# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009618
**Filing Date:** 2023-2
**Character Count:** 428814
**Document Hash:** 9cd1e996eb13fc23e1f6743c734b0df6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009618.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009618

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664347

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $152611965.24

**Total Liabilities:** $34699.44

**Net Assets:** $152577265.80

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022707 | 12.64%               | 4.85%                | -5.77%               |
| Class ID C000022708 | 12.63%               | 4.84%                | -5.76%               |
| Class ID C000022709 | 12.62%               | 4.83%                | -5.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1907113.24              | $15488903.41                               |
| Month 2  | $1037100.66              | $6259087.80                                |
| Month 3  | $443283.82               | $-9925000.54                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Envista Holdings Corporation                    | ENVISTA HOLDINGS CORP COMMON STOCK                            | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8580 | NS      | $288888.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                      | EPLUS INC COMMON STOCK USD.01                                 | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1596 | NS      | $70670.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                 | EQUITRANS MIDSTREAM CORP COMMON STOCK                         | CUSIP: 294600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15655 | NS      | $104888.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                          | EQUITY BANCSHARES INC COMMON STOCK USD.01                     | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1442 | NS      | $47110.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Incorporated                           | ESCALADE INC COMMON STOCK                                     | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2724 | NS      | $27730.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                | ESAB CORP COMMON STOCK USD.001                                | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2502 | NS      | $117393.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                          | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                     | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1885 | NS      | $165012.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSA Bancorp Inc.                               | ESSA BANCORP INC COMMON STOCK USD.01                          | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       897 | NS      | $18720.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                      | ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01                 | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2768 | NS      | $73130.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evans Bancorp Inc.                              | EVANS BANCORP INC COMMON STOCK USD.5                          | CUSIP: 29911Q208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       380 | NS      | $14208.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                   | FandG ANNUITIES and LIFE INC COMMON STOCK                     | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $3841.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                   | EXPONENT INC COMMON STOCK USD.001                             | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8270 | NS      | $819474.30    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                     | EZCORP INC COMMON STOCK USD.01                                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      4801 | NS      | $39128.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Group Holdings Inc                           | FG GROUP HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 302462106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $2918.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                             | FLYWIRE CORP COMMON STOCK USD.0001                            | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35769 | NS      | $875267.43    | 0.57%             |  |  |  | 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        |     16986 | NS      | $221667.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                        | FB FINANCIAL CORP COMMON STOCK USD1.0                         | CUSIP: 30257X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1789 | NS      | $64654.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc.                                 | FS BANCORP INC COMMON STOCK                                   | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $13376.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                               | FRP HOLDINGS INC COMMON STOCK USD.1                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $50143.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros. Co.                                | FARMER BROS CO COMMON STOCK USD1.0                            | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |      1069 | NS      | $4928.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp.                     | FARMERS NATIONAL BANC CORP COMMON STOCK                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1865 | NS      | $26333.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                          | FARO TECHNOLOGIES INC COMMON STOCK USD.001                    | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $20116.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc.                    | COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0               | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $61867.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc.              | COMPUTER PROGRAMS and SYSTEMS IN COMMON STOCK USD.001         | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1067 | NS      | $29043.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc.                                   | COMSCORE INC COMMON STOCK USD.001                             | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2845 | NS      | $3300.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                         | COMSTOCK RESOURCES INC COMMON STOCK USD.5                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      6135 | NS      | $84110.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                | COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1             | CUSIP: 205826209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2706 | NS      | $32850.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concert Pharmaceuticals Inc.                    | CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001              | CUSIP: 206022105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $6996.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                          | CONCENTRIX CORP COMMON STOCK                                  | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2182 | NS      | $290555.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc.                  | CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $10530.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                           | CONDUENT INC COMMON STOCK USD.01                              | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     14444 | NS      | $58498.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                         | CONNECTONE BANCORP INC COMMON STOCK                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2683 | NS      | $64955.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc.                                     | CONN'S INC COMMON STOCK USD.01                                | CUSIP: 208242107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $14977.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                  | CONSENSUS CLOUD SOLUTION COMMON STOCK USD.01                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $11719.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc.                              | CONSOL ENERGY INC COMMON STOCK USD.01                         | CUSIP: 20854L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $240500.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc.       | CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01            | CUSIP: 209034107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4985 | NS      | $17846.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                      | CONSTRUCTION PARTNERS INC COMMON STOCK USD.001                | CUSIP: 21044C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $24981.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc.                | CONSUMER PORTFOLIO SERVICES IN COMMON STOCK                   | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $9434.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Container Store Group Inc.                  | CONTAINER STORE GROUP INC/THE COMMON STOCK USD.01             | CUSIP: 210751103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3997 | NS      | $17227.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc.                   | COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      1311 | NS      | $11877.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc.                  | CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      1000 | NS      | $12990.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc.                   | COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01              | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1513 | NS      | $52304.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                      | COWEN INC COMMON STOCK USD.01                                 | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2484 | NS      | $95932.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                   | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001            | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2734 | NS      | $72642.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                 | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0            | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2201 | NS      | $74613.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc.                      | UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01                 | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       745 | NS      | $15503.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                     | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01                | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1117 | NS      | $66450.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                       | GREEN BRICK PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2414 | NS      | $58491.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                           | GREEN DOT CORP COMMON STOCK USD.001                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3440 | NS      | $54420.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                               | GREEN PLAINS INC COMMON STOCK USD.001                         | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      3377 | NS      | $102998.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                   | GREENBRIER COS INC/THE COMMON STOCK                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      2830 | NS      | $94889.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                      | GREIF INC COMMON STOCK                                        | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1410 | NS      | $94554.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                      | GREIF INC COMMON STOCK                                        | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       698 | NS      | $54604.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                     | RAMBUS INC COMMON STOCK USD.001                               | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2174 | NS      | $77872.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                        | RALPH LAUREN CORP COMMON STOCK USD.01                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       189 | NS      | $19971.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                     | RANGE RESOURCES CORP COMMON STOCK USD.01                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1941 | NS      | $48563.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                           | RANPAK HOLDINGS CORP COMMON STOCK USD.0001                    | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $10628.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                     | RAPID7 INC COMMON STOCK USD.01                                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      7203 | NS      | $244757.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc.                | RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      4555 | NS      | $43728.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                       | RBC BEARINGS INC COMMON STOCK USD.01                          | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4162 | NS      | $871314.70    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                            | RE/MAX HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2193 | NS      | $40877.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reading International Inc.                      | READING INTERNATIONAL INC COMMON STOCK USD.01                 | CUSIP: 755408101<br>LEI: 549300OHQRI7MW2NQU72 | Long             | EC               | CORP              | US        |      1100 | NS      | $3047.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                       | REALOGY HOLDINGS CORP COMMON STOCK USD.01                     | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9125 | NS      | $58308.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                       | REGAL BELOIT CORP COMMON STOCK USD.01                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3159 | NS      | $379016.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                  | REGENXBIO INC COMMON STOCK USD.0001                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1693 | NS      | $38397.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                       | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1                   | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       573 | NS      | $16089.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Incorporated       | REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2453 | NS      | $348546.77    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel and Aluminum Co.                 | RELIANCE STEEL and ALUMINUM CO COMMON STOCK                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2853 | NS      | $577561.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                            | RENASANT CORP COMMON STOCK USD5.0                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3529 | NS      | $132655.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc.                              | RENT-A-CENTER INC/TX COMMON STOCK USD.01                      | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2379 | NS      | $53646.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                           | REPUBLIC BANCORP INC/KY COMMON STOCK                          | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $59293.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                            | REPLIMUNE GROUP INC COMMON STOCK USD.001                      | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1243 | NS      | $33809.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                             | REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01                | CUSIP: 760416107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $5805.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                   | RESOLUTE FOREST PRODUCTS INC COMMON STOCK USD.001             | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7541 | NS      | $162810.19    | 0.11%             |  |  |  | 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        |      9105 | NS      | $149777.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc.                  | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11378 | NS      | $98419.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CapStar Financial Holdings Inc.                 | CAPSTAR FINANCIAL HOLDINGS INC COMMON STOCK USD1.0            | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       972 | NS      | $17165.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc.                          | CARA THERAPEUTICS INC COMMON STOCK USD.001                    | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      2825 | NS      | $30340.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc.                     | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                       | CUSIP: 141619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14964 | NS      | $203809.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                          | CARLYLE GROUP INC/THE COMMON STOCK USD1.0                     | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $33838.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      4238 | NS      | $156551.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Restaurant Group Inc.                   | CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01              | CUSIP: 14574X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $2295.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc.                                   | CARS.COM INC COMMON STOCK USD.01                              | CUSIP: 14575E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5579 | NS      | $76822.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                          | CARTER BANKSHARES INC COMMON STOCK USD1.0                     | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $24785.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                   | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       379 | NS      | $17365.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                         | CASTLE BIOSCIENCES INC COMMON STOCK                           | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9598 | NS      | $225936.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                          | CATHAY GENERAL BANCORP COMMON STOCK USD.01                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      5596 | NS      | $228260.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cato Corporation                            | CATO CORP/THE COMMON STOCK USD.033                            | CUSIP: 149205106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $18258.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc.                           | CAVCO INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $161316.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                            | CELANESE CORP COMMON STOCK USD.0001                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       640 | NS      | $65433.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                  | CENTRAL GARDEN and PET CO COMMON STOCK USD.01                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1553 | NS      | $58159.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                  | CENTRAL GARDEN and PET CO COMMON STOCK USD.01                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3288 | NS      | $117710.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                 | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK                   | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $49888.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp                | CENTRAL VALLEY COMMUNITY BANCO COMMON STOCK                   | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $12708.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                        | CENTURY ALUMINUM CO COMMON STOCK USD.01                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      4406 | NS      | $36041.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                        | CENTURY COMMUNITIES INC COMMON STOCK USD.01                   | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2560 | NS      | $128025.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                    | CERENCE INC COMMON STOCK USD.01                               | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $5355.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc.                           | PACTIV EVERGREEN INC COMMON STOCK                             | CUSIP: 69526K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3705 | NS      | $42088.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                            | PARK AEROSPACE CORP COMMON STOCK USD.1                        | CUSIP: 70014A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2083 | NS      | $27933.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp.                        | PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0                   | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       749 | NS      | $9160.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                             | PARSONS CORP COMMON STOCK USD1.0                              | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       721 | NS      | $33346.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                          | PATRICK INDUSTRIES INC COMMON STOCK                           | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1685 | NS      | $102111.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                       | RESOURCES CONNECTION INC COMMON STOCK USD.01                  | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4120 | NS      | $75725.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc.                              | REVOLVE GROUP INC COMMON STOCK USD.001                        | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21940 | NS      | $488384.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot Transportation Holding Inc.             | PATRIOT TRANSPORTATION HOLDING COMMON STOCK USD.1             | CUSIP: 70338W105<br>LEI: 549300CONREOD6V7PO98 | Long             | EC               | CORP              | US        |       450 | NS      | $3199.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                        | PATTERSON COS INC COMMON STOCK USD.01                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      4372 | NS      | $122547.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                       | PATTERSON-UTI ENERGY INC COMMON STOCK USD.01                  | CUSIP: 703481101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12012 | NS      | $202282.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                  | PAYCOR HCM INC COMMON STOCK USD.001                           | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28014 | NS      | $685502.58    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation              | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $41003.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc.                      | RIBBON COMMUNICATIONS INC COMMON STOCK USD.001                | CUSIP: 762544104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8541 | NS      | $23829.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                      | PEABODY ENERGY CORP COMMON STOCK                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      9665 | NS      | $255349.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation         | PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK                   | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1625 | NS      | $60482.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd.                     | RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05            | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $31163.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc.                  | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001            | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       491 | NS      | $14450.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc.                         | PENN ENTERTAINMENT INC COMMON STOCK USD.01                    | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3635 | NS      | $107959.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp Inc.                        | PENNS WOODS BANCORP INC COMMON STOCK USD8.33                  | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1188 | NS      | $31624.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc.                          | RIVERVIEW BANCORP INC COMMON STOCK USD.01                     | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $30144.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc.                               | ROCKY BRANDS INC COMMON STOCK                                 | CUSIP: 774515100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $18943.24     | 0.01%             |  |  |  | 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        |      3525 | NS      | $199726.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                    | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001             | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      4213 | NS      | $484200.09    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                              | ROGERS CORP COMMON STOCK USD1.0                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1055 | NS      | $125903.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                            | PEOPLES BANCORP INC/OH COMMON STOCK                           | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2883 | NS      | $81444.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                  | CAREER EDUCATION CORP COMMON STOCK USD.01                     | CUSIP: 141665109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5378 | NS      | $74754.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                  | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     13763 | NS      | $803621.57    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Pipe International Holdings Inc.          | PERMA-PIPE INTERNATIONAL HOLDI COMMON STOCK USD.01            | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |      1100 | NS      | $10395.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                   | SILVER RUN ACQUISITION CORP COMMON STOCK USD.0001             | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13015 | NS      | $122341.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                 | PERSONALIS INC COMMON STOCK                                   | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $2269.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc.                                      | PETIQ INC COMMON STOCK USD.001                                | CUSIP: 71639T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $10575.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                              | ACI WORLDWIDE INC COMMON STOCK USD.005                        | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9923 | NS      | $228229.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corporation                         | ACME UNITED CORP COMMON STOCK USD2.5                          | CUSIP: 004816104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $16052.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARMACE COMMON STOCK                 | ACHILLION PHARMACE COMMON STOCK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10940 | NS      | $16451.57     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Acushnet Holdings Corp.                         | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001                   | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3459 | NS      | $146869.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                      | ADDUS HOMECARE CORP COMMON STOCK USD.001                      | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1559 | NS      | $155104.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDvantage Technologies Group Inc.              | ADDVANTAGE TECHNOLOGIES GROUP COMMON STOCK USD.01             | CUSIP: 006743306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $620.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                      | XPERI HOLDING CORP COMMON STOCK                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4859 | NS      | $46063.32     | 0.03%             |  |  |  | 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        |      4339 | NS      | $154034.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation              | MASONITE INTERNATIONAL CORP COMMON STOCK                      | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |       872 | NS      | $70291.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                     | MASTEC INC COMMON STOCK USD.1                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3659 | NS      | $312222.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                | MASTERBRAND INC COMMON STOCK                                  | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       538 | NS      | $4061.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                       | MATADOR RESOURCES CO COMMON STOCK USD.01                      | CUSIP: 576485205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17819 | NS      | $1019959.56   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                            | MATERION CORP COMMON STOCK                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1721 | NS      | $150604.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                          | MATRIX SERVICE CO COMMON STOCK USD.01                         | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2731 | NS      | $16986.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                     | MATSON INC COMMON STOCK                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2868 | NS      | $179278.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation              | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2517 | NS      | $76617.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                         | MAXAR TECHNOLOGIES INC COMMON STOCK                           | CUSIP: 57778K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5183 | NS      | $268168.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                    | MAXIMUS INC COMMON STOCK                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       710 | NS      | $52064.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Company Inc.               | MAYVILLE ENGINEERING CO INC COMMON STOCK                      | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $13875.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                           | SONIC AUTOMOTIVE INC COMMON STOCK USD.01                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      1892 | NS      | $93218.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                         | SONOCO PRODUCTS CO COMMON STOCK                               | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1332 | NS      | $80865.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc.                     | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0                | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $12195.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                          | SOUTH STATE CORP COMMON STOCK USD2.5                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      2903 | NS      | $221673.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc.                  | SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01             | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $24567.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Stainless and Alloy Products Inc.     | UNIVERSAL STAINLESS and ALLOY PR COMMON STOCK USD.001         | CUSIP: 913837100<br>LEI: 5493001OEIZDUGXZDE09 | Long             | EC               | CORP              | US        |      1562 | NS      | $11199.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.               | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK                   | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $20064.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     90194 | NS      | $901559.07    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| California First Leasing Corporation            | CALIFORNIA FIRST NATIONAL BANC COMMON STOCK USD.01            | CUSIP: 130222102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $14212.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       497 | NS      | $21624.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                   | CALLAWAY GOLF CO COMMON STOCK USD.01                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      2401 | NS      | $47419.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Company                        | CALLON PETROLEUM CO COMMON STOCK                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      5090 | NS      | $188788.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                               | CAMBRIDGE BANCORP COMMON STOCK USD1.0                         | CUSIP: 132152109<br>LEI: 549300Q8HL7EWEE0HW14 | Long             | EC               | CORP              | US        |       121 | NS      | $10050.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                     | CAMDEN NATIONAL CORP COMMON STOCK                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1722 | NS      | $71790.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc.                            | CANNAE HOLDINGS INC COMMON STOCK                              | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7237 | NS      | $149444.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc.                    | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01               | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1865 | NS      | $60612.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc.                       | NORTHWEST BANCSHARES INC COMMON STOCK USD.01                  | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9669 | NS      | $135172.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                          | NORTHWEST PIPE CO COMMON STOCK USD.01                         | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1306 | NS      | $44012.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp.                         | NORWOOD FINANCIAL CORP COMMON STOCK USD.1                     | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1188 | NS      | $39726.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                         | BOOT BARN HOLDINGS INC COMMON STOCK                           | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $35886.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                 | BORGWARNER INC COMMON STOCK USD.01                            | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     15544 | NS      | $625646.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                        | BOSTON OMAHA CORP COMMON STOCK                                | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2031 | NS      | $53821.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                               | BRADY CORP COMMON STOCK USD.01                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2585 | NS      | $121753.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                     | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001               | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $14156.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc.                                 | BRIGHTCOVE INC COMMON STOCK USD.001                           | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      2443 | NS      | $12776.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                      | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $266604.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                        | BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 10948C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6940 | NS      | $47816.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                              | BRISTOW GROUP INC COMMON STOCK USD.01                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1645 | NS      | $44628.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                    | BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01               | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     14458 | NS      | $39470.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc.                          | BROOKLINE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6310 | NS      | $89286.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                             | FORESTAR GROUP INC COMMON STOCK USD1.0                        | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      2613 | NS      | $40266.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                 | FORMFACTOR INC COMMON STOCK USD.001                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2770 | NS      | $61577.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                         | FORRESTER RESEARCH INC COMMON STOCK USD.01                    | CUSIP: 346563109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9404 | NS      | $336287.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corporation                  | HOOKER FURNITURE CORP COMMON STOCK                            | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $34052.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc.                               | HOPE BANCORP INC COMMON STOCK USD.001                         | CUSIP: 43940T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10431 | NS      | $133621.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                         | FIRST BUSEY CORP COMMON STOCK USD.001                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      4369 | NS      | $108001.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.          | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01            | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1366 | NS      | $49927.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc.                  | FIRST CITIZENS BANCSHARES INC/ COMMON STOCK USD1.0            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       299 | NS      | $226749.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation               | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001               | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3303 | NS      | $123433.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                            | HORIZON BANCORP INC/IN COMMON STOCK                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      3849 | NS      | $58042.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corporation        | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0            | CUSIP: 319829107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8341 | NS      | $116523.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                        | FIRST FINANCIAL BANCORP COMMON STOCK                          | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7516 | NS      | $182112.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc.                             | HOSTESS BRANDS INC COMMON STOCK USD.0001                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8707 | NS      | $195385.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                             | HOULIHAN LOKEY INC COMMON STOCK USD.001                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      7641 | NS      | $665989.56    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc.                      | HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01                 | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $12287.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Howard Hughes Corporation                   | HOWARD HUGHES CORP COMMON STOCK                               | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3339 | NS      | $255166.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc.                                  | HUB GROUP INC COMMON STOCK USD.01                             | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2418 | NS      | $192206.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc.                        | HUDSON TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $26767.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                            | HUNTSMAN CORP COMMON STOCK USD.01                             | CUSIP: 447011107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15185 | NS      | $417283.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies Inc.                            | HURCO COS INC COMMON STOCK                                    | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      1054 | NS      | $27541.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                     | FIRST FINANCIAL CORP/IN COMMON STOCK                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1432 | NS      | $65986.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest Inc.                  | FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD.01             | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |      1100 | NS      | $16478.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc.                                       | EBIX INC COMMON STOCK USD.1                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      2981 | NS      | $59500.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC                            | FIRST FOUNDATION INC COMMON STOCK USD.001                     | CUSIP: 32026V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4373 | NS      | $62665.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                       | FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     25469 | NS      | $623990.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                            | ECHOSTAR CORP COMMON STOCK USD.001                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      4430 | NS      | $73892.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                    | ECOVYST INC COMMON STOCK                                      | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9373 | NS      | $83044.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                             | FIRST HAWAIIAN INC COMMON STOCK USD.01                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      9183 | NS      | $239125.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                          | FIRST INTERNET BANCORP COMMON STOCK                           | CUSIP: 320557101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $18865.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK                   | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4489 | NS      | $173499.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The First of Long Island Corporation            | FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1              | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2386 | NS      | $42948.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                     | FIRST MERCHANTS CORP COMMON STOCK                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      4369 | NS      | $179609.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc.                       | FIRST MID BANCSHARES INC COMMON STOCK USD4.0                  | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $50365.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Northwest Bancorp                         | FIRST NORTHWEST BANCORP COMMON STOCK                          | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |       800 | NS      | $12288.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc.                                | FIRST SOLAR INC COMMON STOCK USD.001                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4689 | NS      | $702365.31    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                          | 1ST SOURCE CORP COMMON STOCK                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2092 | NS      | $111064.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                    | FIRST WESTERN FINANCIAL INC COMMON STOCK                      | CUSIP: 33751L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $11851.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                           | FULGENT GENETICS INC COMMON STOCK USD.0001                    | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1997 | NS      | $59470.66     | 0.04%             |  |  |  | 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        |      3339 | NS      | $239139.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                    | FULTON FINANCIAL CORP COMMON STOCK USD2.5                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     12592 | NS      | $211923.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc.                            | KODIAK SCIENCES INC COMMON STOCK USD.0001                     | CUSIP: 50015M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $8484.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                              | KOHL'S CORP COMMON STOCK USD.01                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      8128 | NS      | $205232.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                           | KOPPERS HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $47770.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | KORN FERRY COMMON STOCK USD.01                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      3492 | NS      | $176765.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.      | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      3850 | NS      | $39732.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc.                               | KRISPY KREME INC COMMON STOCK USD.01                          | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30620 | NS      | $315998.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                           | KRONOS WORLDWIDE INC COMMON STOCK USD.01                      | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      3820 | NS      | $35908.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries Inc.               | KULICKE and SOFFA INDUSTRIES INC COMMON STOCK                 | CUSIP: 501242101<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4804 | NS      | $212625.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                              | KURA ONCOLOGY INC COMMON STOCK USD.0001                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      2404 | NS      | $29833.64     | 0.02%             |  |  |  | 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        |      7109 | NS      | $79052.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp.                                      | LCNB CORP COMMON STOCK                                        | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $10800.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc.                                  | LHC GROUP INC COMMON STOCK USD.01                             | CUSIP: 50187A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $41392.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                  | LGI HOMES INC COMMON STOCK USD.01                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1611 | NS      | $149178.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                  | LCI INDUSTRIES COMMON STOCK USD.01                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1051 | NS      | $97164.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                             | LSB INDUSTRIES INC COMMON STOCK USD.1                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      1567 | NS      | $20841.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                             | LSI INDUSTRIES INC COMMON STOCK                               | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4131 | NS      | $50563.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                           | LA-Z-BOY INC COMMON STOCK USD1.0                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      3039 | NS      | $69349.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc.                           | LAKELAND BANCORP INC COMMON STOCK                             | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      5402 | NS      | $95129.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc.                        | LAKELAND INDUSTRIES INC COMMON STOCK USD.01                   | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1110 | NS      | $14763.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                        | LANDEC CORP COMMON STOCK USD.001                              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      3130 | NS      | $20282.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc.                                 | LANDS' END INC COMMON STOCK USD.01                            | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      2354 | NS      | $17866.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                         | LAUREATE EDUCATION INC COMMON STOCK USD.001                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      7829 | NS      | $75314.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                             | ARCBEST CORP COMMON STOCK USD.01                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2462 | NS      | $172438.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                   | ARCHROCK INC COMMON STOCK USD.01                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     10702 | NS      | $96103.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                     | ARCOSA INC COMMON STOCK USD.01                                | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4310 | NS      | $234205.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                             | ARCONIC CORP COMMON STOCK USD.01                              | CUSIP: 03966V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8844 | NS      | $187139.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                          | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3846 | NS      | $79535.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                    | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK                      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30760 | NS      | $455248.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                      | ARGAN INC COMMON STOCK USD.15                                 | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1446 | NS      | $53328.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ark Restaurants Corp.                           | ARK RESTAURANTS CORP COMMON STOCK USD.01                      | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $1059.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                          | ARROW ELECTRONICS INC COMMON STOCK USD1.0                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6456 | NS      | $675103.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corporation                     | ARROW FINANCIAL CORP COMMON STOCK USD1.0                      | CUSIP: 042744102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1117 | NS      | $37866.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                    | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01               | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       887 | NS      | $158994.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J and J Snack Foods Corp.                       | JandJ SNACK FOODS CORP COMMON STOCK                           | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $38924.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                      | JABIL INC COMMON STOCK USD.001                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1144 | NS      | $78020.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                  | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3845 | NS      | $148186.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc.                            | EDITAS MEDICINE INC COMMON STOCK USD.0001                     | CUSIP: 28106W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3778 | NS      | $33510.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                          | JACKSON FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3732 | NS      | $129836.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                  | JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0             | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     11412 | NS      | $391203.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                           | JELD-WEN HOLDING INC COMMON STOCK USD.01                      | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4097 | NS      | $39536.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                     | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     22528 | NS      | $145981.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc.                           | JOHNSON OUTDOORS INC COMMON STOCK USD.05                      | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       766 | NS      | $50647.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                 | JONES LANG LASALLE INC COMMON STOCK USD.01                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2358 | NS      | $375794.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated               | ELANCO ANIMAL HEALTH INC COMMON STOCK                         | CUSIP: 28414H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9283 | NS      | $113438.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                           | ELEMENT SOLUTIONS INC COMMON STOCK USD.01                     | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      7601 | NS      | $138262.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc.                        | JOUNCE THERAPEUTICS INC COMMON STOCK USD.001                  | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      3193 | NS      | $3544.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                 | J2 GLOBAL INC COMMON STOCK USD.01                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       654 | NS      | $51731.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                      | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      2676 | NS      | $31603.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                         | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $98465.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc.                           | JUNIPER NETWORKS INC COMMON STOCK USD.00001                   | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      8102 | NS      | $258939.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                       | ENCORE CAPITAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1949 | NS      | $93435.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                         | ENCORE WIRE CORP COMMON STOCK USD.01                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1949 | NS      | $268104.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                    | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       160 | NS      | $9569.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                         | ENERSYS COMMON STOCK USD.01                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1533 | NS      | $113196.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                        | ENERPAC TOOL GROUP CORP COMMON STOCK USD.2                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1506 | NS      | $38327.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                    | ENHABIT INC COMMON STOCK USD.01                               | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $1052.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnLink Midstream LLC                            | ENLINK MIDSTREAM LLC COMMON STOCK USD.01                      | CUSIP: 29336T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9223 | NS      | $113442.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                      | ENNIS INC COMMON STOCK USD2.5                                 | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2608 | NS      | $57793.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                           | ENPRO INDUSTRIES INC COMMON STOCK USD.01                      | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1502 | NS      | $163252.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                        | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2224 | NS      | $85334.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc.                         | ENTERPRISE BANCORP INC/MA COMMON STOCK USD.01                 | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $8683.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp              | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01             | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2420 | NS      | $118483.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corporation          | ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5075 | NS      | $24360.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                 | FORTUNE BRANDS HOME and SECURITY COMMON STOCK USD.01          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       538 | NS      | $30725.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                     | HURON CONSULTING GROUP INC COMMON STOCK USD.01                | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1411 | NS      | $102438.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc.             | HYSTER-YALE MATERIALS HANDLING COMMON STOCK USD.01            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       815 | NS      | $20627.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                          | ICF INTERNATIONAL INC COMMON STOCK USD.001                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1429 | NS      | $141542.45    | 0.09%             |  |  |  | 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        |      2303 | NS      | $362676.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                               | IES HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1180 | NS      | $41972.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc.                         | IDEAYA BIOSCIENCES INC COMMON STOCK                           | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2156 | NS      | $39174.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc.                                | IHEARTMEDIA INC   CLASS A COMMON STOCK                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2266 | NS      | $13890.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                 | IMMUNOVANT INC COMMON STOCK USD.0001                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4814 | NS      | $85448.50     | 0.06%             |  |  |  | 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        |      2387 | NS      | $201534.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corporation                    | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0                  | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1806 | NS      | $43199.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc.                     | INDEPENDENT BANK GROUP INC COMMON STOCK USD.01                | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2888 | NS      | $173511.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.         | NATIONAL ENERGY SERVICES REUNI COMMON STOCK                   | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6084 | NS      | $42222.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                           | NOBLE CORP PLC COMMON STOCK                                   | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1638 | NS      | $61768.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Limited                 | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01               | CUSIP: G65773106<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      2259 | NS      | $6912.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                              | NVENT ELECTRIC PLC COMMON STOCK USD.01                        | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3155 | NS      | $121372.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                            | SFL CORP LTD COMMON STOCK USD.01                              | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |     10526 | NS      | $97049.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc                | SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01            | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3072 | NS      | $124047.36    | 0.08%             |  |  |  | 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        |      3675 | NS      | $249900.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                | SIRIUSPOINT LTD COMMON STOCK USD.1                            | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10334 | NS      | $60970.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                  | TECHNIPFMC PLC COMMON STOCK USD1.0                            | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     24797 | NS      | $302275.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Limited                | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01              | CUSIP: G8766E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3510 | NS      | $108845.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                      | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01                 | CUSIP: G9001E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4204 | NS      | $31656.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company | AMERICAN EQUITY INVESTMENT LIF COMMON STOCK USD1.0            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      7384 | NS      | $336858.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc.               | AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0            | CUSIP: 027745108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       991 | NS      | $36597.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc.                    | AMERICAN OUTDOOR BRANDS INC COMMON STOCK                      | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $18767.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                  | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01             | CUSIP: 02913V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $17820.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation             | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01              | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      1655 | NS      | $6090.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corporation                   | AMERICAN VANGUARD CORP COMMON STOCK USD.1                     | CUSIP: 030371108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $63675.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                       | AMERICAN WELL CORP COMMON STOCK USD.01                        | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9568 | NS      | $27077.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                   | AMERICAN WOODMARK CORP COMMON STOCK                           | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1309 | NS      | $63957.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                         | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01                 | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $33600.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                  | AMERIS BANCORP COMMON STOCK USD1.0                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     18005 | NS      | $848755.70    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corporation                       | AMES NATIONAL CORP COMMON STOCK USD2.0                        | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $11805.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc.                           | AMKOR TECHNOLOGY INC COMMON STOCK USD.001                     | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18705 | NS      | $448545.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corporation                    | AMPCO-PITTSBURGH CORP COMMON STOCK USD1.0                     | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1644 | NS      | $4126.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc.                  | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      2779 | NS      | $77867.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems Inc.                             | AMTECH SYSTEMS INC COMMON STOCK USD.01                        | CUSIP: 032332504<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $18270.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                 | ANAPTYSBIO INC COMMON STOCK USD.001                           | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $46144.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc.                              | ANDERSONS INC/THE COMMON STOCK                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3384 | NS      | $118406.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                              | ANGIODYNAMICS INC COMMON STOCK USD.01                         | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      3198 | NS      | $44036.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                         | ANIKA THERAPEUTICS INC COMMON STOCK USD.01                    | CUSIP: 035255108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $46916.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                    | ANTERO RESOURCES CORP COMMON STOCK USD.01                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     13015 | NS      | $403334.85    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                    | ANTERO MIDSTREAM CORP COMMON STOCK                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10614 | NS      | $114525.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                         | APOGEE ENTERPRISES INC COMMON STOCK USD.333                   | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2178 | NS      | $96833.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corporation                       | DAILY JOURNAL CORP COMMON STOCK USD.01                        | CUSIP: 233912104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $10270.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                 | DAKTRONICS INC COMMON STOCK                                   | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3929 | NS      | $11079.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DallasNews Corporation                          | A H BELO CORP COMMON STOCK USD.01                             | CUSIP: 235050101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1059 | NS      | $4066.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                               | DANA INC COMMON STOCK USD.01                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     10994 | NS      | $166339.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc.                                     | DASEKE INC COMMON STOCK                                       | CUSIP: 23753F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2236 | NS      | $12722.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                          | DELEK US HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      5312 | NS      | $143424.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Apparel Inc.                              | DELTA APPAREL INC COMMON STOCK USD.01                         | CUSIP: 247368103<br>LEI: 549300YCES15WEDS8Z04 | Long             | EC               | CORP              | US        |       500 | NS      | $5305.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                              | DELUXE CORP COMMON STOCK USD1.0                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      2706 | NS      | $45947.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                            | DENTSPLY SIRONA INC COMMON STOCK USD.01                       | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     11209 | NS      | $356894.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Descartes Systems Group Inc.                | DESCARTES SYSTEMS GRP/THE COMMON STOCK                        | CUSIP: 249906108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10003 | NS      | $696708.95    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                            | DESIGNER BRANDS INC COMMON STOCK                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2923 | NS      | $28586.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc.                      | DICK'S SPORTING GOODS INC COMMON STOCK USD.01                 | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $28388.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                         | DIGI INTERNATIONAL INC COMMON STOCK USD.01                    | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3371 | NS      | $123210.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                  | DILLARD'S INC COMMON STOCK                                    | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1303 | NS      | $421129.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Dime Community Bancshares Inc                   | BRIDGE BANCORP INC COMMON STOCK USD.01                        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3390 | NS      | $107903.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                             | DIODES INC COMMON STOCK USD.667                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2093 | NS      | $159361.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                        | DISH NETWORK CORP COMMON STOCK USD.01                         | CUSIP: 25470M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $15556.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc.                              | DONEGAL GROUP INC COMMON STOCK USD.01                         | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2876 | NS      | $40839.20     | 0.03%             |  |  |  | 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        |      5435 | NS      | $439528.45    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc.                            | DOUGLAS ELLIMAN INC COMMON STOCK                              | CUSIP: 25961D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5923 | NS      | $24106.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc.                                  | DRIL-QUIP INC COMMON STOCK USD.01                             | CUSIP: 262037104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2386 | NS      | $64827.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                           | DUCOMMUN INC COMMON STOCK USD.01                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1245 | NS      | $62200.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Duckhorn Portfolio Inc.                     | DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01                | CUSIP: 26414D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4647 | NS      | $77000.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                            | DULUTH HOLDINGS INC COMMON STOCK                              | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      1106 | NS      | $6835.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun and Bradstreet Holdings Inc.                | DUN and BRADSTREET HOLDINGS INC COMMON STOCK                  | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6331 | NS      | $77618.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                           | DYCOM INDUSTRIES INC COMMON STOCK USD.333                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1471 | NS      | $137685.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc.                     | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2613 | NS      | $26025.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                              | EAGLE BANCORP INC COMMON STOCK USD.01                         | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      2765 | NS      | $121853.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc.                      | EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD.001             | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       585 | NS      | $17099.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc.                          | EARTHSTONE ENERGY INC COMMON STOCK USD.001                    | CUSIP: 27032D304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48103 | NS      | $684505.69    | 0.45%             |  |  |  | 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        |      1815 | NS      | $31308.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Eastern Company                             | EASTERN CO/THE COMMON STOCK                                   | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1471 | NS      | $28360.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                        | EASTMAN CHEMICAL CO COMMON STOCK USD.01                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       469 | NS      | $38195.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc.                | FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      2837 | NS      | $106727.94    | 0.07%             |  |  |  | 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        |      3771 | NS      | $197374.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                              | NEWELL BRANDS INC COMMON STOCK USD1.0                         | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     15347 | NS      | $200738.76    | 0.13%             |  |  |  | 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        |      7419 | NS      | $59129.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc.                          | NEWPARK RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      6750 | NS      | $28012.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                | NEWS CORP COMMON STOCK USD.01                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     20011 | NS      | $364200.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                | NEWS CORP COMMON STOCK                                        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     10611 | NS      | $195666.84    | 0.13%             |  |  |  | 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        |      1859 | NS      | $325380.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc.                         | NEXTGEN HEALTHCARE INC COMMON STOCK USD.01                    | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2912 | NS      | $54687.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicholas Financial Inc.                         | NICHOLAS FINANCIAL INC COMMON STOCK                           | CUSIP: 65373J209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $473.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                         | NICOLET BANKSHARES INC COMMON STOCK                           | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $56730.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                  | NORTHEAST BANK COMMON STOCK USD1.0                            | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       770 | NS      | $32417.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                         | NORTHFIELD BANCORP INC COMMON STOCK USD.01                    | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4119 | NS      | $64791.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                            | ONTO INNOVATION INC COMMON STOCK                              | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1755 | NS      | $119497.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc.                                       | ON24 INC COMMON STOCK USD.0001                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $23007.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc.                                | OPKO HEALTH INC COMMON STOCK USD.01                           | CUSIP: 68375N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8398 | NS      | $10497.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                       | OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1674 | NS      | $70860.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Optical Cable Corporation                       | OPTICAL CABLE CORP COMMON STOCK                               | CUSIP: 683827208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $3872.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                       | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001              | CUSIP: 68554V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4040 | NS      | $19472.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                             | ORIGIN BANCORP INC COMMON STOCK                               | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1486 | NS      | $54536.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon and Co.                                 | ORGANON and CO COMMON STOCK USD.01                            | CUSIP: 68622V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $19411.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc.                       | ORION GROUP HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      4263 | NS      | $10145.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                         | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2212 | NS      | $191293.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc.                | ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK                   | CUSIP: 687380105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $11580.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                           | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $25375.08     | 0.02%             |  |  |  | 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        |      6663 | NS      | $16390.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                             | OSHKOSH CORP COMMON STOCK USD.01                              | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $130168.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Overseas Shipholding Group Inc.                 | OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK                   | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5561 | NS      | $16071.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens and Minor Inc.                            | OWENS and MINOR INC COMMON STOCK USD2.0                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      3760 | NS      | $73432.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                   | OWENS CORNING COMMON STOCK USD.001                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1092 | NS      | $93147.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                          | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      5440 | NS      | $506899.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc.                        | OYSTER POINT PHARMA INC COMMON STOCK USD.001                  | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27260 | NS      | $304494.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PHX Minerals Inc.                               | PHX MINERALS INC COMMON STOCK USD.01666                       | CUSIP: 69291A100<br>LEI: 5493007OI1JOF1QSPE51 | Long             | EC               | CORP              | US        |       557 | NS      | $2166.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. Transportation Services Inc.             | PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01            | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2085 | NS      | $54001.50     | 0.04%             |  |  |  | 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        |      8576 | NS      | $349729.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                        | CNO FINANCIAL GROUP INC COMMON STOCK USD.01                   | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      7507 | NS      | $171534.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                 | CTS CORP COMMON STOCK                                         | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      3299 | NS      | $130046.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                       | CNX RESOURCES CORP COMMON STOCK USD.01                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     15258 | NS      | $256944.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                             | CVB FINANCIAL CORP COMMON STOCK                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1357 | NS      | $34942.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc.                                  | CABLE ONE INC COMMON STOCK USD.01                             | CUSIP: 12685J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $20643.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                         | CACI INTERNATIONAL INC COMMON STOCK USD.1                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2685 | NS      | $807084.15    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                    | CADENCE BANK COMMON STOCK USD2.5                              | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9812 | NS      | $241963.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                            | CAL-MAINE FOODS INC COMMON STOCK USD.01                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3993 | NS      | $217418.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc.                             | CALAVO GROWERS INC COMMON STOCK USD.001                       | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $9907.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                    | CALERES INC COMMON STOCK USD.01                               | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       856 | NS      | $19071.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                   | CLARIVATE PLC COMMON STOCK USD.01                             | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21840 | NS      | $182145.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc.                  | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0             | CUSIP: 12326C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $30154.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc.                             | BYLINE BANCORP INC COMMON STOCK USD.01                        | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3345 | NS      | $76834.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CandF Financial Corporation                     | CandF FINANCIAL CORP COMMON STOCK USD1.0                      | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       627 | NS      | $36535.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                       | CBIZ INC COMMON STOCK USD.01                                  | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3282 | NS      | $153761.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                        | CECO ENVIRONMENTAL CORP COMMON STOCK USD.01                   | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      3081 | NS      | $35986.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corporation                       | CNA FINANCIAL CORP COMMON STOCK USD2.5                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       919 | NS      | $38855.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corporation                       | CNB FINANCIAL CORP/PA COMMON STOCK                            | CUSIP: 126128107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1562 | NS      | $37159.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                          | CRA INTERNATIONAL INC COMMON STOCK                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $88394.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc.                                    | CERTARA INC COMMON STOCK USD.01                               | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4564 | NS      | $73343.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                       | CEVA INC COMMON STOCK USD.001                                 | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $39137.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                           | CHAMPIONX CORP COMMON STOCK USD.01                            | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26464 | NS      | $767191.36    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corporation                               | CHASE CORP COMMON STOCK USD.1                                 | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $17252.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corporation                   | CHEMUNG FINANCIAL CORP COMMON STOCK USD.01                    | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       723 | NS      | $33164.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                | CHICO'S FAS INC COMMON STOCK USD.01                           | CUSIP: 168615102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8871 | NS      | $43645.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Children's Place Inc.                       | CHILDREN'S PLACE INC/THE COMMON STOCK USD.1                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       930 | NS      | $33870.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                    | CHURCHILL DOWNS INC COMMON STOCK                              | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3598 | NS      | $760725.14    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc.                            | CHUY'S HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22447 | NS      | $635250.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc.                       | CIRCOR INTERNATIONAL INC COMMON STOCK USD.01                  | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       441 | NS      | $10566.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens and Northern Corporation               | CITIZENS and NORTHERN CORP COMMON STOCK USD1.0                | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $21945.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                | CITI TRENDS INC COMMON STOCK USD.01                           | CUSIP: 17306X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $9718.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corporation                               | CIVEO CORP COMMON STOCK USD.01                                | CUSIP: 17878Y207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $20930.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                         | CIVISTA BANCSHARES INC COMMON STOCK                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1114 | NS      | $24519.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                          | BONANZA CREEK ENERGY INC COMMON STOCK                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1782 | NS      | $103231.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                              | CLEAN HARBORS INC COMMON STOCK USD.01                         | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       371 | NS      | $42338.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                        | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001                 | CUSIP: 184499101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13796 | NS      | $71739.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                    | CLEARWATER PAPER CORP COMMON STOCK USD.0001                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1597 | NS      | $60382.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                           | CLEVELAND-CLIFFS INC COMMON STOCK USD.125                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     20363 | NS      | $328047.93    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                               | COEUR MINING INC COMMON STOCK USD.01                          | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     15352 | NS      | $51582.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd.                           | COGNYTE SOFTWARE LTD COMMON STOCK                             | CUSIP: 19243A104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       402 | NS      | $1250.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                  | II VI INC COMMON STOCK                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       192 | NS      | $6739.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc.                                       | COHU INC COMMON STOCK USD1.0                                  | CUSIP: 192576106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4381 | NS      | $140411.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                              | ENOVIS CORP COMMON STOCK USD.001                              | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3670 | NS      | $196418.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                   | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       624 | NS      | $14476.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                            | COLONY BANKCORP INC COMMON STOCK USD1.0                       | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $12169.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                    | COLUMBIA BANKING SYSTEM INC COMMON STOCK                      | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5930 | NS      | $178670.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                   | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01                 | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2178 | NS      | $70719.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                           | COMERICA INC COMMON STOCK USD5.0                              | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      3415 | NS      | $228292.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                       | COMMERCIAL METALS CO COMMON STOCK USD.01                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      5907 | NS      | $285308.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group Inc.                   | COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01              | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |      2492 | NS      | $16970.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Community Financial Corporation             | COMMUNITY FINANCIAL CORP/THE COMMON STOCK USD.01              | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |       300 | NS      | $11970.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA COMMUNICATIONS COMMON STOCK              | CONTRA COMMUNICATIONS COMMON STOCK                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       450 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Select Energy Services Inc.                     | SELECT ENERGY SERVICES INC COMMON STOCK USD.01                | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      7658 | NS      | $70759.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation             | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1622 | NS      | $40274.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                        | SENECA FOODS CORP COMMON STOCK USD.25                         | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $55342.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company           | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK                    | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      3663 | NS      | $58168.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc.                              | SHOE CARNIVAL INC COMMON STOCK USD.01                         | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2304 | NS      | $55088.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc.                           | SHORE BANCSHARES INC COMMON STOCK USD.01                      | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2225 | NS      | $38781.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shyft Group Inc.                            | SHYFT GROUP INC/THE COMMON STOCK USD.01                       | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     35052 | NS      | $871392.72    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                  | SIERRA BANCORP COMMON STOCK                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $37361.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIFCO Industries Inc.                           | SIFCO INDUSTRIES INC COMMON STOCK USD1.0                      | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |      1000 | NS      | $2159.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                       | SILICON LABORATORIES INC COMMON STOCK USD.0001                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      5229 | NS      | $709418.43    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                 | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK                   | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $9301.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Inc.                                   | NAUTILUS INC COMMON STOCK                                     | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |      1580 | NS      | $2417.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                             | NAVIENT CORP COMMON STOCK USD.01                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     15325 | NS      | $252096.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                             | NEKTAR THERAPEUTICS COMMON STOCK USD.0001                     | CUSIP: 640268108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10585 | NS      | $23922.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                     | NELNET INC COMMON STOCK USD.01                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2648 | NS      | $240306.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                | NEOGENOMICS INC COMMON STOCK USD.001                          | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4116 | NS      | $38031.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                    | NETGEAR INC COMMON STOCK USD.001                              | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      3326 | NS      | $60233.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                           | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5946 | NS      | $193304.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peace Mark (Holdings) Limited                   | PEACE MARK HOLDINGS LTD COMMON STOCK HKD.1                    | CUSIP: 643377906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    464000 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Jersey Resources Corporation                | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3121 | NS      | $154864.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                 | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01            | CUSIP: 649445103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39746 | NS      | $341815.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Integrations Inc.                         | POWER INTEGRATIONS INC COMMON STOCK USD.001                   | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10069 | NS      | $722148.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                  | PREFERRED BANK/LOS ANGELES CA COMMON STOCK                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       388 | NS      | $28952.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                 | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0                | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       492 | NS      | $40978.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc.                                    | PREMIER INC COMMON STOCK USD.01                               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $136596.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                         | PREMIER FINANCIAL CORP COMMON STOCK                           | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2467 | NS      | $66534.99     | 0.04%             |  |  |  | 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        |      3240 | NS      | $202824.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                 | PRICESMART INC COMMON STOCK USD.0001                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      4975 | NS      | $302380.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                   | PRIMORIS SERVICES CORP COMMON STOCK USD.0001                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      3474 | NS      | $76219.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                          | PRIMIS FINANCIAL CORP COMMON STOCK USD.01                     | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      3850 | NS      | $45622.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                        | PROASSURANCE CORP COMMON STOCK USD.01                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      4655 | NS      | $81322.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                              | PROG HOLDINGS INC COMMON STOCK USD.5                          | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2293 | NS      | $38728.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                          | PROPETRO HOLDING CORP COMMON STOCK                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7061 | NS      | $73222.57     | 0.05%             |  |  |  | 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        |      5378 | NS      | $390873.04    | 0.26%             |  |  |  | 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        |      3736 | NS      | $40759.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc.                                 | PROTO LABS INC COMMON STOCK USD.001                           | CUSIP: 743713109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $40541.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Holdings Inc.               | PROVIDENT FINANCIAL HOLDINGS I COMMON STOCK USD.01            | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1778 | NS      | $24483.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.               | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01            | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5205 | NS      | $111178.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                         | TIMKENSTEEL CORP COMMON STOCK                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      3682 | NS      | $66901.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                    | TIPTREE INC COMMON STOCK USD.001                              | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3689 | NS      | $51055.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                        | TITAN INTERNATIONAL INC COMMON STOCK                          | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3936 | NS      | $60299.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                            | TITAN MACHINERY INC COMMON STOCK USD.00001                    | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2366 | NS      | $94001.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc.                              | TOLL BROTHERS INC COMMON STOCK USD.01                         | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8961 | NS      | $447333.12    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc.                                   | PUBMATIC INC COMMON STOCK USD.0001                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1596 | NS      | $20444.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                 | PULTEGROUP INC COMMON STOCK USD.01                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13332 | NS      | $607005.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corporation                  | TOMPKINS FINANCIAL CORP COMMON STOCK USD.1                    | CUSIP: 890110109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $20791.44     | 0.01%             |  |  |  | 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        |      1415 | NS      | $60236.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                  | TOPBUILD CORP COMMON STOCK                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2396 | NS      | $374950.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                      | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667                | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4917 | NS      | $151640.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                       | TRAVERE THERAPEUTICS INC COMMON STOCK                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19697 | NS      | $414227.91    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corporation                            | TREDEGAR CORP COMMON STOCK                                    | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1654 | NS      | $16903.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc.                               | QCR HOLDINGS INC COMMON STOCK USD1.0                          | CUSIP: 74727A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $71928.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                     | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      2189 | NS      | $365344.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corporation            | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      3929 | NS      | $93038.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd.                | PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001          | CUSIP: 747717106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1768 | NS      | $9105.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                 | QUINSTREET INC COMMON STOCK USD.001                           | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1887 | NS      | $27078.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc.                              | QURATE RETAIL INC COMMON STOCK USD.01                         | CUSIP: 74915M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22636 | NS      | $36896.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                     | RBB BANCORP COMMON STOCK                                      | CUSIP: 74930B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1075 | NS      | $22413.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                   | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $36903.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCM Technologies Inc.                           | RCM TECHNOLOGIES INC COMMON STOCK USD.05                      | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $3702.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc.                                  | REV GROUP INC COMMON STOCK USD.001                            | CUSIP: 749527107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5224 | NS      | $65926.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                              | HARSCO CORP COMMON STOCK USD1.25                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      7551 | NS      | $47495.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc                          | HARVARD BIOSCIENCE INC COMMON STOCK USD.01                    | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      5200 | NS      | $14404.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Companies Inc.                | HAVERTY FURNITURE COS INC COMMON STOCK USD1.0                 | CUSIP: 419596101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $48228.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc.                          | HAWAIIAN HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 419879101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3931 | NS      | $40332.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                    | HAWKINS INC COMMON STOCK USD.05                               | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1460 | NS      | $56356.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc.                       | HAYNES INTERNATIONAL INC COMMON STOCK USD.001                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       868 | NS      | $39658.92     | 0.03%             |  |  |  | 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        |      2363 | NS      | $22212.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                  | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01             | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2180 | NS      | $26160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                               | HEALTHSTREAM INC COMMON STOCK                                 | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1969 | NS      | $48909.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                               | HEALTHEQUITY INC COMMON STOCK USD.0001                        | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9922 | NS      | $611592.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                          | HEARTLAND EXPRESS INC COMMON STOCK USD.01                     | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4107 | NS      | $63001.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Industries Ltd.                              | RF INDUSTRIES LTD COMMON STOCK USD.01                         | CUSIP: 749552105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $612.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc.                                        | RPC INC COMMON STOCK USD.1                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11346 | NS      | $100865.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc.                       | RACKSPACE TECHNOLOGY INC COMMON STOCK USD.01                  | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4730 | NS      | $13953.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                               | RADIAN GROUP INC COMMON STOCK USD.001                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     10338 | NS      | $197145.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                          | RADIANT LOGISTICS INC COMMON STOCK USD.001                    | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      3764 | NS      | $19158.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings Inc.                            | RAFAEL HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $935.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc.                              | MISTRAS GROUP INC COMMON STOCK USD.01                         | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2232 | NS      | $11003.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                    | MODINE MANUFACTURING CO COMMON STOCK USD.625                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      4925 | NS      | $97810.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                          | MOHAWK INDUSTRIES INC COMMON STOCK USD.01                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3620 | NS      | $370036.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                   | MOLSON COORS BREWING CO COMMON STOCK USD.01                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      8585 | NS      | $442299.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino and Resort Inc.                  | MONARCH CASINO and RESORT INC COMMON STOCK USD.01             | CUSIP: 609027107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1074 | NS      | $82579.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc.                                      | MONRO INC COMMON STOCK USD.01                                 | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1618 | NS      | $73133.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                       | MOOG INC COMMON STOCK USD1.0                                  | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1548 | NS      | $135852.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc.                  | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01             | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1585 | NS      | $18798.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc.                               | MOVADO GROUP INC COMMON STOCK USD.01                          | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1758 | NS      | $56695.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                         | MUELLER INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2004 | NS      | $118236.00    | 0.08%             |  |  |  | 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        |      3140 | NS      | $33786.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                           | MR COOPER GROUP INC COMMON STOCK USD.01                       | CUSIP: 62482R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3087 | NS      | $123881.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                          | MURPHY OIL CORP COMMON STOCK USD1.0                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     10625 | NS      | $456981.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                           | MYERS INDUSTRIES INC COMMON STOCK                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       617 | NS      | $13715.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                            | MYRIAD GENETICS INC COMMON STOCK USD.01                       | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5783 | NS      | $83911.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                | NBT BANCORP INC COMMON STOCK USD.01                           | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2964 | NS      | $128696.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                     | N ABLE INC COMMON STOCK USD.001                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $4420.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc.                              | NL INDUSTRIES INC COMMON STOCK USD.125                        | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3260 | NS      | $22200.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc.                               | NMI HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 629209305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5822 | NS      | $121679.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc.                                         | NN INC COMMON STOCK USD.01                                    | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |      2376 | NS      | $3564.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                 | NRG ENERGY INC COMMON STOCK USD.01                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3845 | NS      | $122347.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                 | NV5 GLOBAL INC COMMON STOCK USD.01                            | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $70526.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TESSCO Technologies Incorporated                | TESSCO TECHNOLOGIES INC COMMON STOCK USD.01                   | CUSIP: 872386107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $8435.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                           | TRI POINTE GROUP INC COMMON STOCK USD.01                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9765 | NS      | $181531.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                           | TTM TECHNOLOGIES INC COMMON STOCK USD.001                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      8193 | NS      | $123550.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                               | TALOS ENERGY INC COMMON STOCK                                 | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5877 | NS      | $110957.76    | 0.07%             |  |  |  | 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        |      7865 | NS      | $238702.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                      | TEGNA INC COMMON STOCK USD1.0                                 | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      8149 | NS      | $172677.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                 | TEJON RANCH CO COMMON STOCK USD.5                             | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      2396 | NS      | $45140.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc.                             | TELADOC HEALTH INC COMMON STOCK USD.001                       | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1715 | NS      | $40559.75     | 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        |      7131 | NS      | $74804.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOXX International Corporation                  | VOXX INTERNATIONAL CORP COMMON STOCK USD.01                   | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |      3131 | NS      | $26237.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                         | VALLEY NATIONAL BANCORP COMMON STOCK                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     24313 | NS      | $274980.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                      | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4716 | NS      | $34851.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                       | VAREX IMAGING CORP COMMON STOCK USD.01                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      3469 | NS      | $70420.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc.                       | KAR AUCTION SERVICES INC COMMON STOCK USD.01                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      8224 | NS      | $107323.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries Inc.                             | KVH INDUSTRIES INC COMMON STOCK USD.01                        | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $9300.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc.                 | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       644 | NS      | $44088.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc.                   | NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 63845R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $32054.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc.                | NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       221 | NS      | $62101.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Alternatives International Inc.         | NATURAL ALTERNATIVES INTERNATI COMMON STOCK USD.01            | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |       200 | NS      | $1678.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc.                 | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01            | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2620 | NS      | $30025.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc.         | NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001           | CUSIP: 63888U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1014 | NS      | $9267.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corporation                    | ARDMORE SHIPPING CORP COMMON STOCK USD.01                     | CUSIP: Y0207T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2232 | NS      | $32163.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc.                                  | COSTAMARE INC COMMON STOCK USD.0001                           | CUSIP: Y1771G102<br>LEI: N/A                  | Long             | EC               | CORP              | MC        |      9592 | NS      | $89013.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc.                               | DHT HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     13057 | NS      | $115946.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                 | DORIAN LPG LTD COMMON STOCK USD.01                            | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      3417 | NS      | $64752.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                      | LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01                 | CUSIP: G9001E128<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11346 | NS      | $86229.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                  | TRINSEO PLC COMMON STOCK                                      | CUSIP: G9059U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $51960.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Limited                    | TRITON INTERNATIONAL LTD/BERMU COMMON STOCK USD.01            | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4778 | NS      | $328630.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                             | TRONOX HOLDINGS PLC COMMON STOCK USD.01                       | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10595 | NS      | $145257.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials PLC                           | VENATOR MATERIALS PLC COMMON STOCK USD.001                    | CUSIP: G9329Z100<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2700 | NS      | $1457.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.            | WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0            | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       205 | NS      | $289937.65    | 0.19%             |  |  |  | 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        |      7043 | NS      | $240095.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                 | TRANSOCEAN LTD COMMON STOCK CHF.1                             | CUSIP: H8817H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24908 | NS      | $113580.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexa Resources S.A.                             | NEXA RESOURCES SA COMMON STOCK                                | CUSIP: L67359106<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | BR        |       900 | NS      | $5427.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                          | CYBERARK SOFTWARE LTD COMMON STOCK ILS.01                     | CUSIP: M2682V108<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4740 | NS      | $614541.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd.                                  | STRATASYS LTD COMMON STOCK ILS.01                             | CUSIP: M85548101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4814 | NS      | $57094.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries Ltd.             | TARO PHARMACEUTICAL INDUSTRIES COMMON STOCK ILS.0001          | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | IL        |       503 | NS      | $14607.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                       | FRANK S INTERNATIONAL NV COMMON STOCK EUR.01                  | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1587 | NS      | $28772.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels and Resorts N.V.                   | PLAYA HOTELS and RESORTS NV COMMON STOCK USD.01               | CUSIP: N70544106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13271 | NS      | $86659.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings S.A.                              | COPA HOLDINGS SA COMMON STOCK                                 | CUSIP: P31076105<br>LEI: N/A                  | Long             | EC               | CORP              | PA        |       905 | NS      | $75268.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc.                                      | FUNKO INC COMMON STOCK USD.0001                               | CUSIP: 361008105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $30144.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                | FUTUREFUEL CORP COMMON STOCK USD.0001                         | CUSIP: 36116M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4276 | NS      | $34763.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                | GATX CORP COMMON STOCK USD.625                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      2464 | NS      | $262021.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                        | G-III APPAREL GROUP LTD COMMON STOCK USD.01                   | CUSIP: 36237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3404 | NS      | $46668.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                        | GMS INC COMMON STOCK USD.01                                   | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1599 | NS      | $79630.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co. Inc.                                | GANNETT CO INC COMMON STOCK USD.01                            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     12679 | NS      | $25738.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                    | GAP INC/THE COMMON STOCK USD.05                               | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     18158 | NS      | $204822.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc.                          | GENCOR INDUSTRIES INC COMMON STOCK USD.1                      | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $21210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genasys Inc.                                    | GENASYS INC COMMON STOCK USD.00001                            | CUSIP: 36872P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $12210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co.                              | GENERATION BIO CO COMMON STOCK USD.0001                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4046 | NS      | $15900.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                    | GENESCO INC COMMON STOCK USD1.0                               | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1311 | NS      | $60332.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corporation             | MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01              | CUSIP: 55933J203<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2526 | NS      | $23719.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                    | RUBICON PROJECT INC/THE COMMON STOCK USD.00001                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      4210 | NS      | $44583.90     | 0.03%             |  |  |  | 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        |     29903 | NS      | $701225.35    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc.                               | MALIBU BOATS INC COMMON STOCK USD.01                          | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $50208.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company Inc.                      | MANITOWOC CO INC/THE COMMON STOCK USD.01                      | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      3343 | NS      | $30621.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                              | MANPOWERGROUP INC COMMON STOCK USD.01                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1187 | NS      | $98770.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                       | MARCUS and MILLICHAP INC COMMON STOCK USD.0001                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1738 | NS      | $59874.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                          | MARCUS CORP/THE COMMON STOCK USD1.0                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      2916 | NS      | $41961.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc.                                  | MARINEMAX INC COMMON STOCK USD.001                            | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2016 | NS      | $62939.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation        | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01            | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       466 | NS      | $62718.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                           | MARTEN TRANSPORT LTD COMMON STOCK USD.01                      | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6368 | NS      | $125959.04    | 0.08%             |  |  |  | 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        |      2831 | NS      | $148004.68    | 0.10%             |  |  |  | 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        |      1117 | NS      | $62853.59     | 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        |      3393 | NS      | $283553.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                     | RYERSON HOLDING CORP COMMON STOCK USD.01                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2583 | NS      | $78161.58     | 0.05%             |  |  |  | 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        |      6699 | NS      | $547844.22    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                              | SandT BANCORP INC COMMON STOCK USD2.5                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3436 | NS      | $117442.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc.                     | SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 78413P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2432 | NS      | $22277.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                               | SM ENERGY CO COMMON STOCK USD.01                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5199 | NS      | $181081.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corporation                             | SP PLUS CORP COMMON STOCK USD.001                             | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |       400 | NS      | $13888.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc.                        | SILVERBOW RESOURCES INC COMMON STOCK                          | CUSIP: 82836G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $9162.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation              | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01               | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7407 | NS      | $159843.06    | 0.10%             |  |  |  | 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        |      2852 | NS      | $108461.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc.                   | SINCLAIR BROADCAST GROUP INC COMMON STOCK USD.01              | CUSIP: 829226109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748 | NS      | $11601.48     | 0.01%             |  |  |  | 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        |      6798 | NS      | $797541.36    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                           | SITIO ROYALTIES CORP COMMON STOCK USD.0001                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $26378.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                            | SKECHERS U.S.A. INC COMMON STOCK USD.001                      | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $50046.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                    | SKYWEST INC COMMON STOCK                                      | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3644 | NS      | $60162.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                    | AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001             | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      4844 | NS      | $42045.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                             | SMARTFINANCIAL INC COMMON STOCK USD1.0                        | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       886 | NS      | $24365.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc.                                | SOLO BRANDS INC COMMON STOCK USD.001                          | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2350 | NS      | $8742.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                             | VOYA FINANCIAL INC COMMON STOCK USD.01                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      5033 | NS      | $309479.17    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                      | WSFS FINANCIAL CORP COMMON STOCK USD.01                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      4396 | NS      | $199314.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                     | WABASH NATIONAL CORP COMMON STOCK USD.01                      | CUSIP: 929566107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1980 | NS      | $44748.00     | 0.03%             |  |  |  | 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        |       405 | NS      | $31784.40     | 0.02%             |  |  |  | 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        |      3785 | NS      | $131112.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc.                         | WASHINGTON FEDERAL INC COMMON STOCK USD1.0                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4842 | NS      | $162449.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc.                   | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1035 | NS      | $48831.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc.                       | WATERSTONE FINANCIAL INC COMMON STOCK USD.01                  | CUSIP: 94188P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3099 | NS      | $53426.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc.                     | WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD.01              | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $9900.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                   | WEBSTER FINANCIAL CORP COMMON STOCK USD.01                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      7167 | NS      | $339285.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc.                               | WEIS MARKETS INC COMMON STOCK                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $195109.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                         | WERNER ENTERPRISES INC COMMON STOCK USD.01                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      4155 | NS      | $167280.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                   | WESBANCO INC COMMON STOCK USD2.0833                           | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5027 | NS      | $185898.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                       | AAR CORP COMMON STOCK USD1.0                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      3353 | NS      | $150549.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                         | ACCO BRANDS CORP COMMON STOCK USD.01                          | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      8323 | NS      | $46525.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                | ACNB CORP COMMON STOCK USD2.5                                 | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $15685.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                        | ADT INC COMMON STOCK USD.01                                   | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10644 | NS      | $96541.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                     | ABM INDUSTRIES INC COMMON STOCK USD.01                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5630 | NS      | $250084.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                | AGCO CORP COMMON STOCK USD.01                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1707 | NS      | $236743.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                               | AMC NETWORKS INC COMMON STOCK                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      2542 | NS      | $39833.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc.                                       | AMMO INC COMMON STOCK                                         | CUSIP: 00175J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4648 | NS      | $8041.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc.                     | A-MARK PRECIOUS METALS INC COMMON STOCK USD.01                | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $23755.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                        | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       800 | NS      | $32184.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                           | API GROUP CORP COMMON STOCK                                   | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3732 | NS      | $70198.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                          | ATN INTERNATIONAL INC COMMON STOCK USD.01                     | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1281 | NS      | $58042.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc.                                        | AXT INC COMMON STOCK USD.001                                  | CUSIP: 00246W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4229 | NS      | $18523.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                        | AZZ INC COMMON STOCK USD1.0                                   | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1376 | NS      | $55315.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Aaron's Company Inc.                        | AARON'S CO INC/THE COMMON STOCK USD.5                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $16204.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie and Fitch Co.                       | ABERCROMBIE and FITCH CO COMMON STOCK USD.01                  | CUSIP: 002896207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4970 | NS      | $113862.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                     | ACACIA RESEARCH CORP COMMON STOCK USD.001                     | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $9144.12      | 0.01%             |  |  |  | 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        |      3772 | NS      | $198180.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                  | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     10789 | NS      | $888150.48    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                               | KAMAN CORP COMMON STOCK USD1.0                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      1770 | NS      | $39471.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                         | KB HOME COMMON STOCK USD1.0                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      6043 | NS      | $192469.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                          | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01                  | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6261 | NS      | $63549.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc.                             | KELLY SERVICES INC COMMON STOCK USD1.0                        | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3287 | NS      | $55550.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                              | KEMPER CORP COMMON STOCK USD.1                                | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      4317 | NS      | $212396.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                 | KENNAMETAL INC COMMON STOCK USD1.25                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      6313 | NS      | $151890.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc.                    | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      3543 | NS      | $55731.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientific Corporation                 | KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD2.5                  | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |        83 | NS      | $1290.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Key Tronic Corporation                          | KEY TRONIC CORP COMMON STOCK                                  | CUSIP: 493144109<br>LEI: 40TF3VPKEM3IMMIU0O47 | Long             | EC               | CORP              | US        |      1900 | NS      | $8227.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc.                      | KIMBALL INTERNATIONAL INC COMMON STOCK USD.05                 | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      3015 | NS      | $19597.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                        | KIMBALL ELECTRONICS INC COMMON STOCK                          | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3036 | NS      | $68583.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                               | KIRBY CORP COMMON STOCK USD.1                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2166 | NS      | $139382.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.       | KNIGHT-SWIFT TRANSPORTATION HO COMMON STOCK USD.001           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8340 | NS      | $437099.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                             | KNOWLES CORP COMMON STOCK USD.01                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      7107 | NS      | $116696.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Incorporated                          | TWIN DISC INC COMMON STOCK                                    | CUSIP: 901476101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1650 | NS      | $16038.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc.                                         | 2U INC COMMON STOCK USD.001                                   | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      2844 | NS      | $17831.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                           | UFP TECHNOLOGIES INC COMMON STOCK USD.01                      | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $35367.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                       | UMB FINANCIAL CORP COMMON STOCK USD1.0                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       504 | NS      | $42094.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                             | UFP INDUSTRIES INC COMMON STOCK                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      3823 | NS      | $302972.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                      | US PHYSICAL THERAPY INC COMMON STOCK USD.01                   | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4086 | NS      | $331088.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                    | ASHLAND GLOBAL HOLDINGS INC COMMON STOCK                      | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2740 | NS      | $294632.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                            | ASSOCIATED BANC-CORP COMMON STOCK USD.01                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     14499 | NS      | $334781.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                           | ASTEC INDUSTRIES INC COMMON STOCK USD.2                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2415 | NS      | $98193.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AstroNova Inc.                                  | ASTRONOVA INC COMMON STOCK USD.05                             | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |      1439 | NS      | $18447.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                           | ASTRONICS CORP COMMON STOCK USD.01                            | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      1700 | NS      | $17510.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc.                             | ASURE SOFTWARE INC COMMON STOCK USD.01                        | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1391 | NS      | $12991.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                     | ATKORE INTERNATIONAL GROUP INC COMMON STOCK USD.01            | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10376 | NS      | $1176845.92   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Xpress Enterprises Inc.                    | US XPRESS ENTERPRISES INC COMMON STOCK USD.01                 | CUSIP: 90338N202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2111 | NS      | $3820.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Silica Holdings Inc.                       | US SILICA HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 90346E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7085 | NS      | $88562.50     | 0.06%             |  |  |  | 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        |     15963 | NS      | $560939.82    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                 | ATLANTICUS HOLDINGS CORP COMMON STOCK                         | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $13231.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc.                       | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      3668 | NS      | $121594.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultralife Corporation                           | ULTRALIFE CORP COMMON STOCK USD.1                             | CUSIP: 903899102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $7658.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc.               | ATLAS AIR WORLDWIDE HOLDINGS I COMMON STOCK USD.01            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      2473 | NS      | $249278.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                   | ATRICURE INC COMMON STOCK USD.001                             | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11733 | NS      | $520710.54    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                     | UMPQUA HOLDINGS CORP COMMON STOCK                             | CUSIP: 904214103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10662 | NS      | $190316.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                    | AUTOLIV INC COMMON STOCK USD1.0                               | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      2401 | NS      | $183868.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                 | AUTONATION INC COMMON STOCK USD.01                            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5327 | NS      | $571587.10    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                             | AVANOS MEDICAL INC COMMON STOCK USD.01                        | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      3807 | NS      | $103017.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc.                             | AVIAT NETWORKS INC COMMON STOCK USD.01                        | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       829 | NS      | $25856.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                              | AVIENT CORP COMMON STOCK USD.01                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     20000 | NS      | $675200.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                        | AVIDITY BIOSCIENCES INC COMMON STOCK                          | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1027 | NS      | $22789.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                      | AVNET INC COMMON STOCK USD1.0                                 | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9371 | NS      | $389646.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AVITA Medical Inc.                              | AVITA MEDICAL INC COMMON STOCK                                | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2616 | NS      | $17265.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aware Inc.                                      | AWARE INC/MA COMMON STOCK USD.01                              | CUSIP: 05453N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $3693.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                       | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 054540208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $69995.52     | 0.05%             |  |  |  | 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        |      2183 | NS      | $83434.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc.                      | CROSSFIRST BANKSHARES INC COMMON STOCK USD.01                 | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3053 | NS      | $37887.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                   | CRYOLIFE INC COMMON STOCK USD.01                              | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20922 | NS      | $253574.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                   | CRYOPORT INC COMMON STOCK USD.001                             | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16690 | NS      | $289571.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Culp Inc.                                       | CULP INC COMMON STOCK USD.05                                  | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |       334 | NS      | $1533.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumberland Pharmaceuticals Inc.                 | CUMBERLAND PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $2151.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc.                              | CUMULUS MEDIA INC COMMON STOCK USD.01                         | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $7408.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                          | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2568 | NS      | $72777.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc.                                  | DHI GROUP INC COMMON STOCK USD.01                             | CUSIP: 23331S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5212 | NS      | $27571.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                            | DXP ENTERPRISES INC/TX COMMON STOCK USD.01                    | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1767 | NS      | $48680.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                               | DTE MIDSTREAM LLC COMMON STOCK                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2928 | NS      | $161801.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                          | DXC TECHNOLOGY CO COMMON STOCK USD.01                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     11225 | NS      | $297462.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                         | NOV INC COMMON STOCK USD.01                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      5807 | NS      | $121308.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc.                           | NACCO INDUSTRIES INC COMMON STOCK USD1.0                      | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $26600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corporation              | NATIONAL BANK HOLDINGS CORP COMMON STOCK                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $56205.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc.                        | NATIONAL BANKSHARES INC COMMON STOCK USD1.25                  | CUSIP: 634865109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $25066.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                 | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01                  | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1428 | NS      | $84966.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc.                                     | PFSWEB INC COMMON STOCK USD.001                               | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1835 | NS      | $11285.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc.                    | PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28086 | NS      | $315124.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1429 | NS      | $19162.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                 | TENNANT CO COMMON STOCK USD.375                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       694 | NS      | $42729.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                               | TEREX CORP COMMON STOCK USD.01                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1393 | NS      | $59508.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association       | ZIONS BANCORP NA COMMON STOCK USD.001                         | CUSIP: 989701107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7487 | NS      | $368060.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                 | PHOTRONICS INC COMMON STOCK USD.01                            | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5882 | NS      | $98994.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corporation                     | PILGRIM'S PRIDE CORP COMMON STOCK USD.01                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2893 | NS      | $68650.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                     | ZUMIEZ INC COMMON STOCK                                       | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1822 | NS      | $39610.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                   | ADIENT PLC COMMON STOCK USD.001                               | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      6695 | NS      | $232249.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pineapple Energy Inc.                           | PINEAPPLE HOLDINGS INC COMMON STOCK                           | CUSIP: 72303P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $1048.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.                | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     11078 | NS      | $813125.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.          | ARGO GROUP INTERNATIONAL HOLDI COMMON STOCK USD1.0            | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      2597 | NS      | $67132.45     | 0.04%             |  |  |  | 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        |      5779 | NS      | $359800.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                    | PLEXUS CORP COMMON STOCK USD.01                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2005 | NS      | $206374.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                    | POPULAR INC COMMON STOCK USD.01                               | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5455 | NS      | $361775.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                   | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125               | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4518 | NS      | $244740.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                          | CAPRI HOLDINGS LTD COMMON STOCK                               | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2090 | NS      | $119798.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                              | POST HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3244 | NS      | $292803.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                          | POWELL INDUSTRIES INC COMMON STOCK USD.01                     | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1244 | NS      | $43763.92     | 0.03%             |  |  |  | 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        |      9661 | NS      | $120376.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Limited                            | ENSTAR GROUP LTD COMMON STOCK USD1.0                          | CUSIP: G3075P101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1090 | NS      | $251833.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc.                        | TERRITORIAL BANCORP INC COMMON STOCK USD.01                   | CUSIP: 88145X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1722 | NS      | $41345.22     | 0.03%             |  |  |  | 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        |      3434 | NS      | $207104.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                               | ESSENT GROUP LTD COMMON STOCK USD.015                         | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1041 | NS      | $40474.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                           | EVEREST RE GROUP LTD COMMON STOCK USD.01                      | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       674 | NS      | $223275.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                             | ODP CORP/THE COMMON STOCK USD.01                              | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3276 | NS      | $149189.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc.                     | THERMON GROUP HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 88362T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3483 | NS      | $69938.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                        | FABRINET COMMON STOCK USD.01                                  | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |       990 | NS      | $126937.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                    | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01               | CUSIP: G36738105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3959 | NS      | $103686.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                            | THOR INDUSTRIES INC COMMON STOCK USD.1                        | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2219 | NS      | $167512.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thoughtworks Holding Inc.                       | THOUGHTWORKS HOLDING INC COMMON STOCK USD.001                 | CUSIP: 88546E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68557 | NS      | $698595.83    | 0.46%             |  |  |  | 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        |     18170 | NS      | $207319.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd.                      | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01                 | CUSIP: G4095J109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2616 | NS      | $21320.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                          | 3D SYSTEMS CORP COMMON STOCK USD.001                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      3767 | NS      | $27875.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                             | THRYV HOLDINGS INC COMMON STOCK                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2842 | NS      | $53998.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                       | JANUS HENDERSON GROUP PLC COMMON STOCK                        | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7859 | NS      | $184843.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                             | ICHOR HOLDINGS LTD COMMON STOCK USD.0001                      | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2659 | NS      | $71314.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                    | INVESCO LTD COMMON STOCK USD.2                                | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     24463 | NS      | $440089.37    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                 | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002          | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2157 | NS      | $45102.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                  | TIDEWATER INC COMMON STOCK                                    | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $102848.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc.                                    | TILLY'S INC COMMON STOCK USD.001                              | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $6443.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                    | LIVANOVA PLC COMMON STOCK GBP1.0                              | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1996 | NS      | $110857.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited           | ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK                 | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      2746 | NS      | $78453.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                              | TIMKEN CO/THE COMMON STOCK                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2179 | NS      | $153989.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                          | NABORS INDUSTRIES LTD COMMON STOCK USD.001                    | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       530 | NS      | $82081.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                      | GOPRO INC COMMON STOCK USD.0001                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     10155 | NS      | $50571.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman-Rupp Company                         | GORMAN-RUPP CO/THE COMMON STOCK                               | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1454 | NS      | $37251.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corporation                              | GRAHAM CORP COMMON STOCK USD.1                                | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $3203.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Company                         | GRAHAM HOLDINGS CO COMMON STOCK USD1.0                        | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       347 | NS      | $209660.87    | 0.14%             |  |  |  | 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        |      8959 | NS      | $946607.94    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated               | GRANITE CONSTRUCTION INC COMMON STOCK USD.01                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      3746 | NS      | $131372.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company               | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4322 | NS      | $96164.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc.                            | GRAY TELEVISION INC COMMON STOCK                              | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6546 | NS      | $73249.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation         | GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001        | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      6888 | NS      | $40983.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                | MCGRATH RENTCORP COMMON STOCK                                 | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $148110.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                    | MEDNAX INC COMMON STOCK USD.01                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5689 | NS      | $84538.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                           | MEDPACE HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3612 | NS      | $767224.92    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                     | MERCANTILE BANK CORP COMMON STOCK                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1666 | NS      | $55777.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc.                  | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01             | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $46379.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                       | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       374 | NS      | $13460.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                             | SPARTANNASH CO COMMON STOCK                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      3523 | NS      | $106535.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc.                   | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      1678 | NS      | $102223.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc.                            | SPIRIT AIRLINES INC COMMON STOCK USD.0001                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      5129 | NS      | $99912.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                              | SPOK HOLDINGS INC COMMON STOCK USD.0001                       | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      3863 | NS      | $31637.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc.             | SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01            | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      3273 | NS      | $30798.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                     | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001               | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4052 | NS      | $131163.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                            | STAG INDUSTRIAL INC REIT USD.01                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     18422 | NS      | $595214.82    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                    | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0               | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      1901 | NS      | $66154.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation               | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       310 | NS      | $31747.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The L.S. Starrett Company                       | LS STARRETT CO/THE COMMON STOCK USD1.0                        | CUSIP: 855668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $11260.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR INSTL INVT TR TREAS MMKT FD INST      | STATE STR INSTL INVT TR TREAS MMKT FD INST                    | CUSIP: 85799J9Y2<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1850460 | NS      | $1850460.40   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                  | STEELCASE INC COMMON STOCK                                    | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      6532 | NS      | $46181.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                  | STEPAN CO COMMON STOCK USD1.0                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1433 | NS      | $152557.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc.                            | STELLAR BANCORP INC COMMON STOCK USD.01                       | CUSIP: 858927106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3959 | NS      | $116632.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                    | STERLING CONSTRUCTION CO INC COMMON STOCK USD.01              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2528 | NS      | $82918.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation        | STEWART INFORMATION SERVICES C COMMON STOCK USD1.0            | CUSIP: 860372101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1817 | NS      | $77640.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                          | STIFEL FINANCIAL CORP COMMON STOCK USD.15                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      8806 | NS      | $514006.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                  | STONERIDGE INC COMMON STOCK                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      1672 | NS      | $36048.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                               | STONEX GROUP INC COMMON STOCK USD.01                          | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1235 | NS      | $117695.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                  | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3600 | NS      | $507204.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.              | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001           | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3087 | NS      | $20744.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                   | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0                    | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2739 | NS      | $71570.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                      | UNUM GROUP COMMON STOCK USD.1                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     10883 | NS      | $446529.49    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc.                            | UPLAND SOFTWARE INC COMMON STOCK USD.0001                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      1064 | NS      | $7586.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                           | URBAN OUTFITTERS INC COMMON STOCK USD.0001                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      6474 | NS      | $154404.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc.                                  | URBAN ONE INC COMMON STOCK USD.001                            | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      3100 | NS      | $11656.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                      | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01                 | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       289 | NS      | $29053.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                 | VSE CORP COMMON STOCK USD.05                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1368 | NS      | $64131.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping and Trading Limited              | GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01              | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |      4550 | NS      | $69888.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                      | INTERNATIONAL SEAWAYS INC COMMON STOCK                        | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      3851 | NS      | $142564.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc.                            | SCORPIO TANKERS INC COMMON STOCK USD.01                       | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |      4048 | NS      | $217660.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation                              | TEEKAY CORP COMMON STOCK USD.001                              | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      5602 | NS      | $25433.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                             | TEEKAY TANKERS LTD COMMON STOCK USD.01                        | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      2780 | NS      | $85651.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                    | NOVANTA INC COMMON STOCK                                      | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7414 | NS      | $1007340.18   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc.                                        | NOW INC COMMON STOCK USD.01                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      7656 | NS      | $97231.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc.                        | NU SKIN ENTERPRISES INC COMMON STOCK USD.001                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2131 | NS      | $89842.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                   | NUVASIVE INC COMMON STOCK USD.001                             | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      2101 | NS      | $86645.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                  | O-I GLASS INC COMMON STOCK                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2514 | NS      | $41656.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                     | PFD OFG BANCORP COMMON STOCK USD1.0                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      4124 | NS      | $113657.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                | OSI SYSTEMS INC COMMON STOCK                                  | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       880 | NS      | $69977.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                      | OP BANCORP COMMON STOCK                                       | CUSIP: 67109R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $11160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                        | OASIS PETROLEUM INC COMMON STOCK                              | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1566 | NS      | $214244.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                  | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      5817 | NS      | $101739.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                      | OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5012 | NS      | $106505.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                     | SUNRUN INC COMMON STOCK USD.0001                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      2009 | NS      | $48256.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                       | SUPER MICRO COMPUTER INC COMMON STOCK USD.001                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      3994 | NS      | $327907.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                | SUPERIOR GROUP OF COS INC COMMON STOCK                        | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       663 | NS      | $6669.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc.                   | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 868459108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17603 | NS      | $627899.01    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                           | SURGERY PARTNERS INC COMMON STOCK USD.01                      | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       370 | NS      | $10308.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgalign Holdings Inc.                         | SURGALIGN HOLDINGS INC COMMON STOCK USD.001                   | CUSIP: 86882C204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164 | NS      | $321.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc.                            | SUTRO BIOPHARMA INC COMMON STOCK USD.001                      | CUSIP: 869367102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1765 | NS      | $14261.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co.                           | SYNALLOY CORP COMMON STOCK USD1.0                             | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |      2209 | NS      | $19152.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                         | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0                    | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      3170 | NS      | $119033.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                           | SYNNEX CORP COMMON STOCK USD.001                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      3677 | NS      | $348248.67    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc.                              | SYNEOS HEALTH INC COMMON STOCK USD.01                         | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      1384 | NS      | $50765.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                        | WESCO INTERNATIONAL INC COMMON STOCK USD.01                   | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $337539.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc.                        | WESCO INTERNATIONAL INC PUBLIC VAR                            | CUSIP: 95082P303<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1507 | NS      | $39513.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                     | WESTERN DIGITAL CORP COMMON STOCK USD.01                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1406 | NS      | $44359.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp Inc.                | WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      3609 | NS      | $34141.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                            | WESTLAKE CORP COMMON STOCK USD.01                             | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1006 | NS      | $103155.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                | WESTROCK CO COMMON STOCK                                      | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13906 | NS      | $488934.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc.                                | WEYCO GROUP INC COMMON STOCK USD1.0                           | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1316 | NS      | $27846.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                  | FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT | CUSIP: 962CDS906<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Whirlpool Corporation                           | WHIRLPOOL CORP COMMON STOCK USD1.0                            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        98 | NS      | $13863.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc.                         | ACT II GLOBAL ACQUISITION CO COMMON STOCK USD.0001            | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $6512.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley and Sons Inc.                        | JOHN WILEY and SONS INC COMMON STOCK USD1.0                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2376 | NS      | $95182.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                              | WILLDAN GROUP INC COMMON STOCK USD.01                         | CUSIP: 96924N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $7140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corporation                | WILLIS LEASE FINANCE CORP COMMON STOCK USD.01                 | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       406 | NS      | $23958.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                       | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2220 | NS      | $116994.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                  | WINTRUST FINANCIAL CORP COMMON STOCK                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3040 | NS      | $256940.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc.                       | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0                  | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      3251 | NS      | $35533.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corporation                 | WORLD FUEL SERVICES CORP COMMON STOCK USD.01                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4219 | NS      | $115305.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc.                     | WORTHINGTON INDUSTRIES INC COMMON STOCK                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2898 | NS      | $144059.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                     | XENCOR INC COMMON STOCK USD.01                                | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1408 | NS      | $36664.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                      | XEROX HOLDINGS CORP COMMON STOCK USD1.0                       | CUSIP: 98421M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10478 | NS      | $152978.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                      | XPERI INC COMMON STOCK                                        | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1943 | NS      | $16729.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                       | YELP INC COMMON STOCK USD.000001                              | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1685 | NS      | $46067.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc.               | DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0            | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       591 | NS      | $21784.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                | LEAR CORP COMMON STOCK USD.01                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1143 | NS      | $141754.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                      | LEGACY HOUSING CORP COMMON STOCK USD.001                      | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $22467.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                         | LENDINGCLUB CORP COMMON STOCK USD.01                          | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      7056 | NS      | $62092.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc.                                     | LENSAR INC COMMON STOCK                                       | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $2317.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                             | LIBERTY OILFIELD SERVICES INC COMMON STOCK                    | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9594 | NS      | $153599.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated             | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001               | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       633 | NS      | $42284.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc.                            | LIFETIME BRANDS INC COMMON STOCK USD.01                       | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      2931 | NS      | $22246.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Company                               | LIMONEIRA CO COMMON STOCK USD.01                              | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      2147 | NS      | $26214.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corporation        | LINCOLN EDUCATIONAL SERVICES C COMMON STOCK                   | CUSIP: 533535100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $6369.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                    | LINCOLN NATIONAL CORP COMMON STOCK                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8493 | NS      | $260904.96    | 0.17%             |  |  |  | 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        |      4664 | NS      | $157643.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc.                          | UNITED BANKSHARES INC/WV COMMON STOCK USD2.5                  | CUSIP: 909907107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7106 | NS      | $287721.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc.                          | UNITED FIRE GROUP INC COMMON STOCK USD.001                    | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1897 | NS      | $51901.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Insurance Holdings Corp.                 | UNITED INSURANCE HOLDINGS CORP COMMON STOCK USD.0001          | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $149.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime and Minerals Inc.            | UNITED STATES LIME and MINERALS COMMON STOCK USD.1            | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       686 | NS      | $96561.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                 | UNITED THERAPEUTICS CORP COMMON STOCK USD.01                  | CUSIP: 91307C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $113182.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                           | UNIVAR SOLUTIONS INC COMMON STOCK USD.01                      | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      3996 | NS      | $127072.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                           | UNIVERSAL CORP/VA COMMON STOCK                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1975 | NS      | $104299.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc.                        | EAGLE BULK SHIPPING INC COMMON STOCK USD.01                   | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |      1293 | NS      | $64572.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc.                                      | ENETI INC COMMON STOCK USD.01                                 | CUSIP: Y2294C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $11175.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                       | FLEX LTD COMMON STOCK                                         | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     20782 | NS      | $445981.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams Resources and Energy Inc.                 | ADAMS RESOURCES and ENERGY INC COMMON STOCK USD.1             | CUSIP: 006351308<br>LEI: UP28TXL7K8XSRNNC7V02 | Long             | EC               | CORP              | US        |       724 | NS      | $28178.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                   | ADVANSIX INC COMMON STOCK USD.01                              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2137 | NS      | $81248.74     | 0.05%             |  |  |  | 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        |       513 | NS      | $44005.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                      | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001                | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $157248.00    | 0.10%             |  |  |  | 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        |      8638 | NS      | $331871.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc.               | AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01            | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      6774 | NS      | $175988.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc.                                | ALAMO GROUP INC COMMON STOCK USD.1                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      5250 | NS      | $743400.00    | 0.49%             |  |  |  | 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        |      7840 | NS      | $336649.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                           | NORTHRIM BANCORP INC COMMON STOCK USD1.0                      | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $35306.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company             | SSC GOVERNMENT MM GVMXX                                       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    138086 | NS      | $138086.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                           | SPX TECHNOLOGIES INC COMMON STOCK                             | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       700 | NS      | $45955.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                     | SAFETY INSURANCE GROUP INC COMMON STOCK USD.01                | CUSIP: 78648T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $51567.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                          | SAGE THERAPEUTICS INC COMMON STOCK USD.0001                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      2666 | NS      | $101681.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                           | SANDRIDGE ENERGY INC COMMON STOCK USD.001                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      1746 | NS      | $29734.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc.                       | SANDY SPRING BANCORP INC COMMON STOCK USD1.0                  | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3344 | NS      | $117809.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                             | SANMINA CORP COMMON STOCK USD.01                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4939 | NS      | $282955.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Satsuma Pharmaceuticals Inc.                    | SATSUMA PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 80405P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2208 | NS      | $1987.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                 | SCANSOURCE INC COMMON STOCK                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2542 | NS      | $74277.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.                 | SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      3077 | NS      | $94310.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                         | SCHNEIDER NATIONAL INC COMMON STOCK                           | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3459 | NS      | $80940.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                          | SCHOLASTIC CORP COMMON STOCK USD.01                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2276 | NS      | $89810.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                             | SCHWEITZER-MAUDUIT INTERNATION COMMON STOCK USD.1             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      2827 | NS      | $59084.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The E.W. Scripps Company                        | EW SCRIPPS CO/THE COMMON STOCK USD.01                         | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      5843 | NS      | $77069.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                            | SEABOARD CORP COMMON STOCK USD1.0                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        52 | NS      | $196310.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation of Florida         | SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1753 | NS      | $54676.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corporation                   | SEASPINE HOLDINGS CORP COMMON STOCK USD.01                    | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      2224 | NS      | $18570.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp.                               | SECUREWORKS CORP COMMON STOCK USD.01                          | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $6390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc.                                       | SEER INC COMMON STOCK USD.00001                               | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2095 | NS      | $12151.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                          | SOLARWINDS CORP COMMON STOCK USD.001                          | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8968 | NS      | $83940.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc.            | SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01            | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $10923.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                     | BROOKS AUTOMATION INC COMMON STOCK USD.01                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     11095 | NS      | $645950.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                      | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01                 | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2470 | NS      | $58884.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                       | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01                  | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8730 | NS      | $566402.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancorp Inc.                          | FIRST BANCORP INC/ME COMMON STOCK USD.01                      | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $39401.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc.                       | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0                  | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $17217.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                               | FLUOR CORP COMMON STOCK USD.01                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      3410 | NS      | $118190.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                            | SILGAN HOLDINGS INC COMMON STOCK USD.01                       | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1345 | NS      | $69724.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                            | TREEHOUSE FOODS INC COMMON STOCK USD.01                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      3311 | NS      | $163497.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                | TRICO BANCSHARES COMMON STOCK                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       721 | NS      | $36763.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                              | TRIMAS CORP COMMON STOCK USD.01                               | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1856 | NS      | $51485.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                         | TRINITY INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      7997 | NS      | $236471.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                          | TRIUMPH BANCORP INC COMMON STOCK USD.01                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       540 | NS      | $26389.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc.                                    | TRUECAR INC COMMON STOCK USD.0001                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      8052 | NS      | $20210.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc.                                   | TRUEBLUE INC COMMON STOCK                                     | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3219 | NS      | $63028.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                            | TRUSTCO BANK CORP NY COMMON STOCK USD1.0                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1826 | NS      | $68639.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                           | TRUSTMARK CORP COMMON STOCK                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      4932 | NS      | $172176.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc.                          | TUSIMPLE HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4034 | NS      | $6615.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                        | TUTOR PERINI CORP COMMON STOCK USD1.0                         | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      4167 | NS      | $31460.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc.                       | UNITED NATURAL FOODS INC COMMON STOCK USD.01                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      4429 | NS      | $171446.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                          | VEECO INSTRUMENTS INC COMMON STOCK USD.01                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      2996 | NS      | $55665.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                        | VECTRUS INC COMMON STOCK USD.01                               | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $42487.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                               | VERA BRADLEY INC COMMON STOCK                                 | CUSIP: 92335C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2034 | NS      | $9214.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                   | VERACYTE INC COMMON STOCK USD.001                             | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21410 | NS      | $508059.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                             | VERINT SYSTEMS INC COMMON STOCK USD.001                       | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      1067 | NS      | $38710.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                           | VERITEX HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      3741 | NS      | $105047.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                             | VERITIV CORP COMMON STOCK USD.01                              | CUSIP: 923454102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1106 | NS      | $134611.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                             | VERICEL CORP COMMON STOCK                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     22687 | NS      | $597575.58    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                     | VIASAT INC COMMON STOCK USD.0001                              | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      5154 | NS      | $163124.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                            | VIAVI SOLUTIONS INC COMMON STOCK USD.001                      | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53887 | NS      | $566352.37    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc.                        | VIKING THERAPEUTICS INC COMMON STOCK USD.00001                | CUSIP: 92686J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4579 | NS      | $43042.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                           | BIGLARI HOLDINGS INC COMMON STOCK                             | CUSIP: 08986R309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $14157.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc.                           | BIGLARI HOLDINGS INC COMMON STOCK                             | CUSIP: 08986R408<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $2067.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                   | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01              | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     31898 | NS      | $366189.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BioXcel Therapeutics Inc.                       | BIOXCEL THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 09075P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $14112.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                           | BJ'S RESTAURANTS INC COMMON STOCK                             | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1781 | NS      | $46982.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc.                                    | BLUCORA INC COMMON STOCK USD.0001                             | CUSIP: 095229100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $62140.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                            | BLUE FOUNDRY BANCORP COMMON STOCK USD.01                      | CUSIP: 09549B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $11719.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc.                      | BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0                 | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $8518.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| bluebird bio Inc.                               | BLUEBIRD BIO INC COMMON STOCK USD.01                          | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3230 | NS      | $22351.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc.                          | BLUELINX HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 09624H208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       893 | NS      | $63501.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                           | BOISE CASCADE CO COMMON STOCK USD.01                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3470 | NS      | $238284.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                      | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1901 | NS      | $187419.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc.                             | ALBIREO PHARMA INC COMMON STOCK USD.01                        | CUSIP: 01345P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27015 | NS      | $583794.15    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                               | ALCOA CORP COMMON STOCK USD.01                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     11756 | NS      | $534545.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corporation                    | ALERUS FINANCIAL CORP COMMON STOCK USD1.0                     | CUSIP: 01446U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $21108.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Co Inc                                 | AZEK CO INC/THE COMMON STOCK                                  | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9070 | NS      | $184302.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                | BandG FOODS INC COMMON STOCK USD.01                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1941 | NS      | $21642.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alico Inc.                                      | ALICO INC COMMON STOCK USD1.0                                 | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $15515.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                        | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1247 | NS      | $84783.53     | 0.06%             |  |  |  | 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        |     15000 | NS      | $450300.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                   | ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4266 | NS      | $160657.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc.                                | BCB BANCORP INC COMMON STOCK                                  | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1477 | NS      | $26571.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                       | BOK FINANCIAL CORP COMMON STOCK USD.00006                     | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      2998 | NS      | $311162.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corporation                     | BK TECHNOLOGIES CORP COMMON STOCK USD.6                       | CUSIP: 05587G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $6972.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BM Technologies Inc.                            | BM TECHNOLOGIES INC COMMON STOCK USD.0001                     | CUSIP: 05591L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $1912.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc.                 | ALLIED MOTION TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       300 | NS      | $10443.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc.                      | ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4442 | NS      | $27940.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF INC.                                       | BGSF INC COMMON STOCK USD.01                                  | CUSIP: 05601C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $12256.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                             | BALCHEM CORP COMMON STOCK USD.0667                            | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4970 | NS      | $606886.70    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc.                                   | ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK USD.01            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     10106 | NS      | $178269.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                               | GENIE ENERGY LTD COMMON STOCK                                 | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $10340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                         | BANC OF CALIFORNIA INC COMMON STOCK USD.01                    | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      5646 | NS      | $89940.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                           | BANK OF MARIN BANCORP COMMON STOCK                            | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1851 | NS      | $60860.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                         | GENWORTH FINANCIAL INC COMMON STOCK USD.001                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     34509 | NS      | $182552.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Geospace Technologies Corporation               | GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01                | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $2177.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                        | BANK OZK COMMON STOCK                                         | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8504 | NS      | $340670.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BankFinancial Corporation                       | BANKFINANCIAL CORP COMMON STOCK USD.01                        | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2146 | NS      | $22597.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                    | GERMAN AMERICAN BANCORP INC COMMON STOCK                      | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |       755 | NS      | $28161.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                       | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14406 | NS      | $660947.28    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                 | BANKUNITED INC COMMON STOCK USD.01                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      7029 | NS      | $238775.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                              | BANNER CORP COMMON STOCK USD.01                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3379 | NS      | $213552.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc.                   | BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       400 | NS      | $11772.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                           | BAR HARBOR BANKSHARES COMMON STOCK USD2.0                     | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1690 | NS      | $54147.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                          | GLATFELTER CORP COMMON STOCK USD.01                           | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      4610 | NS      | $12815.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                             | GLOBUS MEDICAL INC COMMON STOCK USD.001                       | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9920 | NS      | $736758.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes and Noble Education Inc.                 | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01            | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      4024 | NS      | $7042.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                               | BARNES GROUP INC COMMON STOCK USD.01                          | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      4989 | NS      | $203800.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                 | GLOBE LIFE INC COMMON STOCK USD1.0                            | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $82456.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Indemnity Group LLC                      | GLOBAL INDEMNITY GROUP LLC COMMON STOCK NPV                   | CUSIP: 37959R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1124 | NS      | $26200.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                  | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01             | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $46360.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Incorporated       | BASSETT FURNITURE INDUSTRIES I COMMON STOCK USD5.0            | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1234 | NS      | $21446.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Resource Corporation                       | GOLD RESOURCE CORP COMMON STOCK USD.001                       | CUSIP: 38068T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $10557.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company            | GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     19283 | NS      | $195722.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                     | BAYCOM CORP COMMON STOCK                                      | CUSIP: 07272M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $21352.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc.                      | BEACON ROOFING SUPPLY INC COMMON STOCK USD.01                 | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      4604 | NS      | $243045.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc.                       | MERCER INTERNATIONAL INC COMMON STOCK USD1.0                  | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |      7458 | NS      | $86811.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                               | MERCHANTS BANCORP COMMON STOCK                                | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1376 | NS      | $33464.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beasley Broadcast Group Inc.                    | BEASLEY BROADCAST GROUP INC COMMON STOCK USD.001              | CUSIP: 074014101<br>LEI: 549300R5FEOSY86VTY76 | Long             | EC               | CORP              | US        |       502 | NS      | $461.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc.                           | BEAZER HOMES USA INC COMMON STOCK USD.001                     | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      3089 | NS      | $39415.64     | 0.03%             |  |  |  | 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        |      2355 | NS      | $105362.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                     | MERCURY GENERAL CORP COMMON STOCK                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      3607 | NS      | $123359.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc.                                   | BEL FUSE INC COMMON STOCK USD.1                               | CUSIP: 077347300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1641 | NS      | $54021.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                     | BELDEN INC COMMON STOCK USD.01                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2104 | NS      | $151277.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc.                        | MERIDIAN BIOSCIENCE INC COMMON STOCK                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      2202 | NS      | $73128.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                      | MERITAGE HOMES CORP COMMON STOCK USD.01                       | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2251 | NS      | $207542.20    | 0.14%             |  |  |  | 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        |      4416 | NS      | $113226.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                      | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      3813 | NS      | $101768.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Air Group Inc.                             | MESA AIR GROUP INC COMMON STOCK                               | CUSIP: 590479135<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $2140.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                          | MESA LABORATORIES INC COMMON STOCK                            | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $28089.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc.                    | BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01               | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4838 | NS      | $144656.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc.                         | BERRY GLOBAL GROUP INC COMMON STOCK USD.01                    | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      7897 | NS      | $477215.71    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                         | META FINANCIAL GROUP INC COMMON STOCK USD.01                  | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2595 | NS      | $111714.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                        | METHODE ELECTRONICS INC COMMON STOCK USD.5                    | CUSIP: 591520200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2971 | NS      | $131823.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation                               | BERRY PETROLEUM CORP COMMON STOCK USD.001                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $40496.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corporation                | BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01                 | CUSIP: 08915P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2004 | NS      | $17695.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Big Lots Inc.                                   | BIG LOTS INC COMMON STOCK USD.01                              | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2901 | NS      | $42644.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                             | GRIFFON CORP COMMON STOCK USD.25                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      2832 | NS      | $101357.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                       | METROCITY BANKSHARES INC COMMON STOCK                         | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $13778.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                 | METROPOLITAN BANK HOLDING CORP COMMON STOCK                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $44706.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                    | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $48455.40     | 0.03%             |  |  |  | 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        |      1465 | NS      | $264242.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc.                        | GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0                | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $10149.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc.                                     | GUESS? INC COMMON STOCK USD.01                                | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      5350 | NS      | $110691.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid Penn Bancorp Inc.                           | MID PENN BANCORP INC COMMON STOCK USD1.0                      | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $35844.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                     | MIDLAND STATES BANCORP INC COMMON STOCK USD.01                | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1553 | NS      | $41340.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Island Fabrication Inc.                    | GULF ISLAND FABRICATION INC COMMON STOCK                      | CUSIP: 402307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3019 | NS      | $15487.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                         | HF SINCLAIR CORP COMMON STOCK                                 | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8800 | NS      | $456632.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc.                 | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01            | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $42640.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                | HERMAN MILLER INC COMMON STOCK USD.2                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1105 | NS      | $23216.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                 | HNI CORP COMMON STOCK USD1.0                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1502 | NS      | $42701.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group Inc.                   | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01              | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      4728 | NS      | $76499.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Company                         | HALLADOR ENERGY CO COMMON STOCK USD.01                        | CUSIP: 40609P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1635 | NS      | $16333.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallmark Financial Services Inc.                | HALLMARK FINANCIAL SERVICES IN COMMON STOCK USD.18            | CUSIP: 40624Q302<br>LEI: 549300QVZIZ17RUE4C20 | Long             | EC               | CORP              | US        |      4008 | NS      | $2341.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc.                          | MILLER INDUSTRIES INC/TN COMMON STOCK USD.01                  | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1434 | NS      | $38230.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                      | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      2317 | NS      | $140688.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc.                      | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 40637H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12660 | NS      | $720354.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                     | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7556 | NS      | $365634.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                     | HANMI FINANCIAL CORP COMMON STOCK USD.001                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3082 | NS      | $76279.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc.                          | HARBORONE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 41165Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4217 | NS      | $58616.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                        | STRATEGIC EDUCATION INC COMMON STOCK USD.01                   | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1691 | NS      | $132439.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corporation                   | STRATTEC SECURITY CORP COMMON STOCK USD.01                    | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       924 | NS      | $18988.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                            | HARLEY-DAVIDSON INC COMMON STOCK USD.01                       | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      3482 | NS      | $144851.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                   | HARMONIC INC COMMON STOCK USD.001                             | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      6756 | NS      | $88503.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc.                         | STRATUS PROPERTIES INC COMMON STOCK USD.01                    | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      1025 | NS      | $19772.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                     | STRIDE INC COMMON STOCK USD.0001                              | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2888 | NS      | $90336.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc.                           | SUMMIT MATERIALS INC COMMON STOCK USD.01                      | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5117 | NS      | $145258.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                             | SUNCOKE ENERGY INC COMMON STOCK USD.01                        | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      6433 | NS      | $55516.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc.               | SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001           | CUSIP: 86745K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2399 | NS      | $43205.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                             | ALLY FINANCIAL INC COMMON STOCK USD.01                        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     13504 | NS      | $330172.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc.                       | ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001                | CUSIP: 02128L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1696 | NS      | $22370.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc.                           | ALTO INGREDIENTS INC COMMON STOCK USD.001                     | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      3300 | NS      | $9504.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                   | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001             | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      4484 | NS      | $267919.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                     | AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2221 | NS      | $51171.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc.                      | AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      2550 | NS      | $44472.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                   | AMEDISYS INC COMMON STOCK USD.001                             | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $11361.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                            | AMERANT BANCORP INC COMMON STOCK USD.1                        | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2770 | NS      | $74346.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                          | AMERCO COMMON STOCK                                           | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4257 | NS      | $234049.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing Holdings Inc.   | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01           | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9766 | NS      | $76370.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                  | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01             | CUSIP: 02553E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15528 | NS      | $216770.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Unifi Inc.                                      | UNIFI INC COMMON STOCK USD.1                                  | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      2453 | NS      | $21120.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                            | UNIFIRST CORP/MA COMMON STOCK USD.1                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       667 | NS      | $128724.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                  | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1                  | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     14979 | NS      | $190532.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                   | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2905 | NS      | $124450.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The First Bancshares Inc.                       | FIRST BANCSHARES INC/THE COMMON STOCK USD1.0                  | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      1916 | NS      | $61331.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                      | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01                    | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $12384.00     | 0.01%             |  |  |  | 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        |      5484 | NS      | $969955.08    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AlerisLife Inc.                                 | FIVE STAR SENIOR LIVING INC COMMON STOCK USD.01               | CUSIP: 33832D205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $1155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                         | FIVE POINT HOLDINGS LLC COMMON STOCK                          | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2659 | NS      | $6195.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                           | FLOWSERVE CORP COMMON STOCK USD1.25                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       699 | NS      | $21445.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluent Inc.                                     | FLUENT INC COMMON STOCK                                       | CUSIP: 34380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $6104.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corporation                  | FLUSHING FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2921 | NS      | $56608.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc.                               | FOSSIL GROUP INC COMMON STOCK USD.01                          | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      3231 | NS      | $13925.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L.B. Foster Company                             | LB FOSTER CO COMMON STOCK USD.01                              | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      1699 | NS      | $16446.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                       | FOX FACTORY HOLDING CORP COMMON STOCK USD.001                 | CUSIP: 35138V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9668 | NS      | $882011.64    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc.                            | FRANCHISE GROUP INC COMMON STOCK USD.01                       | CUSIP: 35180X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       454 | NS      | $10814.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc.                      | FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0                 | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      1783 | NS      | $12570.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries Incorporated                | FRIEDMAN INDUSTRIES INC COMMON STOCK USD1.0                   | CUSIP: 358435105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $14792.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc              | FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1135 | NS      | $28919.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.               | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001           | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $12974.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                  | INTERFACE INC COMMON STOCK USD.1                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2884 | NS      | $28465.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                               | INTERDIGITAL INC COMMON STOCK USD.01                          | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $73725.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation            | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      4680 | NS      | $214156.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc.                   | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001            | CUSIP: 46116X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10652 | NS      | $563703.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                            | INTREPID POTASH INC COMMON STOCK USD.001                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1117 | NS      | $32247.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corporation                    | INVESTAR HOLDING CORP COMMON STOCK USD1.0                     | CUSIP: 46134L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $10765.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                         | INVESTORS TITLE CO COMMON STOCK                               | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $27886.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                              | IROBOT CORP COMMON STOCK USD.01                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      1143 | NS      | $55012.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc.                         | ITEOS THERAPEUTICS INC COMMON STOCK                           | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1538 | NS      | $30037.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                      | ITRON INC COMMON STOCK                                        | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1487 | NS      | $75316.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation          | OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0            | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15344 | NS      | $370557.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                              | OLYMPIC STEEL INC COMMON STOCK                                | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1438 | NS      | $48288.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OMNIAB INC COMMON STOCK USD.0001                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $11163.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                     | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                        | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OmniAb Inc.                                     | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                       | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 1-800-FLOWERS.COM Inc.                          | 1-800-FLOWERS.COM INC COMMON STOCK USD.01                     | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3196 | NS      | $30553.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                           | ONEMAIN HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      1639 | NS      | $54595.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                    | ONESPAN INC COMMON STOCK USD.001                              | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      1048 | NS      | $11727.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                              | PC CONNECTION INC COMMON STOCK USD.01                         | CUSIP: 69318J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $112137.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                     | PCB BANCORP COMMON STOCK                                      | CUSIP: 69320M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $14788.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corporation                      | PCSB FINANCIAL CORP COMMON STOCK USD.01                       | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1342 | NS      | $25551.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc.                                 | PDC ENERGY INC COMMON STOCK USD.01                            | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      6240 | NS      | $396115.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                              | PDL BIOPHARMA INC COMMON STOCK USD.01                         | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      5434 | NS      | $6357.78      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PGT Innovations Inc.                            | PGT INNOVATIONS INC COMMON STOCK USD.01                       | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2094 | NS      | $37608.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                               | PJT PARTNERS INC COMMON STOCK                                 | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      7013 | NS      | $516787.97    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                  | PRA GROUP INC COMMON STOCK USD.01                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      3071 | NS      | $103738.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                       | PVH CORP COMMON STOCK USD1.0                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3840 | NS      | $271065.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc.                    | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01               | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      6740 | NS      | $212714.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                 | PACWEST BANCORP COMMON STOCK                                  | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      8040 | NS      | $184518.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation              | UNITED STATES CELLULAR CORP COMMON STOCK USD1.0               | CUSIP: 911684108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2963 | NS      | $61778.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                          | US FOODS HOLDING CORP COMMON STOCK USD.01                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5723 | NS      | $194696.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                 | UNITED STATES STEEL CORP COMMON STOCK USD1.0                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      8605 | NS      | $215555.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                       | VILLAGE SUPER MARKET INC COMMON STOCK                         | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $15953.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corporation                          | VIRCO MANUFACTURING CORP COMMON STOCK USD.01                  | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $5424.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc.                     | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      9510 | NS      | $205130.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                     | VISHAY PRECISION GROUP INC COMMON STOCK                       | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $65163.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                              | VISTA OUTDOOR INC COMMON STOCK USD.01                         | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      3701 | NS      | $90193.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                    | VISTRA ENERGY CORP COMMON STOCK                               | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $82963.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                     | FASTLY INC COMMON STOCK USD.00002                             | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4758 | NS      | $38968.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation       | FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0             | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       594 | NS      | $66949.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                      | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      3670 | NS      | $170544.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group Inc.                    | FIESTA RESTAURANT GROUP INC COMMON STOCK USD.01               | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1348 | NS      | $9907.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc.                     | FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01                | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1481 | NS      | $36077.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                     | FIRST ADVANTAGE CORP COMMON STOCK USD.001                     | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1878 | NS      | $24414.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                  | LIONS GATE ENTERTAINMENT CORP COMMON STOCK NPV                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      5809 | NS      | $33169.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                  | LIONS GATE ENTERTAINMENT CORP COMMON STOCK                    | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      9367 | NS      | $50862.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                              | LITHIA MOTORS INC COMMON STOCK                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3859 | NS      | $790091.66    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                          | LIVERAMP HOLDINGS INC COMMON STOCK USD.1                      | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $19877.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc.                       | LUMBER LIQUIDATORS HOLDINGS IN COMMON STOCK USD.001           | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1480 | NS      | $8317.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                         | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     22539 | NS      | $117653.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corporation                      | LUTHER BURBANK CORP COMMON STOCK                              | CUSIP: 550550107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $18820.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                             | LUXFER HOLDINGS PLC COMMON STOCK USD.5                        | CUSIP: 550678106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       633 | NS      | $8684.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc.                                       | MBIA INC COMMON STOCK USD1.0                                  | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      1892 | NS      | $24312.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                            | MDC HOLDINGS INC COMMON STOCK USD.01                          | CUSIP: 552676108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5127 | NS      | $162013.20    | 0.11%             |  |  |  | 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        |      6708 | NS      | $203520.72    | 0.13%             |  |  |  | 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        |      9993 | NS      | $129909.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                            | MGP INGREDIENTS INC COMMON STOCK                              | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $60742.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                  | M/I HOMES INC COMMON STOCK USD.01                             | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2195 | NS      | $101365.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc.                                 | MRC GLOBAL INC COMMON STOCK USD.01                            | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2745 | NS      | $31787.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                             | MVB FINANCIAL CORP COMMON STOCK USD1.0                        | CUSIP: 553810102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $6606.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc.                                  | MYR GROUP INC COMMON STOCK USD.01                             | CUSIP: 55405W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1212 | NS      | $111588.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.        | MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8646 | NS      | $544525.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corporation                       | MACATAWA BANK CORP COMMON STOCK                               | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5091 | NS      | $56153.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                     | MACY'S INC COMMON STOCK USD.01                                | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13806 | NS      | $285093.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                              | STEVEN MADDEN LTD COMMON STOCK USD.0001                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1460 | NS      | $46661.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.       | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01            | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1748 | NS      | $78607.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc.               | UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01            | CUSIP: 91359V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3287 | NS      | $34809.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc.                 | INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      4400 | NS      | $20240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                     | INGLES MARKETS INC COMMON STOCK USD.05                        | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1365 | NS      | $131667.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                          | INGREDION INC COMMON STOCK USD.01                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2898 | NS      | $283801.14    | 0.19%             |  |  |  | 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        |      2190 | NS      | $219591.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                             | INSMED INC COMMON STOCK USD.01                                | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19185 | NS      | $383316.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                   | INNOSPEC INC COMMON STOCK USD.01                              | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1794 | NS      | $184530.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                         | INSTEEL INDUSTRIES INC COMMON STOCK                           | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $46481.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc.                                     | INOGEN INC COMMON STOCK USD.001                               | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1678 | NS      | $33073.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                   | INNOVIVA INC COMMON STOCK                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      5440 | NS      | $72080.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation       | INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01             | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      9853 | NS      | $552457.71    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                    | INTEGER HOLDINGS CORP COMMON STOCK USD.001                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      2433 | NS      | $166563.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FONAR Corporation                               | FONAR CORP COMMON STOCK USD.0001                              | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $7755.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                                | FOOT LOCKER INC COMMON STOCK USD.01                           | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      6590 | NS      | $249036.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Heartland Financial USA Inc.                    | HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0               | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      2917 | NS      | $135990.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                            | HECLA MINING CO COMMON STOCK USD.25                           | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     34470 | NS      | $191653.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick and Struggles International Inc.       | HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01          | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      1672 | NS      | $46765.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                        | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001                  | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9146 | NS      | $497908.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.               | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK                   | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     12029 | NS      | $88774.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                        | HELMERICH and PAYNE INC COMMON STOCK USD.1                    | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4826 | NS      | $239224.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                          | HERITAGE COMMERCE CORP COMMON STOCK                           | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      5322 | NS      | $69186.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                              | HERC HOLDINGS INC COMMON STOCK USD.01                         | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       249 | NS      | $32760.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                  | HERITAGE FINANCIAL CORP/WA COMMON STOCK                       | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2815 | NS      | $86251.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc.                     | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK USD.01                | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1877 | NS      | $60964.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001          | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       657 | NS      | $1182.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corporation                               | HESKA CORP COMMON STOCK USD.001                               | CUSIP: 42805E306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $6402.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                              | HEXCEL CORP COMMON STOCK USD.01                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12990 | NS      | $764461.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc.                                    | HIBBETT SPORTS INC COMMON STOCK USD.01                        | CUSIP: 428567101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $74905.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                | HILLENBRAND INC COMMON STOCK                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      2144 | NS      | $91484.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                           | HILLTOP HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      4528 | NS      | $135885.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings The             | HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0            | CUSIP: 433323102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $19041.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                               | HOME BANCORP INC COMMON STOCK USD.01                          | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $36107.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                 | HOMESTREET INC COMMON STOCK                                   | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1802 | NS      | $49699.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                       | HOMETRUST BANCSHARES INC COMMON STOCK                         | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $13535.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Honest Company Inc.                         | HONEST CO INC/THE COMMON STOCK USD.001                        | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4669 | NS      | $14053.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corporation                     | OCWEN FINANCIAL CORP COMMON STOCK USD.01                      | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       315 | NS      | $9632.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation of America                  | OIL-DRI CORP OF AMERICA COMMON STOCK USD.1                    | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       531 | NS      | $17809.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc.                   | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4041 | NS      | $30145.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                            | OLD NATIONAL BANCORP/IN COMMON STOCK                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     18139 | NS      | $326139.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc.                         | OLD SECOND BANCORP INC COMMON STOCK USD1.0                    | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      2721 | NS      | $43644.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                | OLIN CORP COMMON STOCK USD1.0                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1947 | NS      | $103074.18    | 0.07%             |  |  |  | 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        |       334 | NS      | $15644.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer