORP COMMON STOCK                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      8513 | NS      | $84534.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                                        | HERC HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4824 | NS      | $635272.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                                            | HERITAGE FINANCIAL CORP/WA COMMON STOCK                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5121 | NS      | $122084.64    | 0.00%             |  |  |  | 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        |      3418 | NS      | $85244.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                                                   | HERON THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     23162 | NS      | $47945.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                                       | HERSHEY CO/THE COMMON STOCK USD1.0                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     10449 | NS      | $1734011.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc.                                                | HERTZ GLOBAL HLDGS INC COMMON STOCK USD.01               | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     17620 | NS      | $120344.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hess Corporation                                                          | HESS CORP COMMON STOCK USD1.0                            | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     19575 | NS      | $2711920.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                                        | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     92748 | NS      | $1896696.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                                        | HEXCEL CORP COMMON STOCK USD.01                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     13128 | NS      | $741600.72    | 0.01%             |  |  |  | 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        |     13851 | NS      | $70501.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                              | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     45378 | NS      | $10567628.64  | 0.15%             |  |  |  | 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        |     17602 | NS      | $188869.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                                         | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001          | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5991 | NS      | $257433.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                                      | HORIZON BANCORP INC/IN COMMON STOCK                      | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      6725 | NS      | $103430.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                                                  | HORMEL FOODS CORP COMMON STOCK USD.01465                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     20578 | NS      | $622484.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                                              | HOST HOTELS and RESORTS INC REIT USD.01                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     48982 | NS      | $752363.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                                       | HOULIHAN LOKEY INC COMMON STOCK USD.001                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      8782 | NS      | $1580320.90   | 0.02%             |  |  |  | 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        |       749 | NS      | $78307.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                                     | HOWMET AEROSPACE INC COMMON STOCK                        | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28502 | NS      | $5305077.26   | 0.08%             |  |  |  | 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        |      8627 | NS      | $288400.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                      | HUBBELL INC COMMON STOCK USD.01                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3769 | NS      | $1539297.29   | 0.02%             |  |  |  | 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