# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056605
**Filing Date:** 2025-8
**Character Count:** 924564
**Document Hash:** a0e34dee727638681d17993a59205787
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056605.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056605

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275431

**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

### Total Stock Market Index Trust (Series ID: S000008325)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022759 | NAV          | JAFEX           |
| C000022760 | Series I     | JETSX           |
| C000022761 | Series II    | JAFFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** Total Stock Market Index Trust

- **b. EDGAR series identifier (if any):** S000008325

- **c. LEI of Series:** 549300B3U486VL3U2L36

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1071314140.47

**Total Liabilities:** $125659.04

**Net Assets:** $1071188481.43

**Cash Not Reported:** $2608079.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022759 | -0.59%               | 6.42%                | 5.10%                |
| Class ID C000022760 | -0.55%               | 6.38%                | 5.10%                |
| Class ID C000022761 | -0.55%               | 6.36%                | 5.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1033819.83             | $-1740363.60                               |
| Month 2  | $-70107.12               | $58661604.90                               |
| Month 3  | $1414546.49              | $48209668.00                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First Solar Inc.                                      | FIRST SOLAR INC COMMON STOCK USD.001                      | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1776 | NS      | $293999.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corporation                                | 1ST SOURCE CORP COMMON STOCK                              | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $27559.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc.                     | FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01        | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1058 | NS      | $16970.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstSun Capital Bancorp                              | FIRSTSUN CAPITAL BANCORP COMMON STOCK                     | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $17270.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc.                               | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $100679.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                           | FISERV INC COMMON STOCK USD.01                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      9317 | NS      | $1606343.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FIRSTENERGY CORP COMMON STOCK USD.1                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      9600 | NS      | $386496.00    | 0.04%             |  |  |  | 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        |       920 | NS      | $120685.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                            | FIVE9 INC COMMON STOCK USD.001                            | CUSIP: 338307101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1266 | NS      | $33523.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                     | FIVE STAR BANCORP COMMON STOCK                            | CUSIP: 33830T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $14869.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc.                          | GERMAN AMERICAN BANCORP INC COMMON STOCK                  | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |       701 | NS      | $26995.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corporation                                     | GERON CORP COMMON STOCK USD.001                           | CUSIP: 374163103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10825 | NS      | $15263.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc.                            | GETTY IMAGES HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7425 | NS      | $12325.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp.                                    | GETTY REALTY CORP REIT USD.01                             | CUSIP: 374297109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       995 | NS      | $27501.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                             | GEVO INC COMMON STOCK                                     | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      4295 | NS      | $5669.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc.                             | GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $30798.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                  | GILEAD SCIENCES INC COMMON STOCK USD.001                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     20676 | NS      | $2292348.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc.                         | GINKGO BIOWORKS HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $9157.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GitLab Inc.                                           | GITLAB INC COMMON STOCK USD.0000025                       | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2344 | NS      | $105737.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group Inc.                     | GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005     | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8247 | NS      | $51956.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Company                             | GLOBAL INDUSTRIAL CO COMMON STOCK USD.01                  | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $16962.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc.                                       | GLOBALSTAR INC COMMON STOCK USD.0001                      | CUSIP: 378973507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2114 | NS      | $49784.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc.                                 | GLOBAL NET LEASE INC REIT USD.01                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      4033 | NS      | $30449.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | GLOBAL PAYMENTS INC COMMON STOCK                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      4097 | NS      | $327923.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc.                              | GLOBAL MEDICAL REIT INC REIT                              | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      1473 | NS      | $10207.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc.                                   | GLOBUS MEDICAL INC COMMON STOCK USD.001                   | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1889 | NS      | $111488.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | GLOBE LIFE INC COMMON STOCK USD1.0                        | CUSIP: 37959E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $173260.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                          | GODADDY INC COMMON STOCK USD.001                          | CUSIP: 380237107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2276 | NS      | $409816.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc.                                             | GOGO INC COMMON STOCK USD.0001                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2218 | NS      | $32560.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc.                             | GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01              | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       508 | NS      | $14950.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group Inc.                          | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5170 | NS      | $3659067.50   | 0.34%             |  |  |  | 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        |      4746 | NS      | $49216.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc.                              | GOOSEHEAD INSURANCE INC COMMON STOCK USD.01               | CUSIP: 38267D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $43153.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gorman-Rupp Company                               | GORMAN-RUPP CO/THE COMMON STOCK                           | CUSIP: 383082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $15752.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc.                                     | GOSSAMER BIO INC COMMON STOCK USD.0001                    | CUSIP: 38341P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4339 | NS      | $5336.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                            | GRACO INC COMMON STOCK USD1.0                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2818 | NS      | $242263.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                           | GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01            | CUSIP: 384313508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5270 | NS      | $5125.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Corporation                                    | GRAHAM CORP COMMON STOCK USD.1                            | CUSIP: 384556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $10892.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                     | GRANITE CONSTRUCTION INC COMMON STOCK USD.01              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       709 | NS      | $66298.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc.                          | GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001         | CUSIP: 387432107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2762 | NS      | $17593.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                     | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01          | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4974 | NS      | $104802.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                       | GRAY MEDIA INC COMMON STOCK                               | CUSIP: 389375106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1666 | NS      | $7546.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge and Dock Corporation               | GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001    | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      1333 | NS      | $16249.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc.                           | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01            | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       294 | NS      | $17281.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                             | GREEN BRICK PARTNERS INC COMMON STOCK USD.01              | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       752 | NS      | $47285.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corporation                                 | GREEN DOT CORP COMMON STOCK USD.001                       | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1056 | NS      | $11383.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                     | GREEN PLAINS INC COMMON STOCK USD.001                     | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      1436 | NS      | $8659.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies Inc.                         | GREENBRIER COS INC/THE COMMON STOCK                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       518 | NS      | $23853.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc.                            | GREENE COUNTY BANCORP INC COMMON STOCK USD.1              | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       368 | NS      | $8176.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc.                                            | GREIF INC COMMON STOCK                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       451 | NS      | $29310.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                           | GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1487 | NS      | $17174.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.                         | AMERICAN HEALTHCARE REIT INC REIT USD.01                  | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2548 | NS      | $93613.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                                | PEAKSTONE REALTY TRUST REIT                               | CUSIP: 39818P799<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $7846.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                   | GRIFFON CORP COMMON STOCK USD.25                          | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       783 | NS      | $56665.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc.                                           | GRINDR INC COMMON STOCK USD.0001                          | CUSIP: 39854F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2975 | NS      | $67532.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                          | GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001          | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $20617.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc.                               | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       218 | NS      | $95202.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc.                                           | GUESS? INC COMMON STOCK USD.01                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | CH        |       937 | NS      | $11328.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc.                               | GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1386 | NS      | $326333.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corporation                           | GULFPORT ENERGY CORP COMMON STOCK USD.0001                | CUSIP: 402635502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $59747.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyre Therapeutics Inc.                                | GYRE THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |      1460 | NS      | $10731.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| News Corporation                                      | NEWS CORP COMMON STOCK USD.01                             | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5508 | NS      | $163697.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                      | OLIN CORP COMMON STOCK USD1.0                             | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1926 | NS      | $38693.34     | 0.00%             |  |  |  | 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        |      1019 | NS      | $134283.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                              | OLO INC COMMON STOCK USD.001                              | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2155 | NS      | $19179.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                                    | OLYMPIC STEEL INC COMMON STOCK                            | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       248 | NS      | $8082.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | OMNICOM GROUP INC COMMON STOCK USD.15                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3241 | NS      | $233157.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc.                       | OMEGA HEALTHCARE INVESTORS INC REIT USD.1                 | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      4653 | NS      | $170532.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc.                                       | OMEGA FLEX INC COMMON STOCK USD.01                        | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $5698.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc.                                         | OMNICELL INC COMMON STOCK USD.001                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       790 | NS      | $23226.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corporation                          | ON SEMICONDUCTOR CORP COMMON STOCK USD.01                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6978 | NS      | $365716.98    | 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        |      3102 | NS      | $5397.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                           | OMNIAB INC - 12.5 EARNOUT COMMON STOCK                    | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $78.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc.                                           | OMNIAB INC - 15.00 EARNOUT COMMON STOCK                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $66.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Gas Inc.                                          | ONE GAS INC COMMON STOCK                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1003 | NS      | $72075.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                           | ONE LIBERTY PROPERTIES INC REIT USD1.0                    | CUSIP: 682406103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $8708.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                  | ONTO INNOVATION INC COMMON STOCK                          | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $82459.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc.                                             | OOMA INC COMMON STOCK                                     | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $5559.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                            | OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001           | CUSIP: 683712103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12349 | NS      | $6582.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Open Lending Corporation                              | OPEN LENDING CORP COMMON STOCK                            | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3597 | NS      | $6978.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc.                                      | OPKO HEALTH INC COMMON STOCK USD.01                       | CUSIP: 68375N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11857 | NS      | $15651.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc.                             | OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $14074.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | ORACLE CORP COMMON STOCK USD.01                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     46270 | NS      | $10116010.10  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                 | FLOWSERVE CORP COMMON STOCK USD1.25                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2167 | NS      | $113442.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA OPIANT PHARMACE COMMON STOCK                   | CONTRA OPIANT PHARMACE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        87 | NS      | $56.55        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Option Care Health Inc.                               | OPTION CARE HEALTH INC COMMON STOCK USD.0001              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2742 | NS      | $89060.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc.                                   | FLUENCE ENERGY INC COMMON STOCK USD.00001                 | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2273 | NS      | $15251.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc.                                | STANDARD BIOTOOLS INC COMMON STOCK USD.001                | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |      6836 | NS      | $8203.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA OPTINOSE INC COMMON STOCK                      | CONTRA OPTINOSE INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       230 | NS      | $138.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Orchid Island Capital Inc.                            | ORCHID ISLAND CAPITAL INC REIT USD.01                     | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |      1742 | NS      | $12211.42     | 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        |       729 | NS      | $8660.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc.                                      | FOOT LOCKER INC COMMON STOCK USD.01                       | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1586 | NS      | $38857.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                           | ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 68621F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2294 | NS      | $8396.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc.                                   | ORIGIN BANCORP INC COMMON STOCK                           | CUSIP: 68621T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       590 | NS      | $21086.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | FORD MOTOR CO COMMON STOCK USD.01                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     64656 | NS      | $701517.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                                   | FORESTAR GROUP INC COMMON STOCK USD1.0                    | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       890 | NS      | $17800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc.                             | ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001            | CUSIP: 68622P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $13418.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon and Co.                                       | ORGANON and CO COMMON STOCK USD.01                        | CUSIP: 68622V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4225 | NS      | $40898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc.                                       | FORMFACTOR INC COMMON STOCK USD.001                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1318 | NS      | $45352.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc.                                         | FORTINET INC COMMON STOCK USD.001                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     12680 | NS      | $1340529.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                               | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1012 | NS      | $84765.12     | 0.01%             |  |  |  | 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        |       351 | NS      | $11172.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | FORTIVE CORP COMMON STOCK USD.01                          | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5611 | NS      | $292501.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd.                                    | FTAI AVIATION LTD COMMON STOCK USD1.0                     | CUSIP: 34960P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $196258.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                                 | ORTHOPEDIATRICS CORP COMMON STOCK USD.00025               | CUSIP: 68752L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $9343.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc.                                 | ORTHOFIX MEDICAL INC COMMON STOCK USD.1                   | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $8128.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc.                       | FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2019 | NS      | $103938.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                                 | FORTREA HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 34965K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1556 | NS      | $7686.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                | OTTER TAIL CORP COMMON STOCK USD5.0                       | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $54425.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc.                                           | OUSTER INC COMMON STOCK USD.0001                          | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $20952.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                               | FORWARD AIR CORP COMMON STOCK USD.01                      | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $12932.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                      | FOUR CORNERS PROPERTY TRUST IN REIT USD.0001              | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1717 | NS      | $46204.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                                   | OUTFRONT MEDIA INC REIT USD.01                            | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2653 | NS      | $43296.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Inc.                                           | BEYOND INC COMMON STOCK USD.0001                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       999 | NS      | $6873.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                              | CUSIP: 35137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3108 | NS      | $174172.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | FOX CORP COMMON STOCK USD.01                              | CUSIP: 35137L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $229495.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc.                                          | OVINTIV INC COMMON STOCK                                  | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4261 | NS      | $162131.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens and Minor Inc.                                  | OWENS and MINOR INC COMMON STOCK USD2.0                   | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1333 | NS      | $12130.30     | 0.00%             |  |  |  | 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        |       737 | NS      | $19117.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc.                        | FRANKLIN BSP REALTY TRUST INC REIT USD.01                 | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1579 | NS      | $16879.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | OWENS CORNING COMMON STOCK USD.001                        | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1409 | NS      | $193765.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc.                                | OXFORD INDUSTRIES INC COMMON STOCK USD1.0                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       267 | NS      | $10746.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc.                                         | FRESHPET INC COMMON STOCK USD.001                         | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       813 | NS      | $55251.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                       | FRESHWORKS INC COMMON STOCK USD.00001                     | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4060 | NS      | $60534.60     | 0.01%             |  |  |  | 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        |      1969 | NS      | $42668.23     | 0.00%             |  |  |  | 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        |       465 | NS      | $30587.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc.                                    | PDF SOLUTIONS INC COMMON STOCK USD.00015                  | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       785 | NS      | $16783.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc.                                    | PDL BIOPHARMA INC COMMON STOCK USD.01                     | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |      1734 | NS      | $277.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontdoor Inc.                                        | FRONTDOOR INC COMMON STOCK USD.01                         | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250 | NS      | $73675.00     | 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        |      4134 | NS      | $150477.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                    | PGandE CORP COMMON STOCK                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     35379 | NS      | $493183.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                     | PJT PARTNERS INC COMMON STOCK USD.01                      | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       383 | NS      | $63198.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc.                          | FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 35909R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3990 | NS      | $14483.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc.                                   | FRONTVIEW REIT INC REIT USD.01                            | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $5472.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group Inc.                 | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      6534 | NS      | $1218068.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                      | TXNM ENERGY INC COMMON STOCK                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1500 | NS      | $84480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc.                              | FTAI INFRASTRUCTURE INC COMMON STOCK USD.01               | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2273 | NS      | $14024.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc.                                           | FUBOTV INC COMMON STOCK                                   | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5719 | NS      | $22075.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc.                                   | PPG INDUSTRIES INC COMMON STOCK USD1.66666                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3745 | NS      | $425993.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL CORP COMMON STOCK USD.01                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     12213 | NS      | $413898.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc.                             | FULCRUM THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1126 | NS      | $7746.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc.                                 | FULGENT GENETICS INC COMMON STOCK USD.0001                | CUSIP: 359664109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $11669.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                        | PRA GROUP INC COMMON STOCK USD.01                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       695 | NS      | $10251.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                              | P10 INC COMMON STOCK USD.001                              | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $10342.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                                   | HB FULLER CO COMMON STOCK USD1.0                          | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       919 | NS      | $55277.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                          | FULTON FINANCIAL CORP COMMON STOCK USD2.5                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      2873 | NS      | $51828.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc.                                              | P10 HOLDINGS INC COMMON STOCK                             | CUSIP: 69376K205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $6796.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACS Group Inc.                                       | PACS GROUP INC COMMON STOCK USD.001                       | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2681 | NS      | $34638.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                      | GATX CORP COMMON STOCK USD.625                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       597 | NS      | $91675.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The GEO Group Inc.                                    | GEO GROUP INC/THE COMMON STOCK USD.01                     | CUSIP: 36162J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2326 | NS      | $55707.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc.                | PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001        | CUSIP: 69404D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4764 | NS      | $5907.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Premier Bancorp Inc.                          | PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1621 | NS      | $34186.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC SR COMMON STOCK                   | ESC GCI LIBERTY INC SR COMMON STOCK                       | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |       746 | NS      | $16710.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc.                               | PACIRA BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $18737.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | PACKAGING CORP OF AMERICA COMMON STOCK USD.01             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1480 | NS      | $278906.00    | 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        |       643 | NS      | $69926.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                    | GXO LOGISTICS INC COMMON STOCK USD.01                     | CUSIP: 36262G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2006 | NS      | $97692.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc.                                        | PAGERDUTY INC COMMON STOCK USD.000005                     | CUSIP: 69553P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $23470.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                            | PALANTIR TECHNOLOGIES INC COMMON STOCK USD.001            | CUSIP: 69608A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37152 | NS      | $5064560.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                       | GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01        | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7539 | NS      | $558413.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                          | GAP INC/THE COMMON STOCK USD.05                           | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      6256 | NS      | $136443.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc.                               | PALO ALTO NETWORKS INC COMMON STOCK USD.0001              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     10867 | NS      | $2223822.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc.                                 | PALOMAR HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 69753M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $68487.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                          | GARTNER INC COMMON STOCK USD.0005                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1216 | NS      | $491531.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC.                                       | GE VERNOVA INC COMMON STOCK USD.01                        | CUSIP: 36828A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4581 | NS      | $2424036.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                    | GCM GROSVENOR INC COMMON STOCK USD.0001                   | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $10415.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                 | GENERAC HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 368736104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       989 | NS      | $141634.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                             | PAN AMERICAN SILVER CORP RIGHT                            | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      7232 | NS      | $1771.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                        | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       553 | NS      | $27063.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | GENERAL DYNAMICS CORP COMMON STOCK USD1.0                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4484 | NS      | $1307803.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | GENERAL ELECTRIC CO COMMON STOCK USD.01                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     17817 | NS      | $4585917.63   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                            | PAR TECHNOLOGY CORP COMMON STOCK USD.02                   | CUSIP: 698884103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $42246.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc.                             | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       969 | NS      | $25707.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc.                                    | GENERAL MILLS INC COMMON STOCK USD.1                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      9137 | NS      | $473387.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | GENERAL MOTORS CO COMMON STOCK USD.01                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     16494 | NS      | $811669.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc.                                  | PARAMOUNT GROUP INC REIT USD.01                           | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4404 | NS      | $26864.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARDES BIOSCIEN COMMON STOCK                   | CONTRA PARDES BIOSCIEN COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       703 | NS      | $21.09        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gentex Corporation                                    | GENTEX CORP COMMON STOCK USD.06                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3815 | NS      | $83891.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                                     | GENIE ENERGY LTD COMMON STOCK                             | CUSIP: 372284208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       416 | NS      | $11182.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARATEK PHARMAC COMMON STOCK                   | CONTRA PARATEK PHARMAC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       901 | NS      | $72.08        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ReposiTrak Inc.                                       | REPOSITRAK INC COMMON STOCK USD.01                        | CUSIP: 700215304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $5659.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                 | GENUINE PARTS CO COMMON STOCK USD1.0                      | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2309 | NS      | $280104.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                               | GENWORTH FINANCIAL INC COMMON STOCK USD.001               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      7177 | NS      | $55837.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                | PATRICK INDUSTRIES INC COMMON STOCK                       | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $52409.36     | 0.00%             |  |  |  | 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        |      6522 | NS      | $38675.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                                 | GENTHERM INC COMMON STOCK                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       557 | NS      | $15757.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                    | PALLADYNE AI CORP COMMON STOCK USD.0001                   | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $5317.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc.                             | SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 803607100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1581 | NS      | $27035.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc.                                     | SAUL CENTERS INC REIT USD.01                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $13348.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc.                                          | PAYCHEX INC COMMON STOCK USD.01                           | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5970 | NS      | $868396.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc.                                  | PAYCOM SOFTWARE INC COMMON STOCK USD.01                   | CUSIP: 70432V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       949 | NS      | $219598.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc.                                           | SAVARA INC COMMON STOCK USD.001                           | CUSIP: 805111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3341 | NS      | $7617.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc.                             | SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001          | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2751 | NS      | $28060.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                         | PAYLOCITY HOLDING CORP COMMON STOCK USD.001               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       926 | NS      | $167781.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc.                                  | PAYPAL HOLDINGS INC COMMON STOCK                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     16412 | NS      | $1219739.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                       | SCANSOURCE INC COMMON STOCK                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       422 | NS      | $17643.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc.                                     | HENRY SCHEIN INC COMMON STOCK USD.01                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2048 | NS      | $149606.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                  | PAYONEER GLOBAL INC COMMON STOCK USD.01                   | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6103 | NS      | $41805.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                            | PEABODY ENERGY CORP COMMON STOCK                          | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2025 | NS      | $27175.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corporation                      | SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001            | CUSIP: 80706P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1584 | NS      | $56105.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                                      | SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01         | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1087 | NS      | $21870.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corporation               | PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK               | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       389 | NS      | $10989.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                               | PEBBLEBROOK HOTEL TRUST REIT USD.01                       | CUSIP: 70509V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2092 | NS      | $20899.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                        | CHARLES SCHWAB CORP/THE COMMON STOCK USD.01               | CUSIP: 808513105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30106 | NS      | $2746871.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc.                                   | MATIV HOLDINGS INC COMMON STOCK USD.1                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      1150 | NS      | $7843.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                      | PEGASYSTEMS INC COMMON STOCK USD.01                       | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2870 | NS      | $155353.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc.                              | PELOTON INTERACTIVE INC COMMON STOCK USD.000025           | CUSIP: 70614W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6270 | NS      | $43513.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation        | SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       811 | NS      | $91326.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder Inc.                                 | LIGHT and WONDER INC COMMON STOCK USD.001                 | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1403 | NS      | $135052.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                        | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01             | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       961 | NS      | $63387.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| scPharmaceuticals Inc.                                | SCPHARMACEUTICALS INC COMMON STOCK                        | CUSIP: 810648105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1608 | NS      | $6126.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc.                                | PENGUIN SOLUTIONS INC COMMON STOCK USD.01                 | CUSIP: 706915105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       913 | NS      | $18086.53     | 0.00%             |  |  |  | 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        |      2536 | NS      | $45318.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                                  | SEABOARD CORP COMMON STOCK USD1.0                         | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        17 | NS      | $48640.40     | 0.00%             |  |  |  | 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        |      1472 | NS      | $40656.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Pennant Group Inc.                                | PENNANT GROUP INC/THE COMMON STOCK USD.001                | CUSIP: 70805E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $18656.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                    | PENNYMAC MORTGAGE INVESTMENT T REIT USD.01                | CUSIP: 70931T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $18608.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                | SEALED AIR CORP COMMON STOCK USD.1                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2404 | NS      | $74596.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks and Resorts Inc.                         | UNITED PARKS and RESORTS INC COMMON STOCK USD.01          | CUSIP: 81282V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $42387.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc.                      | PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001      | CUSIP: 70932M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $85192.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                         | PENUMBRA INC COMMON STOCK USD.001                         | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       638 | NS      | $163729.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc.                           | SELECT WATER SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      1895 | NS      | $16372.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                   | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2192 | NS      | $33274.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc.                                  | PEOPLES BANCORP INC/OH COMMON STOCK                       | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $19728.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Physical Therapy Inc.                            | US PHYSICAL THERAPY INC COMMON STOCK USD.01               | CUSIP: 90337L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $21583.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                        | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0         | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1013 | NS      | $87776.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc.                                      | SELECTQUOTE INC COMMON STOCK USD.01                       | CUSIP: 816307300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3023 | NS      | $7194.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc.                                | UBER TECHNOLOGIES INC COMMON STOCK USD.00001              | CUSIP: 90353T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34669 | NS      | $3234617.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                         | UBIQUITI INC COMMON STOCK USD.001                         | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $414943.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                           | UIPATH INC COMMON STOCK USD.00001                         | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7760 | NS      | $99328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc.                                     | UL SOLUTIONS INC COMMON STOCK USD.001                     | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $76284.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc.                                      | ULTA BEAUTY INC COMMON STOCK                              | CUSIP: 90384S303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $359753.58    | 0.03%             |  |  |  | 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        |       825 | NS      | $18620.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp.                                 | GENEDX HOLDINGS CORP COMMON STOCK USD.0001                | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $43201.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                   | SEMTECH CORP COMMON STOCK USD.01                          | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1437 | NS      | $64866.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc.                        | ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD.001        | CUSIP: 90400D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1556 | NS      | $56576.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                     | UNDER ARMOUR INC COMMON STOCK USD.000333                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      2144 | NS      | $14643.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                | SEMPRA COMMON STOCK                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     10819 | NS      | $819755.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corporation                    | UNITED STATES ANTIMONY CORP COMMON STOCK USD.01           | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2002 | NS      | $4364.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc.                                     | UNDER ARMOUR INC COMMON STOCK USD.000333                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4718 | NS      | $30619.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corporation                                  | UNIFIRST CORP/MA COMMON STOCK USD.1                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       256 | NS      | $48184.32     | 0.00%             |  |  |  | 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        |       876 | NS      | $56037.72     | 0.01%             |  |  |  | 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        |       495 | NS      | $49401.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | UNION PACIFIC CORP COMMON STOCK USD2.5                    | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10120 | NS      | $2328409.60   | 0.22%             |  |  |  | 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        |      1952 | NS      | $58150.08     | 0.01%             |  |  |  | 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        |      3359 | NS      | $258676.59    | 0.02%             |  |  |  | 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        |       741 | NS      | $212926.35    | 0.02%             |  |  |  | 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        |      2200 | NS      | $80146.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc.                         | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 910047109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5429 | NS      | $432311.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                                   | UNITY SOFTWARE INC COMMON STOCK USD.000005                | CUSIP: 91332U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6808 | NS      | $164753.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                 | UNIVERSAL CORP/VA COMMON STOCK                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       415 | NS      | $24169.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc.                                | UNITED FIRE GROUP INC COMMON STOCK USD.001                | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $13718.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corporation                | AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001      | CUSIP: 910710102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $9507.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corporation                         | UNIVERSAL DISPLAY CORP COMMON STOCK USD.01                | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $122023.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                  | UNIVERSAL HEALTH REALTY INCOME REIT USD.01                | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       229 | NS      | $9153.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc.                             | UNITED NATURAL FOODS INC COMMON STOCK USD.01              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1010 | NS      | $23543.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                            | UNITED PARCEL SERVICE INC COMMON STOCK USD.01             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     12290 | NS      | $1240552.60   | 0.12%             |  |  |  | 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        |       536 | NS      | $14863.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc.                     | UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK               | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       424 | NS      | $10761.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret and Co.                             | VICTORIA'S SECRET and CO COMMON STOCK USD.01              | CUSIP: 926400102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1317 | NS      | $24390.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc.                         | VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 92645B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $69463.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc.                        | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       932 | NS      | $168831.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc.                    | UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001       | CUSIP: 913915104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       916 | NS      | $31043.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                | VIEMED HEALTHCARE INC COMMON STOCK                        | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $6571.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vigil Neuroscience Inc.                               | VIGIL NEUROSCIENCE INC COMMON STOCK USD.0001              | CUSIP: 92673K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1011 | NS      | $8037.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                         | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0                | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       651 | NS      | $19556.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                            | UNUM GROUP COMMON STOCK USD.1                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2921 | NS      | $235899.96    | 0.02%             |  |  |  | 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        |      1868 | NS      | $49502.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc.                             | VILLAGE SUPER MARKET INC COMMON STOCK                     | CUSIP: 927107409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $6275.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc.                                     | UPSTREAM BIO INC COMMON STOCK USD.001                     | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       966 | NS      | $10606.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Holdings Inc.                                 | UPSTART HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 91680M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1560 | NS      | $100900.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc.                                            | VIMEO INC COMMON STOCK USD.01                             | CUSIP: 92719V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2794 | NS      | $11287.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc.                                | VIR BIOTECHNOLOGY INC COMMON STOCK                        | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2474 | NS      | $12468.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc.                                           | UPWORK INC COMMON STOCK USD.0001                          | CUSIP: 91688F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2241 | NS      | $30119.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                  | URANIUM ENERGY CORP COMMON STOCK USD.001                  | CUSIP: 916896103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7131 | NS      | $48490.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc.                            | VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01             | CUSIP: 92790C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1360 | NS      | $19012.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                                     | VIPER ENERGY INC COMMON STOCK                             | CUSIP: 927959106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2191 | NS      | $83542.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                 | URBAN OUTFITTERS INC COMMON STOCK USD.0001                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1533 | NS      | $111203.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                 | URBAN EDGE PROPERTIES REIT USD.01                         | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2178 | NS      | $40641.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc.                                  | VIRTU FINANCIAL INC COMMON STOCK USD.00001                | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1439 | NS      | $64452.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | VISA INC COMMON STOCK USD.0001                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     28610 | NS      | $10157980.50  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                                       | UTZ BRANDS INC COMMON STOCK USD.0001                      | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $19201.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | VF CORP COMMON STOCK                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      6505 | NS      | $76433.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                       | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01        | CUSIP: 92828Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $21949.40     | 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        |      2104 | NS      | $33411.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corporation                              | UWM HOLDINGS CORP COMMON STOCK USD.0001                   | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2746 | NS      | $11368.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | VALERO ENERGY CORP COMMON STOCK USD.01                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5223 | NS      | $702075.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Company           | APARTMENT INVESTMENT AND MANAG REIT USD.01                | CUSIP: 03748R747<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2782 | NS      | $24064.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc.                          | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 03753U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2063 | NS      | $35710.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc.                           | VISHAY PRECISION GROUP INC COMMON STOCK                   | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $9469.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                   | VISTEON CORP COMMON STOCK                                 | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $42638.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                               | VALLEY NATIONAL BANCORP COMMON STOCK                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      9099 | NS      | $81254.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                               | VALMONT INDUSTRIES INC COMMON STOCK USD1.0                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       334 | NS      | $109074.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc.                                       | VALUE LINE INC COMMON STOCK USD.1                         | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $6068.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                        | VALVOLINE INC COMMON STOCK USD.01                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2109 | NS      | $79867.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                          | VISTRA CORP COMMON STOCK USD.01                           | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5642 | NS      | $1093476.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc.                            | VITA COCO CO INC/THE COMMON STOCK USD.01                  | CUSIP: 92846Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $34547.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                               | APOGEE ENTERPRISES INC COMMON STOCK USD.333               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       387 | NS      | $15712.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc.            | APOLLO COMMERCIAL REAL ESTATE REIT USD.01                 | CUSIP: 03762U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2572 | NS      | $24896.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc.                            | VANDA PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 921659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $5413.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                             | VAREX IMAGING CORP COMMON STOCK USD.01                    | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       821 | NS      | $7118.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc.                                   | ASTRANA HEALTH INC COMMON STOCK USD.001                   | CUSIP: 03763A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $21172.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                         | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001        | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9470 | NS      | $1343508.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc.                                  | VARONIS SYSTEMS INC COMMON STOCK USD.001                  | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      1869 | NS      | $94851.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                | VEECO INSTRUMENTS INC COMMON STOCK USD.01                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       995 | NS      | $20218.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc.                              | APOGEE THERAPEUTICS INC COMMON STOCK USD.00001            | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $32876.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                    | APPIAN CORP A COMMON STOCK USD.0001                       | CUSIP: 03782L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $22096.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc.                                              | V2X INC COMMON STOCK USD.01                               | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $26556.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc.                                          | VAXCYTE INC COMMON STOCK USD.001                          | CUSIP: 92243G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $70124.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | APPLE INC COMMON STOCK USD.00001                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    247951 | NS      | $50872106.67  | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                         | APPFOLIO INC COMMON STOCK USD.0001                        | CUSIP: 03783C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $88888.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                    | VEEVA SYSTEMS INC COMMON STOCK USD.00001                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2693 | NS      | $775530.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc.                               | VELOCITY FINANCIAL INC COMMON STOCK                       | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $12162.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                      | VITAL FARMS INC COMMON STOCK USD.0001                     | CUSIP: 92847W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $28427.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                              | VULCAN MATERIALS CO COMMON STOCK USD1.0                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2196 | NS      | $572760.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                           | APPLE HOSPITALITY REIT INC REIT                           | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3795 | NS      | $44287.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corporation                           | APPLIED DIGITAL CORP COMMON STOCK USD.001                 | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3532 | NS      | $35567.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                           | VENTAS INC REIT USD.25                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      7257 | NS      | $458279.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc.                                         | VERACYTE INC COMMON STOCK USD.001                         | CUSIP: 92337F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1297 | NS      | $35057.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                  | APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       632 | NS      | $146908.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                | APPLIED MATERIALS INC COMMON STOCK USD.01                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     13338 | NS      | $2441787.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                         | WD-40 CO COMMON STOCK USD.001                             | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       227 | NS      | $51776.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                            | WSFS FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       972 | NS      | $53460.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc.                                | VERA THERAPEUTICS INC COMMON STOCK USD.001                | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1063 | NS      | $25044.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                          | VERALTO CORP COMMON STOCK USD.01                          | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4101 | NS      | $413995.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc.                          | APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001          | CUSIP: 03823U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $20860.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AppLovin Corporation                                  | APPLOVIN CORP COMMON STOCK USD.00003                      | CUSIP: 03831W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5126 | NS      | $1794510.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                       | WP CAREY INC REIT USD.001                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      3620 | NS      | $225815.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                 | WEC ENERGY GROUP INC COMMON STOCK USD.01                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5232 | NS      | $545174.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc.                                         | VERISIGN INC COMMON STOCK USD.001                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1412 | NS      | $407785.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     69832 | NS      | $3021630.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc.                                       | APTARGROUP INC COMMON STOCK USD.01                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1105 | NS      | $172855.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc.                           | AQUESTIVE THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1640 | NS      | $5428.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                                         | WK KELLOGG CO COMMON STOCK USD.0001                       | CUSIP: 92942W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1453 | NS      | $23160.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corporation                           | WABASH NATIONAL CORP COMMON STOCK USD.01                  | CUSIP: 929566107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $9556.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                            | VERRA MOBILITY CORP COMMON STOCK USD.0001                 | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2666 | NS      | $67689.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4260 | NS      | $1896552.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc.                                  | NATHAN'S FAMOUS INC COMMON STOCK USD.01                   | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |        66 | NS      | $7298.28      | 0.00%             |  |  |  | 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        |       642 | NS      | $24145.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2828 | NS      | $592041.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | WALMART INC COMMON STOCK USD.1                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    133402 | NS      | $13044047.56  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                               | NATIONAL BEVERAGE CORP COMMON STOCK USD.01                | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      1607 | NS      | $69486.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc.                               | NATIONAL CINEMEDIA INC COMMON STOCK USD.01                | CUSIP: 635309206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1733 | NS      | $8396.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                         | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     14372 | NS      | $164990.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker and Dunlop Inc.                                | WALKER and DUNLOP INC COMMON STOCK                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $40173.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                    | VERTIV HOLDINGS CO COMMON STOCK USD.0001                  | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6324 | NS      | $812064.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                           | VERTEX INC COMMON STOCK USD.001                           | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1202 | NS      | $42472.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corporation                       | NATIONAL HEALTHCARE CORP COMMON STOCK USD.01              | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $28785.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                             | NATIONAL FUEL GAS CO COMMON STOCK USD1.0                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1499 | NS      | $126980.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc.                                     | WARBY PARKER INC COMMON STOCK USD.0001                    | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1765 | NS      | $38706.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                           | DISCOVERY INC COMMON STOCK                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     40773 | NS      | $467258.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc.                               | VERVE THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1589 | NS      | $17844.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc.              | PURSUIT ATTRACTIONS AND HOSPIT COMMON STOCK USD1.5        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       521 | NS      | $15020.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc.                        | NATIONAL HEALTH INVESTORS INC REIT USD.01                 | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       768 | NS      | $53852.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc.                                         | NNN REIT INC REIT USD.01                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      3076 | NS      | $132821.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                              | WARNER MUSIC GROUP CORP COMMON STOCK                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2417 | NS      | $65839.08     | 0.01%             |  |  |  | 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        |       880 | NS      | $40330.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc.                                           | VIASAT INC COMMON STOCK USD.0001                          | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      2195 | NS      | $32047.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                                  | VIAVI SOLUTIONS INC COMMON STOCK USD.001                  | CUSIP: 925550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3849 | NS      | $38759.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                     | NATIONAL STORAGE AFFILIATES TR REIT USD.01                | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $40915.21     | 0.00%             |  |  |  | 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        |      1383 | NS      | $31822.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc.                                             | WAFD INC COMMON STOCK USD1.0                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $39586.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                      | ELME COMMUNITIES REIT USD.01                              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      1585 | NS      | $25201.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | PARAMOUNT GLOBAL COMMON STOCK USD.001                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     10470 | NS      | $135063.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Trust Bancorp Inc.                         | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625        | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       426 | NS      | $12047.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc.                                 | WASTE MANAGEMENT INC COMMON STOCK USD.01                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      6671 | NS      | $1526458.22   | 0.14%             |  |  |  | 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        |       407 | NS      | $15974.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                   | NAVIENT CORP COMMON STOCK USD.01                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1760 | NS      | $24816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc.                           | CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01            | CUSIP: 946760105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $9514.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp.                                 | WAYSTAR HOLDING CORP COMMON STOCK USD.01                  | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2859 | NS      | $116847.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corporation                     | NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001          | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3363 | NS      | $22027.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NB Bancorp Inc.                                       | NB BANCORP INC COMMON STOCK USD.01                        | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $14288.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncino Inc.                                            | NCINO INC COMMON STOCK USD.0005                           | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1938 | NS      | $54205.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc.                                           | NELNET INC COMMON STOCK USD.01                            | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       448 | NS      | $54261.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                             | WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001           | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $10882.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                         | WEBSTER FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2749 | NS      | $150095.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corporation                                    | NEOGEN CORP COMMON STOCK USD.16                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3696 | NS      | $17666.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc.                                        | O-I GLASS INC COMMON STOCK USD.01                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2626 | NS      | $38707.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBTOON Entertainment Inc.                            | WEBTOON ENTERTAINMENT INC COMMON STOCK                    | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2289 | NS      | $20784.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc.                                     | WEIS MARKETS INC COMMON STOCK                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $34070.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                              | O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     14370 | NS      | $1295168.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                           | PFD OFG BANCORP COMMON STOCK USD1.0                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       756 | NS      | $32356.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                               | WELLS FARGO and CO COMMON STOCK USD1.666                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     54551 | NS      | $4370626.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                        | WELLTOWER INC REIT USD1.0                                 | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10651 | NS      | $1637378.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                      | OSI SYSTEMS INC COMMON STOCK                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       279 | NS      | $62735.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                              | CHORD ENERGY CORP COMMON STOCK                            | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $92685.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                   | WENDY'S CO/THE COMMON STOCK USD.1                         | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3283 | NS      | $37491.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                               | WERNER ENTERPRISES INC COMMON STOCK USD.01                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1063 | NS      | $29083.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     15534 | NS      | $652583.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc.                        | OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25         | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1903 | NS      | $39430.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc.                                         | WESBANCO INC COMMON STOCK USD2.0833                       | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1094 | NS      | $34603.22     | 0.00%             |  |  |  | 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        |       803 | NS      | $148715.60    | 0.01%             |  |  |  | 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        |      1157 | NS      | $20374.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc.                                      | ONITY GROUP INC COMMON STOCK USD.01                       | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       179 | NS      | $6832.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Bancorporation Inc.                              | WEST BANCORP INC COMMON STOCK                             | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |       283 | NS      | $5555.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Bridge Hydrocarbons Inc.                         | NEXT BRIDGE HYDROCARBONS INC NEXT BRIDGE HYDROCARBONS INC | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2456 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ocular Therapeutix Inc.                               | OCULAR THERAPEUTIX INC COMMON STOCK USD.0001              | CUSIP: 67576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2668 | NS      | $24759.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc.                                           | OCUGEN INC COMMON STOCK USD.001                           | CUSIP: 67577C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5417 | NS      | $5256.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westamerica Bancorporation                            | WESTAMERICA BANCORP COMMON STOCK                          | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $22379.28     | 0.00%             |  |  |  | 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        |       165 | NS      | $9733.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc.                         | OIL STATES INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      1582 | NS      | $8479.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                             | OKTA INC COMMON STOCK                                     | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2715 | NS      | $271418.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc.                                 | OLAPLEX HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10797 | NS      | $15115.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc.                            | OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1291 | NS      | $5499.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc.                     | WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1203 | NS      | $263216.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                       | WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1815 | NS      | $141533.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | WESTERN DIGITAL CORP COMMON STOCK USD.01                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5744 | NS      | $367558.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                             | WESTERN UNION CO/THE COMMON STOCK USD.01                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      5514 | NS      | $46427.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                                  | WESTLAKE CORP COMMON STOCK USD.01                         | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      2140 | NS      | $162490.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Company                               | WESTROCK COFFEE CO COMMON STOCK                           | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1497 | NS      | $8577.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc.                                              | WEX INC COMMON STOCK USD.01                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       643 | NS      | $94450.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | WEYERHAEUSER CO REIT USD1.25                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     12062 | NS      | $309872.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc.                             | WHEELS UP EXPERIENCE INC COMMON STOCK USD.0001            | CUSIP: 96328L205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11293 | NS      | $12083.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Whirlpool Corporation                                 | WHIRLPOOL CORP COMMON STOCK USD1.0                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       928 | NS      | $94117.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                       | WHITESTONE REIT REIT USD.001                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $13728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc.                                     | WIDEOPENWEST INC COMMON STOCK USD.01                      | CUSIP: 96758W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1774 | NS      | $7202.44      | 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        |       763 | NS      | $34052.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                                    | WILLDAN GROUP INC COMMON STOCK USD.01                     | CUSIP: 96924N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $15940.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies Inc.                           | WILLIAMS COS INC/THE COMMON STOCK USD1.0                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     19866 | NS      | $1247783.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                                  | WILLIAMS-SONOMA INC COMMON STOCK USD.01                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2042 | NS      | $333601.54    | 0.03%             |  |  |  | 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        |       116 | NS      | $16562.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                         | WILLSCOT HOLDINGS CORP COMMON STOCK USD.0001              | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3049 | NS      | $83542.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                        | BLACKLINE INC COMMON STOCK USD.01                         | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1046 | NS      | $59224.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                        | BLACKSTONE MORTGAGE TRUST INC REIT USD.01                 | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      2806 | NS      | $54015.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                       | BLACKSTONE INC COMMON STOCK USD.00001                     | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11987 | NS      | $1793015.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                               | BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001             | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $11977.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                        | BLACKROCK INC COMMON STOCK USD.01                         | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2577 | NS      | $2703917.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc.                                       | BLEND LABS INC COMMON STOCK USD.00001                     | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4336 | NS      | $14308.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HandR Block Inc.                                      | HandR BLOCK INC COMMON STOCK                              | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $121636.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                              | BLOOM ENERGY CORP COMMON STOCK USD.0001                   | CUSIP: 093712107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3839 | NS      | $91828.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc.                                  | BLOOMIN' BRANDS INC COMMON STOCK USD.01                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1566 | NS      | $13483.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corporation                                 | BLUE BIRD CORP COMMON STOCK USD.0001                      | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       536 | NS      | $23133.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc.                                 | BLUE OWL CAPITAL INC COMMON STOCK USD.0001                | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10104 | NS      | $194097.84    | 0.02%             |  |  |  | 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        |       155 | NS      | $11528.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | BOOKING HOLDINGS INC COMMON STOCK USD.008                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       530 | NS      | $3068297.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc.                               | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 099406100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $77216.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation               | BOOZ ALLEN HAMILTON HOLDING CO COMMON STOCK USD.01        | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $218673.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BORGWARNER INC COMMON STOCK USD.01                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3624 | NS      | $121331.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company Inc.                          | BOSTON BEER CO INC/THE COMMON STOCK USD.01                | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $28812.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corporation                              | BOSTON OMAHA CORP COMMON STOCK                            | CUSIP: 101044105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $10193.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                              | BXP INC REIT USD.01                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2614 | NS      | $176366.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                         | BOSTON SCIENTIFIC CORP COMMON STOCK USD.01                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     24075 | NS      | $2585895.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                               | BOYD GAMING CORP COMMON STOCK USD.01                      | CUSIP: 103304101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1360 | NS      | $106392.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                     | BRADY CORP COMMON STOCK USD.01                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       733 | NS      | $49822.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                               | BRANDYWINE REALTY TRUST REIT USD.01                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      3300 | NS      | $14157.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc.                                            | BRAZE INC COMMON STOCK USD.0001                           | CUSIP: 10576N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $41054.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings Inc.                 | BRIDGE INVESTMENT GROUP HOLDIN COMMON STOCK USD.01        | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $9509.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                                 | BRIDGEBIO PHARMA INC COMMON STOCK                         | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3159 | NS      | $136405.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc.                           | BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001           | CUSIP: 108621103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $7175.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc.                 | BRIGHT HORIZONS FAMILY SOLUTIO COMMON STOCK USD.001       | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $118152.04    | 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        |       962 | NS      | $51726.74     | 0.00%             |  |  |  | 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        |      1712 | NS      | $28504.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc.                         | ACADIAN ASSET MANAGEMENT INC COMMON STOCK USD.001         | CUSIP: 10948W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $24456.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc.                              | BRIGHTSPIRE CAPITAL INC REIT USD.01                       | CUSIP: 10949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2670 | NS      | $13483.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.                     | BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0      | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2916 | NS      | $68788.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc.                            | BRINKER INTERNATIONAL INC COMMON STOCK USD.1              | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $132542.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                   | BRINK'S CO/THE COMMON STOCK USD1.0                        | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       717 | NS      | $64020.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     33680 | NS      | $1559047.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                    | BRISTOW GROUP INC COMMON STOCK USD.01                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       552 | NS      | $18199.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                           | BRIXMOR PROPERTY GROUP INC REIT USD.01                    | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5005 | NS      | $130330.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.                   | BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01        | CUSIP: 11133T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1939 | NS      | $471235.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc.                                           | AZENTA INC COMMON STOCK USD.01                            | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       774 | NS      | $23823.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown and Brown Inc.                                  | BROWN and BROWN INC COMMON STOCK USD.1                    | CUSIP: 115236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4737 | NS      | $525191.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | EQUIFAX INC COMMON STOCK USD1.25                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2058 | NS      | $533783.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc.                                          | EQUINIX INC REIT USD.001                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1615 | NS      | $1284684.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc.                               | EQUITABLE HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $283305.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc.                                | EQUITY BANCSHARES INC COMMON STOCK USD.01                 | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       387 | NS      | $15789.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc.                      | EQUITY LIFESTYLE PROPERTIES IN REIT USD.01                | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $195493.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | EQUITY RESIDENTIAL REIT USD.01                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      6309 | NS      | $425794.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc.                                           | ERASCA INC COMMON STOCK USD.0001                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5484 | NS      | $6964.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                                | ERIE INDEMNITY CO COMMON STOCK                            | CUSIP: 29530P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       770 | NS      | $267028.30    | 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        |      1017 | NS      | $122599.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                | ESCO TECHNOLOGIES INC COMMON STOCK USD.01                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       435 | NS      | $83463.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc.                       | ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $15240.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                | ESSENTIAL PROPERTIES REALTY TR REIT USD.01                | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $98123.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc.                              | ESSENTIAL UTILITIES INC COMMON STOCK USD.5                | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4594 | NS      | $170621.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc.                             | ESSEX PROPERTY TRUST INC REIT USD.0001                    | CUSIP: 297178105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1064 | NS      | $301537.60    | 0.03%             |  |  |  | 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        |       516 | NS      | $14370.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc.                             | ETON PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $7096.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                             | ETSY INC COMMON STOCK USD.001                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1774 | NS      | $88983.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc.                           | E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5044 | NS      | $16292.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                                | EURONET WORLDWIDE INC COMMON STOCK USD.02                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       726 | NS      | $73601.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                   | EVERI HOLDINGS INC COMMON STOCK USD.001                   | CUSIP: 30034T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $21046.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc.                                           | EVERGY INC COMMON STOCK                                   | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3753 | NS      | $258694.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | EVERSOURCE ENERGY COMMON STOCK USD5.0                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      6090 | NS      | $387445.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc.                                        | EVERQUOTE INC COMMON STOCK USD.001                        | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $13299.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                        | EVERUS CONSTRUCTION GROUP INC COMMON STOCK                | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $55080.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc.                      | EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001      | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $17528.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc.                                   | EVOLENT HEALTH INC COMMON STOCK USD.01                    | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      1983 | NS      | $22328.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc.                                           | EVOLUS INC COMMON STOCK USD.00001                         | CUSIP: 30052C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $10140.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc.                                             | EVGO INC COMMON STOCK USD.0001                            | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $8541.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                            | EXACT SCIENCES CORP COMMON STOCK USD.01                   | CUSIP: 30063P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3083 | NS      | $163830.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc.                                | EXCELERATE ENERGY INC COMMON STOCK USD.001                | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       437 | NS      | $12812.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | EXELON CORP COMMON STOCK                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     16692 | NS      | $724766.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc.                                         | EXELIXIS INC COMMON STOCK USD.001                         | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4628 | NS      | $203979.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                              | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2689 | NS      | $117751.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc.                                    | EXPEDIA GROUP INC COMMON STOCK USD.001                    | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2042 | NS      | $344444.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc.                               | EXP WORLD HOLDINGS INC COMMON STOCK USD.00001             | CUSIP: 30212W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2643 | NS      | $24051.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc.           | EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01        | CUSIP: 302130109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2292 | NS      | $261861.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                              | ITT INC COMMON STOCK USD1.0                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1356 | NS      | $212661.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc.                                           | IBOTTA INC COMMON STOCK USD.00001                         | CUSIP: 451051106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $17311.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                          | IDACORP INC COMMON STOCK                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       896 | NS      | $103443.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc.                               | IDEAYA BIOSCIENCES INC COMMON STOCK                       | CUSIP: 45166A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1520 | NS      | $31950.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX CORP COMMON STOCK USD.01                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1252 | NS      | $219813.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                               | IDEXX LABORATORIES INC COMMON STOCK USD.1                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1297 | NS      | $695632.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ICOSAVAX INC COMMON STOCK                      | CONTRA ICOSAVAX INC COMMON STOCK                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       737 | NS      | $228.47       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Illinois Tool Works Inc.                              | ILLINOIS TOOL WORKS INC COMMON STOCK USD.01               | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4879 | NS      | $1206332.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc.                                         | ILLUMINA INC COMMON STOCK USD.01                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2624 | NS      | $250355.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc.                                         | IMMUNOME INC COMMON STOCK USD.0001                        | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1474 | NS      | $13708.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc.                                       | IMMUNOVANT INC COMMON STOCK USD.0001                      | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2870 | NS      | $45920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CVR IMARA INC COMMON STOCK                     | CONTRA CVR IMARA INC COMMON STOCK                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       411 | NS      | $92.19        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Impinj Inc.                                           | IMPINJ INC COMMON STOCK USD.001                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       478 | NS      | $53091.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | INCYTE CORP COMMON STOCK USD.001                          | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3198 | NS      | $217783.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc.                        | INDEPENDENCE REALTY TRUST INC REIT USD.01                 | CUSIP: 45378A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3815 | NS      | $67487.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                | INDEPENDENT BANK CORP COMMON STOCK USD.01                 | CUSIP: 453836108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $43076.23     | 0.00%             |  |  |  | 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        |       457 | NS      | $14811.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Incorporated                           | INGLES MARKETS INC COMMON STOCK USD.05                    | CUSIP: 457030104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $16415.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                | INGREDION INC COMMON STOCK USD.01                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1063 | NS      | $144164.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc.                                         | INNODATA INC COMMON STOCK USD.01                          | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |       524 | NS      | $26839.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                            | INNOVEX INTERNATIONAL INC COMMON STOCK USD.01             | CUSIP: 457651107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1243 | NS      | $19415.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                              | INSIGHT ENTERPRISES INC COMMON STOCK USD.01               | CUSIP: 45765U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $72770.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                   | INSMED INC COMMON STOCK USD.01                            | CUSIP: 457669307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3004 | NS      | $302322.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                         | INNOSPEC INC COMMON STOCK USD.01                          | CUSIP: 45768S105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $36831.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc.                          | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001          | CUSIP: 457730109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $63846.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                               | INSTEEL INDUSTRIES INC COMMON STOCK                       | CUSIP: 45774W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $14697.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                        | INSPERITY INC COMMON STOCK USD.01                         | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $37454.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc.                      | INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01        | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       470 | NS      | $84750.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc.                                         | INNOVIVA INC COMMON STOCK USD.01                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1064 | NS      | $21375.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc.                 | INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001               | CUSIP: 45781V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $26395.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InnovAge Holding Corp.                                | INNOVAGE HOLDING CORP COMMON STOCK USD.001                | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1986 | NS      | $7328.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                                   | INSULET CORP COMMON STOCK USD.001                         | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1163 | NS      | $365391.34    | 0.03%             |  |  |  | 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        |      1299 | NS      | $15938.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA INHIBRX INC COMMON STOCK                       | CONTRA INHIBRX INC COMMON STOCK                           | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $463.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Intel Corporation                                     | INTEL CORP COMMON STOCK USD.001                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     71884 | NS      | $1610201.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                          | INTEGER HOLDINGS CORP COMMON STOCK USD.001                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       546 | NS      | $67141.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc.                        | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01         | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7216 | NS      | $399838.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc.                                        | INTERFACE INC COMMON STOCK USD.1                          | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1061 | NS      | $22206.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc.                        | INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9531 | NS      | $1748652.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                     | INTERDIGITAL INC COMMON STOCK USD.01                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $95297.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation                  | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0         | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1017 | NS      | $67691.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     15393 | NS      | $4537548.54   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors and Fragrances Inc.             | INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      4243 | NS      | $312072.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.                      | INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $6013.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                           | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      8719 | NS      | $408310.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.               | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      6129 | NS      | $150037.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | INTUIT INC COMMON STOCK USD.01                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4622 | NS      | $3640425.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                               | INTUITIVE SURGICAL INC COMMON STOCK USD.001               | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5919 | NS      | $3216443.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc.                                  | INTREPID POTASH INC COMMON STOCK USD.001                  | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       282 | NS      | $10075.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                           | INVENTRUST PROPERTIES CORP REIT USD.001                   | CUSIP: 46124J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1337 | NS      | $36633.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc.                               | INTUITIVE MACHINES INC COMMON STOCK USD.0001              | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1522 | NS      | $16544.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                         | INVESCO MORTGAGE CAPITAL INC REIT USD.01                  | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      1108 | NS      | $8686.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Company                               | INVESTORS TITLE CO COMMON STOCK                           | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $8874.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                 | INVITATION HOMES INC REIT USD.01                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10164 | NS      | $333379.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc.                            | IONIS PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2643 | NS      | $104424.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                           | MGIC INVESTMENT CORP COMMON STOCK USD1.0                  | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3962 | NS      | $110302.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc.                                  | MBX BIOSCIENCES INC COMMON STOCK USD.0001                 | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       652 | NS      | $7439.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MP Materials Corp.                                    | MP MATERIALS CORP COMMON STOCK USD.0001                   | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2738 | NS      | $91093.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MRC Global Inc.                                       | MRC GLOBAL INC COMMON STOCK USD.01                        | CUSIP: 55345K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1548 | NS      | $21223.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                               | MSA SAFETY INC COMMON STOCK                               | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $108894.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co. Inc.                        | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001         | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       921 | NS      | $78303.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI INC COMMON STOCK USD.01                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1287 | NS      | $742264.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M-tron Industries Inc.                                | M-TRON INDUSTRIES INC WARRANTS CALL EXP 11MAR28           | CUSIP: 55380K125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $47.67        | 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        |       273 | NS      | $49535.85     | 0.00%             |  |  |  | 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        |      1235 | NS      | $176963.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                  | MACERICH CO/THE REIT USD.01                               | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4147 | NS      | $67098.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc.                                | VERIS RESIDENTIAL INC REIT USD.01                         | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $25700.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc.                                           | MACY'S INC COMMON STOCK USD.01                            | CUSIP: 55616P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4578 | NS      | $53379.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                    | STEVEN MADDEN LTD COMMON STOCK USD.0001                   | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1228 | NS      | $29447.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.             | MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01        | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $27579.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                    | MADISON SQUARE GARDEN SPORTS C COMMON STOCK USD.01        | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $67490.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                              | SPHERE ENTERTAINMENT CO COMMON STOCK USD.01               | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $20691.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc.                                   | TRADE DESK INC/THE COMMON STOCK USD.000001                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      7518 | NS      | $541220.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The RealReal Inc.                                     | REALREAL INC/THE COMMON STOCK USD.00001                   | CUSIP: 88339P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1902 | NS      | $9110.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6258 | NS      | $2537368.68   | 0.24%             |  |  |  | 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        |       643 | NS      | $18055.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc.                                        | TIDEWATER INC COMMON STOCK                                | CUSIP: 88642R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $39671.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilray Brands Inc.                                    | TILRAY BRANDS INC COMMON STOCK USD.0001                   | CUSIP: 88688T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16232 | NS      | $6726.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Timken Company                                    | TIMKEN CO/THE COMMON STOCK                                | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1156 | NS      | $83867.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                         | METALLUS INC COMMON STOCK                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       879 | NS      | $13545.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc.                                          | TIPTREE INC COMMON STOCK USD.001                          | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $17119.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc.                              | TITAN INTERNATIONAL INC COMMON STOCK                      | CUSIP: 88830M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1286 | NS      | $13207.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                                  | TITAN MACHINERY INC COMMON STOCK USD.00001                | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       453 | NS      | $8973.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc.                                            | TOAST INC COMMON STOCK USD.000001                         | CUSIP: 888787108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8195 | NS      | $362956.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc.                              | TOBIRA THERAPEUTICS IN COMMON STOCK                       | CUSIP: 888CVR990<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Toll Brothers Inc.                                    | TOLL BROTHERS INC COMMON STOCK USD.01                     | CUSIP: 889478103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1635 | NS      | $186602.55    | 0.02%             |  |  |  | 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        |       303 | NS      | $19007.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp.                   | TONIX PHARMACEUTICALS HOLDING COMMON STOCK USD.001        | CUSIP: 890260839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       448 | NS      | $16119.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc.                          | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694          | CUSIP: 890516107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $26325.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                        | TOPBUILD CORP COMMON STOCK                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       486 | NS      | $157337.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | TORO CO/THE COMMON STOCK USD1.0                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1665 | NS      | $117682.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc.                                  | TORRID HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1867 | NS      | $5507.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tourmaline Bio Inc.                                   | TOURMALINE BIO INC COMMON STOCK USD.0001                  | CUSIP: 89157D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       469 | NS      | $7499.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                            | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667            | CUSIP: 89214P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1327 | NS      | $45356.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | TRACTOR SUPPLY CO COMMON STOCK USD.008                    | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8826 | NS      | $465748.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TRANSUNION COMMON STOCK USD.01                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3234 | NS      | $284592.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                                  | TRAVEL + LEISURE CO COMMON STOCK USD.01                   | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1073 | NS      | $55377.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies Inc.                          | TRAVELERS COS INC/THE COMMON STOCK                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3756 | NS      | $1004880.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc.                             | TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1488 | NS      | $22022.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc.                          | TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001          | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1153 | NS      | $6779.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc.                                  | TREEHOUSE FOODS INC COMMON STOCK USD.01                   | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       882 | NS      | $17128.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company Inc.                                     | TREX CO INC COMMON STOCK USD.01                           | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1774 | NS      | $96470.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevi Therapeutics Inc.                               | TREVI THERAPEUTICS INC COMMON STOCK                       | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1575 | NS      | $8615.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                      | TRICO BANCSHARES COMMON STOCK                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       626 | NS      | $25346.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corporation                                    | TRIMAS CORP COMMON STOCK USD.01                           | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       748 | NS      | $21400.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | TRIMBLE INC COMMON STOCK USD.001                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      4046 | NS      | $307415.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                     | TRINET GROUP INC COMMON STOCK USD.000025                  | CUSIP: 896288107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $60633.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc.                               | TRINITY INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1369 | NS      | $36976.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc.                                | TRIUMPH FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       411 | NS      | $22650.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc.                                    | TRIUMPH GROUP INC COMMON STOCK USD.001                    | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1293 | NS      | $33294.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc.                                      | TRIPADVISOR INC COMMON STOCK USD.001                      | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2116 | NS      | $27613.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc.                                        | TRUPANION INC COMMON STOCK USD.00001                      | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       716 | NS      | $39630.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     21567 | NS      | $927165.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                  | TRUSTCO BANK CORP NY COMMON STOCK USD1.0                  | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $15005.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                   | ICHOR HOLDINGS LTD COMMON STOCK USD.0001                  | CUSIP: G4740B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $12314.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company      | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001        | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1205 | NS      | $60623.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | INVESCO LTD COMMON STOCK USD.2                            | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      7300 | NS      | $115121.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                       | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002      | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       903 | NS      | $5291.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company           | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001            | CUSIP: G50871105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       993 | NS      | $105377.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International Plc             | KINIKSA PHARMACEUTICALS INTERN COMMON STOCK USD.000273    | CUSIP: G52694109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $19756.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | LINDE PLC COMMON STOCK                                    | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7845 | NS      | $3680717.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Limited                               | LIFEZONE METALS LTD COMMON STOCK                          | CUSIP: G5568L109<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |      1317 | NS      | $5426.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MeiraGTx Holdings plc                                 | MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001              | CUSIP: G59665102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $9571.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAC Copper Limited                                    | MAC COPPER LTD COMMON STOCK USD.0001                      | CUSIP: G60409110<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1435 | NS      | $17349.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                   | LIBERTY GLOBAL LTD COMMON STOCK USD.01                    | CUSIP: G61188101<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2213 | NS      | $22152.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                    | AMEREN CORP COMMON STOCK USD.01                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4479 | NS      | $430163.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc.                                         | AMERESCO INC COMMON STOCK USD.0001                        | CUSIP: 02361E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $9524.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01           | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10885 | NS      | $122129.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc.                                        | AMERISAFE INC COMMON STOCK USD.01                         | CUSIP: 03071H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $16267.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                          | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $33767.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corporation                 | ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2152 | NS      | $67314.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corporation                       | ATLANTICUS HOLDINGS CORP COMMON STOCK                     | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $14782.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                              | AVIDITY BIOSCIENCES INC COMMON STOCK                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2002 | NS      | $56856.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                | AVIS BUDGET GROUP INC COMMON STOCK USD.01                 | CUSIP: 053774105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $98725.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                    | AVISTA CORP COMMON STOCK                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1352 | NS      | $51308.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                            | AVNET INC COMMON STOCK USD1.0                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1395 | NS      | $74046.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bancorp Inc.                                      | BANCORP INC/THE COMMON STOCK USD1.0                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $45177.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc.                                        | BANDWIDTH INC COMMON STOCK USD.001                        | CUSIP: 05988J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $7743.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc.                               | BANC OF CALIFORNIA INC COMMON STOCK USD.01                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2474 | NS      | $34759.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                           | BANK OF AMERICA CORP COMMON STOCK USD.01                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    126140 | NS      | $5968944.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                              | EXTRA SPACE STORAGE INC REIT USD.01                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3517 | NS      | $518546.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                 | EXTREME NETWORKS INC COMMON STOCK USD.001                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2267 | NS      | $40692.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                           | EZCORP INC COMMON STOCK USD.01                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       883 | NS      | $12256.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                               | EXXON MOBIL CORP COMMON STOCK                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     72051 | NS      | $7767097.80   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc.                          | LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01           | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6550 | NS      | $33863.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | ELI LILLY and CO COMMON STOCK                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     15697 | NS      | $12236282.41  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                                 | LIMBACH HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 53263P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       197 | NS      | $27599.70     | 0.00%             |  |  |  | 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        |       632 | NS      | $14567.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies Inc.                                 | LOWE'S COS INC COMMON STOCK USD.5                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9355 | NS      | $2075593.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc.                                      | LUCID GROUP INC COMMON STOCK USD.0001                     | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50533 | NS      | $106624.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lululemon Athletica Inc.                              | LULULEMON ATHLETICA INC COMMON STOCK USD.005              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |      1936 | NS      | $459954.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     16886 | NS      | $73960.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc.                                      | ROSS STORES INC COMMON STOCK USD.01                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5469 | NS      | $697735.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc.                                       | ROYAL GOLD INC COMMON STOCK USD.01                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1104 | NS      | $196335.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc.                                           | RUBRIK INC COMMON STOCK USD.000025                        | CUSIP: 781154109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $129905.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc.                                           | RUMBLE INC COMMON STOCK USD.0001                          | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5667 | NS      | $50889.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SentinelOne Inc.                                      | SENTINELONE INC COMMON STOCK USD.0001                     | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4898 | NS      | $89535.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc.                                    | EAGLE BANCORP INC COMMON STOCK USD.01                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       565 | NS      | $11006.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                  | EAGLE MATERIALS INC COMMON STOCK USD.01                   | CUSIP: 26969P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $111362.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc.                                | EAST WEST BANCORP INC COMMON STOCK USD.001                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2258 | NS      | $228012.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc.                   | EASTERLY GOVERNMENT PROPERTIES REIT USD.01                | CUSIP: 27616P301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $16516.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc.                               | EASTERN BANKSHARES INC COMMON STOCK USD.01                | CUSIP: 27627N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3553 | NS      | $54254.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties Inc.                             | EASTGROUP PROPERTIES INC REIT                             | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       853 | NS      | $142553.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | EASTMAN CHEMICAL CO COMMON STOCK USD.01                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1890 | NS      | $141107.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Company                                 | EASTMAN KODAK CO COMMON STOCK USD.01                      | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      1443 | NS      | $8152.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | EBAY INC COMMON STOCK USD.001                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7678 | NS      | $571703.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                  | ECHOSTAR CORP COMMON STOCK USD.001                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2593 | NS      | $71826.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                           | ECOLAB INC COMMON STOCK USD1.0                            | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4700 | NS      | $1266368.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                          | ECOVYST INC COMMON STOCK                                  | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2180 | NS      | $17941.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                        | EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01             | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       829 | NS      | $19406.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc.                            | EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1601 | NS      | $20989.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | EDISON INTERNATIONAL COMMON STOCK                         | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6386 | NS      | $329517.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                 | ELEMENT SOLUTIONS INC COMMON STOCK USD.01                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      4045 | NS      | $91619.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc.                              | ELLINGTON FINANCIAL INC REIT                              | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      1430 | NS      | $18575.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                         | EMBECTA CORP COMMON STOCK USD.01                          | CUSIP: 29082K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $9651.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc.                                      | EMCOR GROUP INC COMMON STOCK USD.01                       | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $402237.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                            | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       944 | NS      | $6022.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | EMERSON ELECTRIC CO COMMON STOCK USD.5                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9362 | NS      | $1248235.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc.                        | EMPIRE STATE REALTY TRUST INC REIT USD.01                 | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      3031 | NS      | $24520.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                               | EMPLOYERS HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       448 | NS      | $21136.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc.                                   | ENACT HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2639 | NS      | $98038.85     | 0.01%             |  |  |  | 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        |       456 | NS      | $17651.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| enCore Energy Corp                                    | ENCORE ENERGY CORP COMMON STOCK                           | CUSIP: 29259W700<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4125 | NS      | $11797.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                          | ENCOMPASS HEALTH CORP COMMON STOCK USD.01                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1642 | NS      | $201358.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc.                                  | ENERGY RECOVERY INC COMMON STOCK USD.001                  | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       999 | NS      | $12767.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc.                               | ENERGIZER HOLDINGS INC COMMON STOCK                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1206 | NS      | $24312.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                               | ENERSYS COMMON STOCK USD.01                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       658 | NS      | $56436.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                              | ENERPAC TOOL GROUP CORP COMMON STOCK USD.2                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       921 | NS      | $37355.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                          | ENHABIT INC COMMON STOCK USD.01                           | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $9447.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc.                             | ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $17051.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc.                                            | ENNIS INC COMMON STOCK USD2.5                             | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $11555.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corporation                                    | ENOVIX CORP COMMON STOCK USD.0001                         | CUSIP: 293594107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3249 | NS      | $33594.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Entegris Inc.                                         | ENTEGRIS INC COMMON STOCK USD.01                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2490 | NS      | $200818.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | ENTERGY CORP COMMON STOCK USD.01                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7139 | NS      | $593393.68    | 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        |       308 | NS      | $12209.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                    | ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       627 | NS      | $34547.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                                     | EPAM SYSTEMS INC COMMON STOCK USD.001                     | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       941 | NS      | $166387.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                            | EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001          | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3687 | NS      | $18877.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Madrigal Pharmaceuticals Inc.                         | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001        | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $110766.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                                   | MAGNERA CORP COMMON STOCK USD.01                          | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       624 | NS      | $7537.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc.                                          | MAGNITE INC COMMON STOCK USD.00001                        | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      2400 | NS      | $57888.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil and Gas Corporation                      | MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3143 | NS      | $70654.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MAGENTA THERAPE COMMON STOCK                   | CONTRA MAGENTA THERAPE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2418 | NS      | $118.48       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Malibu Boats Inc.                                     | MALIBU BOATS INC COMMON STOCK USD.01                      | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $12097.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc.                             | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01              | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1017 | NS      | $200826.99    | 0.02%             |  |  |  | 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        |       573 | NS      | $6887.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corporation                                  | MANNKIND CORP COMMON STOCK USD.01                         | CUSIP: 56400P706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5040 | NS      | $18849.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                    | MANPOWERGROUP INC COMMON STOCK USD.01                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       763 | NS      | $30825.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                                        | MAPLEBEAR INC COMMON STOCK USD.0001                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4261 | NS      | $192767.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc.                                    | MARA HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 565788106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5630 | NS      | $88278.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc.                                        | MARINEMAX INC COMMON STOCK USD.001                        | CUSIP: 567908108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $10910.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc.                                     | MARKEL GROUP INC COMMON STOCK                             | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       212 | NS      | $423440.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MARKETAXESS HOLDINGS INC COMMON STOCK USD.003             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       625 | NS      | $139587.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc.                                          | MARQETA INC COMMON STOCK USD.0001                         | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8188 | NS      | $47736.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation              | MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       574 | NS      | $41505.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh and McLennan Companies Inc.                     | MARSH and MCLENNAN COS INC COMMON STOCK USD1.0            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8149 | NS      | $1781697.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                           | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4574 | NS      | $1249662.54   | 0.12%             |  |  |  | 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        |      1628 | NS      | $21147.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc.                        | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01         | CUSIP: 573284106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $552802.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc.                               | MARVELL TECHNOLOGY INC COMMON STOCK USD.002               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14364 | NS      | $1111773.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | MASCO CORP COMMON STOCK USD1.0                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3487 | NS      | $224423.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                    | MASIMO CORP COMMON STOCK USD.001                          | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       895 | NS      | $150556.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc.                                           | MASTEC INC COMMON STOCK USD.1                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1313 | NS      | $223774.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Incorporated                               | MASTERCARD INC COMMON STOCK USD.0001                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     15025 | NS      | $8443148.50   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc.                                      | MASTERBRAND INC COMMON STOCK USD.01                       | CUSIP: 57638P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2233 | NS      | $24406.69     | 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        |      2036 | NS      | $97157.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc.                                      | MATCH GROUP INC COMMON STOCK USD.001                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      4138 | NS      | $127822.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corporation                                  | MATERION CORP COMMON STOCK                                | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       365 | NS      | $28970.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Company                                | MATRIX SERVICE CO COMMON STOCK USD.01                     | CUSIP: 576853105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $6079.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc.                                        | MAXLINEAR INC COMMON STOCK                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1467 | NS      | $20846.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                          | MAXIMUS INC COMMON STOCK                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       933 | NS      | $65496.60     | 0.01%             |  |  |  | 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        |       346 | NS      | $5522.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick and Company Incorporated                    | MCCORMICK and CO INC/MD COMMON STOCK USD.01               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      4195 | NS      | $318064.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | MCDONALD'S CORP COMMON STOCK USD.01                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11862 | NS      | $3465720.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                      | MCGRATH RENTCORP COMMON STOCK                             | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $48703.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | MCKESSON CORP COMMON STOCK USD.01                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2068 | NS      | $1515389.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc.                                       | MEDIAALPHA INC COMMON STOCK USD.01                        | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $10862.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                         | MEDICAL PROPERTIES TRUST INC REIT USD.001                 | CUSIP: 58463J304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10020 | NS      | $43186.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc.                          | PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $21209.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                      | MEDTRONIC PLC COMMON STOCK USD.1                          | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     20999 | NS      | $1830482.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                 | MEDPACE HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       503 | NS      | $157871.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Soho House and Co Inc.                                | SOHO HOUSE and CO INC COMMON STOCK USD.01                 | CUSIP: 586001109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1085 | NS      | $7974.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corporation                           | MERCANTILE BANK CORP COMMON STOCK                         | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       343 | NS      | $15918.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                     | MERCHANTS BANCORP COMMON STOCK                            | CUSIP: 58844R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $26257.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                    | MERCK and CO INC COMMON STOCK USD.5                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     41919 | NS      | $3318308.04   | 0.31%             |  |  |  | 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        |      1004 | NS      | $54075.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                           | MERCURY GENERAL CORP COMMON STOCK                         | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       926 | NS      | $62356.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc.                                     | MERIDIANLINK INC COMMON STOCK USD.001                     | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $22624.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc.                               | PATHWARD FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 59100U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $29986.48     | 0.00%             |  |  |  | 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        |       808 | NS      | $7684.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                          | METLIFE INC COMMON STOCK USD.01                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     11302 | NS      | $908906.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MetroCity Bankshares Inc.                             | METROCITY BANKSHARES INC COMMON STOCK                     | CUSIP: 59165J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $19405.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                       | METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01        | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       198 | NS      | $13860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       346 | NS      | $406453.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | MICROSOFT CORP COMMON STOCK USD.00000625                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    122640 | NS      | $61002362.40  | 5.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Incorporated                            | MICROSTRATEGY INC COMMON STOCK USD.001                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      3954 | NS      | $1598325.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8913 | NS      | $627207.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                                | MICRON TECHNOLOGY INC COMMON STOCK USD.1                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     18451 | NS      | $2274085.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc.                               | MICROVAST HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 59516C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5492 | NS      | $19935.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid-America Apartment Communities Inc.                | MID-AMERICA APARTMENT COMMUNIT REIT USD.01                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1935 | NS      | $286399.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc.                                 | MID PENN BANCORP INC COMMON STOCK USD1.0                  | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $12436.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                              | MIDDLEBY CORP/THE COMMON STOCK USD.01                     | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       884 | NS      | $127296.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Company                               | MIDDLESEX WATER CO COMMON STOCK                           | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $15928.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                           | MIDLAND STATES BANCORP INC COMMON STOCK USD.01            | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       536 | NS      | $9283.52      | 0.00%             |  |  |  | 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        |       543 | NS      | $15622.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                      | MILLERKNOLL INC COMMON STOCK USD.2                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1157 | NS      | $22468.94     | 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        |       218 | NS      | $9692.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc.                              | MIRION TECHNOLOGIES INC COMMON STOCK USD.0001             | CUSIP: 60471A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3785 | NS      | $81491.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                            | MIRUM PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 604749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $41424.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU COMMON STOCK                   | CONTRA MIRATI THERAPEU COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       902 | NS      | $3188.93      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mission Produce Inc.                                  | MISSION PRODUCE INC COMMON STOCK USD.001                  | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $16161.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc.                                  | MISTER CAR WASH INC COMMON STOCK USD.01                   | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5522 | NS      | $33187.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc.                                    | MITEK SYSTEMS INC COMMON STOCK USD.001                    | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       833 | NS      | $8246.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc.                                  | MOBILEYE GLOBAL INC COMMON STOCK USD.01                   | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1699 | NS      | $30548.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc.                                          | MODERNA INC COMMON STOCK USD.0001                         | CUSIP: 60770K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6407 | NS      | $176769.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                          | MODINE MANUFACTURING CO COMMON STOCK USD.625              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       874 | NS      | $86089.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                                    | MOELIS and CO COMMON STOCK USD.01                         | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1167 | NS      | $72727.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                                | MOHAWK INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      1040 | NS      | $109033.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc.                                | MOLINA HEALTHCARE INC COMMON STOCK USD.001                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       921 | NS      | $274365.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | MOLSON COORS BEVERAGE CO COMMON STOCK USD.01              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      3135 | NS      | $150762.15    | 0.01%             |  |  |  | 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        |       326 | NS      | $28179.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc.                           | MONDELEZ INTERNATIONAL INC COMMON STOCK                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     21491 | NS      | $1449353.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                          | MONGODB INC COMMON STOCK USD.001                          | CUSIP: 60937P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $259547.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                         | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001         | CUSIP: 609839105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $583641.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PARAGON 28 INC COMMON STOCK                    | CONTRA PARAGON 28 INC COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1430 | NS      | $128.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Monro Inc.                                            | MONRO INC COMMON STOCK USD.01                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       559 | NS      | $8334.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                             | MOOG INC COMMON STOCK USD1.0                              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       473 | NS      | $85598.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | MORGAN STANLEY COMMON STOCK USD.01                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     26763 | NS      | $3769836.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc.                                      | MORNINGSTAR INC COMMON STOCK                              | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       716 | NS      | $224773.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                                    | MOSAIC CO/THE COMMON STOCK USD.01                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5273 | NS      | $192359.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc.                               | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2725 | NS      | $1145753.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc.                                     | MOVADO GROUP INC COMMON STOCK USD.01                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       413 | NS      | $6298.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                               | MUELLER INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1877 | NS      | $149165.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc.                           | MUELLER WATER PRODUCTS INC COMMON STOCK USD.01            | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2621 | NS      | $63008.84     | 0.01%             |  |  |  | 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        |      1054 | NS      | $157267.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claritev Corporation                                  | CLARITEV CORP COMMON STOCK                                | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $13042.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                                | MURPHY OIL CORP COMMON STOCK USD1.0                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2406 | NS      | $54135.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                       | MURPHY USA INC COMMON STOCK USD.01                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       331 | NS      | $134650.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                 | NCR VOYIX CORP COMMON STOCK USD.01                        | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2403 | NS      | $28187.19     | 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        |       810 | NS      | $5184.00      | 0.00%             |  |  |  | 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        |      1291 | NS      | $54467.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc.                                       | NRG ENERGY INC COMMON STOCK USD.01                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3282 | NS      | $527023.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corporation                                       | NVE CORP COMMON STOCK USD.01                              | CUSIP: 629445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $5741.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc.                                              | NVR INC COMMON STOCK USD.01                               | CUSIP: 62944T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $369283.00    | 0.03%             |  |  |  | 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        |      1196 | NS      | $27615.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                     | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       720 | NS      | $70934.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc.                                       | SERVICENOW INC COMMON STOCK USD.001                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3396 | NS      | $3491359.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc.                           | SERVISFIRST BANCSHARES INC COMMON STOCK USD.001           | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $71076.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc.                                      | SHAKE SHACK INC COMMON STOCK USD.01                       | CUSIP: 819047101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $93499.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                 | SHENANDOAH TELECOMMUNICATIONS COMMON STOCK                | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      1033 | NS      | $14110.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                          | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      4169 | NS      | $1431467.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc.                                  | SHIFT4 PAYMENTS INC COMMON STOCK                          | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1122 | NS      | $111201.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc.                                    | SHOE CARNIVAL INC COMMON STOCK USD.01                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $9411.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc.                        | SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001      | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2898 | NS      | $12316.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc.                                 | SHORE BANCSHARES INC COMMON STOCK USD.01                  | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $13550.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc.                                     | SHUTTERSTOCK INC COMMON STOCK USD.01                      | CUSIP: 825690100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       607 | NS      | $11508.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Shyft Group Inc.                                  | SHYFT GROUP INC/THE COMMON STOCK USD.01                   | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       581 | NS      | $7285.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc.                                          | SI-BONE INC COMMON STOCK USD.0001                         | CUSIP: 825704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $14340.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                        | SIERRA BANCORP COMMON STOCK                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $12529.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc.                                | SIGA TECHNOLOGIES INC COMMON STOCK USD.0001               | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $8339.08      | 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        |       547 | NS      | $80605.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                                  | SILGAN HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1776 | NS      | $96223.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc.                              | ARS PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1634 | NS      | $28513.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO Inc.                                              | QXO INC COMMON STOCK USD.00001                            | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8412 | NS      | $181194.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corporation                    | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01           | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2185 | NS      | $41427.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc.                                         | SINCLAIR INC COMMON STOCK USD.01                          | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $10544.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                    | SITE CENTERS CORP REIT USD.1                              | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       976 | NS      | $11038.56     | 0.00%             |  |  |  | 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        |       753 | NS      | $91067.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                                    | SITIME CORP COMMON STOCK USD.0001                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $84592.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                 | SITIO ROYALTIES CORP COMMON STOCK USD.0001                | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $26798.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                               | SIRIUS XM HOLDINGS INC COMMON STOCK USD.001               | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5625 | NS      | $129206.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation                   | SIX FLAGS ENTERTAINMENT CORP COMMON STOCK USD.025         | CUSIP: 83001C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1664 | NS      | $50635.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A. Inc.                                  | SKECHERS USA INC COMMON STOCK USD.001                     | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $137494.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc.                                   | CHAMPION HOMES INC COMMON STOCK USD.028                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $59917.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                          | SKYWEST INC COMMON STOCK                                  | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       676 | NS      | $69607.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc.                               | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2663 | NS      | $198446.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc.                              | SKYWATER TECHNOLOGY INC COMMON STOCK USD.01               | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $8885.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Floor and Decor Holdings Inc.                         | FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001         | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1786 | NS      | $135664.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA FLEXION THERAPE COMMON STOCK                   | CONTRA FLEXION THERAPE COMMON STOCK                       | CUSIP: 339CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $390.15       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fluor Corporation                                     | FLUOR CORP COMMON STOCK USD.01                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2779 | NS      | $142479.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                                    | FLOWERS FOODS INC COMMON STOCK USD.01                     | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3509 | NS      | $56073.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                    | FRANKLIN COVEY CO COMMON STOCK USD.05                     | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $7051.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co. Inc.                            | FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1               | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       790 | NS      | $70894.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc.                               | FRANKLIN RESOURCES INC COMMON STOCK USD.1                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      8645 | NS      | $206183.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Freeport-McMoRan Inc.                                 | FREEPORT-MCMORAN INC COMMON STOCK USD.1                   | CUSIP: 35671D857<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23885 | NS      | $1035414.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher and Co.                           | ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      4226 | NS      | $1352827.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc.                    | GAMING AND LEISURE PROPERTIES REIT                        | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4491 | NS      | $209639.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                        | GAMESTOP CORP COMMON STOCK USD.001                        | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      7429 | NS      | $181193.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co. Inc.                                      | GANNETT CO INC COMMON STOCK USD.01                        | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      2784 | NS      | $9966.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                              | KIMBALL ELECTRONICS INC COMMON STOCK                      | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       406 | NS      | $7807.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5167 | NS      | $666129.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | KIMCO REALTY CORP REIT USD.01                             | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11161 | NS      | $234604.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                    | KINDER MORGAN INC COMMON STOCK USD.01                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     36454 | NS      | $1071747.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                           | SABRA HEALTHCARE REIT REIT USD.01                         | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      3915 | NS      | $72192.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                     | SABRE CORP COMMON STOCK USD.01                            | CUSIP: 78573M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $21172.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp.                                  | SABLE OFFSHORE CORP COMMON STOCK USD.0001                 | CUSIP: 78574H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1507 | NS      | $33123.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                         | SAFEHOLD INC REIT USD.001                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      1243 | NS      | $19341.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                                     | SCHLUMBERGER NV COMMON STOCK USD.01                       | CUSIP: 806857108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22524 | NS      | $761311.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Recycling Inc.                                 | RADIUS RECYCLING INC COMMON STOCK USD1.0                  | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       500 | NS      | $14845.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                               | SCHNEIDER NATIONAL INC COMMON STOCK                       | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $38784.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                | SCHOLASTIC CORP COMMON STOCK USD.01                       | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $11413.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15183 | NS      | $4736640.51   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corporation                                    | UNITIL CORP COMMON STOCK                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $13871.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc.                                      | UNITI GROUP INC REIT USD.0001                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      4158 | NS      | $17962.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc.                                    | UNITY BANCORP INC COMMON STOCK                            | CUSIP: 913290102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $11581.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corporation                                       | VSE CORP COMMON STOCK USD.05                              | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       343 | NS      | $44926.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc.                                    | VAALCO ENERGY INC COMMON STOCK USD.1                      | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      2213 | NS      | $7988.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc.                                     | VAIL RESORTS INC COMMON STOCK USD.01                      | CUSIP: 91879Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $97106.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc.                                            | VALHI INC COMMON STOCK USD.01                             | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       458 | NS      | $7401.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                   | VERINT SYSTEMS INC COMMON STOCK USD.001                   | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      1065 | NS      | $20948.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                                 | VERITEX HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       902 | NS      | $23542.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc.                                 | VERISK ANALYTICS INC COMMON STOCK USD.001                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2327 | NS      | $724860.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                   | VERICEL CORP COMMON STOCK                                 | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       832 | NS      | $35401.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc.                | SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01        | CUSIP: 830940102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $38834.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith and Wesson Brands Inc.                          | SMITH and WESSON BRANDS INC COMMON STOCK USD.001          | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       894 | NS      | $7759.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A O SMITH CORP COMMON STOCK USD1.0                        | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1933 | NS      | $126746.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc.                                   | SMARTFINANCIAL INC COMMON STOCK USD1.0                    | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $15099.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | J M SMUCKER CO/THE COMMON STOCK                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1762 | NS      | $173028.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                  | SNAP-ON INC COMMON STOCK USD1.0                           | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       863 | NS      | $268548.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                             | SNAP INC COMMON STOCK USD.00001                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     23943 | NS      | $208064.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                               | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2237 | NS      | $115764.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                                 | TD SYNNEX CORP COMMON STOCK USD.001                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1393 | NS      | $189030.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synergy Pharmaceuticals LLC                           | SYNERGY PHARMACEUTICALS INC COMMON STOCK USD.0001         | CUSIP: 871639308<br>LEI: 549300ITFHW1YXFTGH91 | Long             | EC               | CORP              | US        |      6230 | NS      | $18.07        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Syndax Pharmaceuticals Inc.                           | SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 87164F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $13766.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | SYNCHRONY FINANCIAL COMMON STOCK USD.001                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6400 | NS      | $427136.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | SYSCO CORP COMMON STOCK USD1.0                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7896 | NS      | $598043.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                             | TFS FINANCIAL CORP COMMON STOCK USD.01                    | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4911 | NS      | $63597.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                                | TJX COS INC/THE COMMON STOCK USD1.0                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     18535 | NS      | $2288887.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                               | TKO GROUP HOLDINGS INC COMMON STOCK USD.00001             | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1353 | NS      | $246178.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc.                                      | T-MOBILE US INC COMMON STOCK USD.0001                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     18958 | NS      | $4516933.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc.                                              | TPG INC COMMON STOCK                                      | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $92469.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc.                                 | TRI POINTE HOMES INC COMMON STOCK USD.01                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $50736.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc.                             | TPG RE FINANCE TRUST INC REIT USD.001                     | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $11248.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc.                                 | TTM TECHNOLOGIES INC COMMON STOCK USD.001                 | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1736 | NS      | $70863.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG Inc.                                             | TWFG INC COMMON STOCK USD.01                              | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $10885.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.                    | TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01         | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2929 | NS      | $711307.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corporation                              | TALEN ENERGY CORP COMMON STOCK USD.001                    | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $221566.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc.                                        | TALKSPACE INC COMMON STOCK USD.0001                       | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3056 | NS      | $8495.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc.                                     | TALOS ENERGY INC COMMON STOCK                             | CUSIP: 87484T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3260 | NS      | $27644.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc.                                         | TAPESTRY INC COMMON STOCK USD.01                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3206 | NS      | $281518.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | TARGET CORP COMMON STOCK USD.0833                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7600 | NS      | $749740.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | TARGA RESOURCES CORP COMMON STOCK USD.001                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3396 | NS      | $591175.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                              | TARGET HOSPITALITY CORP COMMON STOCK USD.0001             | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $12751.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc.                           | TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $25926.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                            | TASKUS INC COMMON STOCK USD.01                            | CUSIP: 87652V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $6653.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corporation                      | TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001        | CUSIP: 87724P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1678 | NS      | $103062.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                             | TAYSHA GENE THERAPIES INC COMMON STOCK USD.00001          | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3653 | NS      | $8438.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tectonic Therapeutic Inc.                             | TECTONIC THERAPEUTIC INC COMMON STOCK USD.0001            | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       349 | NS      | $6934.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA TECTONIC THERAP COMMON STOCK                   | CONTRA TECTONIC THERAP COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        32 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEGNA Inc.                                            | TEGNA INC COMMON STOCK USD1.0                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2597 | NS      | $43525.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                                       | TEJON RANCH CO COMMON STOCK USD.5                         | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |       469 | NS      | $7954.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc.                                   | TELADOC HEALTH INC COMMON STOCK USD.001                   | CUSIP: 87918A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2916 | NS      | $25398.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                    | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       776 | NS      | $397552.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | TELEFLEX INC COMMON STOCK USD1.0                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       765 | NS      | $90545.40     | 0.01%             |  |  |  | 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        |      1782 | NS      | $63403.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI Inc.                                        | TEMPUS AI INC COMMON STOCK USD.0001                       | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2777 | NS      | $176450.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Somnigroup International Inc.                         | SOMNIGROUP INTERNATIONAL INC COMMON STOCK USD.01          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      3315 | NS      | $225585.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc.                                 | TENABLE HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 88025T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2016 | NS      | $68100.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                         | TERADYNE INC COMMON STOCK USD.125                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2679 | NS      | $240895.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                     | TEREX CORP COMMON STOCK USD.01                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1084 | NS      | $50611.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TeraWulf Inc.                                         | TERAWULF INC COMMON STOCK USD.001                         | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6443 | NS      | $28220.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Terns Pharmaceuticals Inc.                            | TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001           | CUSIP: 880881107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $6161.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                            | TERRENO REALTY CORP REIT USD.01                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1648 | NS      | $92403.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | TESLA INC COMMON STOCK USD.001                            | CUSIP: 88160R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53115 | NS      | $16872510.90  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                               | TETRA TECHNOLOGIES INC COMMON STOCK USD.01                | CUSIP: 88162F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2821 | NS      | $9478.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc.                                       | TETRA TECH INC COMMON STOCK USD.01                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4459 | NS      | $160345.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc.                             | TEVOGEN BIO HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 88165K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3029 | NS      | $3786.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc.                         | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       735 | NS      | $58359.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                        | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     15096 | NS      | $3134231.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                        | TEXAS PACIFIC LAND CORP COMMON STOCK USD.01               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $403540.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                  | TEXAS ROADHOUSE INC COMMON STOCK USD.001                  | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       924 | NS      | $173166.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | TEXTRON INC COMMON STOCK USD.125                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      3006 | NS      | $241351.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc.                                  | TG THERAPEUTICS INC COMMON STOCK USD.001                  | CUSIP: 88322Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2583 | NS      | $92962.17     | 0.01%             |  |  |  | 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        |       579 | NS      | $10497.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                             | UMB FINANCIAL CORP COMMON STOCK USD1.0                    | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1163 | NS      | $122301.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                                   | UFP INDUSTRIES INC COMMON STOCK                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1014 | NS      | $100751.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc.                          | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1122 | NS      | $192770.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc.                                          | PEPSICO INC COMMON STOCK USD.017                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     22550 | NS      | $2977502.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corporation                        | PERDOCEO EDUCATION CORP COMMON STOCK USD.01               | CUSIP: 71363P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1121 | NS      | $36645.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                             | PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001           | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1055 | NS      | $20488.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc.                                       | PERSONALIS INC COMMON STOCK                               | CUSIP: 71535D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1286 | NS      | $8436.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health and Wellness Company Inc.                | PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001     | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4123 | NS      | $11668.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | PFIZER INC COMMON STOCK USD.05                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     93955 | NS      | $2277469.20   | 0.21%             |  |  |  | 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        |      1218 | NS      | $11680.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corporation                      | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001            | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       391 | NS      | $9986.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     25817 | NS      | $4702050.21   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison and Company Inc.                      | PHILLIPS EDISON and CO INC REIT USD.01                    | CUSIP: 71844V201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2129 | NS      | $74578.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | PHILLIPS 66 COMMON STOCK                                  | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6759 | NS      | $806348.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA Inc.                                           | PHINIA INC COMMON STOCK USD.01                            | CUSIP: 71880K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       686 | NS      | $30520.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                       | PHOTRONICS INC COMMON STOCK USD.01                        | CUSIP: 719405102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $20053.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc.                                         | PHREESIA INC COMMON STOCK USD.01                          | CUSIP: 71944F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $27890.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc.                     | PIEDMONT OFFICE REALTY TRUST I REIT USD.01                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2394 | NS      | $17452.26     | 0.00%             |  |  |  | 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        |      3960 | NS      | $178120.80    | 0.02%             |  |  |  | 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        |      1254 | NS      | $138454.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | PINNACLE WEST CAPITAL CORP COMMON STOCK                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1954 | NS      | $174824.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc.                                        | PINTEREST INC COMMON STOCK USD.00001                      | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9750 | NS      | $349635.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                               | PIPER SANDLER COS COMMON STOCK USD.01                     | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       296 | NS      | $82270.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                     | PITNEY BOWES INC COMMON STOCK USD1.0                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3085 | NS      | $33657.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                                   | PLANET FITNESS INC COMMON STOCK                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1396 | NS      | $152233.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc.                         | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                  | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1017 | NS      | $16333.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                          | POLARIS INC COMMON STOCK USD.01                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       951 | NS      | $38658.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | POOL CORP COMMON STOCK USD.001                            | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       626 | NS      | $182466.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                          | POPULAR INC COMMON STOCK USD.01                           | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1146 | NS      | $126300.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                      | PORCH GROUP INC COMMON STOCK USD.0001                     | CUSIP: 733245104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2046 | NS      | $24122.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc.                                       | PORTILLO'S INC COMMON STOCK USD.01                        | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $12965.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                     | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1783 | NS      | $72443.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                    | POST HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       929 | NS      | $101288.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Potbelly Corporation                                  | POTBELLY CORP COMMON STOCK USD.01                         | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |       607 | NS      | $7435.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc.                              | POSTAL REALTY TRUST INC REIT USD.01                       | CUSIP: 73757R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $5847.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                            | POTLATCHDELTIC CORP REIT USD1.0                           | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      1334 | NS      | $51185.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA POSEIDA THERAPE COMMON STOCK                   | CONTRA POSEIDA THERAPE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1586 | NS      | $793.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Powell Industries Inc.                                | POWELL INDUSTRIES INC COMMON STOCK USD.01                 | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       201 | NS      | $42300.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                               | POWER INTEGRATIONS INC COMMON STOCK USD.001               | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $54837.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc.                                       | POWERFLEET INC NJ COMMON STOCK USD.01                     | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2309 | NS      | $9951.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerwave Technologies Inc.                           | POWERWAVE TECHNOLOGIES INC COMMON STOCK USD.0001          | CUSIP: 739363307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       912 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Praxis Precision Medicines Inc.                       | PRAXIS PRECISION MEDICINES INC COMMON STOCK USD.0001      | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $13413.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc.                                         | PRECIGEN INC COMMON STOCK                                 | CUSIP: 74017N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5385 | NS      | $7646.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| T. Rowe Price Group Inc.                              | T ROWE PRICE GROUP INC COMMON STOCK USD.2                 | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3658 | NS      | $352997.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc.                                       | PRICESMART INC COMMON STOCK USD.0001                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       520 | NS      | $54620.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corporation                     | PRIMEENERGY RESOURCES CORP COMMON STOCK USD.1             | CUSIP: 74158E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $5416.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corporation                              | PRIMO BRANDS CORP COMMON STOCK USD.01                     | CUSIP: 741623102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2229 | NS      | $66022.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                         | PRIMORIS SERVICES CORP COMMON STOCK USD.0001              | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       897 | NS      | $69912.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc.                                        | PRIMERICA INC COMMON STOCK                                | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $152434.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PREVAIL THERAPE COMMON STOCK                   | CONTRA PREVAIL THERAPE COMMON STOCK                       | CUSIP: 741CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $1516.27      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Principal Financial Group Inc.                        | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3725 | NS      | $295876.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                              | PROASSURANCE CORP COMMON STOCK USD.01                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       913 | NS      | $20843.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                        | PROCTER and GAMBLE CO/THE COMMON STOCK                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     38946 | NS      | $6204876.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc.                     | PRIORITY TECHNOLOGY HOLDINGS I COMMON STOCK USD.001       | CUSIP: 74275G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1391 | NS      | $10821.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc.                             | PROCORE TECHNOLOGIES INC COMMON STOCK USD.0001            | CUSIP: 74275K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2486 | NS      | $170092.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procept Biorobotics Corporation                       | PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001           | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       913 | NS      | $52588.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                              | PRIVIA HEALTH GROUP INC COMMON STOCK USD.01               | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2038 | NS      | $46874.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp.                                 | PROFRAC HOLDING CORP COMMON STOCK USD.01                  | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2888 | NS      | $22410.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc.                                    | PROG HOLDINGS INC COMMON STOCK USD.5                      | CUSIP: 74319R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $20721.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                         | PROGRESS SOFTWARE CORP COMMON STOCK USD.01                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       716 | NS      | $45709.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | PROGRESSIVE CORP/THE COMMON STOCK USD1.0                  | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9725 | NS      | $2595213.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc.                                          | PROGYNY INC COMMON STOCK USD.0001                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $31372.00     | 0.00%             |  |  |  | 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        |      1023 | NS      | $56541.21     | 0.01%             |  |  |  | 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        |       454 | NS      | $18178.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                     | PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01        | CUSIP: 74386T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2204 | NS      | $38636.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                             | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5859 | NS      | $629490.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                         | JH COLLATERAL                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   3181184 | NS      | $31819475.99  | 2.97%             |  |  |  | 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        |        25 | NS      | $10556.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                                       | DAKTRONICS INC COMMON STOCK                               | CUSIP: 234264109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $12912.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc.                                             | IONQ INC COMMON STOCK USD.0001                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3704 | NS      | $159160.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc.                          | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666    | CUSIP: 462260100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5514 | NS      | $9484.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Iradimed Corporation                                  | IRADIMED CORP COMMON STOCK USD.0001                       | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       254 | NS      | $15186.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                                   | IQVIA HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 46266C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $457956.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc.                           | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001           | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1809 | NS      | $54577.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | IRON MOUNTAIN INC REIT USD.01                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      4877 | NS      | $500233.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J and J Snack Foods Corp.                             | J and J SNACK FOODS CORP COMMON STOCK                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $37538.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase and Co.                                | JPMORGAN CHASE and CO COMMON STOCK USD1.0                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     46410 | NS      | $13454723.10  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                            | JABIL INC COMMON STOCK USD.001                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1811 | NS      | $394979.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                                  | JACK IN THE BOX INC COMMON STOCK USD.01                   | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       354 | NS      | $6180.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                                | JACKSON FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 46817M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $105660.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | JACOBS SOLUTIONS INC COMMON STOCK                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2025 | NS      | $266186.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                                    | JAMF HOLDING CORP COMMON STOCK                            | CUSIP: 47074L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2332 | NS      | $22177.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc.                               | JANUX THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       990 | NS      | $22869.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc.                        | JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001       | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2475 | NS      | $20146.50     | 0.00%             |  |  |  | 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        |      3404 | NS      | $186164.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                                 | JELD-WEN HOLDING INC COMMON STOCK USD.01                  | CUSIP: 47580P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1719 | NS      | $6738.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                           | JETBLUE AIRWAYS CORP COMMON STOCK USD.01                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      6062 | NS      | $25642.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corporation                                 | JBT MAREL CORP COMMON STOCK USD.01                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       864 | NS      | $103904.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson and Johnson                                   | JOHNSON + JOHNSON COMMON STOCK USD1.0                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     39957 | NS      | $6103431.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01        | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     10948 | NS      | $1156327.76   | 0.11%             |  |  |  | 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        |       757 | NS      | $193625.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc.                                       | ZIFF DAVIS INC COMMON STOCK USD.01                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       719 | NS      | $21764.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc.                                 | JUNIPER NETWORKS INC COMMON STOCK USD.00001               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      5505 | NS      | $219814.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc.                                         | OPENLANE INC COMMON STOCK USD.01                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1843 | NS      | $45061.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                           | KADANT INC COMMON STOCK USD.01                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       196 | NS      | $62220.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                           | KAISER ALUMINUM CORP COMMON STOCK USD.01                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $22931.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc.                         | KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 483497103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       898 | NS      | $10151.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc.                                  | KARAT PACKAGING INC COMMON STOCK USD.001                  | CUSIP: 48563L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $9011.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                               | KB HOME COMMON STOCK USD1.0                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1174 | NS      | $62186.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                | KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01              | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1729 | NS      | $11169.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                             | KELLANOVA COMMON STOCK USD.25                             | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5427 | NS      | $431609.31    | 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        |       688 | NS      | $8056.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                    | KEMPER CORP COMMON STOCK USD.1                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1063 | NS      | $68606.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc.                               | ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 488445206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $8968.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                       | KENNAMETAL INC COMMON STOCK USD1.25                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1327 | NS      | $30467.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc.                          | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      2770 | NS      | $18836.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                           | KENVUE INC COMMON STOCK USD.01                            | CUSIP: 49177J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31690 | NS      | $663271.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc.                               | KEROS THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $9692.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | KEURIG DR PEPPER INC COMMON STOCK USD.01                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     22487 | NS      | $743420.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KEYCORP COMMON STOCK USD1.0                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     17978 | NS      | $313176.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc.                            | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2867 | NS      | $469786.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc.                                           | KFORCE INC COMMON STOCK USD.01                            | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       364 | NS      | $14971.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                             | KILROY REALTY CORP REIT USD.01                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1936 | NS      | $66424.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc.                            | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01             | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $186785.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                     | KIRBY CORP COMMON STOCK USD.1                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       948 | NS      | $107512.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA KINNATE BIOPHAR COMMON STOCK                   | CONTRA KINNATE BIOPHAR COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       772 | NS      | $47.79        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kite Realty Group Trust                               | KITE REALTY GROUP TRUST REIT USD.01                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3599 | NS      | $81517.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Klaviyo Inc.                                          | KLAVIYO INC COMMON STOCK USD.001                          | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1528 | NS      | $51310.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corporation                               | KNIFE RIVER CORP COMMON STOCK USD.01                      | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $77149.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corporation                              | TUTOR PERINI CORP COMMON STOCK USD1.0                     | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       911 | NS      | $42616.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                           | TWILIO INC COMMON STOCK USD.001                           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2532 | NS      | $314879.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation                          | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001              | CUSIP: 90184D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       993 | NS      | $36532.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                          | TWO HARBORS INVESTMENT CORP REIT CNY1.0                   | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1657 | NS      | $17845.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                               | TYLER TECHNOLOGIES INC COMMON STOCK USD.01                | CUSIP: 902252105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       714 | NS      | $423287.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc.                                 | TYRA BIOSCIENCES INC COMMON STOCK USD.0001                | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       947 | NS      | $9062.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc.                                      | TYSON FOODS INC COMMON STOCK USD.1                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4750 | NS      | $265715.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc.                                              | UDR INC REIT USD.01                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      5485 | NS      | $223952.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                 | UFP TECHNOLOGIES INC COMMON STOCK USD.01                  | CUSIP: 902673102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $31496.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                       | UGI CORP COMMON STOCK                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3550 | NS      | $129291.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                            | UDEMY INC COMMON STOCK USD.00001                          | CUSIP: 902685106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2657 | NS      | $18678.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                             | AAR CORP COMMON STOCK USD1.0                              | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       611 | NS      | $42030.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corporation                               | ACCO BRANDS CORP COMMON STOCK USD.01                      | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      2085 | NS      | $7464.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corporation                                      | ACNB CORP COMMON STOCK USD2.5                             | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $10281.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc.                                   | ADMA BIOLOGICS INC COMMON STOCK USD.0001                  | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3915 | NS      | $71292.15     | 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        |     13674 | NS      | $115818.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbSci Corporation                                     | ABSCI CORP COMMON STOCK USD.0001                          | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2048 | NS      | $5263.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc.                                     | ACV AUCTIONS INC COMMON STOCK USD.001                     | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2836 | NS      | $45999.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                           | ABM INDUSTRIES INC COMMON STOCK USD.01                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1038 | NS      | $49003.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                    | AFLAC INC COMMON STOCK USD.1                              | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      9102 | NS      | $959896.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc.                       | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      7253 | NS      | $22484.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc.                          | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01           | CUSIP: 001744101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $13642.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc.                           | A-MARK PRECIOUS METALS INC COMMON STOCK USD.01            | CUSIP: 00181T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $9093.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                              | ANI PHARMACEUTICALS INC COMMON STOCK USD.0001             | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       349 | NS      | $22772.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc.                                             | ANGI INC COMMON STOCK                                     | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       883 | NS      | $13474.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corporation                                 | API GROUP CORP COMMON STOCK USD.0001                      | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4616 | NS      | $235646.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                     | ASGN INC COMMON STOCK USD.01                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       728 | NS      | $36349.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATandT Inc.                                           | ATandT INC COMMON STOCK USD1.0                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    119097 | NS      | $3446667.18   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc.                                      | ATYR PHARMA INC COMMON STOCK USD.001                      | CUSIP: 002120202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $8431.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc.                                     | A10 NETWORKS INC COMMON STOCK USD.00001                   | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1291 | NS      | $24980.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                                  | AST SPACEMOBILE INC COMMON STOCK USD.0001                 | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3427 | NS      | $160143.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASP Isotopes Inc.                                     | ASP ISOTOPES INC COMMON STOCK USD.01                      | CUSIP: 00218A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $9096.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc.                                              | AZZ INC COMMON STOCK USD1.0                               | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $47240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abacus Global Management Inc.                         | ABACUS GLOBAL MANAGEMENT INC COMMON STOCK USD.0001        | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $8666.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | ABBOTT LABORATORIES COMMON STOCK                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     28785 | NS      | $3915047.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | ABBVIE INC COMMON STOCK USD.01                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     29302 | NS      | $5439037.24   | 0.51%             |  |  |  | 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        |      1152 | NS      | $51621.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                        | ACADIA HEALTHCARE CO INC COMMON STOCK USD.01              | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      1549 | NS      | $35146.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc.                           | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 004225108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2762 | NS      | $59576.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                   | ACADIA REALTY TRUST REIT USD.001                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $37808.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc.                              | ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001             | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1621 | NS      | $19079.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc.                                    | ACI WORLDWIDE INC COMMON STOCK USD.005                    | CUSIP: 004498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1757 | NS      | $80663.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc.                                  | ADTRAN HOLDINGS INC COMMON STOCK USD.01                   | CUSIP: 00486H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $13051.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aceto Chem Private Limited                            | ESC ACETO CHEM INC COM COMMON STOCK                       | CUSIP: 004ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Acuity Inc.                                           | ACUITY INC COMMON STOCK USD.01                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $153048.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                               | ACUSHNET HOLDINGS CORP COMMON STOCK USD.001               | CUSIP: 005098108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $73693.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corporation                  | ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001       | CUSIP: 00650F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2537 | NS      | $29556.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                     | ADAPTHEALTH CORP COMMON STOCK USD.0001                    | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2276 | NS      | $21462.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corporation                            | ADDUS HOMECARE CORP COMMON STOCK USD.001                  | CUSIP: 006739106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $34902.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                            | ADEIA INC COMMON STOCK                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1877 | NS      | $26540.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | ADOBE INC COMMON STOCK USD.0001                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7148 | NS      | $2765418.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                         | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       619 | NS      | $78755.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                               | ADVANCE AUTO PARTS INC COMMON STOCK USD.0001              | CUSIP: 00751Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1001 | NS      | $46536.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                                     | AEHR TEST SYSTEMS COMMON STOCK USD.01                     | CUSIP: 00760J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $6891.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AECOM                                                 | AECOM COMMON STOCK USD.01                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2191 | NS      | $247276.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc.                               | SPYRE THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 00773J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $15404.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc.                                         | ADVANSIX INC COMMON STOCK USD.01                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       555 | NS      | $13181.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                           | ADVANCED MICRO DEVICES INC COMMON STOCK USD.01            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     26778 | NS      | $3799798.20   | 0.35%             |  |  |  | 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        |       636 | NS      | $84270.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corporation                                   | AERSALE CORP COMMON STOCK USD.0001                        | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $6298.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc.                        | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       475 | NS      | $93465.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                   | AFFIRM HOLDINGS INC COMMON STOCK USD.00001                | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4605 | NS      | $318389.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc.                                | AEVA TECHNOLOGIES INC COMMON STOCK USD.0001               | CUSIP: 00835Q202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $36202.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilent Technologies Inc.                             | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4718 | NS      | $556771.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc.                                         | AGILYSYS INC COMMON STOCK USD.3                           | CUSIP: 00847J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $53880.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc.                            | AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 00847X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $31763.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                              | AGREE REALTY CORP REIT USD.0001                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1746 | NS      | $127562.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc.                                    | AGILON HEALTH INC COMMON STOCK USD.01                     | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6951 | NS      | $15987.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc.                                           | AIRBNB INC COMMON STOCK USD.0001                          | CUSIP: 009066101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7185 | NS      | $950862.90    | 0.09%             |  |  |  | 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        |      1836 | NS      | $107387.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc.                       | AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD1.0        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3691 | NS      | $1041083.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                             | AAON INC COMMON STOCK USD.004                             | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1359 | NS      | $100226.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                       | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001             | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $135486.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA BLUEBIRD BIO IN COMMON STOCK                   | CONTRA BLUEBIRD BIO IN COMMON STOCK                       | CUSIP: 096CVR030<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $405.82       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Boeing Company                                    | BOEING CO/THE COMMON STOCK USD5.0                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     12451 | NS      | $2608858.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                                 | BOISE CASCADE CO COMMON STOCK USD.01                      | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       630 | NS      | $54696.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc.                       | BOWHEAD SPECIALTY HOLDINGS INC COMMON STOCK USD.01        | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $22555.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucky Strike Entertainment Corporation                | LUCKY STRIKE ENTERTAINMENT COR COMMON STOCK USD.0001      | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1554 | NS      | $14188.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowman Consulting Group Ltd.                          | BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01           | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $8538.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                              | BOX INC COMMON STOCK USD.0001                             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2370 | NS      | $80982.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc.                             | BROADSTONE NET LEASE INC REIT USD.00025                   | CUSIP: 11135E203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3204 | NS      | $51424.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | BROADCOM INC COMMON STOCK                                 | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77395 | NS      | $21333931.75  | 1.99%             |  |  |  | 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        |      3443 | NS      | $23963.28     | 0.00%             |  |  |  | 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        |      1778 | NS      | $18757.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CG Oncology Inc.                                      | CG ONCOLOGY INC COMMON STOCK                              | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $33852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corporation                                     | CERUS CORP COMMON STOCK USD.001                           | CUSIP: 157085101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3946 | NS      | $5563.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                       | CLOVER HEALTH INVESTMENTS CORP COMMON STOCK USD.0001      | CUSIP: 18914F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6910 | NS      | $19278.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cloudflare Inc.                                       | CLOUDFLARE INC COMMON STOCK USD.001                       | CUSIP: 18915M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5118 | NS      | $1002257.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corporation                         | COASTAL FINANCIAL CORP/WA COMMON STOCK                    | CUSIP: 19046P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $24701.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc.                           | COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1280 | NS      | $142912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | COMCAST CORP COMMON STOCK USD.01                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     62568 | NS      | $2233051.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | COMERICA INC COMMON STOCK USD5.0                          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2129 | NS      | $126994.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc.                           | AIRSCULPT TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1378 | NS      | $6655.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Akamai Technologies Inc.                              | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2488 | NS      | $198442.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc.                              | COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0            | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2176 | NS      | $135281.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                             | COMMERCIAL METALS CO COMMON STOCK USD.01                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1893 | NS      | $92586.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc.                              | AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |      3836 | NS      | $13963.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc.                               | AKERO THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 00973Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $67180.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CONCERT PHARMAC COMMON STOCK                   | CONTRA CONCERT PHARMAC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1064 | NS      | $393.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Confluent Inc.                                        | CONFLUENT INC COMMON STOCK USD.00001                      | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4549 | NS      | $113406.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKOUOS INC + COMMON STOCK                      | CONTRA AKOUOS INC + COMMON STOCK                          | CUSIP: 009CVR036<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $912.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alamo Group Inc.                                      | ALAMO GROUP INC COMMON STOCK USD.1                        | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       204 | NS      | $44549.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                             | ALBERTSONS COS INC COMMON STOCK USD.01                    | CUSIP: 013091103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9586 | NS      | $206194.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                     | ALCOA CORP COMMON STOCK USD.01                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      4284 | NS      | $126420.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA COMMON STOCK                    | CONTRA ALBIREO PHARMA COMMON STOCK                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       301 | NS      | $647.15       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alerus Financial Corporation                          | ALERUS FINANCIAL CORP COMMON STOCK USD1.0                 | CUSIP: 01446U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $14607.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corporation                                    | CONMED CORP COMMON STOCK USD.01                           | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       509 | NS      | $26508.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc.                                             | DAVE INC COMMON STOCK USD.0001                            | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $50729.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander and Baldwin Inc.                            | ALEXANDER and BALDWIN INC REIT                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1483 | NS      | $26441.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc.                                      | ALEXANDER'S INC REIT USD1.0                               | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       106 | NS      | $23883.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DAVITA INC COMMON STOCK USD.001                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1326 | NS      | $188888.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc.                       | DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001      | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1781 | NS      | $11576.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                  | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2857 | NS      | $207503.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexza Pharmaceuticals Inc.                           | ALEXZA PHARMACEUTICALS COMMON STOCK                       | CUSIP: 015CVR996<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2067 | NS      | $72.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deckers Outdoor Corporation                           | DECKERS OUTDOOR CORP COMMON STOCK USD.01                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2518 | NS      | $259530.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corporation                                  | DIGIMARC CORP COMMON STOCK USD.001                        | CUSIP: 25381B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $6314.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                                 | ALIGN TECHNOLOGY INC COMMON STOCK USD.0001                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1233 | NS      | $233443.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc.                             | ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001             | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3223 | NS      | $45122.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                             | DIGITAL REALTY TRUST INC REIT USD.01                      | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5588 | NS      | $974156.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media and Technology Group Corp.                | TRUMP MEDIA and TECHNOLOGY GROUP COMMON STOCK USD.0001    | CUSIP: 25400Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3660 | NS      | $66026.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine Inc.                                  | DIGITAL TURBINE INC COMMON STOCK USD.0001                 | CUSIP: 25400W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1841 | NS      | $10861.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                         | DOORDASH INC COMMON STOCK USD.00001                       | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6549 | NS      | $1614393.99   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                           | ALIGHT INC COMMON STOCK USD.0001                          | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8926 | NS      | $50521.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc.                                | ALKAMI TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $51207.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                                  | DORMAN PRODUCTS INC COMMON STOCK USD.01                   | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       514 | NS      | $63052.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc.                            | DOUBLEVERIFY HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2860 | NS      | $42814.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                              | ATI INC COMMON STOCK USD.1                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2355 | NS      | $203330.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                              | ALLEGIANT TRAVEL CO COMMON STOCK USD.001                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       325 | NS      | $17858.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                                   | DOUGLAS EMMETT INC REIT USD.01                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2779 | NS      | $41796.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                          | ENVISTA HOLDINGS CORP COMMON STOCK USD.01                 | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2862 | NS      | $55923.48     | 0.01%             |  |  |  | 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        |      3083 | NS      | $105407.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                           | ALLETE INC COMMON STOCK                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       937 | NS      | $60033.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus inc.                                            | EPLUS INC COMMON STOCK USD.01                             | CUSIP: 294268107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       454 | NS      | $32733.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corporation                                    | VESTIS CORP COMMON STOCK USD.01                           | CUSIP: 29430C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2275 | NS      | $13035.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc.                         | BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       807 | NS      | $46095.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                            | ALLIANT ENERGY CORP COMMON STOCK USD.01                   | CUSIP: 018802108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4250 | NS      | $256997.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc.                                          | ALLIENT INC COMMON STOCK                                  | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       283 | NS      | $10275.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                          | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01           | CUSIP: 02043Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $700441.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc.                    | ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01         | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $24520.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     91055 | NS      | $16152246.45  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc.                              | EUROPEAN WAX CENTER INC COMMON STOCK USD.00001            | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $5680.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc.                                      | EVE HOLDING INC COMMON STOCK USD.0001                     | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4714 | NS      | $32338.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                         | ALPHABET INC COMMON STOCK USD.001                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     96055 | NS      | $16927772.65  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc.                                    | ALPHA TEKNOVA INC COMMON STOCK USD.00001                  | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $4797.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore Inc.                                         | EVERCORE INC COMMON STOCK USD.01                          | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $173352.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc.                                     | EVERCOMMERCE INC COMMON STOCK USD.00001                   | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2979 | NS      | $31279.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphatec Holdings Inc.                                | ALPHATEC HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      2421 | NS      | $26873.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc.                                        | ALTIMMUNE INC COMMON STOCK USD.0001                       | CUSIP: 02155H200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1351 | NS      | $5228.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Sinclair Corporation                               | HF SINCLAIR CORP COMMON STOCK                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $127348.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc.                                    | HBT FINANCIAL INC COMMON STOCK USD.01                     | CUSIP: 404111106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $12781.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc.                                       | ALTICE USA INC COMMON STOCK USD.01                        | CUSIP: 02156K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4902 | NS      | $10490.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc.                                             | OKLO INC COMMON STOCK USD.0001                            | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2031 | NS      | $113715.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings Inc.                     | HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $30241.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc.                                           | HARROW INC COMMON STOCK USD.001                           | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $18415.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc.                                      | ALTI GLOBAL INC COMMON STOCK USD.0001                     | CUSIP: 02157E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $6411.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc.                                     | ALTRIA GROUP INC COMMON STOCK USD.333                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     27303 | NS      | $1600774.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corporation                                    | ENVIRI CORP COMMON STOCK USD1.25                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1542 | NS      | $13384.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                     | HARTFORD INSURANCE GROUP INC/T COMMON STOCK USD.01        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4699 | NS      | $596162.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc.                                 | KINETIK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       984 | NS      | $43345.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc.                                           | ALUMIS INC COMMON STOCK USD.0001                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1727 | NS      | $5181.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| indie Semiconductor Inc.                              | INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001             | CUSIP: 45569U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3466 | NS      | $12338.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Informatica Inc.                                      | INFORMATICA INC COMMON STOCK USD.01                       | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4332 | NS      | $105484.20    | 0.01%             |  |  |  | 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        |       534 | NS      | $16660.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc.                                       | AMAZON.COM INC COMMON STOCK USD.01                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    175035 | NS      | $38400928.65  | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | INGERSOLL RAND INC COMMON STOCK USD.01                    | CUSIP: 45687V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6684 | NS      | $555975.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                  | INGEVITY CORP COMMON STOCK USD.01                         | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       629 | NS      | $27103.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc.                            | AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01             | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       935 | NS      | $6638.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                         | AMEDISYS INC COMMON STOCK USD.001                         | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $52245.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc.                            | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      1787 | NS      | $16762.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc.                                           | INTAPP INC COMMON STOCK USD.001                           | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1323 | NS      | $68293.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc.                                  | AMERANT BANCORP INC   B COMMON STOCK USD.1                | CUSIP: 023576101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $15057.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK USD.25                     | CUSIP: 023586100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       316 | NS      | $19136.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                     | INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001       | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2865 | NS      | $23808.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                     | INTERPARFUMS INC COMMON STOCK USD.001                     | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $70907.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc.                               | ITEOS THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $7966.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| i3 Verticals Inc.                                     | I3 VERTICALS INC COMMON STOCK USD.0001                    | CUSIP: 46571Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $12228.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                            | ITRON INC COMMON STOCK                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       749 | NS      | $98590.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                  | JBG SMITH PROPERTIES REIT USD.01                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1524 | NS      | $26365.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                              | KBR INC COMMON STOCK USD.001                              | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $104461.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA CORP COMMON STOCK USD.001                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2135 | NS      | $1912404.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                    | KKR REAL ESTATE FINANCE TRUST REIT USD.01                 | CUSIP: 48251K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1247 | NS      | $10936.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                      | KKR and CO INC COMMON STOCK USD.01                        | CUSIP: 48251W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14755 | NS      | $1962857.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                             | MGM RESORTS INTERNATIONAL COMMON STOCK USD.01             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      4699 | NS      | $161598.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                  | MGP INGREDIENTS INC COMMON STOCK                          | CUSIP: 55303J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $11538.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                        | M/I HOMES INC COMMON STOCK USD.01                         | CUSIP: 55305B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $50341.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                              | MKS INC COMMON STOCK                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1104 | NS      | $109693.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc.                              | NEW FORTRESS ENERGY INC COMMON STOCK USD.01               | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4594 | NS      | $15252.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corporation                      | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1688 | NS      | $75656.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                   | RITHM CAPITAL CORP REIT USD.01                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      8412 | NS      | $94971.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc.                               | FLAGSTAR FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 649445400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6897 | NS      | $73108.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                            | STERIS PLC COMMON STOCK USD75.0                           | CUSIP: 859152100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1610 | NS      | $386754.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc.                                 | STERLING BANCORP INC/MI COMMON STOCK                      | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sterling Infrastructure Inc.                          | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01           | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       511 | NS      | $117903.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation              | STEWART INFORMATION SERVICES C COMMON STOCK USD1.0        | CUSIP: 860372101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $30336.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                             | SUPER MICRO COMPUTER INC COMMON STOCK USD.001             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      9849 | NS      | $482699.49    | 0.05%             |  |  |  | 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        |       933 | NS      | $29408.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                                 | SURGERY PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      2132 | NS      | $47394.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc.                                        | SURMODICS INC COMMON STOCK USD.05                         | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       254 | NS      | $7546.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                           | THIRD COAST BANCSHARES INC COMMON STOCK USD1.0            | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $9245.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                                  | THOR INDUSTRIES INC COMMON STOCK USD.1                    | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $79129.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M CO COMMON STOCK USD.01                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      9004 | NS      | $1370768.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                   | THRYV HOLDINGS INC COMMON STOCK                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $10348.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                 | TRADEWEB MARKETS INC COMMON STOCK USD.00001               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1928 | NS      | $282259.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc.                                         | TRANSCAT INC COMMON STOCK USD.5                           | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       165 | NS      | $14183.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TRANSDIGM GROUP INC COMMON STOCK USD.01                   | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $1415715.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                | TRANSMEDICS GROUP INC COMMON STOCK                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       558 | NS      | $74777.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                                 | TRUSTMARK CORP COMMON STOCK                               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1018 | NS      | $37116.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                    | TTEC HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      1033 | NS      | $4968.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc.                             | TURNING POINT BRANDS INC COMMON STOCK USD.01              | CUSIP: 90041L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       307 | NS      | $23261.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corporation                              | TURTLE BEACH CORP COMMON STOCK                            | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       384 | NS      | $5310.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc.                                              | IAC INC COMMON STOCK USD.0001                             | CUSIP: 44891N208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $50409.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corporation                                       | IDT CORP COMMON STOCK USD.01                              | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       411 | NS      | $28079.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc.                                      | HYSTER-YALE INC COMMON STOCK USD.01                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $10422.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc.                                | ICF INTERNATIONAL INC COMMON STOCK USD.001                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       322 | NS      | $27276.62     | 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        |      3483 | NS      | $31207.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                          | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3145 | NS      | $172880.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc.                                | BIOLIFE SOLUTIONS INC COMMON STOCK USD.001                | CUSIP: 09062W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $17253.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | BIOGEN INC COMMON STOCK USD.0005                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2413 | NS      | $303048.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                        | BLACKBAUD INC COMMON STOCK USD.001                        | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       841 | NS      | $54000.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                     | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      3211 | NS      | $88206.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | BROWN-FORMAN CORP COMMON STOCK USD.15                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      4719 | NS      | $126988.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                    | BRUKER CORP COMMON STOCK USD.01                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      2510 | NS      | $103412.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                 | BRUNSWICK CORP/DE COMMON STOCK USD.75                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1102 | NS      | $60874.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle Inc.                                       | BUCKLE INC/THE COMMON STOCK USD.01                        | CUSIP: 118440106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $38592.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc.                            | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01             | CUSIP: 120076104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $12322.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc.                             | BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1879 | NS      | $219260.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                           | BUMBLE INC COMMON STOCK USD.01                            | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2124 | NS      | $13997.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc.                                | BUTTERFLY NETWORK INC COMMON STOCK USD.0001               | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3691 | NS      | $7382.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp Inc.                                   | BYLINE BANCORP INC COMMON STOCK USD.01                    | CUSIP: 124411109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       954 | NS      | $25500.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc.                               | BYRNA TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       392 | NS      | $12104.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc.                                            | C3.AI INC COMMON STOCK USD.001                            | CUSIP: 12468P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2091 | NS      | $51375.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                             | CBIZ INC COMMON STOCK USD.01                              | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $60092.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and Associates Properties Inc.                    | CBL and ASSOCIATES PROPERTIES IN REIT USD.01              | CUSIP: 124830878<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $13710.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc.                              | CBOE GLOBAL MARKETS INC COMMON STOCK                      | CUSIP: 12503M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1739 | NS      | $405552.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                                       | CBRE GROUP INC COMMON STOCK USD.01                        | CUSIP: 12504L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4975 | NS      | $697097.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc.                          | CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1              | CUSIP: 12541W209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1972 | NS      | $189213.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                       | CIGNA GROUP/THE COMMON STOCK USD.01                       | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4542 | NS      | $1501494.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME GROUP INC COMMON STOCK USD.01                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5982 | NS      | $1648758.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS ENERGY CORP COMMON STOCK USD.01                       | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4930 | NS      | $341550.40    | 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        |       584 | NS      | $13350.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                | CRA INTERNATIONAL INC COMMON STOCK                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $22484.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc.                              | CNO FINANCIAL GROUP INC COMMON STOCK USD.01               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1693 | NS      | $65315.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                        | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       480 | NS      | $31348.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                  | CSW INDUSTRIALS INC COMMON STOCK USD.01                   | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       278 | NS      | $79738.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX CORP COMMON STOCK USD1.0                              | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     31360 | NS      | $1023276.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                       | CTS CORP COMMON STOCK                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       548 | NS      | $23350.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                             | CNX RESOURCES CORP COMMON STOCK USD.01                    | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2479 | NS      | $83492.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                   | CVB FINANCIAL CORP COMMON STOCK                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2369 | NS      | $46882.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                       | CVR ENERGY INC COMMON STOCK USD.01                        | CUSIP: 12662P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $45913.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS HEALTH CORP COMMON STOCK USD.01                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     20923 | NS      | $1443268.54   | 0.13%             |  |  |  | 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        |        95 | NS      | $12901.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                     | CABOT CORP COMMON STOCK USD1.0                            | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       893 | NS      | $66975.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | COTERRA ENERGY INC COMMON STOCK USD.1                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     12671 | NS      | $321589.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                               | CACI INTERNATIONAL INC COMMON STOCK USD.1                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       372 | NS      | $177332.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                           | CACTUS INC COMMON STOCK USD.01                            | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1150 | NS      | $50278.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                          | CADENCE BANK COMMON STOCK USD2.5                          | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2938 | NS      | $93957.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc.                                   | CADRE HOLDINGS INC COMMON STOCK USD.01                    | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $22263.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                          | CALERES INC COMMON STOCK USD.01                           | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       585 | NS      | $7148.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                      | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1539 | NS      | $70286.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                        | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01        | CUSIP: 130788102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1022 | NS      | $46480.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                            | CALIX INC COMMON STOCK                                    | CUSIP: 13100M509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1124 | NS      | $59785.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                         | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      3227 | NS      | $25977.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corporation                           | CAMDEN NATIONAL CORP COMMON STOCK                         | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       373 | NS      | $15136.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | CAMDEN PROPERTY TRUST REIT USD.01                         | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1762 | NS      | $198559.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                                | THE CAMPBELL'S COMPANY COMMON STOCK USD.0375              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      4945 | NS      | $151564.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc.                           | CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      1018 | NS      | $17499.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc.                                  | CANNAE HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 13765N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1184 | NS      | $24686.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc.                                       | CANTALOUPE INC COMMON STOCK                               | CUSIP: 138103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1389 | NS      | $15265.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital City Bank Group Inc.                          | CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01           | CUSIP: 139674105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       273 | NS      | $10742.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc.                                  | CAPITAL BANCORP INC COMMON STOCK USD.01                   | CUSIP: 139737100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $15312.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                     | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     10579 | NS      | $2250788.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc.                             | SONIDA SENIOR LIVING INC COMMON STOCK USD.01              | CUSIP: 140475203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $7534.90      | 0.00%             |  |  |  | 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        |      2550 | NS      | $15555.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc.                            | CAPRICOR THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 14070B309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $7685.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc.                                  | CARDINAL HEALTH INC COMMON STOCK                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3813 | NS      | $640584.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc.                                           | CAREDX INC COMMON STOCK USD.001                           | CUSIP: 14167L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $17625.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                                | CARLYLE GROUP INC/THE COMMON STOCK USD1.0                 | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5986 | NS      | $307680.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | CARNIVAL CORP COMMON STOCK USD.01                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     19280 | NS      | $542153.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc.                                | CARRIAGE SERVICES INC COMMON STOCK USD.01                 | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $13904.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                      | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0             | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       828 | NS      | $228842.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | CARRIER GLOBAL CORP COMMON STOCK USD.01                   | CUSIP: 14448C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14340 | NS      | $1049544.60   | 0.10%             |  |  |  | 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        |      1164 | NS      | $13793.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc.                                | CARTER BANKSHARES INC COMMON STOCK USD1.0                 | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $11132.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc.                                         | CARTER'S INC COMMON STOCK USD.01                          | CUSIP: 146229109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $18349.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc.                                | SILA REALTY TRUST INC COMMON STOCK USD.01                 | CUSIP: 146280508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $22770.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                           | CARVANA CO COMMON STOCK USD.001                           | CUSIP: 146869102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $750072.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc.                            | CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01             | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1039 | NS      | $119879.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc.                           | CASEY'S GENERAL STORES INC COMMON STOCK                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       615 | NS      | $313816.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc.                         | CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5           | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       304 | NS      | $13208.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc.                               | CASTLE BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $10189.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                         | CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001         | CUSIP: 14888U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2007 | NS      | $43551.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick and Struggles International Inc.             | HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01      | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       368 | NS      | $16839.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc.                              | HELIOS TECHNOLOGIES INC COMMON STOCK USD.001              | CUSIP: 42328H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       617 | NS      | $20589.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc.                     | HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2708 | NS      | $16897.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich and Payne Inc.                              | HELMERICH and PAYNE INC COMMON STOCK USD.1                | CUSIP: 423452101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1643 | NS      | $24907.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc.                      | HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001      | CUSIP: 42727J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $13168.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                               | HERON THERAPEUTICS INC COMMON STOCK USD.01                | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      2650 | NS      | $5485.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | HERSHEY CO/THE COMMON STOCK USD1.0                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2455 | NS      | $407407.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc.                            | HERTZ GLOBAL HLDGS INC COMMON STOCK USD.01                | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      5239 | NS      | $35782.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | HESS CORP COMMON STOCK USD1.0                             | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      5015 | NS      | $694778.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                    | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     21753 | NS      | $444848.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                    | HEXCEL CORP COMMON STOCK USD.01                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1335 | NS      | $75414.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc.                                  | HIGHPEAK ENERGY INC COMMON STOCK USD.0001                 | CUSIP: 43114Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2246 | NS      | $22010.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc                              | HIGHWOODS PROPERTIES INC REIT USD.01                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1765 | NS      | $54873.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc.                                      | HILLENBRAND INC COMMON STOCK                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1244 | NS      | $24967.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                               | HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001              | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3870 | NS      | $27631.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                                 | HILLTOP HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1123 | NS      | $34083.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                           | HILTON GRAND VACATIONS INC COMMON STOCK USD.01            | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1644 | NS      | $68275.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims and Hers Health Inc.                             | HIMS and HERS HEALTH INC COMMON STOCK USD.0001            | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3547 | NS      | $176817.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Worldwide Holdings Inc.                        | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01         | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3859 | NS      | $1027806.06   | 0.10%             |  |  |  | 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        |        44 | NS      | $10927.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc.                                   | HIPPO HOLDINGS INC COMMON STOCK USD.0001                  | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $12037.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc.                                          | HOLOGIC INC COMMON STOCK USD.01                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      3689 | NS      | $240375.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                                  | HOME BANCSHARES INC/AR COMMON STOCK USD.01                | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3181 | NS      | $90531.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10786 | NS      | $2511843.68   | 0.23%             |  |  |  | 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        |      2611 | NS      | $28016.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                     | HORACE MANN EDUCATORS CORP COMMON STOCK USD.001           | CUSIP: 440327104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $29950.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc.                                  | HORIZON BANCORP INC/IN COMMON STOCK                       | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1054 | NS      | $16210.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | HORMEL FOODS CORP COMMON STOCK USD.01465                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      9175 | NS      | $277543.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels and Resorts Inc.                          | HOST HOTELS and RESORTS INC REIT USD.01                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     10027 | NS      | $154014.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc.                                   | HOULIHAN LOKEY INC COMMON STOCK USD.001                   | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       892 | NS      | $160515.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc.                            | HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01             | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $9618.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc.                           | HOWARD HUGHES HOLDINGS INC COMMON STOCK                   | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $57105.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | HOWMET AEROSPACE INC COMMON STOCK                         | CUSIP: 443201108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6719 | NS      | $1250607.47   | 0.12%             |  |  |  | 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        |      1054 | NS      | $35235.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                  | HUBBELL INC COMMON STOCK USD.01                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       888 | NS      | $362668.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc.                                          | HUBSPOT INC COMMON STOCK USD.001                          | CUSIP: 443573100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $475362.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc.                        | HUDSON PACIFIC PROPERTIES INC REIT USD.01                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2595 | NS      | $7110.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | HUMANA INC COMMON STOCK USD.1666666                       | CUSIP: 444859102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $489204.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc.                                         | HUMACYTE INC COMMON STOCK USD.0001                        | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2385 | NS      | $4984.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| J.B. Hunt Transport Services Inc.                     | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1651 | NS      | $237083.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     23312 | NS      | $390709.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc.                    | HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       646 | NS      | $155983.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      8266 | NS      | $695831.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | PUBLIC STORAGE REIT USD.1                                 | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2917 | NS      | $855906.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pubmatic Inc.                                         | PUBMATIC INC COMMON STOCK USD.0001                        | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $10511.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc.                                       | PULTEGROUP INC COMMON STOCK USD.01                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3335 | NS      | $351709.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc.                                | PULSE BIOSCIENCES INC COMMON STOCK USD.001                | CUSIP: 74587B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1052 | NS      | $15874.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PureCycle Technologies Inc.                           | PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001          | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3038 | NS      | $41620.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc.                                     | PURE STORAGE INC COMMON STOCK USD.0001                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5416 | NS      | $311853.28    | 0.03%             |  |  |  | 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        |       293 | NS      | $19894.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                           | QUAKER CHEMICAL CORP COMMON STOCK USD1.0                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       302 | NS      | $33805.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                            | QORVO INC COMMON STOCK USD.0001                           | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1549 | NS      | $131525.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc.                                      | Q2 HOLDINGS INC COMMON STOCK USD.0001                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      1006 | NS      | $94151.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Incorporated                                 | QUALCOMM INC COMMON STOCK USD.0001                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     18194 | NS      | $2897576.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                           | QUALYS INC COMMON STOCK USD.001                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       605 | NS      | $86436.35     | 0.01%             |  |  |  | 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        |       868 | NS      | $16405.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc.                                  | QUANTA SERVICES INC COMMON STOCK USD.00001                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2458 | NS      | $929320.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Group Inc.                                        | QVC GROUP INC PREFERRED STOCK 03/31 8                     | CUSIP: 74915M308<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       260 | NS      | $1786.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc.                         | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 74934Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $6937.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc.                                        | RB GLOBAL INC COMMON STOCK                                | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      3063 | NS      | $325259.97    | 0.03%             |  |  |  | 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        |       871 | NS      | $41450.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                             | RLI CORP COMMON STOCK USD1.0                              | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $110929.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                     | RLJ LODGING TRUST REIT                                    | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2590 | NS      | $18855.20     | 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        |      4103 | NS      | $19407.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The RMR Group Inc.                                    | RMR GROUP INC/THE COMMON STOCK                            | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       466 | NS      | $7619.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                    | RH COMMON STOCK USD.0001                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       309 | NS      | $58404.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                | RPM INTERNATIONAL INC COMMON STOCK USD.01                 | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      2130 | NS      | $233959.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                              | RXO INC COMMON STOCK USD.01                               | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2769 | NS      | $43528.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                     | RADIAN GROUP INC COMMON STOCK USD.001                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2366 | NS      | $85223.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                           | RADNET INC COMMON STOCK USD.0001                          | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1233 | NS      | $70170.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                           | RAMBUS INC COMMON STOCK USD.001                           | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1773 | NS      | $113507.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corporation                                  | RALLIANT CORP COMMON STOCK USD.01                         | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1870 | NS      | $90692.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | RALPH LAUREN CORP COMMON STOCK USD.01                     | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       557 | NS      | $152773.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc.                                 | RAMACO RESOURCES INC COMMON STOCK                         | CUSIP: 75134P600<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $11576.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                           | RANGE RESOURCES CORP COMMON STOCK USD.01                  | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4016 | NS      | $163330.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp.                                 | RANPAK HOLDINGS CORP COMMON STOCK USD.0001                | CUSIP: 75321W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $6069.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                       | RTX CORP COMMON STOCK USD1.0                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     22110 | NS      | $3228502.20   | 0.30%             |  |  |  | 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        |       524 | NS      | $201635.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corporation                             | READY CAPITAL CORP REIT USD.0001                          | CUSIP: 75574U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $13590.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                             | ANYWHERE REAL ESTATE INC COMMON STOCK USD.01              | CUSIP: 75605Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2088 | NS      | $7558.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                             | REALTY INCOME CORP REIT USD1.0                            | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     14749 | NS      | $849689.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc.                                          | XOMETRY INC COMMON STOCK USD.000001                       | CUSIP: 98423F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $27944.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                            | XPERI INC COMMON STOCK USD.001                            | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $5892.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                             | YELP INC COMMON STOCK USD.000001                          | CUSIP: 985817105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1072 | NS      | $36737.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc.                                             | YEXT INC COMMON STOCK USD.001                             | CUSIP: 98585N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $19711.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc.                                    | YETI HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $43403.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The York Water Company                                | YORK WATER CO/THE COMMON STOCK                            | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $7900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands Inc.                                      | YUM! BRANDS INC COMMON STOCK                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4510 | NS      | $668291.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       852 | NS      | $262722.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc.                                  | ZENAS BIOPHARMA INC COMMON STOCK USD.0001                 | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $7432.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                     | ZILLOW GROUP INC COMMON STOCK USD.0001                    | CUSIP: 98954M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $69859.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc.                                     | ZILLOW GROUP INC COMMON STOCK USD.0001                    | CUSIP: 98954M200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2910 | NS      | $203845.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                            | ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3567 | NS      | $55252.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc.                           | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3282 | NS      | $299351.22    | 0.03%             |  |  |  | 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        |      2380 | NS      | $123617.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                              | ZOOM COMMUNICATIONS INC COMMON STOCK USD.001              | CUSIP: 98980L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4343 | NS      | $338667.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc.                                           | ZUMIEZ INC COMMON STOCK                                   | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       422 | NS      | $5595.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                | ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01        | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      2834 | NS      | $103639.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc.                                        | ZYMEWORKS INC COMMON STOCK USD.00001                      | CUSIP: 98985Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $16013.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0925                               | SandP500 EMINI FUT 0925                                   | CUSIP: ADI2QYC37<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        91 | NC      | $696859.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0925                              | SandP MID 400 EMINI 0925                                  | CUSIP: ADI2S5WJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $4662.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI RUSS 2000 0925                                 | E-MINI RUSS 2000 0925                                     | CUSIP: ADI2S5WT9<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        29 | NC      | $50504.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company                         | ADIENT PLC COMMON STOCK USD.001                           | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      1494 | NS      | $29073.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes Public Limited Company                       | ALKERMES PLC COMMON STOCK USD.01                          | CUSIP: G01767105<br>LEI: 549300YHRMYLL071E243 | Long             | EC               | CORP              | IE        |      2678 | NS      | $76617.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                          | ALLEGION PLC COMMON STOCK USD.01                          | CUSIP: G0176J109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1416 | NS      | $204073.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | AMDOCS LTD COMMON STOCK GBP.0001                          | CUSIP: G02602103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1847 | NS      | $168520.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc.                                        | AMBARELLA INC COMMON STOCK USD.00045                      | CUSIP: G037AX101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $46377.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Public Limited Company                            | AON PLC COMMON STOCK                                      | CUSIP: G0403H108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3583 | NS      | $1278271.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01                | CUSIP: G0450A105<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6219 | NS      | $566239.95    | 0.05%             |  |  |  | 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        |       841 | NS      | $73251.10     | 0.01%             |  |  |  | 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        |      1309 | NS      | $135900.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                           | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0            | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3587 | NS      | $106498.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield and Son Limited          | BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0      | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |       771 | NS      | $34139.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                         | BIOHAVEN LTD COMMON STOCK                                 | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $23987.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH Public Limited Company                            | CRH PLC COMMON STOCK EUR.32                               | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |     11220 | NS      | $1029996.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                              | DOLE PLC COMMON STOCK USD.01                              | CUSIP: G27907107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1669 | NS      | $23349.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | EATON CORP PLC COMMON STOCK USD.01                        | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      6508 | NS      | $2323290.92   | 0.22%             |  |  |  | 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        |       243 | NS      | $81735.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings Inc.                      | ESTABLISHMENT LABS HOLDINGS IN COMMON STOCK USD1.0        | CUSIP: G31249108<br>LEI: N/A                  | Long             | EC               | CORP              | CR        |       488 | NS      | $20842.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                                    | EVEREST GROUP LTD COMMON STOCK USD.01                     | CUSIP: G3223R108<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       701 | NS      | $238234.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                              | FABRINET COMMON STOCK USD.01                              | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |       598 | NS      | $176218.64    | 0.02%             |  |  |  | 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        |       837 | NS      | $27135.54     | 0.00%             |  |  |  | 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        |      4204 | NS      | $96818.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                       | GENPACT LTD COMMON STOCK USD.01                           | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2921 | NS      | $128553.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                                  | GLOBALFOUNDRIES INC COMMON STOCK USD.02                   | CUSIP: G39387108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9256 | NS      | $353579.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                         | HAMILTON INSURANCE GROUP LTD COMMON STOCK USD.01          | CUSIP: G42706104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1111 | NS      | $24019.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                                 | HELEN OF TROY LTD COMMON STOCK USD.1                      | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $11210.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                        | HERBALIFE LTD COMMON STOCK USD.002                        | CUSIP: G4412G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1719 | NS      | $14817.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Limited                                          | IBEX HOLDINGS LTD COMMON STOCK USD.0001                   | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $8148.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd.                                   | LIBERTY GLOBAL LTD COMMON STOCK USD.01                    | CUSIP: G61188127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3408 | NS      | $35136.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Limited                 | ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK             | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |       521 | NS      | $13368.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                | NABORS INDUSTRIES LTD COMMON STOCK USD.001                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       194 | NS      | $5435.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                | NABORS INDUSTRIES LTD WARRANTS CALL EXP 11JUN26           | CUSIP: G6359F145<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |        77 | NS      | $50.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.               | NATIONAL ENERGY SERVICES REUNI COMMON STOCK               | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1705 | NS      | $10264.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                                    | JOBY AVIATION INC COMMON STOCK USD.0001                   | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13210 | NS      | $139365.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Norwegian Cruise Line Holdings Ltd.                   | NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001       | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7269 | NS      | $147415.32    | 0.01%             |  |  |  | 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        |      2739 | NS      | $200631.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PagSeguro Digital Ltd.                                | PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025             | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3453 | NS      | $33286.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Limited                            | PATRIA INVESTMENTS LTD COMMON STOCK USD.0001              | CUSIP: G69451105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1153 | NS      | $16211.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                           | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0            | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       809 | NS      | $196506.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corporation Ltd.                                  | SFL CORP LTD COMMON STOCK USD.01                          | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | NO        |      2302 | NS      | $19175.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001     | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3503 | NS      | $505587.99    | 0.05%             |  |  |  | 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        |      2483 | NS      | $74763.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                               | SIGNET JEWELERS LTD COMMON STOCK USD.18                   | CUSIP: G81276100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       721 | NS      | $57355.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                      | SIRIUSPOINT LTD COMMON STOCK USD.1                        | CUSIP: G8192H106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2842 | NS      | $57948.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock Public Limited Company               | SMURFIT WESTROCK PLC COMMON STOCK                         | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8596 | NS      | $370917.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                               | TEEKAY CORP LTD COMMON STOCK USD.001                      | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      1577 | NS      | $13010.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc.                             | THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001           | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      1049 | NS      | $11570.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0                | CUSIP: G8994E103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3719 | NS      | $1626727.79   | 0.15%             |  |  |  | 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        |      2872 | NS      | $17863.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                   | TRONOX HOLDINGS PLC COMMON STOCK USD.01                   | CUSIP: G9087Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2842 | NS      | $14408.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                                   | VIKING HOLDINGS LTD COMMON STOCK USD.01                   | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5057 | NS      | $269487.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                       | VALARIS LTD COMMON STOCK USD.01                           | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $48594.94     | 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        |        43 | NS      | $77215.96     | 0.01%             |  |  |  | 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        |      2246 | NS      | $60013.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                       | BUNGE GLOBAL SA COMMON STOCK USD.01                       | CUSIP: H11356104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $177900.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oculis Holding AG                                     | OCULIS HOLDING AG COMMON STOCK                            | CUSIP: H5870P102<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       857 | NS      | $16634.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd.                                            | JFROG LTD COMMON STOCK                                    | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $36946.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd.                                        | STRATASYS LTD COMMON STOCK ILS.01                         | CUSIP: M85548101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1307 | NS      | $14991.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taboola.com Ltd                                       | TABOOLA.COM LTD COMMON STOCK                              | CUSIP: M8744T106<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5451 | NS      | $19950.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd.                                    | UROGEN PHARMA LTD COMMON STOCK USD.01                     | CUSIP: M96088105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $10576.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                          | ELASTIC NV COMMON STOCK EUR.01                            | CUSIP: N14506104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1721 | NS      | $145131.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                       | DORIAN LPG LTD COMMON STOCK USD.01                        | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |       708 | NS      | $17261.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | FLEX LTD COMMON STOCK                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      6342 | NS      | $316592.64    | 0.03%             |  |  |  | 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        |       791 | NS      | $10338.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                            | INTERNATIONAL SEAWAYS INC COMMON STOCK                    | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |       811 | NS      | $29585.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                      | ICU MEDICAL INC COMMON STOCK USD.1                        | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       406 | NS      | $53652.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                     | IES HOLDINGS INC COMMON STOCK USD.01                      | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       335 | NS      | $99237.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Company                               | CRESCENT ENERGY CO COMMON STOCK USD.0001                  | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3248 | NS      | $27932.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                             | IPG PHOTONICS CORP COMMON STOCK USD.0001                  | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       728 | NS      | $49977.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc.                                             | CEVA INC COMMON STOCK USD.001                             | CUSIP: 157210105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       461 | NS      | $10132.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                 | CHAMPIONX CORP COMMON STOCK USD.01                        | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3175 | NS      | $78867.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc.                             | CHARGEPOINT HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 15961R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8624 | NS      | $6065.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Charles River Laboratories International Inc.         | CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01        | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       842 | NS      | $127756.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc.                             | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001             | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       522 | NS      | $80367.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Educational Services Inc.                         | ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01          | CUSIP: 45068B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       608 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chart Industries Inc.                                 | CHART INDUSTRIES INC COMMON STOCK USD.01                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       756 | NS      | $124475.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc.                           | CHARTER COMMUNICATIONS INC COMMON STOCK USD.001           | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2356 | NS      | $963156.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                 | CHATHAM LODGING TRUST REIT USD.01                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $5401.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHECKPOINT THER COMMON STOCK                   | CONTRA CHECKPOINT THER COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       923 | NS      | $147.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cheniere Energy Inc.                                  | CHENIERE ENERGY INC COMMON STOCK USD.003                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3643 | NS      | $887143.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                             | EXPAND ENERGY CORP COMMON STOCK USD.01                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3857 | NS      | $451037.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                      | CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867           | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $49169.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | CHEVRON CORP COMMON STOCK USD.75                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29228 | NS      | $4185157.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc.                                            | CHEWY INC COMMON STOCK USD.01                             | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $114903.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc.             | CHICAGO ATLANTIC REAL ESTATE F REIT USD.01                | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $6798.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                | CIVITAS RESOURCES INC COMMON STOCK                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1521 | NS      | $41857.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                        | CHIMERA INVESTMENT CORP REIT USD.01                       | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      1401 | NS      | $19431.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc.                           | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22496 | NS      | $1263150.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc.                            | CLAROS MORTGAGE TRUST INC REIT USD.01                     | CUSIP: 18270D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2663 | NS      | $7589.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                    | CLEAN HARBORS INC COMMON STOCK USD.01                     | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       889 | NS      | $205519.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc.                      | CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       772 | NS      | $97951.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONTRA CHINOOK THERAPE COMMON STOCK                   | CONTRA CHINOOK THERAPE COMMON STOCK                       | CUSIP: 169CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       965 | NS      | $1352.06      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ChoiceOne Financial Services Inc.                     | CHOICEONE FINANCIAL SERVICES I COMMON STOCK               | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       206 | NS      | $5912.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc.                                | NIAGEN BIOSCIENCE INC COMMON STOCK USD.001                | CUSIP: 171077407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $19482.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                              | CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001             | CUSIP: 184499101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4399 | NS      | $8578.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                       | CLEANSPARK INC COMMON STOCK                               | CUSIP: 18452B209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4658 | NS      | $51377.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Church and Dwight Co. Inc.                            | CHURCH and DWIGHT CO INC COMMON STOCK USD1.0              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      4080 | NS      | $392128.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                          | CHURCHILL DOWNS INC COMMON STOCK                          | CUSIP: 171484108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1212 | NS      | $122412.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                     | CIENA CORP COMMON STOCK USD.01                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2367 | NS      | $192508.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                      | CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0             | CUSIP: 172062101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2601 | NS      | $387340.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                | CINEMARK HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 17243V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2023 | NS      | $61054.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc.                                    | CIPHER MINING INC COMMON STOCK USD1.0                     | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6062 | NS      | $28976.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                   | CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9814 | NS      | $11482.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc.                                     | CLEAR SECURE INC COMMON STOCK USD.00001                   | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1599 | NS      | $44388.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc.                                     | CIRRUS LOGIC INC COMMON STOCK USD.001                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       881 | NS      | $91848.66     | 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        |       197 | NS      | $6577.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                       | CLEARFIELD INC COMMON STOCK USD.01                        | CUSIP: 18482P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $12371.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc.                                 | CLEARPOINT NEURO INC COMMON STOCK USD.01                  | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $6161.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc.                    | CLEARWATER ANALYTICS HOLDINGS COMMON STOCK USD.001        | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4370 | NS      | $95834.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                          | CLEARWATER PAPER CORP COMMON STOCK USD.0001               | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       298 | NS      | $8117.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                         | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01          | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7012 | NS      | $313787.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc.                      | CITIZENS FINANCIAL SERVICES IN COMMON STOCK USD1.0        | CUSIP: 174615104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $45.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                  | CLEARWAY ENERGY INC COMMON STOCK USD.01                   | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       642 | NS      | $19426.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                                  | CLEARWAY ENERGY INC COMMON STOCK                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1338 | NS      | $42816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Company                                  | CITY HOLDING CO COMMON STOCK USD2.5                       | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $31706.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corporation                                     | CIVEO CORP COMMON STOCK USD.01                            | CUSIP: 17878Y207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $5449.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                 | CLEVELAND-CLIFFS INC COMMON STOCK USD.125                 | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      8275 | NS      | $62890.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | CLOROX CO/THE COMMON STOCK USD1.0                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1929 | NS      | $231615.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                 | COCA-COLA CO/THE COMMON STOCK USD.25                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     71399 | NS      | $5051479.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                     | COEUR MINING INC COMMON STOCK USD.01                      | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     10683 | NS      | $94651.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc.                               | CIVISTA BANCSHARES INC COMMON STOCK                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       264 | NS      | $6124.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc.                               | CONNECTONE BANCORP INC COMMON STOCK                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      1085 | NS      | $25128.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc.                   | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001       | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $39628.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc.                               | COGENT BIOSCIENCES INC COMMON STOCK USD.001               | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $14733.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | CONOCOPHILLIPS COMMON STOCK USD.01                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21138 | NS      | $1896924.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                        | CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01         | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $8393.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                    | COGNEX CORP COMMON STOCK USD.002                          | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2857 | NS      | $90624.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01        | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8147 | NS      | $635710.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc.                              | CONSOLIDATED EDISON INC COMMON STOCK USD.1                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5752 | NS      | $577213.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc.                             | CONSTELLATION BRANDS INC COMMON STOCK USD.01              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2994 | NS      | $487063.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                      | CONSTELLATION ENERGY CORP COMMON STOCK                    | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5195 | NS      | $1676738.20   | 0.16%             |  |  |  | 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        |       787 | NS      | $83642.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies Inc.                             | COOPER COS INC/THE COMMON STOCK USD.1                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3303 | NS      | $235041.48    | 0.02%             |  |  |  | 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        |       367 | NS      | $7890.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen and Steers Inc.                                 | COHEN and STEERS INC COMMON STOCK USD.01                  | CUSIP: 19247A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $65328.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                        | COHERENT CORP COMMON STOCK                                | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2570 | NS      | $229269.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc.                                           | COPART INC COMMON STOCK                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     16033 | NS      | $786739.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Incorporated                     | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 218352102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1757 | NS      | $128963.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc.                                | CORE LABORATORIES INC COMMON STOCK USD.01                 | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $11427.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc.                                        | CORECIVIC INC COMMON STOCK USD.01                         | CUSIP: 21871N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1826 | NS      | $38473.82     | 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        |       915 | NS      | $17604.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc.                                  | COINBASE GLOBAL INC COMMON STOCK USD.00001                | CUSIP: 19260Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3487 | NS      | $1222158.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc.                                         | CORMEDIX INC COMMON STOCK USD.001                         | CUSIP: 21900C308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1075 | NS      | $13244.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | CORNING INC COMMON STOCK USD.5                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     14209 | NS      | $747251.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                    | ENOVIS CORP COMMON STOCK USD.001                          | CUSIP: 194014502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $29258.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     12573 | NS      | $1142885.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                         | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       527 | NS      | $15583.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc.                                  | COLONY BANKCORP INC COMMON STOCK USD1.0                   | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $9667.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corporation                               | QUIDELORTHO CORP COMMON STOCK USD.001                     | CUSIP: 219798105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1122 | NS      | $32336.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc.                                           | CORPAY INC COMMON STOCK USD.001                           | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1163 | NS      | $385906.66    | 0.04%             |  |  |  | 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        |      3326 | NS      | $77761.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc.                               | COLUMBIA FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 197641103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $30383.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                               | COPT DEFENSE PROPERTIES REIT USD.01                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      1872 | NS      | $51629.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc.                                   | CORSAIR GAMING INC COMMON STOCK                           | CUSIP: 22041X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1902 | NS      | $17935.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                           | COLUMBIA SPORTSWEAR CO COMMON STOCK                       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       932 | NS      | $56926.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corporation                         | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01             | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       711 | NS      | $10856.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc.                                          | CORTEVA INC COMMON STOCK USD.01                           | CUSIP: 22052L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11385 | NS      | $848524.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                                    | CORVEL CORP COMMON STOCK USD.0001                         | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $89007.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | COSTCO WHOLESALE CORP COMMON STOCK USD.005                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      7369 | NS      | $7294867.86   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc.                                     | COSTAR GROUP INC COMMON STOCK USD.01                      | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6806 | NS      | $547202.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                              | COMFORT SYSTEMS USA INC COMMON STOCK USD.01               | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $315827.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company Inc.                        | COMMSCOPE HOLDING CO INC COMMON STOCK USD.01              | CUSIP: 20337X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3659 | NS      | $30296.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                             | COTY INC COMMON STOCK USD.01                              | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     14638 | NS      | $68066.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc.                                        | COUCHBASE INC COMMON STOCK USD.00001                      | CUSIP: 22207T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $22283.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc.                       | COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0        | CUSIP: 203607106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $50159.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc.                         | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01          | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2598 | NS      | $8833.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc.                                         | COURSERA INC COMMON STOCK USD.00001                       | CUSIP: 22266M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2862 | NS      | $25071.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc.                                          | COUPANG INC COMMON STOCK USD.0001                         | CUSIP: 22266T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27397 | NS      | $820814.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Incorporated               | COMMUNITY HEALTHCARE TRUST INC REIT USD.01                | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       616 | NS      | $10244.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                             | COMMUNITY WEST BANCSHARES COMMON STOCK                    | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $6087.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                       | COUSINS PROPERTIES INC REIT USD1.0                        | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2774 | NS      | $83303.22     | 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        |       332 | NS      | $8004.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                 | CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01        | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       380 | NS      | $23210.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                             | CRANE CO COMMON STOCK USD1.0                              | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       957 | NS      | $181724.73    | 0.02%             |  |  |  | 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        |       399 | NS      | $21115.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                | COMMVAULT SYSTEMS INC COMMON STOCK USD.01                 | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       732 | NS      | $127609.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                   | COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01        | CUSIP: 20451N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $15810.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                          | COMPASS DIVERSIFIED HOLDINGS COMMON STOCK                 | CUSIP: 20451Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $9269.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                                         | CRANE NXT CO COMMON STOCK USD1.0                          | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $51797.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                         | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001        | CUSIP: 227483104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $7856.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc.                             | COMPASS THERAPEUTICS INC COMMON STOCK USD.0001            | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2573 | NS      | $6689.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc.                                      | COMPOSECURE INC COMMON STOCK USD.0001                     | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $24037.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings Inc.                             | CROWDSTRIKE HOLDINGS INC COMMON STOCK                     | CUSIP: 22788C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3836 | NS      | $1953713.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | CROWN CASTLE INC REIT USD.01                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7214 | NS      | $741094.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc.                                          | COMPASS INC COMMON STOCK USD.00001                        | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8654 | NS      | $54347.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc.                                        | TRUBRIDGE INC COMMON STOCK USD.001                        | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       282 | NS      | $6604.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc.                                   | CROWN HOLDINGS INC COMMON STOCK USD5.0                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1976 | NS      | $203488.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc.                                         | ARTIVION INC COMMON STOCK USD.01                          | CUSIP: 228903100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       735 | NS      | $22858.50     | 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        |      4905 | NS      | $135721.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc.                                   | CONAGRA BRANDS INC COMMON STOCK USD5.0                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7887 | NS      | $161446.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc.                                         | CRYOPORT INC COMMON STOCK USD.001                         | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $7094.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc.                                | CTO REALTY GROWTH INC REIT USD.01                         | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $10873.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                                | CONCENTRIX CORP COMMON STOCK                              | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1076 | NS      | $56871.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc.                  | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2171 | NS      | $44657.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                             | CUBESMART REIT USD.01                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3738 | NS      | $158865.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc.                             | CULLEN/FROST BANKERS INC COMMON STOCK USD.01              | CUSIP: 229899109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1044 | NS      | $134195.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc.                        | CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001       | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $5325.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                                 | CONDUENT INC COMMON STOCK USD.01                          | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      3285 | NS      | $8672.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc.                            | CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001           | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $8034.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | CUMMINS INC COMMON STOCK USD2.5                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2279 | NS      | $746372.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                             | CURBLINE PROPERTIES CORP REIT USD.01                      | CUSIP: 23128Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1813 | NS      | $41390.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                            | CURTISS-WRIGHT CORP COMMON STOCK USD1.0                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       620 | NS      | $302901.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc.                                | CUSTOMERS BANCORP INC COMMON STOCK USD1.0                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       515 | NS      | $30251.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc.                          | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001         | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4214 | NS      | $20817.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                             | CYTOKINETICS INC COMMON STOCK USD.001                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1970 | NS      | $65088.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc.                              | CYTOMX THERAPEUTICS INC COMMON STOCK USD.00001            | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      2501 | NS      | $5677.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc.                                | CYTEK BIOSCIENCES INC COMMON STOCK USD.001                | CUSIP: 23285D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2411 | NS      | $8197.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CYTEIR THERAPEUTIC COMMON STOCK                   | ESC CYTEIR THERAPEUTIC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       445 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DXC Technology Company                                | DXC TECHNOLOGY CO COMMON STOCK USD.01                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3042 | NS      | $46512.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | SWIFT TRANSPORTATION CO COMMON STOCK USD.01               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2652 | NS      | $117297.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                   | KNOWLES CORP COMMON STOCK USD.01                          | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1683 | NS      | $29654.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc.                              | KODIAK GAS SERVICES INC COMMON STOCK USD.01               | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $50582.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                          | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                  | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3891 | NS      | $13929.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc.                                         | DOCUSIGN INC COMMON STOCK USD.0001                        | CUSIP: 256163106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3350 | NS      | $260931.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                                    | KOHL'S CORP COMMON STOCK USD.01                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1905 | NS      | $16154.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc.                                   | KONTOOR BRANDS INC COMMON STOCK                           | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $61088.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                               | DOLBY LABORATORIES INC COMMON STOCK USD.001               | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1018 | NS      | $75596.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | DOLLAR GENERAL CORP COMMON STOCK USD.875                  | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3650 | NS      | $417487.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corporation                                     | KOPIN CORP COMMON STOCK USD.01                            | CUSIP: 500600101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $4972.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                 | KOPPERS HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $13342.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc.                                      | DOLLAR TREE INC COMMON STOCK USD.01                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3572 | NS      | $353770.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                  | DOMINION ENERGY INC COMMON STOCK                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     14162 | NS      | $800436.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                            | KORN FERRY COMMON STOCK USD.01                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       844 | NS      | $61890.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                    | KOSMOS ENERGY LTD COMMON STOCK USD.01                     | CUSIP: 500688106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8286 | NS      | $14251.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc.                                   | DOMINO'S PIZZA INC COMMON STOCK USD.01                    | CUSIP: 25754A201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $237015.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMO INC.                                             | DOMO INC COMMON STOCK USD.001                             | CUSIP: 257554105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $11162.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                               | KRAFT HEINZ CO/THE COMMON STOCK USD.01                    | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19755 | NS      | $510074.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense and Security Solutions Inc.            | KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001     | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      2552 | NS      | $118540.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company Inc.                                | DONALDSON CO INC COMMON STOCK USD5.0                      | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1975 | NS      | $136966.25    | 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        |       714 | NS      | $14297.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc.                    | DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01         | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       507 | NS      | $31256.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                                 | DOUGLAS DYNAMICS INC COMMON STOCK USD.01                  | CUSIP: 25960R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $12642.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | DOVER CORP COMMON STOCK USD1.0                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2255 | NS      | $413183.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | DOW INC COMMON STOCK USD.01                               | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11616 | NS      | $307591.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                       | DRAFTKINGS INC COMMON STOCK USD.0001                      | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8127 | NS      | $348567.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc.                              | DREAM FINDERS HOMES INC COMMON STOCK USD.01               | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $15982.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc.                                          | DROPBOX INC COMMON STOCK USD.00001                        | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2742 | NS      | $78421.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc.                           | DRIVEN BRANDS HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2795 | NS      | $49080.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                                 | DUCOMMUN INC COMMON STOCK USD.01                          | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       280 | NS      | $23136.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | DUKE ENERGY CORP COMMON STOCK USD.001                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12904 | NS      | $1522672.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                           | NETAPP INC COMMON STOCK USD.001                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3366 | NS      | $358647.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc.                                          | NETFLIX INC COMMON STOCK USD.001                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      7059 | NS      | $9452918.67   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                           | NET LEASE OFFICE PROPERTIES REIT USD.001                  | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $8593.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc.                                          | NETGEAR INC COMMON STOCK USD.001                          | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       562 | NS      | $16337.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc.                                 | NETSCOUT SYSTEMS INC COMMON STOCK USD.001                 | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1295 | NS      | $32128.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netstreit Corp.                                       | NETSTREIT CORP REIT USD.01                                | CUSIP: 64119V303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1391 | NS      | $23549.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc.                                          | RXSIGHT INC COMMON STOCK USD.001                          | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $9074.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc.                          | RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $141691.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc.                           | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1642 | NS      | $206382.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc.                                        | NEUROPACE INC COMMON STOCK USD.001                        | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $6238.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                     | RYDER SYSTEM INC COMMON STOCK USD.5                       | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       688 | NS      | $109392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                           | RYERSON HOLDING CORP COMMON STOCK USD.01                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       573 | NS      | $12359.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc.                                        | NEUROGENE INC COMMON STOCK USD.000001                     | CUSIP: 64135M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $5755.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                           | ATLAS ENERGY SOLUTIONS INC COMMON STOCK                   | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2066 | NS      | $27622.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryman Hospitality Properties Inc.                     | RYMAN HOSPITALITY PROPERTIES I REIT USD.01                | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       968 | NS      | $95512.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandT Bancorp Inc.                                    | SandT BANCORP INC COMMON STOCK USD2.5                     | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $25641.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc.                          | NEW YORK MORTGAGE TRUST INC REIT USD.02                   | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      1886 | NS      | $12636.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York REIT Liquidating LLC                         | ESCROW NEW YORK REIT                                      | CUSIP: 64ESC1997<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $2649.23      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SES AI Corporation                                    | SES AI CORP COMMON STOCK USD.0001                         | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5595 | NS      | $4970.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP Global Inc.                                     | SandP GLOBAL INC COMMON STOCK USD1.0                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5109 | NS      | $2693924.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA COMMUNICATIONS CORP REIT USD.01                       | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1784 | NS      | $418954.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                               | SEI INVESTMENTS CO COMMON STOCK USD.01                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      2085 | NS      | $187358.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                            | NEW YORK TIMES CO/THE COMMON STOCK USD.1                  | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2697 | NS      | $150978.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                    | NEWELL BRANDS INC COMMON STOCK USD1.0                     | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      7035 | NS      | $37989.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                           | H2O AMERICA COMMON STOCK USD.001                          | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       576 | NS      | $29934.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                           | SEZZLE INC COMMON STOCK                                   | CUSIP: 78435P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $101634.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corporation                                 | NEWMARKET CORP COMMON STOCK                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       160 | NS      | $110537.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc.                                    | NEWMARK GROUP INC COMMON STOCK USD.01                     | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2487 | NS      | $30217.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | NEWMONT CORP COMMON STOCK USD1.6                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     18727 | NS      | $1091035.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                                | NPK INTERNATIONAL INC COMMON STOCK USD.01                 | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      1887 | NS      | $16058.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                 | SL GREEN REALTY CORP REIT USD.01                          | CUSIP: 78440X887<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $72794.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                       | SLM CORP COMMON STOCK USD.2                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3467 | NS      | $113682.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corporation                     | STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5            | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       210 | NS      | $32860.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black and Decker Inc.                         | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2556 | NS      | $173169.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                     | SM ENERGY CO COMMON STOCK USD.01                          | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      1865 | NS      | $46084.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc.                                     | SPS COMMERCE INC COMMON STOCK USD.001                     | CUSIP: 78463M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $85872.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | STARBUCKS CORP COMMON STOCK USD.001                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     18855 | NS      | $1727683.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                          | STARWOOD PROPERTY TRUST INC REIT USD.01                   | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      5464 | NS      | $109662.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSandC Technologies Holdings Inc.                     | SSandC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01      | CUSIP: 78467J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4093 | NS      | $338900.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                                 | SPX TECHNOLOGIES INC COMMON STOCK USD.01                  | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       773 | NS      | $129616.64    | 0.01%             |  |  |  | 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        |       283 | NS      | $22467.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                                | SAGE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      1119 | NS      | $10205.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | STATE STREET CORP COMMON STOCK USD1.0                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4754 | NS      | $505540.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc.                                   | STEEL DYNAMICS INC COMMON STOCK USD.005                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2515 | NS      | $321945.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc.                                             | SAIA INC COMMON STOCK USD.001                             | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       441 | NS      | $120829.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The St. Joe Company                                   | ST JOE CO/THE COMMON STOCK                                | CUSIP: 790148100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $47795.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                       | SALESFORCE INC COMMON STOCK USD.001                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     15820 | NS      | $4313955.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                            | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01             | CUSIP: 79546E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1771 | NS      | $16399.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Partners Holdings L.P.                          | STEEL PARTNERS HOLDINGS LP PREFERRED STOCK 02/26 6        | CUSIP: 85814R206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       510 | NS      | $12464.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                        | STEELCASE INC COMMON STOCK                                | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      1670 | NS      | $17418.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc.                                          | SAMSARA INC COMMON STOCK USD.0001                         | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4480 | NS      | $178214.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc.                               | SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001              | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4055 | NS      | $11070.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Company                                        | STEPAN CO COMMON STOCK USD1.0                             | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       417 | NS      | $22759.86     | 0.00%             |  |  |  | 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        |       994 | NS      | $27812.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SharkNinja Inc.                                       | SHARKNINJA INC COMMON STOCK USD.2                         | CUSIP: 79970Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2337 | NS      | $231339.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc.                                 | SANDRIDGE ENERGY INC COMMON STOCK USD.001                 | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       855 | NS      | $9251.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc.                                  | STEPSTONE GROUP INC COMMON STOCK USD.001                  | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1278 | NS      | $70929.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                | STIFEL FINANCIAL CORP COMMON STOCK USD.15                 | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      1706 | NS      | $177048.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B. Sanfilippo and Son Inc.                       | JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01         | CUSIP: 800422107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $10750.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                                   | SANMINA CORP COMMON STOCK USD.01                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       902 | NS      | $88242.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc.                                       | STITCH FIX INC COMMON STOCK USD.00002                     | CUSIP: 860897107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1969 | NS      | $7285.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc.                              | STOCK YARDS BANCORP INC COMMON STOCK                      | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       529 | NS      | $41780.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc.                               | STOKE THERAPEUTICS INC COMMON STOCK                       | CUSIP: 86150R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $10703.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                     | STONEX GROUP INC COMMON STOCK USD.01                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       801 | NS      | $73003.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc.                              | STRATEGIC EDUCATION INC COMMON STOCK USD.01               | CUSIP: 86272C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $35754.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                           | STRIDE INC COMMON STOCK USD.0001                          | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $105117.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | STRYKER CORP COMMON STOCK USD.1                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      6316 | NS      | $2498799.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Structure Therapeutics Inc.                           | STRUCTURE THERAPEUTICS INC ADR USD.0001                   | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $20283.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger and Company Inc.                          | STURM RUGER and CO INC COMMON STOCK USD1.0                | CUSIP: 864159108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $11918.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc.                          | SUMMIT HOTEL PROPERTIES INC REIT                          | CUSIP: 866082100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2205 | NS      | $11223.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc.                              | SUMMIT THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12262 | NS      | $260935.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sun Communities Inc.                                  | SUN COMMUNITIES INC REIT USD.01                           | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2117 | NS      | $267779.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                    | SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01         | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $11597.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc.                                   | SUNCOKE ENERGY INC COMMON STOCK USD.01                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1645 | NS      | $14130.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corporation                                  | SUNPOWER CORP COMMON STOCK USD.001                        | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      3027 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SunOpta Inc.                                          | SUNOPTA INC COMMON STOCK                                  | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      2212 | NS      | $12829.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                           | SUNRUN INC COMMON STOCK USD.0001                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      3810 | NS      | $31165.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                         | SUNSTONE HOTEL INVESTORS INC REIT USD.01                  | CUSIP: 867892101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3455 | NS      | $29989.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SuRo Capital Corp.                                    | SURO CAPITAL CORP COMMON STOCK USD.01                     | CUSIP: 86887Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $5812.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc.                                       | SWEETGREEN INC COMMON STOCK USD.001                       | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $26173.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                                   | SYLVAMO CORP COMMON STOCK USD1.0                          | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $33767.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symbotic Inc                                          | SYMBOTIC INC COMMON STOCK USD.0001                        | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1802 | NS      | $70007.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Krispy Kreme Inc.                                     | KRISPY KREME INC COMMON STOCK USD.01                      | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3050 | NS      | $8875.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | KROGER CO/THE COMMON STOCK USD1.0                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     11989 | NS      | $859970.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc.                                 | KRONOS WORLDWIDE INC COMMON STOCK USD.01                  | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      1874 | NS      | $11618.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc.                                  | KRYSTAL BIOTECH INC COMMON STOCK USD.00001                | CUSIP: 501147102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $65293.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc.                                          | CENCORA INC COMMON STOCK USD.01                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3211 | NS      | $962818.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc.                             | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1661 | NS      | $886525.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                        | AMERIS BANCORP COMMON STOCK USD1.0                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1128 | NS      | $72981.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc.                                           | AMETEK INC COMMON STOCK USD.01                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3831 | NS      | $693257.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | AMGEN INC COMMON STOCK USD.0001                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8912 | NS      | $2488319.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                              | AMICUS THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      5156 | NS      | $29543.88     | 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        |       797 | NS      | $18299.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc.                             | AMPRIUS TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1971 | NS      | $8297.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc.                           | AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001          | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1577 | NS      | $10108.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Angel Oak Mortgage REIT Inc.                          | ANGEL OAK MORTGAGE REIT INC REIT USD.01                   | CUSIP: 03464Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $5576.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc.                                    | ANGIODYNAMICS INC COMMON STOCK USD.01                     | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       766 | NS      | $7598.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                        | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      9394 | NS      | $176795.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc.                                            | ANSYS INC COMMON STOCK USD.01                             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1452 | NS      | $509971.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                          | ANTERO RESOURCES CORP COMMON STOCK USD.01                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5160 | NS      | $207844.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | ARAMARK COMMON STOCK USD.01                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      4388 | NS      | $183725.56    | 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        |       890 | NS      | $30794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc.                                   | KURA SUSHI USA INC COMMON STOCK USD.001                   | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $16871.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corporation                         | ARBUTUS BIOPHARMA CORP COMMON STOCK                       | CUSIP: 03879J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3609 | NS      | $11151.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc.                               | ARBOR REALTY TRUST INC REIT USD.01                        | CUSIP: 038923108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $33180.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corporation                                   | ARCBEST CORP COMMON STOCK USD.01                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       391 | NS      | $30110.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc.                                          | ARCELLX INC COMMON STOCK USD.001                          | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $59989.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc.                                  | ARCHER AVIATION INC COMMON STOCK USD.0001                 | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7067 | NS      | $76676.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | ARCHER-DANIELS-MIDLAND CO COMMON STOCK                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      7964 | NS      | $420339.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                         | ARCHROCK INC COMMON STOCK USD.01                          | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      2929 | NS      | $72727.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                           | ARCOSA INC COMMON STOCK USD.01                            | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       828 | NS      | $71795.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc.                                          | ARDELYX INC COMMON STOCK USD.000001                       | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      4000 | NS      | $15680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                | ARCUS BIOSCIENCES INC COMMON STOCK USD.0001               | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1874 | NS      | $15254.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc.                          | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1977 | NS      | $27717.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc.                   | ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001       | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $6726.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                                     | ARDENT HEALTH INC COMMON STOCK USD.01                     | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2441 | NS      | $33344.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc.                                  | ARISTA NETWORKS INC COMMON STOCK USD.0001                 | CUSIP: 040413205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20947 | NS      | $2143087.57   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc.                             | ARIS WATER SOLUTIONS INC COMMON STOCK USD.0000001         | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $12605.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO Corp.                                            | ARKO CORP COMMON STOCK USD.0001                           | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2432 | NS      | $10287.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc.                                | ARLO TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 04206A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1786 | NS      | $30290.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                        | ARMADA HOFFLER PROPERTIES INC REIT USD.01                 | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1737 | NS      | $11933.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc.                          | ARMOUR RESIDENTIAL REIT INC REIT USD.0001                 | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      1182 | NS      | $19869.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc.                       | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD.01        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       717 | NS      | $116469.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc.                               | ARRAY TECHNOLOGIES INC COMMON STOCK USD.001               | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2661 | NS      | $15699.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc.                               | ARRIVENT BIOPHARMA INC COMMON STOCK USD.0001              | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $13802.18     | 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        |       855 | NS      | $108952.65    | 0.01%             |  |  |  | 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        |       451 | NS      | $11915.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc.                        | ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2141 | NS      | $33827.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corporation                        | ARTESIAN RESOURCES CORP COMMON STOCK USD1.0               | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $5403.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                | ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01        | CUSIP: 04316A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1156 | NS      | $51245.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc.                                          | ARVINAS INC COMMON STOCK USD.001                          | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1271 | NS      | $9354.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc.                                            | ASANA INC COMMON STOCK USD.00001                          | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2417 | NS      | $32629.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc.                          | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       325 | NS      | $77525.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                          | ASHLAND INC COMMON STOCK                                  | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       779 | NS      | $39168.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc.                                   | ASPEN AEROGELS INC COMMON STOCK USD.00001                 | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1439 | NS      | $8518.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astria Therapeutics Inc.                              | ASTRIA THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1152 | NS      | $6174.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corporation                                 | ASTRONICS CORP COMMON STOCK USD.01                        | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       544 | NS      | $18213.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc.                             | ATEA PHARMACEUTICALS INC COMMON STOCK USD.001             | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2137 | NS      | $7693.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                           | ATKORE INC COMMON STOCK USD.01                            | CUSIP: 047649108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $40566.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc.                          | ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $9153.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | NEWS CORP COMMON STOCK                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3775 | NS      | $129520.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc.                                        | NEWTEKONE INC COMMON STOCK USD.02                         | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |       544 | NS      | $6136.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker Inc.                                       | NEXTRACKER INC COMMON STOCK USD.0001                      | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2392 | NS      | $130053.04    | 0.01%             |  |  |  | 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        |       500 | NS      | $86475.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                   | NEXTERA ENERGY INC COMMON STOCK USD.01                    | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34164 | NS      | $2371664.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc.                       | NEXPOINT RESIDENTIAL TRUST INC REIT USD.01                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       494 | NS      | $16460.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corporation                                | NEXTDECADE CORP COMMON STOCK USD.0001                     | CUSIP: 65342K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4424 | NS      | $39417.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc.                                | NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5096 | NS      | $8459.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc.                                          | NEXTNAV INC COMMON STOCK USD.0001                         | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2211 | NS      | $33607.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc.                               | NICOLET BANKSHARES INC COMMON STOCK USD.01                | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       273 | NS      | $33710.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc.                                             | NIKE INC COMMON STOCK                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     19616 | NS      | $1393520.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                                      | 908 DEVICES INC COMMON STOCK                              | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       780 | NS      | $5561.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                         | NISOURCE INC COMMON STOCK USD.01                          | CUSIP: 65473P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7578 | NS      | $305696.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc.                                           | NLIGHT INC COMMON STOCK                                   | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1174 | NS      | $23104.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Holdings Ltd.                                      | NU HOLDINGS LTD/CAYMAN ISLANDS COMMON STOCK USD.000006667 | CUSIP: 664397106<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     61336 | NS      | $841529.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc.                             | NORTHERN OIL and GAS INC COMMON STOCK USD.001             | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1612 | NS      | $45700.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | NORTHERN TRUST CORP COMMON STOCK USD1.666666              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3226 | NS      | $409024.54    | 0.04%             |  |  |  | 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        |      1148 | NS      | $13179.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc.                                 | NORTHRIM BANCORP INC COMMON STOCK USD1.0                  | CUSIP: 666762109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $12776.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2401 | NS      | $1200451.98   | 0.11%             |  |  |  | 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        |      2357 | NS      | $30122.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                     | NORTHWEST NATURAL HOLDING CO COMMON STOCK                 | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $24825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Company                                | NORTHWEST PIPE CO COMMON STOCK USD.01                     | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       218 | NS      | $8940.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc.                        | NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01         | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1031 | NS      | $52890.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | GEN DIGITAL INC COMMON STOCK USD.01                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9796 | NS      | $288002.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | GEN DIGITAL INC RIGHT                                     | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       188 | NS      | $1534.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc.                                          | NOVAVAX INC COMMON STOCK USD.01                           | CUSIP: 670002401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2691 | NS      | $16953.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                          | NOVANTA INC COMMON STOCK                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $78002.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                             | DNOW INC COMMON STOCK USD.01                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1815 | NS      | $26916.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novusterra Inc.                                       | NOVUSTERRA INC COMMON STOCK                               | CUSIP: 67012E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nu Skin Enterprises Inc.                              | NU SKIN ENTERPRISES INC COMMON STOCK USD.001              | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      1003 | NS      | $8013.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | NUCOR CORP COMMON STOCK USD.4                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3818 | NS      | $494583.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc.                                          | NUTANIX INC COMMON STOCK USD.000025                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      4355 | NS      | $332896.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                               | NURIX THERAPEUTICS INC COMMON STOCK                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1310 | NS      | $14920.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc.                                     | NUVATION BIO INC COMMON STOCK USD.0001                    | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5899 | NS      | $11503.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                      | OGE ENERGY CORP COMMON STOCK USD.01                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      3342 | NS      | $148317.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Churchill Direct Lending Corp.                 | NUVEEN CHURCHILL DIRECT LENDIN COMMON STOCK USD.01        | CUSIP: 67090S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $15590.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc.                                    | KURA ONCOLOGY INC COMMON STOCK USD.0001                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      1482 | NS      | $8551.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                        | LCI INDUSTRIES COMMON STOCK USD.01                        | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       430 | NS      | $39211.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                           | LPL FINANCIAL HOLDINGS INC COMMON STOCK                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1212 | NS      | $454463.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc.                                   | LSB INDUSTRIES INC COMMON STOCK USD.1                     | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      1715 | NS      | $13377.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc.                                   | LSI INDUSTRIES INC COMMON STOCK                           | CUSIP: 50216C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       479 | NS      | $8147.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc.                                   | LTC PROPERTIES INC REIT USD.01                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       761 | NS      | $26338.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc.                            | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3121 | NS      | $782871.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                 | LABCORP HOLDINGS INC COMMON STOCK USD.1                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1382 | NS      | $362788.82    | 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        |       724 | NS      | $26911.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                   | LADDER CAPITAL CORP REIT USD.001                          | CUSIP: 505743104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2295 | NS      | $24671.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corporation                        | LAKELAND FINANCIAL CORP COMMON STOCK                      | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $28021.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | LAM RESEARCH CORP COMMON STOCK USD.001                    | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     20997 | NS      | $2043847.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                             | LAMAR ADVERTISING CO REIT USD.001                         | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1323 | NS      | $160559.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc.                             | LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2365 | NS      | $122625.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                          | LANCASTER COLONY CORP COMMON STOCK                        | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $79819.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc.                              | LIFECORE BIOMEDICAL INC COMMON STOCK USD.001              | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       767 | NS      | $6228.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                                  | LANDSTAR SYSTEM INC COMMON STOCK USD.01                   | CUSIP: 515098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       581 | NS      | $80770.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc.                                | LANTHEUS HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $92992.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc.                                     | VITAL ENERGY INC COMMON STOCK USD.01                      | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       694 | NS      | $11166.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                 | LAS VEGAS SANDS CORP COMMON STOCK USD.001                 | CUSIP: 517834107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11884 | NS      | $517072.84    | 0.05%             |  |  |  | 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        |       760 | NS      | $20877.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc.                                           | LAZARD INC COMMON STOCK USD.01                            | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1491 | NS      | $71538.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                      | LEAR CORP COMMON STOCK USD.01                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       888 | NS      | $84342.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett and Platt Incorporated                        | LEGGETT and PLATT INC COMMON STOCK USD.01                 | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      2466 | NS      | $21996.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.com Inc.                                    | LEGALZOOM.COM INC COMMON STOCK                            | CUSIP: 52466B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2998 | NS      | $26712.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corporation                            | LEGACY HOUSING CORP COMMON STOCK USD.001                  | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $11148.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corporation                            | LEGEND BIOTECH CORP ADR USD.0001                          | CUSIP: 52490G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3073 | NS      | $109060.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc.                                  | LEIDOS HOLDINGS INC COMMON STOCK USD.0001                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2173 | NS      | $342812.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc.                                | LEMAITRE VASCULAR INC COMMON STOCK USD.01                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       376 | NS      | $31226.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc.                                         | LEMONADE INC COMMON STOCK USD.00001                       | CUSIP: 52567D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $53404.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corporation                               | LENDINGCLUB CORP COMMON STOCK USD.01                      | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1920 | NS      | $23097.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc.                                      | LENDINGTREE INC COMMON STOCK USD.01                       | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       233 | NS      | $8637.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | LENNAR CORP COMMON STOCK USD.1                            | CUSIP: 526057104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3941 | NS      | $435914.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                             | LENNOX INTERNATIONAL INC COMMON STOCK USD.01              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       589 | NS      | $337638.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc.                                | LENZ THERAPEUTICS INC COMMON STOCK USD.00001              | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $14273.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc.                                     | LEONARDO DRS INC COMMON STOCK USD.01                      | CUSIP: 52661A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4425 | NS      | $205674.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss and Co.                                  | LEVI STRAUSS and CO COMMON STOCK USD.001                  | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      1767 | NS      | $32671.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc.                          | LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001          | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6924 | NS      | $6548.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                                  | LXP INDUSTRIAL TRUST REIT USD.0001                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      5398 | NS      | $44587.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc.                                | SOLID BIOSCIENCES INC COMMON STOCK USD.001                | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1396 | NS      | $6798.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc.                                      | SOLID POWER INC COMMON STOCK USD.0001                     | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3732 | NS      | $8173.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                 | SOLVENTUM CORP COMMON STOCK                               | CUSIP: 83444M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $217129.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc.                                 | SONIC AUTOMOTIVE INC COMMON STOCK USD.01                  | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       367 | NS      | $29334.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                               | SONOCO PRODUCTS CO COMMON STOCK                           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1601 | NS      | $69739.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc.                                            | SONOS INC COMMON STOCK USD.001                            | CUSIP: 83570H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2114 | NS      | $22852.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Company                                 | SOTERA HEALTH CO COMMON STOCK USD.01                      | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4809 | NS      | $53476.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                                     | SOUNDHOUND AI INC COMMON STOCK USD.0001                   | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6002 | NS      | $64401.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc.                           | SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0            | CUSIP: 83946P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $16938.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                                | SOUTHSTATE CORP COMMON STOCK USD2.5                       | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1633 | NS      | $150284.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                                    | CALIFORNIA BANCORP COMMON STOCK USD.01                    | CUSIP: 84252A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       709 | NS      | $11173.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | SOUTHERN CO/THE COMMON STOCK USD5.0                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     18253 | NS      | $1676172.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corporation                           | SOUTHERN COPPER CORP COMMON STOCK USD.01                  | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13777 | NS      | $1393819.09   | 0.13%             |  |  |  | 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        |       258 | NS      | $14133.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern States Bancshares Inc.                       | SOUTHERN STATES BANCSHARES INC COMMON STOCK USD5.0        | CUSIP: 843878307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $5746.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                             | SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25             | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       598 | NS      | $17599.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | SOUTHWEST AIRLINES CO COMMON STOCK USD1.0                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      9851 | NS      | $319566.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc.                           | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1205 | NS      | $89639.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Company                                   | SPARTANNASH CO COMMON STOCK                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       628 | NS      | $16635.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc.                                    | SPOK HOLDINGS INC COMMON STOCK USD.0001                   | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       451 | NS      | $7973.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc.                         | SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001        | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1248 | NS      | $58643.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc.                           | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001           | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1634 | NS      | $269021.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc.                                         | SPRINKLR INC COMMON STOCK USD.00003                       | CUSIP: 85208T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2383 | NS      | $20160.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc.                                    | SPROUT SOCIAL INC COMMON STOCK USD.0001                   | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       882 | NS      | $18442.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc.                                            | BLOCK INC COMMON STOCK USD.0000001                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      9276 | NS      | $630118.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                                | STAAR SURGICAL CO COMMON STOCK USD.01                     | CUSIP: 852312305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $14229.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                                  | STAG INDUSTRIAL INC REIT USD.01                           | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      3050 | NS      | $110654.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                         | STAGWELL INC COMMON STOCK USD.00001                       | CUSIP: 85256A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2253 | NS      | $10138.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc.                          | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0           | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       432 | NS      | $13271.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Aero Inc.                                    | STANDARD AERO INC COMMON STOCK USD.01                     | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5602 | NS      | $177303.30    | 0.02%             |  |  |  | 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        |       135 | NS      | $58648.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                  | CELANESE CORP COMMON STOCK USD.0001                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1829 | NS      | $101198.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                         | CELCUITY INC COMMON STOCK USD.001                         | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $10012.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc.                             | CELLDEX THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 15117B202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1143 | NS      | $23260.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                                 | CELSIUS HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $180967.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | CENTENE CORP COMMON STOCK USD.001                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      8221 | NS      | $446235.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc.                               | CENTERPOINT ENERGY INC COMMON STOCK USD.01                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10347 | NS      | $380148.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                           | CENTERSPACE REIT                                          | CUSIP: 15202L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $18237.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                        | CENTRAL GARDEN and PET CO COMMON STOCK USD.01             | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       158 | NS      | $5558.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden and Pet Company                        | CENTRAL GARDEN and PET CO COMMON STOCK USD.01             | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       953 | NS      | $29819.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                       | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK               | CUSIP: 154760409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       555 | NS      | $15556.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc.                                 | CENTURI HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1541 | NS      | $34580.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                              | CENTURY ALUMINUM CO COMMON STOCK USD.01                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1557 | NS      | $28057.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                  | CENTRUS ENERGY CORP COMMON STOCK USD.1                    | CUSIP: 15643U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $49275.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc.                              | CENTURY COMMUNITIES INC COMMON STOCK USD.01               | CUSIP: 156504300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $29342.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                          | CERENCE INC COMMON STOCK USD.01                           | CUSIP: 156727109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $7902.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc.                                         | DAYFORCE INC COMMON STOCK USD.01                          | CUSIP: 15677J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $144678.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceribell Inc.                                         | CERIBELL INC COMMON STOCK USD.001                         | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $12567.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc.                                          | CERTARA INC COMMON STOCK USD.01                           | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $32210.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                              | DARLING INGREDIENTS INC COMMON STOCK USD.01               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2641 | NS      | $100199.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc.                                          | DATADOG INC COMMON STOCK USD.00001                        | CUSIP: 23804L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5242 | NS      | $704157.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave and Buster's Entertainment Inc.                  | DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01       | CUSIP: 238337109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $20003.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere and Company                                     | DEERE and CO COMMON STOCK USD1.0                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4506 | NS      | $2291255.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                           | DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001           | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2412 | NS      | $9406.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delcath Systems Inc.                                  | DELCATH SYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |       570 | NS      | $7752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                                | DELEK US HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      1126 | NS      | $23848.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                | DELL TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      5834 | NS      | $715248.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                  | DELTA AIR LINES INC COMMON STOCK USD.0001                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     10719 | NS      | $527160.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                    | DELUXE CORP COMMON STOCK USD1.0                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       792 | NS      | $12600.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc.                              | DENALI THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 24823R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2504 | NS      | $35030.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corporation                                   | DENNY'S CORP COMMON STOCK USD.01                          | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      1371 | NS      | $5621.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                  | DENTSPLY SIRONA INC COMMON STOCK USD.01                   | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      3273 | NS      | $51975.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | DEVON ENERGY CORP COMMON STOCK USD.1                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      9844 | NS      | $313137.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc.                                           | DEXCOM INC COMMON STOCK USD.001                           | CUSIP: 252131107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6483 | NS      | $565901.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                    | DIAMOND HILL INVESTMENT GROUP COMMON STOCK                | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        67 | NS      | $9735.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Company                       | DIAMONDROCK HOSPITALITY CO REIT USD.01                    | CUSIP: 252784301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3702 | NS      | $28357.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc.                               | DIAMONDBACK ENERGY INC COMMON STOCK USD.01                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      4800 | NS      | $659520.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc.                            | DIANTHUS THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 252828108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $9818.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods Inc.                            | DICK'S SPORTING GOODS INC COMMON STOCK USD.01             | CUSIP: 253393102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $189897.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Incorporated                          | DIEBOLD NIXDORF INC COMMON STOCK                          | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       647 | NS      | $35843.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                               | DIGI INTERNATIONAL INC COMMON STOCK USD.01                | CUSIP: 253798102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       659 | NS      | $22972.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc.                              | DIGITALBRIDGE GROUP INC COMMON STOCK USD.01               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2959 | NS      | $30625.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc.                            | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025         | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1528 | NS      | $43639.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                        | DILLARD'S INC COMMON STOCK                                | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $85237.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                        | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01         | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $20609.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc.                               | DINE BRANDS GLOBAL INC COMMON STOCK USD.01                | CUSIP: 254423106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $6934.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                   | DIODES INC COMMON STOCK USD.667                           | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       797 | NS      | $42153.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc.                                    | DISC MEDICINE INC COMMON STOCK USD.0001                   | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       581 | NS      | $30769.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                               | WALT DISNEY CO/THE COMMON STOCK USD.01                    | CUSIP: 254687106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30005 | NS      | $3720920.05   | 0.35%             |  |  |  | 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        |      7430 | NS      | $67538.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc.                                         | DUOLINGO INC COMMON STOCK USD.0001                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $257902.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc.                                | DUPONT DE NEMOURS INC COMMON STOCK USD.01                 | CUSIP: 26614N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6941 | NS      | $476083.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc.                                         | DOXIMITY INC COMMON STOCK USD.001                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2219 | NS      | $136113.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc.                                       | DUTCH BROS INC COMMON STOCK USD.00001                     | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1931 | NS      | $132022.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                                 | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       482 | NS      | $117795.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc.                                        | DYNATRACE INC COMMON STOCK USD.001                        | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4958 | NS      | $273731.18    | 0.03%             |  |  |  | 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        |       712 | NS      | $7839.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                    | EOG RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9104 | NS      | $1088929.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                       | EQT CORP COMMON STOCK                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      9912 | NS      | $578067.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                   | ANALOG DEVICES INC COMMON STOCK USD.167                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8232 | NS      | $1959380.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc.                                       | ANAPTYSBIO INC COMMON STOCK USD.001                       | CUSIP: 032724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $11810.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                            | ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001            | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      1454 | NS      | $13405.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Andersons Inc.                                    | ANDERSONS INC/THE COMMON STOCK                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       599 | NS      | $22013.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                        | EPR PROPERTIES REIT USD.01                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1215 | NS      | $70785.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc.                                   | HCA HEALTHCARE INC COMMON STOCK USD.01                    | CUSIP: 40412C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4049 | NS      | $1551171.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                       | APA CORP COMMON STOCK USD.625                             | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6064 | NS      | $110910.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                           | ARES MANAGEMENT CORP COMMON STOCK                         | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3385 | NS      | $586282.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc.                                        | HCI GROUP INC COMMON STOCK                                | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       176 | NS      | $26787.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                       | HNI CORP COMMON STOCK USD1.0                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       789 | NS      | $38803.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc.                                            | ARGAN INC COMMON STOCK USD.15                             | CUSIP: 04010E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $50489.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corporation               | ARES COMMERCIAL REAL ESTATE CO REIT USD.01                | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      1596 | NS      | $7612.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc.                                           | ARHAUS INC COMMON STOCK USD.001                           | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $8349.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                  | ASSOCIATED BANC-CORP COMMON STOCK USD.01                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2574 | NS      | $62779.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                         | ASSURANT INC COMMON STOCK USD.01                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       838 | NS      | $165496.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                 | ASTEC INDUSTRIES INC COMMON STOCK USD.2                   | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       431 | NS      | $17968.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc.                                      | ASTERA LABS INC COMMON STOCK USD.0001                     | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2694 | NS      | $243591.48    | 0.02%             |  |  |  | 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        |       137 | NS      | $13420.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corporation                         | NATIONAL RESEARCH CORP COMMON STOCK USD.001               | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       562 | NS      | $9441.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc.                                      | NEOGENOMICS INC COMMON STOCK USD.001                      | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2227 | NS      | $16279.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc.                                               | HP INC COMMON STOCK USD.01                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     15618 | NS      | $382016.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hackett Group Inc.                                | HACKETT GROUP INC/THE COMMON STOCK USD.001                | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       544 | NS      | $13828.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc.                                       | NERDWALLET INC COMMON STOCK USD.0001                      | CUSIP: 64082B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $8907.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | NORDSON CORP COMMON STOCK                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       935 | NS      | $200435.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                 | CUSIP: 655844108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $960911.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                        | NORTHEAST BANK COMMON STOCK USD1.0                        | CUSIP: 66405S100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $12903.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc.                      | NORTHEAST COMMUNITY BANCORP IN COMMON STOCK               | CUSIP: 664121100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $7368.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA CORP COMMON STOCK USD.001                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    402345 | NS      | $63566486.55  | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc.                                         | NUVALENT INC COMMON STOCK USD.0001                        | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1102 | NS      | $84082.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corporation                             | NUSCALE POWER CORP COMMON STOCK USD.0001                  | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1995 | NS      | $78922.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                               | HAEMONETICS CORP COMMON STOCK USD.01                      | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       829 | NS      | $61851.69     | 0.01%             |  |  |  | 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        |       765 | NS      | $12109.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc.                                     | NUTEX HEALTH INC COMMON STOCK                             | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $11702.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                        | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1          | CUSIP: 679580100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3525 | NS      | $572107.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                  | OLD NATIONAL BANCORP/IN COMMON STOCK                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      5076 | NS      | $108321.84    | 0.01%             |  |  |  | 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        |      4060 | NS      | $156066.40    | 0.01%             |  |  |  | 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        |       923 | NS      | $16374.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                                         | WINGSTOP INC COMMON STOCK USD.01                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       476 | NS      | $160288.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | HALLIBURTON CO COMMON STOCK USD2.5                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     14231 | NS      | $290027.78    | 0.03%             |  |  |  | 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        |      2033 | NS      | $105756.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Company                 | HAMILTON BEACH BRANDS H COMMON STOCK                      | CUSIP: 40701T203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $4311.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Incorporated                            | HAMILTON LANE INC COMMON STOCK USD.001                    | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $101900.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                           | HANCOCK WHITNEY CORP COMMON STOCK USD3.33                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1348 | NS      | $77375.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                      | HANESBRANDS INC COMMON STOCK USD.01                       | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      6109 | NS      | $27979.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                   | WINMARK CORP COMMON STOCK                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $23789.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                             | WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5               | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       503 | NS      | $14587.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corporation                           | HANMI FINANCIAL CORP COMMON STOCK USD.001                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       600 | NS      | $14808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc.            | HA SUSTAINABLE INFRASTRUCTURE COMMON STOCK USD.01         | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1979 | NS      | $53155.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                      | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       588 | NS      | $99883.56     | 0.01%             |  |  |  | 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        |      1275 | NS      | $14892.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                                  | HARLEY-DAVIDSON INC COMMON STOCK USD.01                   | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2055 | NS      | $48498.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc.                                         | HARMONIC INC COMMON STOCK USD.001                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      2050 | NS      | $19413.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest Natural Resources Inc.                        | HARVEST NATURAL RESOURCES INC COMMON STOCK                | CUSIP: 41754V202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hasbro Inc.                                           | HASBRO INC COMMON STOCK USD.5                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2316 | NS      | $170967.12    | 0.02%             |  |  |  | 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        |       332 | NS      | $6756.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc.                     | HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      2895 | NS      | $30773.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc.                                          | HAWKINS INC COMMON STOCK USD.01                           | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       352 | NS      | $50019.20     | 0.00%             |  |  |  | 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        |      3624 | NS      | $50011.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                        | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01         | CUSIP: 421906108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $21898.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                     | HEALTHSTREAM INC COMMON STOCK                             | CUSIP: 42222N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $15799.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                  | HEALTH CATALYST INC COMMON STOCK USD.001                  | CUSIP: 42225T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1453 | NS      | $5477.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc.                                     | HEALTHEQUITY INC COMMON STOCK USD.0001                    | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $150854.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated                  | HEALTHCARE REALTY TRUST INC REIT USD.01                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      5852 | NS      | $92812.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                                | HEARTLAND EXPRESS INC COMMON STOCK USD.01                 | CUSIP: 422347104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1656 | NS      | $14307.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc.                            | HEALTHPEAK PROPERTIES INC REIT USD1.0                     | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11558 | NS      | $202380.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                  | HECLA MINING CO COMMON STOCK USD.25                       | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     10729 | NS      | $64266.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                            | CUSIP: 422806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $285360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO CORP COMMON STOCK USD.01                            | CUSIP: 422806208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1452 | NS      | $375705.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc.                        | RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001      | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6390 | NS      | $32333.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Cat Holdings Inc.                                 | RED CAT HOLDINGS INC COMMON STOCK USD.001                 | CUSIP: 75644T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1448 | NS      | $10541.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc.                             | RED RIVER BANCSHARES INC COMMON STOCK                     | CUSIP: 75686R202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $6457.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc.                                 | RED ROCK RESORTS INC COMMON STOCK USD.01                  | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1005 | NS      | $52290.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc.                                       | RED VIOLET INC COMMON STOCK USD.001                       | CUSIP: 75704L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $13825.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc.                                           | REDDIT INC COMMON STOCK USD.0001                          | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2086 | NS      | $314089.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                    | REDFIN CORP COMMON STOCK                                  | CUSIP: 75737F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2136 | NS      | $23901.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwire Corporation                                   | REDWIRE CORP COMMON STOCK USD.0001                        | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $19071.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REELEMENT TECHNOLOGIES CORP                           | REELEMENT TECHNOLOGIES CORP                               | CUSIP: 757920103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Redwood Trust Inc.                                    | REDWOOD TRUST INC REIT USD.01                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2543 | NS      | $15029.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                             | REGAL REXNORD CORP COMMON STOCK USD.01                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1103 | NS      | $159890.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | REGENCY CENTERS CORP REIT USD.01                          | CUSIP: 758849103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2991 | NS      | $213048.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                        | REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1782 | NS      | $935550.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc.                                        | REGENXBIO INC COMMON STOCK USD.0001                       | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       936 | NS      | $7684.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                             | REGIONAL MANAGEMENT CORP COMMON STOCK USD.1               | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       235 | NS      | $6864.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | REGIONS FINANCIAL CORP COMMON STOCK USD.01                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     14543 | NS      | $342051.36    | 0.03%             |  |  |  | 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        |      1087 | NS      | $215617.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                  | REPLIGEN CORP COMMON STOCK USD.01                         | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       928 | NS      | $115424.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA REGULUS THERAPE COMMON STOCK                   | CONTRA REGULUS THERAPE COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1429 | NS      | $1657.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upbound Group Inc.                                    | UPBOUND GROUP INC COMMON STOCK USD.01                     | CUSIP: 76009N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $24497.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc.                                 | REPUBLIC BANCORP INC/KY COMMON STOCK                      | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $25807.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                                    | ROYALTY PHARMA PLC COMMON STOCK                           | CUSIP: 76028H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7145 | NS      | $257434.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                            | REPAY HOLDINGS CORP COMMON STOCK USD.0001                 | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $8531.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc.                                  | REPLIMUNE GROUP INC COMMON STOCK USD.001                  | CUSIP: 76029N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $12560.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc.                                | REPUBLIC SERVICES INC COMMON STOCK USD.01                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5184 | NS      | $1278426.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Limited Partnership   | RESTAURANT BRANDS INTERNATIONA LTD PART                   | CUSIP: 76090H103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        82 | NS      | $5393.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | RESMED INC COMMON STOCK USD.004                           | CUSIP: 761152107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2435 | NS      | $628230.00    | 0.06%             |  |  |  | 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        |      2466 | NS      | $54399.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc.                                  | RESERVOIR MEDIA INC COMMON STOCK USD.0001                 | CUSIP: 76119X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1061 | NS      | $8137.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc.                             | REVOLUTION MEDICINES INC COMMON STOCK                     | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3091 | NS      | $113717.89    | 0.01%             |  |  |  | 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        |       687 | NS      | $13774.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corporation                    | REX AMERICAN RESOURCES CORP COMMON STOCK USD.01           | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       321 | NS      | $15635.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                        | REXFORD INDUSTRIAL REALTY INC REIT USD.01                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      3750 | NS      | $133387.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                       | REYNOLDS CONSUMER PRODUCTS INC COMMON STOCK USD.001       | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3592 | NS      | $76940.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                 | AMENTUM HOLDINGS INC COMMON STOCK                         | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4199 | NS      | $99138.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc.                           | RHYTHM PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 76243J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $65717.60     | 0.01%             |  |  |  | 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        |      2810 | NS      | $11268.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                        | WINTRUST FINANCIAL CORP COMMON STOCK                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1063 | NS      | $131790.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc.                                       | WISDOMTREE INC COMMON STOCK USD.01                        | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2598 | NS      | $29902.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambit Biosciences Corp.                               | AMBIT BIOSCIENCES CORP COMMON STOCK                       | CUSIP: 023CVR996<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $278.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Assets Trust Inc.                            | AMERICAN ASSETS TRUST INC REIT USD.01                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1174 | NS      | $23186.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing Holdings Inc.         | AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01       | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2443 | NS      | $9967.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Infrastructure Corporation                   | AMERICAN INFRASTRUCTURE CORP COMMON STOCK                 | CUSIP: 02503H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $0.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Electric Power Company Inc.                  | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8861 | NS      | $919417.36    | 0.09%             |  |  |  | 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        |      3157 | NS      | $30370.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc.                             | WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0              | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1388 | NS      | $25095.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                         | WOODWARD INC COMMON STOCK USD.001455                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       983 | NS      | $240923.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | AMERICAN EXPRESS CO COMMON STOCK USD.2                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     11663 | NS      | $3720263.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc.                         | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1392 | NS      | $175684.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc.                                          | WORKDAY INC COMMON STOCK USD.001                          | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3544 | NS      | $850560.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                          | WORKIVA INC COMMON STOCK USD.001                          | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       876 | NS      | $59962.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                          | WORLD ACCEPTANCE CORP COMMON STOCK                        | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $17502.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                              | WORLD KINECT CORP COMMON STOCK USD.01                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       958 | NS      | $27159.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc.                          | WORTHINGTON ENTERPRISES INC COMMON STOCK                  | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       871 | NS      | $55430.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                                | WORTHINGTON STEEL INC COMMON STOCK USD.0001               | CUSIP: 982104101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $26847.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                       | WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01        | CUSIP: 98311A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $103623.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                                  | WYNN RESORTS LTD COMMON STOCK USD.01                      | CUSIP: 983134107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1761 | NS      | $164952.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                 | AMERICAN HOMES 4 RENT REIT USD.01                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      6115 | NS      | $220568.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                     | AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5        | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      9831 | NS      | $841435.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc.                                              | XPO INC COMMON STOCK USD.001                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1943 | NS      | $245381.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc.                                             | XPEL INC COMMON STOCK                                     | CUSIP: 98379L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $17914.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | XCEL ENERGY INC COMMON STOCK USD2.5                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      9541 | NS      | $649742.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels and Resorts Inc.                         | XENIA HOTELS and RESORTS INC REIT USD.01                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      1838 | NS      | $23103.66     | 0.00%             |  |  |  | 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        |       321 | NS      | $9777.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Company                         | AMERICAN STATES WATER CO COMMON STOCK                     | CUSIP: 029899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $50595.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc.                                           | XENCOR INC COMMON STOCK USD.01                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1310 | NS      | $10296.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | XYLEM INC/NY COMMON STOCK                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      4026 | NS      | $520803.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corporation                   | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01          | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |       676 | NS      | $24802.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                            | AMERICAN TOWER CORP REIT USD.01                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      7763 | NS      | $1715778.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company Inc.                     | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01           | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      3245 | NS      | $451411.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                         | AMERICAN WOODMARK CORP COMMON STOCK                       | CUSIP: 030506109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $13555.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                               | AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01             | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $9022.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc.                           | AMERICOLD REALTY TRUST INC REIT USD.01                    | CUSIP: 03064D108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4758 | NS      | $79125.54     | 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        |      4109 | NS      | $86247.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc.                           | AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01            | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5244 | NS      | $42423.96     | 0.00%             |  |  |  | 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        |      2297 | NS      | $12105.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | AMPHENOL CORP COMMON STOCK USD.001                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     20099 | NS      | $1984776.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc.                                        | AMPLITUDE INC COMMON STOCK USD.00001                      | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1850 | NS      | $22940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                                  | ELEVANCE HEALTH INC COMMON STOCK USD.01                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3745 | NS      | $1456655.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                          | ANTERO MIDSTREAM CORP COMMON STOCK                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7637 | NS      | $144721.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                          | ANTERIX INC COMMON STOCK USD.0001                         | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       333 | NS      | $8541.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                 | ATLASSIAN CORP COMMON STOCK USD.00001                     | CUSIP: 049468101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2724 | NS      | $553217.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | ATMOS ENERGY CORP COMMON STOCK                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2630 | NS      | $405309.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.                    | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK                | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1358 | NS      | $49458.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc.                                         | ATRICURE INC COMMON STOCK USD.001                         | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       824 | NS      | $27002.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc.                                 | AURA BIOSCIENCES INC COMMON STOCK USD.00001               | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $7192.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc.                                | AURORA INNOVATION INC COMMON STOCK USD.0001               | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23156 | NS      | $121337.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc.                                         | AUTODESK INC COMMON STOCK USD.01                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3474 | NS      | $1075446.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc.                                          | AUTOLIV INC COMMON STOCK USD1.0                           | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      1289 | NS      | $144239.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc.                        | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6752 | NS      | $2082316.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                       | AUTONATION INC COMMON STOCK USD.01                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $126540.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc.                                         | AUTOZONE INC COMMON STOCK USD.01                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       274 | NS      | $1017151.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated                   | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01            | CUSIP: 163072101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $52697.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chefs' Warehouse Inc.                             | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       668 | NS      | $42625.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                    | CHEMED CORP COMMON STOCK USD1.0                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       248 | NS      | $120758.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc.                            | AVALONBAY COMMUNITIES INC REIT USD.01                     | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2359 | NS      | $480056.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc.                                   | AVANOS MEDICAL INC COMMON STOCK USD.01                    | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       948 | NS      | $11603.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                                  | CHEMOURS CO/THE COMMON STOCK USD.01                       | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2504 | NS      | $28670.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc.                                    | CISCO SYSTEMS INC COMMON STOCK USD.001                    | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65430 | NS      | $4539533.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc.                                          | AVANTOR INC COMMON STOCK USD.01                           | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11253 | NS      | $151465.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc.                      | AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01        | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3361 | NS      | $17578.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | CINTAS CORP COMMON STOCK                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $1493229.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | CITIGROUP INC COMMON STOCK USD.01                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     31217 | NS      | $2657191.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                         | AVEPOINT INC COMMON STOCK USD.0001                        | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3428 | NS      | $66194.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | AVERY DENNISON CORP COMMON STOCK USD1.0                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1300 | NS      | $228111.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CINCOR PHARMA I COMMON STOCK                   | CONTRA CINCOR PHARMA I COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       708 | NS      | $2166.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Corebridge Financial Inc.                             | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9206 | NS      | $326813.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                    | AVIENT CORP COMMON STOCK USD.01                           | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1554 | NS      | $50209.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc.                             | AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $35244.00     | 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        |       535 | NS      | $37284.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc.                                           | AXOGEN INC COMMON STOCK USD.01                            | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $8343.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc.                                  | CORE SCIENTIFIC INC COMMON STOCK USD.0001                 | CUSIP: 21874A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4921 | NS      | $84001.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core and Main Inc.                                    | CORE and MAIN INC COMMON STOCK USD.01                     | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $190404.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc.                                  | AXON ENTERPRISE INC COMMON STOCK USD.00001                | CUSIP: 05464C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $1053139.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                              | AXSOME THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       809 | NS      | $84451.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                           | CORE NATURAL RESOURCES INC COMMON STOCK USD.01            | CUSIP: 218937100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $62417.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                         | CREDIT ACCEPTANCE CORP COMMON STOCK USD.01                | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $102395.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc.                                   | AXOS FINANCIAL INC COMMON STOCK USD.01                    | CUSIP: 05465C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $70793.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Company Inc.                                 | AZEK CO INC/THE COMMON STOCK                              | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2376 | NS      | $129135.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BandG Foods Inc.                                      | BandG FOODS INC COMMON STOCK USD.01                       | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1495 | NS      | $6323.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bicara Therapeutics Inc.                              | BICARA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       972 | NS      | $9029.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc.                     | BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01        | CUSIP: 05550J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $236039.87    | 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        |      1080 | NS      | $105440.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                  | BRT APARTMENTS CORP REIT USD3.0                           | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $5145.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Baldwin Insurance Group Inc.                      | BALDWIN INSURANCE GROUP INC/ COMMON STOCK USD.01          | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1139 | NS      | $48760.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corporation                                       | BKV CORP COMMON STOCK USD.01                              | CUSIP: 05603J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1532 | NS      | $36951.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                 | BWX TECHNOLOGIES INC COMMON STOCK USD.01                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1511 | NS      | $217674.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                     | BADGER METER INC COMMON STOCK USD1.0                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       488 | NS      | $119535.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | BAKER HUGHES CO COMMON STOCK USD.0001                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16428 | NS      | $629849.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                                   | BALCHEM CORP COMMON STOCK USD.0667                        | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $88196.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | BALL CORP COMMON STOCK                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4683 | NS      | $262669.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc.                                  | BELLRING BRANDS INC COMMON STOCK USD.01                   | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $122927.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc.                            | BENCHMARK ELECTRONICS INC COMMON STOCK USD.1              | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       620 | NS      | $24074.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc.                                | BENITEC BIOPHARMA INC COMMON STOCK                        | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $4516.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                                 | BANCFIRST CORP COMMON STOCK USD1.0                        | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       579 | NS      | $71575.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corporation                                | BANK FIRST CORP COMMON STOCK USD1.0                       | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $24118.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                          | BENTLEY SYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4869 | NS      | $262779.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc.                                               | F5 INC COMMON STOCK                                       | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $273717.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                            | BANK OF HAWAII CORP COMMON STOCK USD.01                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       646 | NS      | $43624.38     | 0.00%             |  |  |  | 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        |       466 | NS      | $10643.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc.           | FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      8793 | NS      | $715838.13    | 0.07%             |  |  |  | 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        |      4554 | NS      | $255297.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     11865 | NS      | $1081020.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                              | BANK OZK COMMON STOCK                                     | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1789 | NS      | $84190.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidus Investment Corporation                          | FIDUS INVESTMENT CORP COMMON STOCK USD.001                | CUSIP: 316500107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       641 | NS      | $12948.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc.                    | FIRST INDUSTRIAL REALTY TRUST REIT USD.01                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $104779.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                       | BANKUNITED INC COMMON STOCK USD.01                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1198 | NS      | $42636.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                                           | BANK7 CORP COMMON STOCK USD.01                            | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $8993.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                                    | BANNER CORP COMMON STOCK USD.01                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $35282.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                 | BAR HARBOR BANKSHARES COMMON STOCK USD2.0                 | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $13302.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes and Noble Education Inc.                       | BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01        | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |       538 | NS      | $6332.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc.                        | BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01         | CUSIP: 068463108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $19761.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath and Body Works Inc.                              | BATH and BODY WORKS INC COMMON STOCK USD.5                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3591 | NS      | $107586.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | BAXTER INTERNATIONAL INC COMMON STOCK USD1.0              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      8469 | NS      | $256441.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc.                                | BEAM THERAPEUTICS INC COMMON STOCK USD.01                 | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1407 | NS      | $23933.07     | 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        |       566 | NS      | $12661.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Company                          | BECTON DICKINSON and CO COMMON STOCK USD1.0               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4755 | NS      | $819048.75    | 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        |       210 | NS      | $20514.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                           | BELDEN INC COMMON STOCK USD.01                            | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       669 | NS      | $77470.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Belite Bio Inc                                        | BELITE BIO INC ADR USD.0001                               | CUSIP: 07782B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $31446.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| W. R. Berkley Corporation                             | W R BERKLEY CORP COMMON STOCK USD.2                       | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      6297 | NS      | $462640.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | BERKSHIRE HATHAWAY INC COMMON STOCK USD5.0                | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         7 | NS      | $5101600.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     22219 | NS      | $10793323.63  | 1.01%             |  |  |  | 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        |       809 | NS      | $20257.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corporation                                     | BERRY CORP COMMON STOCK USD.001                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2005 | NS      | $5553.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co. Inc.                                     | BEST BUY CO INC COMMON STOCK USD.1                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3544 | NS      | $237908.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc.                                      | BEYOND MEAT INC COMMON STOCK USD.0001                     | CUSIP: 08862E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1526 | NS      | $5325.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Group Inc.                                        | BGC GROUP INC COMMON STOCK USD.01                         | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6160 | NS      | $63016.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc.                              | BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 08975B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4221 | NS      | $28660.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BigCommerce Holdings Inc.                             | BIGCOMMERCE HOLDINGS INC COMMON STOCK USD.0001            | CUSIP: 08975P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $7650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc.                                    | BILL HOLDINGS INC COMMON STOCK USD.00001                  | CUSIP: 090043100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $78410.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc.                             | BIO-RAD LABORATORIES INC COMMON STOCK USD.0001            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       379 | NS      | $91460.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                         | EXPONENT INC COMMON STOCK USD.001                         | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $63951.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc.                         | EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01          | CUSIP: 30233G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1192 | NS      | $11216.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                       | FMC CORP COMMON STOCK USD.1                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2080 | NS      | $86840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                                   | FLYWIRE CORP COMMON STOCK USD.0001                        | CUSIP: 302492103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2126 | NS      | $24874.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                                    | FNB CORP/PA COMMON STOCK USD.01                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      5451 | NS      | $79475.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                              | FB FINANCIAL CORP COMMON STOCK USD1.0                     | CUSIP: 30257X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $38595.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc.                                             | FIGS INC COMMON STOCK USD.0001                            | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2735 | NS      | $15425.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc.                                     | FRP HOLDINGS INC COMMON STOCK USD.1                       | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $8577.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                                   | FTI CONSULTING INC COMMON STOCK USD.01                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       600 | NS      | $96900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc.                                   | META PLATFORMS INC COMMON STOCK USD.000006                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     36104 | NS      | $26648001.36  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                         | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01          | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       629 | NS      | $281339.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                | FAIR ISAAC CORP COMMON STOCK USD.01                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       404 | NS      | $738495.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers and Merchants Bancorp Inc.                    | FARMERS and MERCHANTS BANCORP IN COMMON STOCK             | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $5789.12      | 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        |      1249 | NS      | $17223.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc.                                | FARMLAND PARTNERS INC REIT USD.01                         | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |       986 | NS      | $11348.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc.                                | FARO TECHNOLOGIES INC COMMON STOCK USD.001                | CUSIP: 311642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       351 | NS      | $15415.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc.                      | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001     | CUSIP: 32055Y201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1687 | NS      | $48619.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corporation                           | FIRST MERCHANTS CORP COMMON STOCK                         | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       987 | NS      | $37802.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                           | FASTLY INC COMMON STOCK USD.00002                         | CUSIP: 31188V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2481 | NS      | $17515.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | FASTENAL CO COMMON STOCK USD.01                           | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19058 | NS      | $800436.00    | 0.07%             |  |  |  | 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        |       157 | NS      | $30501.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                       | FEDERAL REALTY INVESTMENT TRUS REIT USD.01                | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $132891.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                            | FEDERAL SIGNAL CORP COMMON STOCK USD1.0                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1024 | NS      | $108974.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                                 | FEDERATED HERMES INC COMMON STOCK                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1323 | NS      | $58635.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc.                                       | FB BANCORP INC COMMON STOCK USD.01                        | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $5872.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FEDEX CORP COMMON STOCK USD.1                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3996 | NS      | $908330.76    | 0.08%             |  |  |  | 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        |       575 | NS      | $21556.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                                  | GLACIER BANCORP INC COMMON STOCK USD.01                   | CUSIP: 37637Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $80473.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc.                             | FERGUSON ENTERPRISES INC COMMON STOCK USD.0001            | CUSIP: 31488V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3318 | NS      | $722494.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | FIFTH THIRD BANCORP COMMON STOCK                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     10836 | NS      | $445684.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corporation                      | GLADSTONE COMMERCIAL CORP REIT USD.001                    | CUSIP: 376536108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $13986.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corporation                            | GLADSTONE LAND CORP REIT USD.001                          | CUSIP: 376549101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $9671.67      | 0.00%             |  |  |  | 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        |       469 | NS      | $12043.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                           | FIRST ADVANTAGE CORP COMMON STOCK USD.001                 | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2990 | NS      | $49663.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                  | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1694 | NS      | $103994.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                        | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1              | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |      2711 | NS      | $56470.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                         | FIRST BANCORP/SOUTHERN PINES N COMMON STOCK               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $33155.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                            | FIRST BANK/HAMILTON NJ COMMON STOCK USD.01                | CUSIP: 31931U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $6141.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                               | FIRST BUSEY CORP COMMON STOCK USD.001                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1008 | NS      | $23068.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc.                | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01        | CUSIP: 319390100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $11347.84     | 0.00%             |  |  |  | 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        |       208 | NS      | $406945.76    | 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        |      1910 | NS      | $30999.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc.                       | FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0        | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $17156.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                              | FIRST FINANCIAL BANCORP COMMON STOCK                      | CUSIP: 320209109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1611 | NS      | $39082.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                   | GLAUKOS CORP COMMON STOCK USD.001                         | CUSIP: 377322102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       937 | NS      | $96782.73     | 0.01%             |  |  |  | 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        |        58 | NS      | $54877.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                             | GRAIL INC COMMON STOCK                                    | CUSIP: 384747101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $28898.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| W.W. Grainger Inc.                                    | WW GRAINGER INC COMMON STOCK USD.5                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       800 | NS      | $832192.00    | 0.08%             |  |  |  | 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        |       478 | NS      | $90342.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc.                                          | GROUPON INC COMMON STOCK USD.0001                         | CUSIP: 399473206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       676 | NS      | $22612.20     | 0.00%             |  |  |  | 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        |       263 | NS      | $11161.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc.                           | CONTRA GTX INC DEL COMMON STOCK                           | CUSIP: 400CVR015<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |        38 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guardant Health Inc.                                  | GUARDANT HEALTH INC COMMON STOCK USD.00001                | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2054 | NS      | $106890.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                            | ONEOK INC COMMON STOCK USD.01                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     10364 | NS      | $846013.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                                 | ONEMAIN HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      1944 | NS      | $110808.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneStream Inc.                                        | ONESTREAM INC COMMON STOCK USD.0001                       | CUSIP: 68278B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $35233.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc.                                          | ONESPAN INC COMMON STOCK USD.001                          | CUSIP: 68287N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $11666.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc.                               | ORUKA THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 687604108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       673 | NS      | $7544.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oscar Health Inc.                                     | OSCAR HEALTH INC COMMON STOCK USD.00001                   | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $76926.72     | 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        |      1065 | NS      | $120920.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | OTIS WORLDWIDE CORP COMMON STOCK USD.01                   | CUSIP: 68902V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6577 | NS      | $651254.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                             | PVH CORP COMMON STOCK USD1.0                              | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       919 | NS      | $63043.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                                 | PTC THERAPEUTICS INC COMMON STOCK USD.001                 | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1314 | NS      | $64175.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC INC COMMON STOCK USD.01                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1900 | NS      | $327446.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR INC COMMON STOCK USD1.0                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      8709 | NS      | $827877.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels and Resorts Inc.                          | PARK HOTELS and RESORTS INC REIT USD.01                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      3153 | NS      | $32255.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corporation                             | PARK NATIONAL CORP COMMON STOCK                           | CUSIP: 700658107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $47669.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | PARKER-HANNIFIN CORP COMMON STOCK USD.5                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2134 | NS      | $1490534.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                   | PARSONS CORP COMMON STOCK USD1.0                          | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $127176.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp.                      | PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0        | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $12737.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | US BANCORP COMMON STOCK USD.01                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     25770 | NS      | $1166092.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc.                                   | UMH PPTYS INC REIT USD.1                                  | CUSIP: 903002103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1546 | NS      | $25957.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                            | USANA HEALTH SCIENCES INC COMMON STOCK USD.001            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       417 | NS      | $12731.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc.                                   | UNITED RENTALS INC COMMON STOCK USD.01                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1083 | NS      | $815932.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | VIATRIS INC COMMON STOCK                                  | CUSIP: 92556V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19813 | NS      | $176930.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                  | VICI PROPERTIES INC REIT USD.01                           | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16349 | NS      | $532977.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corporation                                     | VICOR CORP COMMON STOCK USD.01                            | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $26172.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc.                                   | VITESSE ENERGY INC COMMON STOCK USD.01                    | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $14027.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                   | VONTIER CORP COMMON STOCK USD.0001                        | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2473 | NS      | $91253.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                  | VORNADO REALTY TRUST REIT USD.04                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3169 | NS      | $121182.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc.                       | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01        | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2427 | NS      | $87323.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corporation                           | FIRST FINANCIAL CORP COMMON STOCK                         | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       271 | NS      | $14685.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Northwest Inc.                        | FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01             | CUSIP: 32022K102<br>LEI: 549300F9IPXLCC3K7B36 | Long             | EC               | CORP              | US        |       220 | NS      | $123.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Foundation Inc.                                 | FIRST FOUNDATION INC COMMON STOCK USD.001                 | CUSIP: 32026V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1573 | NS      | $8022.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                                   | VOYA FINANCIAL INC COMMON STOCK USD.01                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1566 | NS      | $111186.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | WATERS CORP COMMON STOCK USD.01                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       983 | NS      | $343106.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                             | FIRST HORIZON CORP COMMON STOCK USD.625                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      8468 | NS      | $179521.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                   | FIRST HAWAIIAN INC COMMON STOCK USD.01                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2129 | NS      | $53139.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | LIBERTY BROADBAND CORP COMMON STOCK USD.01                | CUSIP: 530307107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $40497.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | LIBERTY BROADBAND CORP COMMON STOCK USD.01                | CUSIP: 530307305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1940 | NS      | $190857.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc.                                           | WATSCO INC COMMON STOCK USD.5                             | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       579 | NS      | $255697.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                         | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1           | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       455 | NS      | $111879.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc.                                   | LIBERTY ENERGY INC COMMON STOCK                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2707 | NS      | $31076.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01    | LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01        | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $83189.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc.                                          | WAYFAIR INC COMMON STOCK USD.001                          | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1703 | NS      | $87091.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01    | LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01        | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       477 | NS      | $37911.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK               | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3550 | NS      | $370975.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc.                                           | CRICUT INC COMMON STOCK USD.001                           | CUSIP: 22658D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       884 | NS      | $5984.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc.                        | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001        | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1552 | NS      | $44635.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | LIBERTY MEDIA CORP-LIBERTY FOR TRACKING STK               | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $53747.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc.                         | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3489 | NS      | $105821.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc.                                    | LIFEWAY FOODS INC COMMON STOCK                            | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $5866.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc.                                           | LIFEMD INC COMMON STOCK                                   | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $10705.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                            | CROCS INC COMMON STOCK USD.001                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       928 | NS      | $93987.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton Inc.                                      | DR HORTON INC COMMON STOCK USD.01                         | CUSIP: 23331A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5232 | NS      | $674509.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE ENERGY CO COMMON STOCK                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3435 | NS      | $455000.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                  | DXP ENTERPRISES INC/TX COMMON STOCK USD.01                | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $23490.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc.                                     | DT MIDSTREAM INC COMMON STOCK USD.01                      | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $184209.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                      | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      2073 | NS      | $20564.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc.                                    | DYNEX CAPITAL INC REIT USD.01                             | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      1251 | NS      | $15287.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc.                                | DYNE THERAPEUTICS INC COMMON STOCK USD.0001               | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $18421.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| e.l.f. Beauty Inc.                                    | ELF BEAUTY INC COMMON STOCK USD.01                        | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       936 | NS      | $116475.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9679 | NS      | $756994.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio Inc.                                            | 89BIO INC COMMON STOCK USD.001                            | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2525 | NS      | $24795.50     | 0.00%             |  |  |  | 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        |      8209 | NS      | $117224.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | ELECTRONIC ARTS INC COMMON STOCK USD.01                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      4278 | NS      | $683196.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc.                                   | ENPHASE ENERGY INC COMMON STOCK USD.00001                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2199 | NS      | $87190.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc.                                          | LIFE360 INC COMMON STOCK USD.001                          | CUSIP: 532206109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1275 | NS      | $83193.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                   | LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001           | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       323 | NS      | $36718.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                        | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       931 | NS      | $193014.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | LINCOLN NATIONAL CORP COMMON STOCK                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2780 | NS      | $96188.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc.                    | LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001       | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      1040 | NS      | $12136.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                                   | LINDSAY CORP COMMON STOCK USD1.0                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       188 | NS      | $27119.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc.                        | LINEAGE CELL THERAPEUTICS INC COMMON STOCK                | CUSIP: 53566P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6217 | NS      | $5641.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lineage Inc.                                          | LINEAGE INC REIT                                          | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3811 | NS      | $165854.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                               | LIONSGATE STUDIOS CORP COMMON STOCK                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2801 | NS      | $16273.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                               | LIQUIDITY SERVICES INC COMMON STOCK USD.001               | CUSIP: 53635B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       555 | NS      | $13092.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corporation                                  | LIQUIDIA CORP COMMON STOCK USD.001                        | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1444 | NS      | $17992.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                    | LITHIA MOTORS INC COMMON STOCK                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       434 | NS      | $146613.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                       | LITTELFUSE INC COMMON STOCK USD.01                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       419 | NS      | $94999.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc.                        | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      3827 | NS      | $578948.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc.                              | LIVE OAK BANCSHARES INC COMMON STOCK                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $23631.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc.                                | LIVERAMP HOLDINGS INC COMMON STOCK USD.1                  | CUSIP: 53815P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1111 | NS      | $36707.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc.                                    | LOAR HOLDINGS INC COMMON STOCK NPV                        | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1560 | NS      | $134425.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3906 | NS      | $1809024.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | LOEWS CORP COMMON STOCK USD.01                            | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3530 | NS      | $323559.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                         | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1152 | NS      | $99060.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                   | LOVESAC CO COMMON STOCK USD.00001                         | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $5733.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                | LUMENTUM HOLDINGS INC COMMON STOCK USD.001                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1156 | NS      | $109889.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc.                                             | LYFT INC COMMON STOCK USD.00001                           | CUSIP: 55087P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6775 | NS      | $106774.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MandT Bank Corporation                                | MandT BANK CORP COMMON STOCK USD.5                        | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $522997.04    | 0.05%             |  |  |  | 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        |      3480 | NS      | $58011.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                    | MFA FINANCIAL INC REIT USD.01                             | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      1735 | NS      | $16413.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                                       | MGE ENERGY INC COMMON STOCK USD1.0                        | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $55628.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                                 | MYERS INDUSTRIES INC COMMON STOCK                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       854 | NS      | $12374.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                  | MYRIAD GENETICS INC COMMON STOCK USD.01                   | CUSIP: 62855J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1575 | NS      | $8363.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc.                                      | NBT BANCORP INC COMMON STOCK USD.01                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       954 | NS      | $39638.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc.                                           | N-ABLE INC/US COMMON STOCK USD.001                        | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3493 | NS      | $28293.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc.                              | NANO NUCLEAR ENERGY INC COMMON STOCK USD.0001             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $21314.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EnPro Inc                                             | ENPRO INC COMMON STOCK USD.01                             | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $68574.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                              | ENOVA INTERNATIONAL INC COMMON STOCK USD.00001            | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       420 | NS      | $46838.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Ensign Group Inc.                                 | ENSIGN GROUP INC COMMON STOCK USD.001                     | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       950 | NS      | $146547.00    | 0.01%             |  |  |  | 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        |      3874 | NS      | $162553.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc.                              | KYMERA THERAPEUTICS INC COMMON STOCK USD.0001             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $48047.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc.                                        | LGI HOMES INC COMMON STOCK USD.01                         | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       412 | NS      | $21226.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ CORP COMMON STOCK USD.01                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4312 | NS      | $159587.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc.                                     | LATHAM GROUP INC COMMON STOCK USD.0001                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2044 | NS      | $13040.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                     | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01            | CUSIP: 518415104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2287 | NS      | $112040.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                       | ESTEE LAUDER COS INC/THE COMMON STOCK USD.01              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3890 | NS      | $314312.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc.                      | NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01        | CUSIP: 630402105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $18734.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc.                                           | NASDAQ INC COMMON STOCK USD.01                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      9536 | NS      | $852709.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                           | NATERA INC COMMON STOCK                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2242 | NS      | $378763.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc.                                   | RIOT PLATFORMS INC COMMON STOCK                           | CUSIP: 767292105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5706 | NS      | $64477.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc.                                | RIVIAN AUTOMOTIVE INC COMMON STOCK USD.001                | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18678 | NS      | $256635.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                      | ROBERT HALF INC COMMON STOCK USD.001                      | CUSIP: 770323103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1675 | NS      | $68758.75     | 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        |      2562 | NS      | $59899.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | MARATHON PETROLEUM CORP COMMON STOCK USD.01               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5065 | NS      | $841347.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc.                                | ROBINHOOD MARKETS INC COMMON STOCK USD.0001               | CUSIP: 770700102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12742 | NS      | $1193033.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                    | ROBLOX CORP COMMON STOCK USD.0001                         | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10280 | NS      | $1081456.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc.                    | MARAVAI LIFESCIENCES HOLDINGS COMMON STOCK USD.01         | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2678 | NS      | $6453.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus and Millichap Inc.                             | MARCUS and MILLICHAP INC COMMON STOCK USD.0001            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       763 | NS      | $23431.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corporation                                | ROCKET LAB CORP COMMON STOCK                              | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8306 | NS      | $297105.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Pharmaceuticals Inc.                           | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01            | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      2005 | NS      | $4912.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc.                              | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1876 | NS      | $623150.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                    | ROGERS CORP COMMON STOCK USD1.0                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       326 | NS      | $22324.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                | MARCUS CORP/THE COMMON STOCK USD1.0                       | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       490 | NS      | $8261.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                           | MATSON INC COMMON STOCK                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       555 | NS      | $61799.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc.                                             | ROKU INC COMMON STOCK USD.0001                            | CUSIP: 77543R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2136 | NS      | $187733.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc.                                          | ROLLINS INC COMMON STOCK USD1.0                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      8054 | NS      | $454406.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caret Holdings Inc.                                   | ROOT INC/OH COMMON STOCK USD.0001                         | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $23930.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc.                               | ROPER TECHNOLOGIES INC COMMON STOCK USD.01                | CUSIP: 776696106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1780 | NS      | $1008975.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                           | MATTEL INC COMMON STOCK USD1.0                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5501 | NS      | $108479.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation                    | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       612 | NS      | $14632.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maui Land and Pineapple Company Inc.                  | MAUI LAND and PINEAPPLE CO INC COMMON STOCK               | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $5984.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                            | MERIT MEDICAL SYSTEMS INC COMMON STOCK                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       959 | NS      | $89647.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                            | MERITAGE HOMES CORP COMMON STOCK USD.01                   | CUSIP: 59001A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $78756.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrimack Pharmaceuticals Inc.                        | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01         | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $6.12         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mesa Laboratories Inc.                                | MESA LABORATORIES INC COMMON STOCK                        | CUSIP: 59064R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $9327.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc.                                     | MIMEDX GROUP INC COMMON STOCK USD.001                     | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2579 | NS      | $15757.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine (MindMed) Inc.                          | MIND MEDICINE MINDMED INC COMMON STOCK                    | CUSIP: 60255C885<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $8488.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc.                            | MINERALS TECHNOLOGIES INC COMMON STOCK USD.1              | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       546 | NS      | $30068.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc.                           | MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001          | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $12244.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corporation                          | MONSTER BEVERAGE CORP COMMON STOCK USD.005                | CUSIP: 61174X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16134 | NS      | $1010633.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc.                          | MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001         | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1148 | NS      | $5177.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc.                     | MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004    | CUSIP: 615111101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $13790.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                   | MOODY'S CORP COMMON STOCK USD.01                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2987 | NS      | $1498249.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                              | NOV INC COMMON STOCK USD.01                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      6283 | NS      | $78097.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corporation                                | NCR ATLEOS CORP COMMON STOCK USD.01                       | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1232 | NS      | $35148.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc.                                         | SEPTERNA INC COMMON STOCK USD.001                         | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $8656.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc.                                 | RUSH ENTERPRISES INC COMMON STOCK USD.01                  | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $54961.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc.                          | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001         | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1505 | NS      | $22424.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc.                                 | SEMRUSH HOLDINGS INC COMMON STOCK USD.00001               | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2150 | NS      | $19457.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corporation                              | SENECA FOODS CORP COMMON STOCK USD.25                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $8418.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                     | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2399 | NS      | $195278.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc.                                   | SERVE ROBOTICS INC COMMON STOCK USD.0001                  | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       835 | NS      | $9552.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Senseonics Holdings Inc.                              | SENSEONICS HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     10750 | NS      | $5121.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                              | SERVICE PROPERTIES TRUST REIT USD.01                      | CUSIP: 81761L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3329 | NS      | $7956.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc.                             | SIMON PROPERTY GROUP INC REIT USD.0001                    | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5305 | NS      | $852831.80    | 0.08%             |  |  |  | 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        |      1695 | NS      | $53545.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co. Inc.                        | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01          | CUSIP: 829073105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $108717.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                                 | SIMULATIONS PLUS INC COMMON STOCK USD.001                 | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $6282.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                        | SNOWFLAKE INC COMMON STOCK USD1.0                         | CUSIP: 833445109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5478 | NS      | $1225812.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc.                                | SOFI TECHNOLOGIES INC COMMON STOCK USD.0001               | CUSIP: 83406F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18167 | NS      | $330821.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc.                    | SOLARIS ENERGY INFRASTRUCTURE COMMON STOCK USD.01         | CUSIP: 83418M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $19350.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc.                              | SOLENO THERAPEUTICS INC COMMON STOCK USD.001              | CUSIP: 834203309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $63840.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc.                         | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01          | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       435 | NS      | $23055.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SPECTRUM PHARMA COMMON STOCK                   | CONTRA SPECTRUM PHARMA COMMON STOCK                       | CUSIP: 847CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $262.80       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Spirit AeroSystems Holdings Inc.                      | SPIRIT AEROSYSTEMS HOLDINGS IN COMMON STOCK USD.01        | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1951 | NS      | $74430.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                            | SPIRE INC COMMON STOCK USD1.0                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       970 | NS      | $70800.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                | SYNAPTICS INC COMMON STOCK USD.001                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       662 | NS      | $42910.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc.                                         | SYNOPSYS INC COMMON STOCK USD.01                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2556 | NS      | $1310410.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamboran Resources Corporation                        | TAMBORAN RESOURCES CORP COMMON STOCK USD.001              | CUSIP: 87507T101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       240 | NS      | $5116.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc.                             | TANDEM DIABETES CARE INC COMMON STOCK                     | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1122 | NS      | $20914.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                            | TANGER INC REIT USD.01                                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1866 | NS      | $57062.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                | TANGO THERAPEUTICS INC COMMON STOCK USD.0001              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2208 | NS      | $11304.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10x Genomics Inc.                                     | 10X GENOMICS INC COMMON STOCK USD.00001                   | CUSIP: 88025U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $21851.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                          | TENET HEALTHCARE CORP COMMON STOCK USD.05                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1573 | NS      | $276848.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Company                                       | TENNANT CO COMMON STOCK USD.375                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       325 | NS      | $25181.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corporation                                  | TERADATA CORP COMMON STOCK USD.01                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1591 | NS      | $35495.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                      | AGCO CORP COMMON STOCK USD.01                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1239 | NS      | $127815.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc.                                     | ACM RESEARCH INC COMMON STOCK USD.0001                    | CUSIP: 00108J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $24864.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                                 | AGNC INVESTMENT CORP REIT USD.01                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     14928 | NS      | $137188.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | AES CORP/THE COMMON STOCK USD.01                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     11741 | NS      | $123515.32    | 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        |       835 | NS      | $69179.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc.                              | ABEONA THERAPEUTICS INC COMMON STOCK USD.01               | CUSIP: 00289Y206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       918 | NS      | $5214.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corporation                           | ACACIA RESEARCH CORP COMMON STOCK USD.001                 | CUSIP: 003881307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2646 | NS      | $9472.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc.                                          | CONTRA ABIOMED INC COMMON STOCK                           | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       788 | NS      | $12229.76     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Advanced Drainage Systems Inc.                        | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      1286 | NS      | $147709.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc.                              | ADVANTAGE SOLUTIONS INC COMMON STOCK USD.0001             | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5215 | NS      | $6883.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I COMMON STOCK                   | CONTRA ADURO BIOTECH I COMMON STOCK                       | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $437.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AeroVironment Inc.                                    | AEROVIRONMENT INC COMMON STOCK USD.0001                   | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $133356.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                               | ALARM.COM HOLDINGS INC COMMON STOCK                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       832 | NS      | $47066.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc.                                 | ALASKA AIR GROUP INC COMMON STOCK USD.01                  | CUSIP: 011659109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2047 | NS      | $101285.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                            | ALBANY INTERNATIONAL CORP COMMON STOCK USD.001            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       525 | NS      | $36818.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | ALBEMARLE CORP COMMON STOCK USD.01                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1955 | NS      | $122519.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc.                    | ALLISON TRANSMISSION HOLDINGS COMMON STOCK USD.01         | CUSIP: 01973R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $134125.88    | 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        |      3896 | NS      | $4402.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                              | ALLSTATE CORP/THE COMMON STOCK USD.01                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4390 | NS      | $883750.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                   | ALLY FINANCIAL INC COMMON STOCK USD.01                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      5059 | NS      | $197048.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-HAUL HOLDING CO COMMON STOCK USD.001                    | CUSIP: 023586506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2969 | NS      | $161424.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | BIO-TECHNE CORP COMMON STOCK USD.01                       | CUSIP: 09073M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $134387.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc.                                        | BIOVENTUS INC COMMON STOCK USD.001                        | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1163 | NS      | $7699.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc.                                 | BJ'S RESTAURANTS INC COMMON STOCK                         | CUSIP: 09180C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $17884.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                               | BLACK HILLS CORP COMMON STOCK USD1.0                      | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1183 | NS      | $66366.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke and Herbert Financial Services Corp.            | BURKE and HERBERT FINANCIAL SERV COMMON STOCK             | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       273 | NS      | $16306.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                                | BURLINGTON STORES INC COMMON STOCK USD.0001               | CUSIP: 122017106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1052 | NS      | $244737.28    | 0.02%             |  |  |  | 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        |       635 | NS      | $15652.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc.               | CCC INTELLIGENT SOLUTIONS HOLD COMMON STOCK USD.0001      | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11108 | NS      | $104526.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                              | CECO ENVIRONMENTAL CORP COMMON STOCK USD.01               | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       623 | NS      | $17637.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corporation                                       | CDW CORP/DE COMMON STOCK USD.01                           | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2195 | NS      | $392005.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc.                           | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 125269100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2805 | NS      | $258060.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc.                           | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4514 | NS      | $1390989.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                            | CAESARS ENTERTAINMENT INC COMMON STOCK                    | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $99365.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                  | CAL-MAINE FOODS INC COMMON STOCK USD.01                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       731 | NS      | $72829.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc.                                   | CALAVO GROWERS INC COMMON STOCK USD.001                   | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $9200.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                   | CARETRUST REIT INC REIT USD.01                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      3091 | NS      | $94584.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                         | CARGURUS INC COMMON STOCK USD.001                         | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1492 | NS      | $49937.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                       | CARLISLE COS INC COMMON STOCK USD1.0                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       737 | NS      | $275195.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc.                                           | CARMAX INC COMMON STOCK USD.5                             | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2547 | NS      | $171183.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                     | DANA INC COMMON STOCK USD.01                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2456 | NS      | $42120.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | DANAHER CORP COMMON STOCK USD.01                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     11858 | NS      | $2342429.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc.                               | DARDEN RESTAURANTS INC COMMON STOCK                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1939 | NS      | $422643.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry and Associates Inc.                        | JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01         | CUSIP: 426281101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $218005.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                | HERITAGE COMMERCE CORP COMMON STOCK                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      1484 | NS      | $14736.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                    | HERC HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       553 | NS      | $72824.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corporation                        | HERITAGE FINANCIAL CORP/WA COMMON STOCK                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $17212.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc.                                     | HOME BANCORP INC COMMON STOCK USD.01                      | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210 | NS      | $10873.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot Inc.                                   | HOME DEPOT INC/THE COMMON STOCK USD.05                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     16497 | NS      | $6048460.08   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc.                             | HOMETRUST BANCSHARES INC COMMON STOCK                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $15225.87     | 0.00%             |  |  |  | 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        |      1862 | NS      | $9477.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                                  | HUNTSMAN CORP COMMON STOCK USD.01                         | CUSIP: 447011107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2903 | NS      | $30249.26     | 0.00%             |  |  |  | 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        |       298 | NS      | $40986.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                           | HUT 8 CORP COMMON STOCK USD.01                            | CUSIP: 44812J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1562 | NS      | $29053.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                              | HYATT HOTELS CORP COMMON STOCK USD.01                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       700 | NS      | $97755.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                        | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2569 | NS      | $224710.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER SOLUTIONS INC COMMON STOCK                  | PERIMETER SOLUTIONS INC COMMON STOCK                      | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2552 | NS      | $35523.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc.                                          | REVVITY INC COMMON STOCK USD1.0                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1979 | NS      | $191408.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                         | PERMIAN RESOURCES CORP COMMON STOCK USD.0001              | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11476 | NS      | $156303.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                       | PLANET LABS PBC COMMON STOCK USD.0001                     | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4750 | NS      | $28975.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PlayAGS Inc.                                          | PLAYAGS INC COMMON STOCK USD.01                           | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $8980.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                          | PLEXUS CORP COMMON STOCK USD.01                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       454 | NS      | $61430.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                       | PLUG POWER INC COMMON STOCK USD.01                        | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     15818 | NS      | $23568.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                                        | PREFERRED BANK/LOS ANGELES CA COMMON STOCK                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       211 | NS      | $18261.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Company                       | PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        95 | NS      | $15181.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc.                                          | PREMIER INC COMMON STOCK USD.01                           | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $33640.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc.                     | PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $65237.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                         | PROLOGIS INC REIT USD.01                                  | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15393 | NS      | $1618112.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                    | PROS HOLDINGS INC COMMON STOCK USD.001                    | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       865 | NS      | $13545.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                | PROPETRO HOLDING CORP COMMON STOCK                        | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $12429.54     | 0.00%             |  |  |  | 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        |      1515 | NS      | $106413.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc.                                | QUANTUM COMPUTING INC COMMON STOCK                        | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2293 | NS      | $43956.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QuantumScape Corporation                              | QUANTUMSCAPE CORP COMMON STOCK USD.0001                   | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8540 | NS      | $57388.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | QUEST DIAGNOSTICS INC COMMON STOCK USD.01                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1832 | NS      | $329082.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                       | QUINSTREET INC COMMON STOCK USD.001                       | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       985 | NS      | $15858.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                           | RAPID7 INC COMMON STOCK USD.01                            | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      1064 | NS      | $24610.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc.                             | RAPPORT THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $7708.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                          | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      3389 | NS      | $519770.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                         | RAYONIER INC REIT                                         | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      2592 | NS      | $57490.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | ZOETIS INC COMMON STOCK USD.01                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7428 | NS      | $1158396.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc.                                     | ZIPRECRUITER INC COMMON STOCK USD.00001                   | CUSIP: 98980B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $8046.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                            | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5704 | NS      | $57724.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc.                                          | ZSCALER INC COMMON STOCK USD.001                          | CUSIP: 98980G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2524 | NS      | $792384.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bit Digital Inc.                                      | BIT DIGITAL INC COMMON STOCK USD.01                       | CUSIP: G1144A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2661 | NS      | $5827.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | ACCENTURE PLC COMMON STOCK USD.0000225                    | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     10385 | NS      | $3103972.65   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                       | CIMPRESS PLC COMMON STOCK EUR.01                          | CUSIP: G2143T103<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       430 | NS      | $20210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                    | CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005     | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2784 | NS      | $257770.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation Public Limited Company           | PROTHENA CORP PLC COMMON STOCK USD.01                     | CUSIP: G72800108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       984 | NS      | $5972.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                             | EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01               | CUSIP: N3144W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $17884.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      5325 | NS      | $308104.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01           | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      4465 | NS      | $1398170.10   | 0.13%             |  |  |  | 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        |       717 | NS      | $6883.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc.                                       | CAVA GROUP INC COMMON STOCK USD.0001                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1918 | NS      | $161553.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | CATERPILLAR INC COMMON STOCK USD1.0                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7932 | NS      | $3079281.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                | CATHAY GENERAL BANCORP COMMON STOCK USD.01                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1159 | NS      | $52769.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc.                               | RELAY THERAPEUTICS INC COMMON STOCK USD.001               | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $11400.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc.                                         | RELIANCE INC COMMON STOCK USD.001                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       875 | NS      | $274662.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc.                                   | REMITLY GLOBAL INC COMMON STOCK USD.0001                  | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3345 | NS      | $62785.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                  | RENASANT CORP COMMON STOCK USD5.0                         | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1562 | NS      | $56122.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                            | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001            | CUSIP: 766559702<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $5825.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc.                                | RIGETTI COMPUTING INC COMMON STOCK USD.0001               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4032 | NS      | $47819.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Riley Exploration Permian Inc.                        | RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001        | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       420 | NS      | $11016.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc.                                      | RINGCENTRAL INC COMMON STOCK USD.0001                     | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      1341 | NS      | $38017.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc.                         | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2570 | NS      | $12001.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer