# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001193125-25-332516
**Filing Date:** 2025-12
**Character Count:** 194294
**Document Hash:** cb7e51ffdbdf859fa840e0d8bc9c10f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-332516.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-332516

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482

**ORGANIZATION NAME:**
- **EIN:** 001017025
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 251603537

**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

## Series and Classes Contracts Data

### John Hancock Multifactor Small Cap ETF (Series ID: S000059464)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000194897 | John Hancock Multifactor Small Cap ETF | JHSC            |

## 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 Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22733

- **c. CIK number of Registrant:** 0001478482

- **d. LEI of Registrant:** 5493009IOCA1ISM4Y592

- **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:** John Hancock Multifactor Small Cap ETF

- **b. EDGAR series identifier (if any):** S000059464

- **c. LEI of Series:** 54930045UKVS8UYQH325

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $613700108.78

**Total Liabilities:** $310278.83

**Net Assets:** $613389829.95

**Cash Not Reported:** $34.67

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194897 | 5.17%                | 0.31%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-85405.26               | $28605732.43                               |
| Month 2  | $25353593.21             | $-24602754.87                              |
| Month 3  | $996687.18               | $-4903374.47                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOV Inc.                                         | NOV INC COMMON STOCK USD.01                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    143894 | NS      | $2100852.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                          | NATIONAL BEVERAGE CORP COMMON STOCK USD.01            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      5663 | NS      | $194071.01    | 0.03%             |  |  |  | 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        |     30697 | NS      | $2422300.27   | 0.39%             |  |  |  | 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        |     10904 | NS      | $812457.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                 | OSI SYSTEMS INC COMMON STOCK                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      3996 | NS      | $1112726.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | CHORD ENERGY CORP COMMON STOCK                        | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12744 | NS      | $1156135.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | OLIN CORP COMMON STOCK USD1.0                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     45174 | NS      | $935101.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                     | ONE GAS INC COMMON STOCK                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     14872 | NS      | $1192585.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | HECLA MINING CO COMMON STOCK USD.25                   | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    150651 | NS      | $1938878.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                        | ENPRO INC COMMON STOCK USD.01                         | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5294 | NS      | $1228260.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                         | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4012 | NS      | $479714.84    | 0.08%             |  |  |  | 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        |     43210 | NS      | $879323.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB CORP COMMON STOCK USD.001                        | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20328 | NS      | $2374716.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                           | ESCO TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      6313 | NS      | $1385514.11   | 0.23%             |  |  |  | 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        |     70919 | NS      | $2119059.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                        | ETSY INC COMMON STOCK USD.001                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     36076 | NS      | $2236712.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                           | EURONET WORLDWIDE INC COMMON STOCK USD.02             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     15154 | NS      | $1149582.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                   | EVERUS CONSTRUCTION GROUP INC COMMON STOCK            | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8763 | NS      | $796469.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                             | URANIUM ENERGY CORP COMMON STOCK USD.001              | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     71045 | NS      | $1074910.85   | 0.18%             |  |  |  | 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        |      3633 | NS      | $94131.03     | 0.02%             |  |  |  | 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        |      7713 | NS      | $228690.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                            | URBAN OUTFITTERS INC COMMON STOCK USD.0001            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     16384 | NS      | $1058570.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                 | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     66801 | NS      | $937886.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| VSE Corporation                                  | VSE CORP COMMON STOCK USD.05                          | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      3293 | NS      | $594979.24    | 0.10%             |  |  |  | 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        |     13608 | NS      | $2018474.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                          | VALLEY NATIONAL BANCORP COMMON STOCK                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    119144 | NS      | $1295095.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                          | VALMONT INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      6716 | NS      | $2776595.88   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                   | VALVOLINE INC COMMON STOCK USD.01                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     48894 | NS      | $1613990.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                             | VARONIS SYSTEMS INC COMMON STOCK USD.001              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     18873 | NS      | $664895.79    | 0.11%             |  |  |  | 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        |     37995 | NS      | $881863.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                      | VERTEX INC COMMON STOCK USD.001                       | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26930 | NS      | $616697.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc.                          | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    375305 | NS      | $3858135.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc.                                        | LYFT INC COMMON STOCK USD.00001                       | CUSIP: 55087P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65266 | NS      | $1335342.36   | 0.22%             |  |  |  | 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        |      4586 | NS      | $1823118.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc.                             | GUARDANT HEALTH INC COMMON STOCK USD.00001            | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27234 | NS      | $2533306.68   | 0.41%             |  |  |  | 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        |      2697 | NS      | $501668.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc.                                     | HAGERTY INC COMMON STOCK USD.0001                     | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7186 | NS      | $80626.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | HANCOCK WHITNEY CORP COMMON STOCK USD3.33             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     20786 | NS      | $1187088.46   | 0.19%             |  |  |  | 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        |     11802 | NS      | $2016725.76   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                              | OUTFRONT MEDIA INC REIT USD.01                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     36099 | NS      | $638591.31    | 0.10%             |  |  |  | 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        |     11977 | NS      | $725806.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                  | PRICESMART INC COMMON STOCK USD.0001                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      4302 | NS      | $494471.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                    | PRIMORIS SERVICES CORP COMMON STOCK USD.0001          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     12965 | NS      | $1834806.80   | 0.30%             |  |  |  | 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        |     21951 | NS      | $533409.30    | 0.09%             |  |  |  | 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        |     32754 | NS      | $2155868.28   | 0.35%             |  |  |  | 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        |     10560 | NS      | $830227.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                       | QORVO INC COMMON STOCK USD.0001                       | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21161 | NS      | $2008602.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                 | Q2 HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     10193 | NS      | $629519.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                      | QUALYS INC COMMON STOCK USD.001                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      8716 | NS      | $1074334.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corporation                         | QUANTUMSCAPE CORP COMMON STOCK USD.0001               | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66555 | NS      | $1227274.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp.                                        | RLI CORP COMMON STOCK USD1.0                          | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32361 | NS      | $1908004.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc.                         | MDU RESOURCES GROUP INC COMMON STOCK USD1.0           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79709 | NS      | $1528818.62   | 0.25%             |  |  |  | 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        |      9146 | NS      | $757929.02    | 0.12%             |  |  |  | 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        |     80621 | NS      | $2210627.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                         | MKS INC COMMON STOCK                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     18322 | NS      | $2633054.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                          | MSA SAFETY INC COMMON STOCK                           | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13319 | NS      | $2091482.57   | 0.34%             |  |  |  | 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        |     10739 | NS      | $911848.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                             | MACERICH CO/THE REIT USD.01                           | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61062 | NS      | $1047213.30   | 0.17%             |  |  |  | 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        |     54341 | NS      | $1059106.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.               | MADISON SQUARE GARDEN SPORTS C COMMON STOCK USD.01    | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6814 | NS      | $1460853.46   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                     | MAGNITE INC COMMON STOCK USD.00001                    | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     24642 | NS      | $440598.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                    | MEDICAL PROPERTIES TRUST INC REIT USD.001             | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118434 | NS      | $612303.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc.                             | MERCURY SYSTEMS INC COMMON STOCK USD.01               | CUSIP: 589378108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8899 | NS      | $688871.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                      | MERCURY GENERAL CORP COMMON STOCK                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      6511 | NS      | $503300.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                       | MERIT MEDICAL SYSTEMS INC COMMON STOCK                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     21997 | NS      | $1925617.38   | 0.31%             |  |  |  | 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        |      9150 | NS      | $994239.00    | 0.16%             |  |  |  | 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        |     15952 | NS      | $1773224.32   | 0.29%             |  |  |  | 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        |     45117 | NS      | $808496.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | BRUNSWICK CORP/DE COMMON STOCK USD.75                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     25275 | NS      | $1670930.25   | 0.27%             |  |  |  | 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        |      5261 | NS      | $288302.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                        | CBIZ INC COMMON STOCK USD.01                          | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13380 | NS      | $735900.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CCC Intelligent Solutions Holdings Inc.          | CCC INTELLIGENT SOLUTIONS HOLD COMMON STOCK USD.0001  | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209413 | NS      | $1826081.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                  | GLOBALSTAR INC COMMON STOCK USD.0001                  | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8154 | NS      | $443659.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Goosehead Insurance Inc.                         | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01           | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5785 | NS      | $397255.95    | 0.06%             |  |  |  | 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        |       745 | NS      | $754036.85    | 0.12%             |  |  |  | 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        |      6774 | NS      | $1275544.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                | GRANITE CONSTRUCTION INC COMMON STOCK USD.01          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     10884 | NS      | $1120072.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Graphic Packaging Holding Company                | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56011 | NS      | $895615.89    | 0.15%             |  |  |  | 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        |      4989 | NS      | $322987.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4316 | NS      | $245537.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                       | GREIF INC COMMON STOCK                                | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       364 | NS      | $21457.80     | 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        |     40015 | NS      | $1813479.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                              | GRIFFON CORP COMMON STOCK USD.25                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     10809 | NS      | $799974.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                    | EXPONENT INC COMMON STOCK USD.001                     | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19619 | NS      | $1389221.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                  | FMC CORP COMMON STOCK USD.1                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     31267 | NS      | $474320.39    | 0.08%             |  |  |  | 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        |    129148 | NS      | $2030206.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                              | FTI CONSULTING INC COMMON STOCK USD.01                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      8298 | NS      | $1369252.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                       | FEDERAL SIGNAL CORP COMMON STOCK USD1.0               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     20547 | NS      | $2425162.41   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                            | FEDERATED HERMES INC COMMON STOCK                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     19234 | NS      | $932464.32    | 0.15%             |  |  |  | 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        |     34591 | NS      | $2162283.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1          | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     39351 | NS      | $766950.99    | 0.13%             |  |  |  | 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        |     47580 | NS      | $1469746.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                              | FIRST HAWAIIAN INC COMMON STOCK USD.01                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     30749 | NS      | $754272.97    | 0.12%             |  |  |  | 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        |     27835 | NS      | $1538718.80   | 0.25%             |  |  |  | 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        |     21566 | NS      | $509820.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc.                                   | FRONTDOOR INC COMMON STOCK USD.01                     | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18446 | NS      | $1225367.78   | 0.20%             |  |  |  | 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        |     13602 | NS      | $780346.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                     | FULTON FINANCIAL CORP COMMON STOCK USD2.5             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     45093 | NS      | $783265.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX CORP COMMON STOCK USD.625                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12903 | NS      | $2023835.55   | 0.33%             |  |  |  | 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        |     41379 | NS      | $2325913.59   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | GENTEX CORP COMMON STOCK USD.06                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     57355 | NS      | $1344974.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                          | GENWORTH FINANCIAL INC COMMON STOCK USD.001           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    100895 | NS      | $851553.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GitLab Inc.                                      | GITLAB INC COMMON STOCK USD.0000025                   | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $21450.00     | 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        |     42009 | NS      | $1716067.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                              | GLAUKOS CORP COMMON STOCK USD.001                     | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9488 | NS      | $835608.16    | 0.14%             |  |  |  | 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        |     27669 | NS      | $217478.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AXIS Capital Holdings Limited                    | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125       | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     25649 | NS      | $2402285.34   | 0.39%             |  |  |  | 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        |     39739 | NS      | $1131369.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman and Wakefield PLC                        | CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01         | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38967 | NS      | $611781.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | ESSENT GROUP LTD COMMON STOCK USD.015                 | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     34477 | NS      | $2088271.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                 | GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01         | CUSIP: G39108108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62075 | NS      | $1370616.00   | 0.22%             |  |  |  | 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        |     46029 | NS      | $2005023.24   | 0.33%             |  |  |  | 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        |     24177 | NS      | $1781603.13   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                        | BOK FINANCIAL CORP COMMON STOCK USD.00006             | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      8353 | NS      | $873556.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                 | BALDWIN INSURANCE GROUP INC/ COMMON STOCK             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28569 | NS      | $631374.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc.                                | BADGER METER INC COMMON STOCK USD1.0                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     11000 | NS      | $1984950.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                              | BALCHEM CORP COMMON STOCK USD.0667                    | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12267 | NS      | $1881635.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                            | BANCFIRST CORP COMMON STOCK USD1.0                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      4606 | NS      | $501409.16    | 0.08%             |  |  |  | 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        |      7313 | NS      | $478050.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | BANK OZK COMMON STOCK                                 | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39425 | NS      | $1773730.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                  | BANKUNITED INC COMMON STOCK USD.01                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     12626 | NS      | $506050.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                             | CSW INDUSTRIALS INC COMMON STOCK USD.01               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      6589 | NS      | $1650017.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX RESOURCES CORP COMMON STOCK USD.01                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     33112 | NS      | $1114549.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy Inc.                                  | CVR ENERGY INC COMMON STOCK USD.01                    | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5127 | NS      | $182469.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | CABOT CORP COMMON STOCK USD1.0                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     20689 | NS      | $1396093.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH COMMON STOCK USD.0001                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      3903 | NS      | $673228.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc.                                | RADIAN GROUP INC COMMON STOCK USD.001                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     22892 | NS      | $776954.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                      | RADNET INC COMMON STOCK USD.0001                      | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26505 | NS      | $2014114.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                      | RAMBUS INC COMMON STOCK USD.001                       | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36000 | NS      | $3702240.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                             | RALLIANT CORP COMMON STOCK USD.01                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19282 | NS      | $846865.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                    | RAYONIER INC REIT                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     26055 | NS      | $575033.85    | 0.09%             |  |  |  | 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        |     27539 | NS      | $441725.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                             | RENASANT CORP COMMON STOCK USD5.0                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     15690 | NS      | $527654.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                             | REPLIGEN CORP COMMON STOCK USD.01                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     10028 | NS      | $1494773.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc.                        | RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001         | CUSIP: 76118Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22891 | NS      | $979734.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc.                        | REVOLUTION MEDICINES INC COMMON STOCK                 | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60275 | NS      | $3546581.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                  | REYNOLDS CONSUMER PRODUCTS INC COMMON STOCK USD.001   | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21089 | NS      | $515415.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Terreno Realty Corporation                       | TERRENO REALTY CORP REIT USD.01                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35743 | NS      | $2041997.59   | 0.33%             |  |  |  | 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        |     11270 | NS      | $944876.80    | 0.15%             |  |  |  | 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        |     23018 | NS      | $800566.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Thor Industries Inc.                             | THOR INDUSTRIES INC COMMON STOCK USD.1                | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18795 | NS      | $1961258.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | TIMKEN CO/THE COMMON STOCK                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     25056 | NS      | $1967146.56   | 0.32%             |  |  |  | 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        |      2794 | NS      | $98600.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| The Toro Company                                 | TORO CO/THE COMMON STOCK USD1.0                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      4720 | NS      | $352725.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                           | TRANSMEDICS GROUP INC COMMON STOCK                    | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5846 | NS      | $768982.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Travel + Leisure Co.                             | TRAVEL + LEISURE CO COMMON STOCK USD.01               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     15630 | NS      | $981251.40    | 0.16%             |  |  |  | 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        |     38301 | NS      | $1850704.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                        | AAON INC COMMON STOCK USD.004                         | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25581 | NS      | $2516914.59   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Confluent Inc.                                   | CONFLUENT INC COMMON STOCK USD.00001                  | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43710 | NS      | $1021502.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                       | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001        | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8173 | NS      | $934582.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21549 | NS      | $1583205.03   | 0.26%             |  |  |  | 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        |     12380 | NS      | $978020.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                          | COPT DEFENSE PROPERTIES REIT USD.01                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     27021 | NS      | $761181.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                               | CORVEL CORP COMMON STOCK USD.0001                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11361 | NS      | $840145.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                        | CYTOKINETICS INC COMMON STOCK USD.001                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     20624 | NS      | $1311480.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Darling Ingredients Inc.                         | DARLING INGREDIENTS INC COMMON STOCK USD.01           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     59147 | NS      | $1895661.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                             | DENTSPLY SIRONA INC COMMON STOCK USD.01               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     76834 | NS      | $968876.74    | 0.16%             |  |  |  | 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        |     12902 | NS      | $524595.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Dolby Laboratories Inc.                          | DOLBY LABORATORIES INC COMMON STOCK USD.001           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     23568 | NS      | $1563029.76   | 0.25%             |  |  |  | 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        |      6745 | NS      | $904706.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                            | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      9632 | NS      | $2771993.28   | 0.45%             |  |  |  | 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        |     10368 | NS      | $1266347.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR PROPERTIES REIT USD.01                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     18213 | NS      | $892801.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | EAGLE MATERIALS INC COMMON STOCK USD.01               | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5969 | NS      | $1267338.08   | 0.21%             |  |  |  | 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        |     49029 | NS      | $859478.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                            | ELEMENT SOLUTIONS INC COMMON STOCK USD.01             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     84368 | NS      | $2254312.96   | 0.37%             |  |  |  | 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        |     11355 | NS      | $405600.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | ENERSYS COMMON STOCK USD.01                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      9456 | NS      | $1192968.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                     | WORKIVA INC COMMON STOCK USD.001                      | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12160 | NS      | $1033721.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                     | WORTHINGTON ENTERPRISES INC COMMON STOCK              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5191 | NS      | $291163.19    | 0.05%             |  |  |  | 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        |     13909 | NS      | $1021337.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc.                       | XENON PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 98420N105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13224 | NS      | $554350.08    | 0.09%             |  |  |  | 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        |     18501 | NS      | $628848.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ZoomInfo Technologies Inc.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69252 | NS      | $777007.44    | 0.13%             |  |  |  | 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        |     56651 | NS      | $2668828.61   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                  | ALKERMES PLC COMMON STOCK USD.01                      | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |     38600 | NS      | $1185020.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                   | AMBARELLA INC COMMON STOCK USD.00045                  | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6842 | NS      | $583143.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                            | ASSURED GUARANTY LTD COMMON STOCK USD.01              | CUSIP: G0585R106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11137 | NS      | $897419.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                      | VIASAT INC COMMON STOCK USD.0001                      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     22292 | NS      | $887667.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc.                    | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12384 | NS      | $771151.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc.                             | VIRTU FINANCIAL INC COMMON STOCK USD.00001            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     20037 | NS      | $698089.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | VISTEON CORP COMMON STOCK                             | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $492936.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | VONTIER CORP COMMON STOCK USD.0001                    | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52588 | NS      | $2024638.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | VORNADO REALTY TRUST REIT USD.04                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59638 | NS      | $2262665.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                              | VOYA FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     32740 | NS      | $2437820.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                         | ADT INC COMMON STOCK USD.01                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180737 | NS      | $1597715.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                      | ABM INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     15226 | NS      | $654718.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                 | AGCO CORP COMMON STOCK USD.01                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     14782 | NS      | $1524911.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM ENERGY CO COMMON STOCK USD.01                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     45894 | NS      | $958725.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| SPS Commerce Inc.                                | SPS COMMERCE INC COMMON STOCK USD.001                 | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10926 | NS      | $898554.24    | 0.15%             |  |  |  | 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        |     58104 | NS      | $1035413.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                        | SAIA INC COMMON STOCK USD.001                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       981 | NS      | $286942.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                              | SANDISK CORP/DE COMMON STOCK USD.01                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22867 | NS      | $4558079.11   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                              | SANMINA CORP COMMON STOCK USD.01                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     13176 | NS      | $1805770.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                          | SCHNEIDER NATIONAL INC COMMON STOCK                   | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9802 | NS      | $209468.74    | 0.03%             |  |  |  | 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        |     13274 | NS      | $393175.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Science Applications International Corporation   | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     17894 | NS      | $1676846.74   | 0.27%             |  |  |  | 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        |     11867 | NS      | $635121.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                 | ICU MEDICAL INC COMMON STOCK USD.1                    | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5947 | NS      | $714175.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                             | KRYSTAL BIOTECH INC COMMON STOCK USD.00001            | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9981 | NS      | $1971347.31   | 0.32%             |  |  |  | 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        |     37716 | NS      | $1090746.72   | 0.18%             |  |  |  | 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        |      9436 | NS      | $583522.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamb Weston Holdings Inc.                        | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0          | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      4271 | NS      | $263648.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marzetti Company                             | MARZETTI COMPANY/THE COMMON STOCK                     | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4962 | NS      | $777991.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Landbridge Company LLC                           | LANDBRIDGE CO LLC COMMON STOCK USD.01                 | CUSIP: 514952100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4182 | NS      | $247448.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Landstar System Inc.                             | LANDSTAR SYSTEM INC COMMON STOCK USD.01               | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13418 | NS      | $1723273.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                           | LANTHEUS HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24088 | NS      | $1389636.72   | 0.23%             |  |  |  | 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        |     74842 | NS      | $1680951.32   | 0.27%             |  |  |  | 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        |     63873 | NS      | $1166959.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Company                        | MATADOR RESOURCES CO COMMON STOCK USD.01              | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43880 | NS      | $1731504.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                      | MATSON INC COMMON STOCK                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2076 | NS      | $209572.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                      | MATTEL INC COMMON STOCK USD1.0                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    116533 | NS      | $2141876.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                     | MAXIMUS INC COMMON STOCK                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     21564 | NS      | $1792399.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                 | MCGRATH RENTCORP COMMON STOCK                         | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6003 | NS      | $644962.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                    | WD-40 CO COMMON STOCK USD.001                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2953 | NS      | $573708.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                       | WSFS FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     14170 | NS      | $738115.30    | 0.12%             |  |  |  | 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        |      7393 | NS      | $590848.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc.                                | WARBY PARKER INC COMMON STOCK USD.0001                | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17034 | NS      | $333696.06    | 0.05%             |  |  |  | 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        |     38871 | NS      | $1851425.73   | 0.30%             |  |  |  | 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        |      6720 | NS      | $519657.60    | 0.08%             |  |  |  | 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        |      8466 | NS      | $829837.32    | 0.14%             |  |  |  | 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        |     10192 | NS      | $480348.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial Inc.                           | JACKSON FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24246 | NS      | $2444239.26   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                            | JBT MAREL CORP COMMON STOCK USD.01                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      9368 | NS      | $1181304.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                    | OPENLANE INC COMMON STOCK USD.01                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     17814 | NS      | $470645.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                         | KBR INC COMMON STOCK USD.001                          | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32026 | NS      | $1371993.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                      | KADANT INC COMMON STOCK USD.01                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2892 | NS      | $800100.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc.                             | KARMAN HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9118 | NS      | $768100.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                               | KEMPER CORP COMMON STOCK USD.1                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     15192 | NS      | $683488.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | KILROY REALTY CORP REIT USD.01                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     28752 | NS      | $1214772.00   | 0.20%             |  |  |  | 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        |     13475 | NS      | $496958.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc.                              | KONTOOR BRANDS INC COMMON STOCK                       | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13582 | NS      | $1099055.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                       | KORN FERRY COMMON STOCK USD.01                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     12784 | NS      | $827124.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc.                                   | BGC GROUP INC COMMON STOCK USD.01                     | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139243 | NS      | $1272681.02   | 0.21%             |  |  |  | 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        |     36607 | NS      | $1817903.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                            | BOISE CASCADE CO COMMON STOCK USD.01                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     14743 | NS      | $1039234.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                          | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7799 | NS      | $1479080.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                         | BOX INC COMMON STOCK USD.0001                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     33719 | NS      | $1082042.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                | BRADY CORP COMMON STOCK USD.01                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     10610 | NS      | $805405.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc.            | BRIGHT HORIZONS FAMILY SOLUTIO COMMON STOCK USD.001   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10286 | NS      | $1123539.78   | 0.18%             |  |  |  | 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        |     20611 | NS      | $681193.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Clarivate Plc                                    | CLARIVATE PLC COMMON STOCK USD.01                     | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    155558 | NS      | $528897.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| California Resources Corporation                 | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     20793 | NS      | $980805.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                       | CALIX INC COMMON STOCK                                | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10087 | NS      | $690152.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                              | CARETRUST REIT INC REIT USD.01                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     40750 | NS      | $1411987.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                    | CARGURUS INC COMMON STOCK USD.001                     | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20200 | NS      | $709424.00    | 0.12%             |  |  |  | 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        |     22670 | NS      | $2007881.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | CATHAY GENERAL BANCORP COMMON STOCK USD.01            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     16500 | NS      | $749925.00    | 0.12%             |  |  |  | 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        |      1924 | NS      | $1019335.20   | 0.17%             |  |  |  | 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        |     23225 | NS      | $707665.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                | IES HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2167 | NS      | $849203.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG Photonics Corporation                        | IPG PHOTONICS CORP COMMON STOCK USD.0001              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4003 | NS      | $340735.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                        | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001         | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5171 | NS      | $968528.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                     | IDACORP INC COMMON STOCK                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     18981 | NS      | $2448928.62   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                      | STRIDE INC COMMON STOCK USD.0001                      | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10484 | NS      | $713331.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunrun Inc.                                      | SUNRUN INC COMMON STOCK USD.0001                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     36743 | NS      | $762784.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                            | SURGERY PARTNERS INC COMMON STOCK USD.01              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     15729 | NS      | $344936.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     46269 | NS      | $2065448.16   | 0.34%             |  |  |  | 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        |     10624 | NS      | $1336605.44   | 0.22%             |  |  |  | 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        |     23964 | NS      | $563393.64    | 0.09%             |  |  |  | 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        |     48558 | NS      | $1643202.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                          | PIPER SANDLER COS COMMON STOCK USD.01                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      6462 | NS      | $2063058.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                              | SEMTECH CORP COMMON STOCK USD.01                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     21567 | NS      | $1463536.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     10256 | NS      | $967038.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc.                                 | SENTINELONE INC COMMON STOCK USD.0001                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75728 | NS      | $1351744.80   | 0.22%             |  |  |  | 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        |     12503 | NS      | $878585.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                 | SHAKE SHACK INC COMMON STOCK USD.01                   | CUSIP: 819047101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9739 | NS      | $939910.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                        | SILICON LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      7941 | NS      | $1040906.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | SILGAN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     35777 | NS      | $1381707.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc.                         | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     54324 | NS      | $2124068.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | MURPHY OIL CORP COMMON STOCK USD1.0                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     54424 | NS      | $1540199.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | MURPHY USA INC COMMON STOCK USD.01                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3095 | NS      | $1108629.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc.                                | NMI HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12769 | NS      | $465174.67    | 0.08%             |  |  |  | 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        |     27330 | NS      | $795029.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncino Inc.                                       | NCINO INC COMMON STOCK USD.0005                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26594 | NS      | $709527.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                      | NELNET INC COMMON STOCK USD.01                        | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3669 | NS      | $473484.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     24878 | NS      | $1102095.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank N.A                                | FLAGSTAR BANK NA COMMON STOCK USD.01                  | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83649 | NS      | $955271.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2889 | NS      | $2218463.10   | 0.36%             |  |  |  | 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        |     34743 | NS      | $619467.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc.                         | NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01           | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10254 | NS      | $2007015.42   | 0.33%             |  |  |  | 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        |     15066 | NS      | $898988.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | NOVANTA INC COMMON STOCK                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13946 | NS      | $1771281.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                    | NUVALENT INC COMMON STOCK USD.0001                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7636 | NS      | $758407.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                            | ONEMAIN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     40361 | NS      | $2388967.59   | 0.39%             |  |  |  | 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        |     24254 | NS      | $1928193.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc.                 | SPIRIT AEROSYSTEMS HOLDINGS IN COMMON STOCK USD.01    | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28912 | NS      | $1060781.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC COMMON STOCK USD1.0                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     14218 | NS      | $1228435.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                             | STAG INDUSTRIAL INC REIT USD.01                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     51914 | NS      | $1986748.78   | 0.32%             |  |  |  | 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        |     11907 | NS      | $724898.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                     | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      6829 | NS      | $2580679.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc.                                | STONEX GROUP INC COMMON STOCK USD.01                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     10240 | NS      | $941260.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc.                                      | IMPINJ INC COMMON STOCK USD.001                       | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      4236 | NS      | $856349.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Independence Realty Trust Inc.                   | INDEPENDENCE REALTY TRUST INC REIT USD.01             | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56978 | NS      | $907659.54    | 0.15%             |  |  |  | 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        |     11707 | NS      | $787764.03    | 0.13%             |  |  |  | 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        |     12542 | NS      | $1254200.00   | 0.20%             |  |  |  | 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        |      8165 | NS      | $2026797.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | INTEGER HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      8570 | NS      | $553364.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                      | INTAPP INC COMMON STOCK USD.001                       | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9706 | NS      | $372516.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                | INTERPARFUMS INC COMMON STOCK USD.001                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4531 | NS      | $403938.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                | INTERDIGITAL INC COMMON STOCK USD.01                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6132 | NS      | $2219538.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bancshares Corporation             | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     14137 | NS      | $938414.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                       | ITRON INC COMMON STOCK                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     11199 | NS      | $1123595.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                               | HERC HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      8565 | NS      | $1216658.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | HEXCEL CORP COMMON STOCK USD.01                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     30465 | NS      | $2175201.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                         | HIGHWOODS PROPERTIES INC REIT USD.01                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     26641 | NS      | $762731.83    | 0.12%             |  |  |  | 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        |     16422 | NS      | $680691.90    | 0.11%             |  |  |  | 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        |     68380 | NS      | $1826429.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc.                      | HOWARD HUGHES HOLDINGS INC COMMON STOCK               | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7413 | NS      | $587702.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Metsera Inc.                                     | METSERA INC COMMON STOCK USD.00001                    | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10767 | NS      | $678751.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                         | MIDDLEBY CORP/THE COMMON STOCK USD.01                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      8110 | NS      | $1007505.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                         | MILLROSE PROPERTIES INC REIT                          | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28935 | NS      | $931996.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc.                         | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001         | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49221 | NS      | $1445620.77   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirum Pharmaceuticals Inc.                       | MIRUM PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6538 | NS      | $474985.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                     | MODINE MANUFACTURING CO COMMON STOCK USD.625          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     17996 | NS      | $2757167.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Moelis and Company                               | MOELIS and CO COMMON STOCK USD.01                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     18626 | NS      | $1179584.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                           | MOHAWK INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1171 | NS      | $133072.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                        | MOOG INC COMMON STOCK USD1.0                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     10585 | NS      | $2168337.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics                      | MOONLAKE IMMUNOTHERAPEUTICS COMMON STOCK USD.0001     | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6145 | NS      | $62064.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc.                      | MUELLER WATER PRODUCTS INC COMMON STOCK USD.01        | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     39286 | NS      | $1008078.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                      | RHYTHM PHARMACEUTICALS INC COMMON STOCK               | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11791 | NS      | $1341344.16   | 0.22%             |  |  |  | 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        |     54100 | NS      | $2395007.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                              | RIOT PLATFORMS INC COMMON STOCK                       | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58959 | NS      | $1166209.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                 | ROBERT HALF INC COMMON STOCK USD.001                  | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25955 | NS      | $679761.45    | 0.11%             |  |  |  | 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        |     15534 | NS      | $767534.94    | 0.13%             |  |  |  | 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        |      1571 | NS      | $82430.37     | 0.01%             |  |  |  | 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        |     14662 | NS      | $248667.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                | RYDER SYSTEM INC COMMON STOCK USD.5                   | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     12875 | NS      | $2178836.25   | 0.36%             |  |  |  | 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        |     21590 | NS      | $1876386.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                      | SEZZLE INC COMMON STOCK                               | CUSIP: 78435P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2860 | NS      | $187473.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp.                            | SL GREEN REALTY CORP REIT USD.01                      | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17142 | NS      | $880241.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM CORP COMMON STOCK USD.2                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70991 | NS      | $1906108.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Tutor Perini Corporation                         | TUTOR PERINI CORP COMMON STOCK USD1.0                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      7524 | NS      | $506816.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                  | UGI CORP COMMON STOCK                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     74354 | NS      | $2485654.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                              | UFP INDUSTRIES INC COMMON STOCK                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     21327 | NS      | $1964856.51   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                      | UIPATH INC COMMON STOCK USD.00001                     | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69759 | NS      | $1106377.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                             | UNIFIRST CORP/MA COMMON STOCK USD.1                   | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      3714 | NS      | $573255.90    | 0.09%             |  |  |  | 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        |     30278 | NS      | $884117.60    | 0.14%             |  |  |  | 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        |      7278 | NS      | $280275.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                            | AMENTUM HOLDINGS INC COMMON STOCK                     | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26235 | NS      | $587926.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                    | AMERICAN STATES WATER CO COMMON STOCK                 | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8175 | NS      | $582959.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc.                      | AMERICOLD REALTY TRUST INC REIT USD.01                | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69267 | NS      | $892851.63    | 0.15%             |  |  |  | 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        |     11565 | NS      | $693900.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | KIRBY CORP COMMON STOCK USD.1                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      5869 | NS      | $607324.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                          | KITE REALTY GROUP TRUST REIT USD.01                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83496 | NS      | $1848601.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                  | TECNOGLASS INC COMMON STOCK USD.0001                  | CUSIP: G87264100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6195 | NS      | $369407.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | VALARIS LTD COMMON STOCK USD.01                       | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9932 | NS      | $557383.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| White Mountains Insurance Group Ltd.             | WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0    | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       636 | NS      | $1211300.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company Public Limited Company           | PERRIGO CO PLC COMMON STOCK EUR.001                   | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     33644 | NS      | $697776.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                          | KNIFE RIVER CORP COMMON STOCK                         | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14888 | NS      | $900128.48    | 0.15%             |  |  |  | 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        |     29761 | NS      | $1342816.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                      | CACTUS INC COMMON STOCK USD.01                        | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17549 | NS      | $775139.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | CADENCE BANK COMMON STOCK USD2.5                      | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63016 | NS      | $2378223.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                       | CAESARS ENTERTAINMENT INC COMMON STOCK                | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52839 | NS      | $1062063.90   | 0.17%             |  |  |  | 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        |     10927 | NS      | $959390.60    | 0.16%             |  |  |  | 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        |     48529 | NS      | $893418.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                             | CLEARWAY ENERGY INC COMMON STOCK USD.01               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     15492 | NS      | $464605.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                             | CLEARWAY ENERGY INC COMMON STOCK                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     28605 | NS      | $913357.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | CLEVELAND-CLIFFS INC COMMON STOCK USD.125             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    184740 | NS      | $2296318.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognex Corporation                               | COGNEX CORP COMMON STOCK USD.002                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     57987 | NS      | $2400081.93   | 0.39%             |  |  |  | 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        |      6798 | NS      | $464439.36    | 0.08%             |  |  |  | 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        |     78238 | NS      | $2096778.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | COLUMBIA SPORTSWEAR CO COMMON STOCK                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      6772 | NS      | $336094.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | COMMERCIAL METALS CO COMMON STOCK USD.01              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     39929 | NS      | $2370185.44   | 0.39%             |  |  |  | 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        |     34165 | NS      | $591054.50    | 0.10%             |  |  |  | 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        |     13043 | NS      | $723625.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                           | COMMVAULT SYSTEMS INC COMMON STOCK USD.01             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     14768 | NS      | $2056000.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc.                                     | COMPASS INC COMMON STOCK USD.00001                    | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85816 | NS      | $661641.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                          | COMSTOCK RESOURCES INC COMMON STOCK USD.5             | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     19229 | NS      | $360543.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentrix Corporation                           | CONCENTRIX CORP COMMON STOCK                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20526 | NS      | $827403.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentra Group Holdings Parent Inc.             | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01    | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29832 | NS      | $594253.44    | 0.10%             |  |  |  | No            |                  1 | 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        |     20492 | NS      | $2475638.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                             | ONTO INNOVATION INC COMMON STOCK                      | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11671 | NS      | $1575118.16   | 0.26%             |  |  |  | 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        |     14240 | NS      | $486580.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                | PJT PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      9009 | NS      | $1451439.99   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                 | TXNM ENERGY INC COMMON STOCK                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     23103 | NS      | $1312250.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH CORP COMMON STOCK USD1.0                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     18706 | NS      | $1465240.98   | 0.24%             |  |  |  | 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        |     21117 | NS      | $1351276.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Globant S.A.                                     | GLOBANT SA COMMON STOCK USD1.2                        | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      9732 | NS      | $599296.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd.                                       | JFROG LTD COMMON STOCK                                | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23484 | NS      | $1115020.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings S.A.                               | COPA HOLDINGS SA COMMON STOCK                         | CUSIP: P31076105<br>LEI: N/A                  | Long             | EC               | CORP              | PA        |      7485 | NS      | $937196.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company              | SCC GOVERMENT MM GVXX 20301231 00001.0000000000       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    992511 | NS      | $992510.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                             | SEABOARD CORP COMMON STOCK USD1.0                     | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        39 | NS      | $131429.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                           | SEALED AIR CORP COMMON STOCK USD.1                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     56688 | NS      | $1899614.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                   | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0     | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23168 | NS      | $1745477.12   | 0.28%             |  |  |  | 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        |      2994 | NS      | $409908.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                   | AMERIS BANCORP COMMON STOCK USD1.0                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     16303 | NS      | $1167620.86   | 0.19%             |  |  |  | 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        |     28409 | NS      | $917042.52    | 0.15%             |  |  |  | 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        |     28287 | NS      | $306065.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                     | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001     | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18618 | NS      | $399728.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                      | APPLE HOSPITALITY REIT INC REIT                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     53000 | NS      | $593070.00    | 0.10%             |  |  |  | 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        |     38578 | NS      | $1337113.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcellx Inc.                                     | ARCELLX INC COMMON STOCK USD.001                      | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9039 | NS      | $815769.75    | 0.13%             |  |  |  | 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        |     95728 | NS      | $1074068.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock Inc.                                    | ARCHROCK INC COMMON STOCK USD.01                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     42041 | NS      | $1062376.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                      | ARCOSA INC COMMON STOCK USD.01                        | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12195 | NS      | $1243890.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                       | ARGAN INC COMMON STOCK USD.15                         | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2162 | NS      | $662026.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc.                  | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD.01    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     14323 | NS      | $2727528.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                           | ARROW ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     18218 | NS      | $2032217.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                   | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     18898 | NS      | $801086.22    | 0.13%             |  |  |  | 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        |     17209 | NS      | $751344.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                       | ASANA INC COMMON STOCK USD.00001                      | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14183 | NS      | $199271.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group Inc.                     | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      7500 | NS      | $1759500.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | ASSOCIATED BANC-CORP COMMON STOCK USD.01              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     40757 | NS      | $1009550.89   | 0.16%             |  |  |  | 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        |     30732 | NS      | $999404.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Atmus Filtration Technologies Inc.               | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK            | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20809 | NS      | $946393.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                  | AUTONATION INC COMMON STOCK USD.01                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11788 | NS      | $2356067.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                    | AVEPOINT INC COMMON STOCK USD.0001                    | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26763 | NS      | $376555.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | AVIENT CORP COMMON STOCK USD.01                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     22600 | NS      | $724782.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                         | AVIDITY BIOSCIENCES INC COMMON STOCK                  | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20456 | NS      | $1428851.60   | 0.23%             |  |  |  | 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        |      2803 | NS      | $381404.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                               | AVISTA CORP COMMON STOCK                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     19992 | NS      | $760695.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                       | AVNET INC COMMON STOCK USD1.0                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     32220 | NS      | $1561059.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                         | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      7102 | NS      | $958698.98    | 0.16%             |  |  |  | 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        |     13470 | NS      | $1050390.60   | 0.17%             |  |  |  | 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        |     71875 | NS      | $1759500.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | BELDEN INC COMMON STOCK USD.01                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      9849 | NS      | $1200100.65   | 0.20%             |  |  |  | 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        |      6102 | NS      | $183853.26    | 0.03%             |  |  |  | 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        |     21693 | NS      | $677906.25    | 0.11%             |  |  |  | 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        |     14108 | NS      | $2236118.00   | 0.36%             |  |  |  | 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        |      2563 | NS      | $403083.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                | FLUOR CORP COMMON STOCK USD.01                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     40017 | NS      | $1951629.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                               | FLOWERS FOODS INC COMMON STOCK USD.01                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     77179 | NS      | $920745.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | FLOWSERVE CORP COMMON STOCK USD1.25                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     45498 | NS      | $3105238.50   | 0.51%             |  |  |  | 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        |     22195 | NS      | $1127506.00   | 0.18%             |  |  |  | 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        |      9801 | NS      | $928840.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc.                                    | FRESHPET INC COMMON STOCK USD.001                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     19425 | NS      | $955904.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                  | FRESHWORKS INC COMMON STOCK USD.00001                 | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56772 | NS      | $630169.20    | 0.10%             |  |  |  | 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        |      5703 | NS      | $386891.52    | 0.06%             |  |  |  | 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        |     16015 | NS      | $574137.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                    | WESBANCO INC COMMON STOCK USD2.0833                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15793 | NS      | $475369.30    | 0.08%             |  |  |  | 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        |     75066 | NS      | $700365.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc.                                         | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      9485 | NS      | $1383671.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | WHIRLPOOL CORP COMMON STOCK USD1.0                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     21527 | NS      | $1541979.01   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                    | WILLSCOT HOLDINGS CORP COMMON STOCK USD.0001          | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47098 | NS      | $1024381.50   | 0.17%             |  |  |  | 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        |     56770 | NS      | $878799.60    | 0.14%             |  |  |  | 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        |      2386 | NS      | $328409.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LIVANOVA PLC COMMON STOCK GBP1.0                      | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9278 | NS      | $488301.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                              | LIBERTY GLOBAL LTD COMMON STOCK USD.01                | CUSIP: G61188101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     63553 | NS      | $699083.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                              | LIBERTY GLOBAL LTD COMMON STOCK USD.01                | CUSIP: G61188127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     59846 | NS      | $667282.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | COUSINS PROPERTIES INC REIT USD1.0                    | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41509 | NS      | $1076328.37   | 0.18%             |  |  |  | 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        |     11850 | NS      | $749512.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Acceptance Corporation                    | CREDIT ACCEPTANCE CORP COMMON STOCK USD.01            | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $828473.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Crinetics Pharmaceuticals Inc.                   | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20061 | NS      | $872653.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                       | CROCS INC COMMON STOCK USD.001                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     13469 | NS      | $1100282.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                            | PTC THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     18544 | NS      | $1266740.64   | 0.21%             |  |  |  | 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        |      6414 | NS      | $731260.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                           | PATRICK INDUSTRIES INC COMMON STOCK                   | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7901 | NS      | $824627.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Paymentus Holdings Inc.                          | PAYMENTUS HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8437 | NS      | $241298.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc.                         | PELOTON INTERACTIVE INC COMMON STOCK USD.000025       | CUSIP: 70614W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93561 | NS      | $679252.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PENN Entertainment Inc.                          | PENN ENTERTAINMENT INC COMMON STOCK USD.01            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24298 | NS      | $399945.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PIVOTAL SOFTWARE I COMMON STOCK              | ESC PIVOTAL SOFTWARE I COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33553 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Plexus Corp.                                     | PLEXUS CORP COMMON STOCK USD.01                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      6682 | NS      | $934811.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | POLARIS INC COMMON STOCK USD.01                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      8862 | NS      | $585778.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     42440 | NS      | $1938659.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                               | POST HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     17982 | NS      | $1868869.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                       | POTLATCHDELTIC CORP REIT USD1.0                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     13027 | NS      | $521080.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                           | POWELL INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1645 | NS      | $630676.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Centrus Energy Corp.                             | CENTRUS ENERGY CORP COMMON STOCK USD.1                | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2865 | NS      | $1052772.90   | 0.17%             |  |  |  | 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        |      7682 | NS      | $382563.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | CHEMED CORP COMMON STOCK USD1.0                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2596 | NS      | $1119654.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                 | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867       | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4921 | NS      | $626344.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                | CIRRUS LOGIC INC COMMON STOCK USD.001                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     18739 | NS      | $2485728.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                           | CIVITAS RESOURCES INC COMMON STOCK                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     38716 | NS      | $1116182.28   | 0.18%             |  |  |  | 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        |     10029 | NS      | $932295.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Incorporated                     | CHURCHILL DOWNS INC COMMON STOCK                      | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10794 | NS      | $1070764.80   | 0.17%             |  |  |  | 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        |     26525 | NS      | $716440.25    | 0.12%             |  |  |  | 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        |     49432 | NS      | $921906.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Emmett Inc.                              | DOUGLAS EMMETT INC REIT USD.01                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37335 | NS      | $483114.90    | 0.08%             |  |  |  | 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        |     14682 | NS      | $210686.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                              | D-WAVE QUANTUM INC COMMON STOCK USD.0001              | CUSIP: 26740W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56776 | NS      | $2104118.56   | 0.34%             |  |  |  | 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        |     24046 | NS      | $417919.48    | 0.07%             |  |  |  | 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        |     20885 | NS      | $408719.45    | 0.07%             |  |  |  | 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        |      9610 | NS      | $1696165.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc.                    | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01      | CUSIP: 82982L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15691 | NS      | $2036221.07   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                               | SITIME CORP COMMON STOCK USD.0001                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5195 | NS      | $1504679.80   | 0.25%             |  |  |  | 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        |     21025 | NS      | $1434535.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                     | SKYWEST INC COMMON STOCK                              | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2507 | NS      | $251903.36    | 0.04%             |  |  |  | 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        |      8062 | NS      | $541443.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | SONOCO PRODUCTS CO COMMON STOCK                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     38946 | NS      | $1580039.22   | 0.26%             |  |  |  | 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        |     39113 | NS      | $649275.80    | 0.11%             |  |  |  | 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        |     66054 | NS      | $1163871.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| TFS Financial Corporation                        | TFS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13546 | NS      | $180161.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc.                                         | AZZ INC COMMON STOCK USD1.0                           | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7356 | NS      | $734496.60    | 0.12%             |  |  |  | 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        |     18149 | NS      | $1316709.95   | 0.21%             |  |  |  | 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        |     16620 | NS      | $795931.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Pharmaceuticals Inc.                      | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31324 | NS      | $711054.80    | 0.12%             |  |  |  | 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        |      9440 | NS      | $1913771.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                   | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      9719 | NS      | $2312733.24   | 0.38%             |  |  |  | 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        |     21145 | NS      | $673468.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                            | TTM TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     16662 | NS      | $1119686.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                    | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    547281 | NS      | $5474885.59   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | BLACK HILLS CORP COMMON STOCK USD1.0                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     17963 | NS      | $1139393.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                    | AGILYSYS INC COMMON STOCK USD.3                       | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4344 | NS      | $544998.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                         | AGREE REALTY CORP REIT USD.0001                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36879 | NS      | $2692535.79   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                   | BLACKBAUD INC COMMON STOCK USD.001                    | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     11781 | NS      | $754455.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                   | BLACKLINE INC COMMON STOCK USD.01                     | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14318 | NS      | $819705.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Inc                                       | TANGER INC REIT USD.01                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     27177 | NS      | $884883.12    | 0.14%             |  |  |  | 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        |     33939 | NS      | $2011564.53   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                 | HandR BLOCK INC COMMON STOCK                          | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24657 | NS      | $1226439.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                          | LAUREATE EDUCATION INC COMMON STOCK USD.001           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     30825 | NS      | $894849.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                            | AIR LEASE CORP COMMON STOCK USD.01                    | CUSIP: 00912X302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35498 | NS      | $2266902.28   | 0.37%             |  |  |  | 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        |     19213 | NS      | $1041344.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc.                                      | LAZARD INC COMMON STOCK USD.01                        | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40804 | NS      | $1991235.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corporation                                 | LEAR CORP COMMON STOCK USD.01                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     19717 | NS      | $2063384.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                       | TEGNA INC COMMON STOCK USD1.0                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     38921 | NS      | $765576.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                            | TELEFLEX INC COMMON STOCK USD1.0                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1576 | NS      | $196164.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                    | LEMONADE INC COMMON STOCK USD.00001                   | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11533 | NS      | $692902.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Life Time Group Holdings Inc.                    | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33151 | NS      | $819824.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                     | LIFE360 INC COMMON STOCK USD.001                      | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13281 | NS      | $1310967.51   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Ligand Pharmaceuticals Incorporated              | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      3178 | NS      | $607983.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                          | ALARM.COM HOLDINGS INC COMMON STOCK                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     10319 | NS      | $507901.18    | 0.08%             |  |  |  | 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        |      4872 | NS      | $203308.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                  | TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21308 | NS      | $827176.56    | 0.13%             |  |  |  | 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        |     20047 | NS      | $581763.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                     | LINCOLN NATIONAL CORP COMMON STOCK                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     57648 | NS      | $2421216.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                  | LITTELFUSE INC COMMON STOCK USD.01                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      8769 | NS      | $2133585.39   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | TEREX CORP COMMON STOCK USD.01                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10819 | NS      | $497890.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraWulf Inc.                                    | TERAWULF INC COMMON STOCK USD.001                     | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61168 | NS      | $948104.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcoa Corporation                                | ALCOA CORP COMMON STOCK USD.01                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     14036 | NS      | $516384.44    | 0.08%             |  |  |  | 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        |     23191 | NS      | $391000.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc.                               | LOAR HOLDINGS INC COMMON STOCK NPV                    | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10338 | NS      | $818045.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     23039 | NS      | $2006927.29   | 0.33%             |  |  |  | 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        |     29208 | NS      | $873903.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                      | ALLETE INC COMMON STOCK                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     14014 | NS      | $943562.62    | 0.15%             |  |  |  | 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        |      7645 | NS      | $478959.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc.               | ALLISON TRANSMISSION HOLDINGS COMMON STOCK USD.01     | CUSIP: 01973R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14150 | NS      | $1168082.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                             | HARLEY-DAVIDSON INC COMMON STOCK USD.01               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     42821 | NS      | $1155310.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                     | HAWKINS INC COMMON STOCK USD.01                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      3308 | NS      | $469239.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc.                            | HAYWARD HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51328 | NS      | $871036.16    | 0.14%             |  |  |  | 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        |    125108 | NS      | $2216913.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                       | OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001       | CUSIP: 683712103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106564 | NS      | $828002.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health Inc.                          | OPTION CARE HEALTH INC COMMON STOCK USD.0001          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     61301 | NS      | $1595665.03   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                          | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     14400 | NS      | $1531728.00   | 0.25%             |  |  |  | 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        |     32927 | NS      | $592686.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Otter Tail Corporation                           | OTTER TAIL CORP COMMON STOCK USD5.0                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10067 | NS      | $777373.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                            | NOBLE CORP PLC COMMON STOCK USD.00001                 | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50087 | NS      | $1470053.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensata Technologies Holding plc                 | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01    | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56847 | NS      | $1809440.01   | 0.29%             |  |  |  | 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        |      6844 | NS      | $676529.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| United Bankshares Inc.                           | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5          | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52206 | NS      | $1868452.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                | ARRAY DIGITAL INFRASTRUCTURE I COMMON STOCK USD1.0    | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3461 | NS      | $170004.32    | 0.03%             |  |  |  | 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        |      1821 | NS      | $213457.62    | 0.03%             |  |  |  | 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        |      8034 | NS      | $1183247.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc.                            | UPSTART HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15708 | NS      | $746444.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** John Hancock Exchange-Traded Fund Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer