# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001145549-25-042596
**Filing Date:** 2025-6
**Character Count:** 167348
**Document Hash:** 504c1ec55f8d3536a433518e569816d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042596.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042596

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 251078674

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Exchange-Traded Fund Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock Multifactor Small Cap ETF

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

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

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $487898443.60

**Total Liabilities:** $257790.72

**Net Assets:** $487640652.88

**Cash Not Reported:** $221123.36

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194897 | -4.25%               | -5.95%               | -3.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6196270.95              | $-29830958.61                              |
| Month 2  | $6921033.47              | $-37298282.40                              |
| Month 3  | $2362899.98              | $-19063569.17                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CNX Resources Corporation                        | CNX RESOURCES CORP COMMON STOCK USD.01                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     27448 | NS      | $807794.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | CABOT CORP COMMON STOCK USD1.0                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     21059 | NS      | $1653973.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc.                                      | CACTUS INC COMMON STOCK USD.01                        | CUSIP: 127203107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14607 | NS      | $554189.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | CADENCE BANK COMMON STOCK USD2.5                      | CUSIP: 12740C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66510 | NS      | $1946082.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc.                          | COMSTOCK RESOURCES INC COMMON STOCK USD.5             | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     14455 | NS      | $264092.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | CONCENTRIX CORP COMMON STOCK                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22457 | NS      | $1146654.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentra Group Holdings Parent Inc.             | CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK USD.01    | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23065 | NS      | $501663.75    | 0.10%             |  |  |  | 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        |     19792 | NS      | $1422648.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                       | FEDERAL SIGNAL CORP COMMON STOCK USD1.0               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     22300 | NS      | $1815889.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc.                            | FEDERATED HERMES INC COMMON STOCK                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     15950 | NS      | $647729.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1          | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |     32882 | NS      | $645802.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                              | FIRST HAWAIIAN INC COMMON STOCK USD.01                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     25708 | NS      | $587684.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM CORP COMMON STOCK USD.2                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73715 | NS      | $2131100.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM ENERGY CO COMMON STOCK USD.01                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     50100 | NS      | $1141779.00   | 0.23%             |  |  |  | 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        |     10106 | NS      | $1450312.06   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc.                            | SPX TECHNOLOGIES INC COMMON STOCK USD.01              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     16293 | NS      | $2185705.95   | 0.45%             |  |  |  | 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        |     18541 | NS      | $1342739.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| The Timken Company                               | TIMKEN CO/THE COMMON STOCK                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     25101 | NS      | $1612739.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | TRAVEL + LEISURE CO COMMON STOCK USD.01               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     13197 | NS      | $579744.21    | 0.12%             |  |  |  | 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        |     38381 | NS      | $2219189.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc.                                         | WEX INC COMMON STOCK USD.01                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      8525 | NS      | $1111404.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                            | WHIRLPOOL CORP COMMON STOCK USD1.0                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     21746 | NS      | $1658784.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Willscot Holdings Corporation                    | WILLSCOT HOLDINGS CORP COMMON STOCK USD.0001          | CUSIP: 971378104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41958 | NS      | $1053984.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                     | WORKIVA INC COMMON STOCK USD.001                      | CUSIP: 98139A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9906 | NS      | $745624.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc.                                      | MATTEL INC COMMON STOCK USD1.0                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    114129 | NS      | $1813509.81   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc.                                     | MAXIMUS INC COMMON STOCK                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     21284 | NS      | $1425176.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                 | MCGRATH RENTCORP COMMON STOCK                         | CUSIP: 580589109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $539963.54    | 0.11%             |  |  |  | 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        |    107437 | NS      | $593052.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                      | MERCURY GENERAL CORP COMMON STOCK                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      5130 | NS      | $284304.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                       | MERIT MEDICAL SYSTEMS INC COMMON STOCK                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     20028 | NS      | $1891644.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                         | MILLROSE PROPERTIES INC REIT USD.01                   | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23793 | NS      | $595776.72    | 0.12%             |  |  |  | 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        |     40950 | NS      | $646191.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Company                     | MODINE MANUFACTURING CO COMMON STOCK USD.625          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     21054 | NS      | $1718848.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis and Company                               | MOELIS and CO COMMON STOCK USD.01                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     15275 | NS      | $818434.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc.                           | MOHAWK INDUSTRIES INC COMMON STOCK USD.01             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        42 | NS      | $4466.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                        | MOOG INC COMMON STOCK USD1.0                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     10796 | NS      | $1805631.00   | 0.37%             |  |  |  | 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        |     31901 | NS      | $837082.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | MURPHY OIL CORP COMMON STOCK USD1.0                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     58550 | NS      | $1202031.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                         | NOV INC COMMON STOCK USD.01                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    140599 | NS      | $1632354.39   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                          | NATIONAL BEVERAGE CORP COMMON STOCK USD.01            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      4570 | NS      | $202908.00    | 0.04%             |  |  |  | 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        |     30360 | NS      | $2331040.80   | 0.48%             |  |  |  | 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        |      8474 | NS      | $641227.58    | 0.13%             |  |  |  | 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        |     27776 | NS      | $1033267.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ncino Inc.                                       | NCINO INC COMMON STOCK USD.0005                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22029 | NS      | $511072.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Nelnet Inc.                                      | NELNET INC COMMON STOCK USD.01                        | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2738 | NS      | $290474.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     20122 | NS      | $984770.68    | 0.20%             |  |  |  | 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        |     67493 | NS      | $790343.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2864 | NS      | $1762219.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc.                               | NEWMARK GROUP INC COMMON STOCK USD.01                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27677 | NS      | $304170.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextracker Inc.                                  | NEXTRACKER INC COMMON STOCK USD.0001                  | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49229 | NS      | $1999189.69   | 0.41%             |  |  |  | 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        |     10441 | NS      | $1562600.06   | 0.32%             |  |  |  | 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        |     21057 | NS      | $511685.10    | 0.10%             |  |  |  | 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        |     12382 | NS      | $721003.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc.                                     | NOVANTA INC COMMON STOCK                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13269 | NS      | $1577153.34   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc.                                 | OSI SYSTEMS INC COMMON STOCK                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      3344 | NS      | $684650.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                         | CHORD ENERGY CORP COMMON STOCK                        | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7014 | NS      | $632873.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | OLD NATIONAL BANCORP/IN COMMON STOCK                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    110124 | NS      | $2267453.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | OLIN CORP COMMON STOCK USD1.0                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     48469 | NS      | $1047899.78   | 0.21%             |  |  |  | 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        |     20934 | NS      | $2221306.74   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc.                                     | ONE GAS INC COMMON STOCK                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     12020 | NS      | $943690.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                            | ONEMAIN HOLDINGS INC COMMON STOCK USD.01              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     43806 | NS      | $2061948.42   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                             | ONTO INNOVATION INC COMMON STOCK                      | CUSIP: 683344105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10589 | NS      | $1291540.33   | 0.26%             |  |  |  | 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        |      8224 | NS      | $652821.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                              | OUTFRONT MEDIA INC REIT USD.01                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     30122 | NS      | $455745.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                | PJT PARTNERS INC COMMON STOCK USD.01                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      9086 | NS      | $1287577.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                 | TXNM ENERGY INC COMMON STOCK                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     18852 | NS      | $1002926.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                        | PVH CORP COMMON STOCK USD1.0                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     22680 | NS      | $1564466.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc.                            | PTC THERAPEUTICS INC COMMON STOCK USD.001             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     16528 | NS      | $823755.52    | 0.17%             |  |  |  | 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        |      5319 | NS      | $771361.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | PARSONS CORP COMMON STOCK USD1.0                      | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10419 | NS      | $696614.34    | 0.14%             |  |  |  | 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        |     18538 | NS      | $457517.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                             | CLEARWAY ENERGY INC COMMON STOCK USD.01               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     15321 | NS      | $419029.35    | 0.09%             |  |  |  | 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        |      7368 | NS      | $1607255.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | ASSOCIATED BANC-CORP COMMON STOCK USD.01              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     34016 | NS      | $750392.96    | 0.15%             |  |  |  | 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        |     18106 | NS      | $501536.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc.               | ATMUS FILTRATION TECHNOLOGIES COMMON STOCK            | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17769 | NS      | $616051.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc.                                  | AUTONATION INC COMMON STOCK USD.01                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12036 | NS      | $2096069.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | AVIENT CORP COMMON STOCK USD.01                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     18850 | NS      | $627893.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                               | AVISTA CORP COMMON STOCK                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     16166 | NS      | $670404.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc.                                       | AVNET INC COMMON STOCK USD1.0                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     33799 | NS      | $1588215.01   | 0.33%             |  |  |  | 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        |     11245 | NS      | $713832.60    | 0.15%             |  |  |  | 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        |     48066 | NS      | $2382150.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                        | BOK FINANCIAL CORP COMMON STOCK USD.00006             | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      8986 | NS      | $837225.62    | 0.17%             |  |  |  | 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        |     26773 | NS      | $1114292.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc.                                | BADGER METER INC COMMON STOCK USD1.0                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     10112 | NS      | $2232931.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corporation                              | BALCHEM CORP COMMON STOCK USD.0667                    | CUSIP: 057665200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11585 | NS      | $1813631.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corporation                            | BANCFIRST CORP COMMON STOCK USD1.0                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      3776 | NS      | $444888.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | BANK OZK COMMON STOCK                                 | CUSIP: 06417N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40628 | NS      | $1730752.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | BLACK HILLS CORP COMMON STOCK USD1.0                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     14518 | NS      | $884146.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc.                                   | BLACKBAUD INC COMMON STOCK USD.001                    | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      9874 | NS      | $597771.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc.                                   | BLACKLINE INC COMMON STOCK USD.01                     | CUSIP: 09239B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11442 | NS      | $540405.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                            | BOISE CASCADE CO COMMON STOCK USD.01                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     15560 | NS      | $1451436.80   | 0.30%             |  |  |  | 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        |      6569 | NS      | $685409.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                  | BORGWARNER INC COMMON STOCK USD.01                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     49373 | NS      | $1401205.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                         | BOX INC COMMON STOCK USD.0001                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     26788 | NS      | $836321.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                | BRADY CORP COMMON STOCK USD.01                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      8859 | NS      | $622699.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BridgeBio Pharma Inc.                            | BRIDGEBIO PHARMA INC COMMON STOCK                     | CUSIP: 10806X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55427 | NS      | $2126179.72   | 0.44%             |  |  |  | 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        |     12296 | NS      | $715873.12    | 0.15%             |  |  |  | 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        |     11472 | NS      | $201104.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International Inc.                       | BRINKER INTERNATIONAL INC COMMON STOCK USD.1          | CUSIP: 109641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5110 | NS      | $686273.00    | 0.14%             |  |  |  | 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        |     17940 | NS      | $1600965.60   | 0.33%             |  |  |  | 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        |     36823 | NS      | $595796.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | BRUNSWICK CORP/DE COMMON STOCK USD.75                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     27882 | NS      | $1283966.10   | 0.26%             |  |  |  | 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        |     23708 | NS      | $521813.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc.                                        | CBIZ INC COMMON STOCK USD.01                          | CUSIP: 124805102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10720 | NS      | $730032.00    | 0.15%             |  |  |  | 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        |    189878 | NS      | $1758270.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                             | CSW INDUSTRIALS INC COMMON STOCK USD.01               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      6103 | NS      | $1907065.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                       | CAESARS ENTERTAINMENT INC COMMON STOCK                | CUSIP: 12769G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45552 | NS      | $1232637.12   | 0.25%             |  |  |  | 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        |      8096 | NS      | $755923.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Plc                                    | CLARIVATE PLC COMMON STOCK USD.01                     | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    171027 | NS      | $737126.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| California Resources Corporation                 | CALIFORNIA RESOURCES CORP COMMON STOCK USD.01         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     18629 | NS      | $642886.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                              | CARETRUST REIT INC REIT USD.01                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     36946 | NS      | $1081409.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc.                                    | CARGURUS INC COMMON STOCK USD.001                     | CUSIP: 141788109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17196 | NS      | $480800.16    | 0.10%             |  |  |  | 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        |     20509 | NS      | $2408782.05   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | CATHAY GENERAL BANCORP COMMON STOCK USD.01            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     13915 | NS      | $580116.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc.                            | CAVCO INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1598 | NS      | $789172.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                            | CHAMPIONX CORP COMMON STOCK USD.01                    | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67645 | NS      | $1632273.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc.                            | CHART INDUSTRIES INC COMMON STOCK USD.01              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        63 | NS      | $8503.74      | 0.00%             |  |  |  | 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        |      4498 | NS      | $592251.66    | 0.12%             |  |  |  | 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        |      9970 | NS      | $1257316.70   | 0.26%             |  |  |  | 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        |     23334 | NS      | $697919.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc.                                | CIRRUS LOGIC INC COMMON STOCK USD.001                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     18901 | NS      | $1815252.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                           | CIVITAS RESOURCES INC COMMON STOCK                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     40328 | NS      | $1098938.00   | 0.23%             |  |  |  | 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        |      9259 | NS      | $708128.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Madison Square Garden Sports Corp.               | MADISON SQUARE GARDEN SPORTS C COMMON STOCK USD.01    | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7241 | NS      | $1394399.37   | 0.29%             |  |  |  | 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        |     71995 | NS      | $1478057.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc.                             | CLEARWAY ENERGY INC COMMON STOCK                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     30445 | NS      | $893256.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | CLEVELAND-CLIFFS INC COMMON STOCK USD.125             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    198883 | NS      | $1638795.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc.                                | COEUR MINING INC COMMON STOCK USD.01                  | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    115212 | NS      | $639426.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                               | COGNEX CORP COMMON STOCK USD.002                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     62204 | NS      | $1698169.20   | 0.35%             |  |  |  | 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        |      7391 | NS      | $599484.01    | 0.12%             |  |  |  | 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        |     62799 | NS      | $1214532.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                   | AMERIS BANCORP COMMON STOCK USD1.0                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     13784 | NS      | $807742.40    | 0.17%             |  |  |  | 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        |     22215 | NS      | $387651.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     11880 | NS      | $725155.20    | 0.15%             |  |  |  | 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        |     19905 | NS      | $480307.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc.                                       | ITRON INC COMMON STOCK                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      9290 | NS      | $1033884.10   | 0.21%             |  |  |  | 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        |     26163 | NS      | $2038359.33   | 0.42%             |  |  |  | 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        |      5705 | NS      | $435405.60    | 0.09%             |  |  |  | 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        |     77383 | NS      | $1734926.86   | 0.36%             |  |  |  | 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        |     74478 | NS      | $2272323.78   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | BELDEN INC COMMON STOCK USD.01                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      8441 | NS      | $870351.51    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc.                                   | BGC GROUP INC COMMON STOCK USD.01                     | CUSIP: 088929104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146425 | NS      | $1326610.50   | 0.27%             |  |  |  | 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        |     38416 | NS      | $1750617.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                    | PRIMORIS SERVICES CORP COMMON STOCK USD.0001          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     10839 | NS      | $650014.83    | 0.13%             |  |  |  | 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        |     19809 | NS      | $465115.32    | 0.10%             |  |  |  | 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        |     31757 | NS      | $2156300.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc.                                       | QORVO INC COMMON STOCK USD.0001                       | CUSIP: 74736K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19349 | NS      | $1386742.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc.                                      | QUALYS INC COMMON STOCK USD.001                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      7240 | NS      | $910140.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI CORP COMMON STOCK USD1.0                          | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30152 | NS      | $2231549.52   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                               | RH COMMON STOCK USD.0001                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      3352 | NS      | $616868.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                         | RXO INC COMMON STOCK USD.01                           | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32660 | NS      | $460179.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc.                                      | RADNET INC COMMON STOCK USD.0001                      | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27710 | NS      | $1451449.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                      | RAMBUS INC COMMON STOCK USD.001                       | CUSIP: 750917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38498 | NS      | $1878317.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc.                        | REVOLUTION MEDICINES INC COMMON STOCK                 | CUSIP: 76155X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61701 | NS      | $2491486.38   | 0.51%             |  |  |  | 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        |     21242 | NS      | $488566.00    | 0.10%             |  |  |  | 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        |     23616 | NS      | $1046188.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | COLUMBIA SPORTSWEAR CO COMMON STOCK                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      6149 | NS      | $382283.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | COMMERCIAL METALS CO COMMON STOCK USD.01              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     42752 | NS      | $1904174.08   | 0.39%             |  |  |  | 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        |     10730 | NS      | $585750.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                           | COMMVAULT SYSTEMS INC COMMON STOCK USD.01             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     14726 | NS      | $2461156.38   | 0.50%             |  |  |  | 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        |     59450 | NS      | $481545.00    | 0.10%             |  |  |  | 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        |     10714 | NS      | $773657.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                          | COPT DEFENSE PROPERTIES REIT USD.01                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     22414 | NS      | $585229.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corporation                               | CORVEL CORP COMMON STOCK USD.0001                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11262 | NS      | $1224855.12   | 0.25%             |  |  |  | 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        |    122137 | NS      | $1095568.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc.                            | DYCOM INDUSTRIES INC COMMON STOCK USD.3333333         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     11189 | NS      | $1874716.95   | 0.38%             |  |  |  | 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        |      3492 | NS      | $216050.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR PROPERTIES REIT USD.01                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     14868 | NS      | $735817.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | COUSINS PROPERTIES INC REIT USD1.0                    | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34322 | NS      | $945227.88    | 0.19%             |  |  |  | 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        |     10048 | NS      | $471452.16    | 0.10%             |  |  |  | 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        |      2030 | NS      | $989462.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Crinetics Pharmaceuticals Inc.                   | CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001    | CUSIP: 22663K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18910 | NS      | $631404.90    | 0.13%             |  |  |  | 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        |        84 | NS      | $9607.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | GENTEX CORP COMMON STOCK USD.06                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     51565 | NS      | $1123085.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc.                                       | CROCS INC COMMON STOCK USD.001                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     10578 | NS      | $1019930.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Incorporated                        | CYTOKINETICS INC COMMON STOCK USD.001                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        42 | NS      | $1799.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                          | GENWORTH FINANCIAL INC COMMON STOCK USD.001           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     85158 | NS      | $584183.88    | 0.12%             |  |  |  | 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        |     42308 | NS      | $1724474.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                           | DXC TECHNOLOGY CO COMMON STOCK USD.01                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     35856 | NS      | $556485.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                         | DARLING INGREDIENTS INC COMMON STOCK USD.01           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     59762 | NS      | $1923738.78   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc.                             | DENTSPLY SIRONA INC COMMON STOCK USD.01               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     81912 | NS      | $1138576.80   | 0.23%             |  |  |  | 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        |     11695 | NS      | $361375.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc.                                   | DILLARD'S INC COMMON STOCK                            | CUSIP: 254067101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1224 | NS      | $424311.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Dolby Laboratories Inc.                          | DOLBY LABORATORIES INC COMMON STOCK USD.001           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     22138 | NS      | $1699977.02   | 0.35%             |  |  |  | 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        |      5214 | NS      | $590746.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc.                              | DOUGLAS EMMETT INC REIT USD.01                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33628 | NS      | $465075.24    | 0.10%             |  |  |  | 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        |     11948 | NS      | $197380.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc.                          | EASTERN BANKSHARES INC COMMON STOCK USD.01            | CUSIP: 27627N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40685 | NS      | $607020.20    | 0.12%             |  |  |  | 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        |    111593 | NS      | $1057901.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                            | ELEMENT SOLUTIONS INC COMMON STOCK USD.01             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     82787 | NS      | $1689682.67   | 0.35%             |  |  |  | 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        |     11582 | NS      | $414519.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | ENERSYS COMMON STOCK USD.01                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7952 | NS      | $688643.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Inc                                        | ENPRO INC COMMON STOCK USD.01                         | CUSIP: 29355X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4399 | NS      | $657210.60    | 0.13%             |  |  |  | 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        |     36264 | NS      | $583125.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB CORP COMMON STOCK USD.001                        | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20210 | NS      | $2427625.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                           | ESCO TECHNOLOGIES INC COMMON STOCK USD.01             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      5201 | NS      | $813696.45    | 0.17%             |  |  |  | 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        |     65672 | NS      | $2112668.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc.                                        | ETSY INC COMMON STOCK USD.001                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     37873 | NS      | $1646718.04   | 0.34%             |  |  |  | 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        |     45208 | NS      | $1787524.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc.                                      | MATSON INC COMMON STOCK                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1713 | NS      | $186871.17    | 0.04%             |  |  |  | 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        |     11484 | NS      | $564094.08    | 0.12%             |  |  |  | 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        |      9982 | NS      | $810837.86    | 0.17%             |  |  |  | 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        |     20396 | NS      | $1764254.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc.                                     | SKYWEST INC COMMON STOCK                              | CUSIP: 830879102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2123 | NS      | $189307.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | SONOCO PRODUCTS CO COMMON STOCK                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     37397 | NS      | $1533277.00   | 0.31%             |  |  |  | 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        |     32752 | NS      | $376648.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc.                             | VIRTU FINANCIAL INC COMMON STOCK USD.00001            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     16716 | NS      | $654431.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | VONTIER CORP COMMON STOCK USD.0001                    | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56267 | NS      | $1789853.27   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                             | VORNADO REALTY TRUST REIT USD.04                      | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62127 | NS      | $2191840.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc.                              | VOYA FINANCIAL INC COMMON STOCK USD.01                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     33072 | NS      | $1957862.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corporation plc                            | NOBLE CORP PLC COMMON STOCK USD.00001                 | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53360 | NS      | $1160046.40   | 0.24%             |  |  |  | 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        |     61520 | NS      | $1316528.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc.                                  | TECNOGLASS INC COMMON STOCK USD.0001                  | CUSIP: G87264100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5006 | NS      | $356777.62    | 0.07%             |  |  |  | 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        |       500 | NS      | $883725.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                            | RUSH ENTERPRISES INC COMMON STOCK USD.01              | CUSIP: 781846209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13069 | NS      | $666388.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                            | RUSH ENTERPRISES INC COMMON STOCK USD.01              | CUSIP: 781846308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1474 | NS      | $85256.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc.                                | RYDER SYSTEM INC COMMON STOCK USD.5                   | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     13636 | NS      | $1877268.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc.                | RYMAN HOSPITALITY PROPERTIES I REIT USD.01            | CUSIP: 78377T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20654 | NS      | $1816519.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company              | SCC GOVERMENT MM GVXX 20301231 00001.0000000000       | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |    522726 | NS      | $522725.81    | 0.11%             |  |  |  | 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        |     14797 | NS      | $778470.17    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc.                           | EURONET WORLDWIDE INC COMMON STOCK USD.02             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     16800 | NS      | $1664880.00   | 0.34%             |  |  |  | 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        |      2938 | NS      | $75154.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc.                      | SABRA HEALTHCARE REIT REIT USD.01                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     46111 | NS      | $823081.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                              | SANMINA CORP COMMON STOCK USD.01                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     11555 | NS      | $887308.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FandG Annuities and Life Inc.                    | FandG ANNUITIES and LIFE INC COMMON STOCK USD.001     | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7137 | NS      | $248438.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                         | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     53089 | NS      | $2573754.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc.                          | SCHNEIDER NATIONAL INC COMMON STOCK                   | CUSIP: 80689H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7397 | NS      | $158961.53    | 0.03%             |  |  |  | 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        |     17448 | NS      | $2111731.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc.                                    | EXPONENT INC COMMON STOCK USD.001                     | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19539 | NS      | $1537328.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                  | FMC CORP COMMON STOCK USD.1                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     24836 | NS      | $1041125.12   | 0.21%             |  |  |  | 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        |     10756 | NS      | $541887.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                           | SEALED AIR CORP COMMON STOCK USD.1                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     57888 | NS      | $1595393.28   | 0.33%             |  |  |  | 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        |    134973 | NS      | $1766796.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc.                              | FTI CONSULTING INC COMMON STOCK USD.01                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      7435 | NS      | $1236291.80   | 0.25%             |  |  |  | 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        |     21623 | NS      | $1886174.29   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                              | SEMTECH CORP COMMON STOCK USD.01                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     18218 | NS      | $569312.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      8366 | NS      | $785985.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc.                                 | SENTINELONE INC COMMON STOCK USD.0001                 | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62766 | NS      | $1161171.00   | 0.24%             |  |  |  | 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        |     34675 | NS      | $2108586.75   | 0.43%             |  |  |  | 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        |     45933 | NS      | $1539214.83   | 0.32%             |  |  |  | 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        |     14909 | NS      | $709370.22    | 0.15%             |  |  |  | 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        |     17981 | NS      | $471012.30    | 0.10%             |  |  |  | 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        |     14721 | NS      | $1972025.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                | FLUOR CORP COMMON STOCK USD.01                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     35711 | NS      | $1245956.79   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc.                               | FLOWERS FOODS INC COMMON STOCK USD.01                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     76722 | NS      | $1349539.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | FLOWSERVE CORP COMMON STOCK USD1.25                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     47666 | NS      | $2155933.18   | 0.44%             |  |  |  | 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        |     10406 | NS      | $741115.32    | 0.15%             |  |  |  | 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        |      8205 | NS      | $719906.70    | 0.15%             |  |  |  | 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        |       168 | NS      | $9041.76      | 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        |     19618 | NS      | $548323.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                        | SILICON LABORATORIES INC COMMON STOCK USD.0001        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6585 | NS      | $670089.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | SILGAN HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     33807 | NS      | $1746131.55   | 0.36%             |  |  |  | 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        |      8070 | NS      | $685627.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc.                                    | FRESHPET INC COMMON STOCK USD.001                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     19529 | NS      | $1436162.66   | 0.29%             |  |  |  | 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        |     19283 | NS      | $696309.13    | 0.14%             |  |  |  | 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        |      8836 | NS      | $1358004.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc.                                  | FRESHWORKS INC COMMON STOCK USD.00001                 | CUSIP: 358054104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47405 | NS      | $700171.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc.                                   | FRONTDOOR INC COMMON STOCK USD.01                     | CUSIP: 35905A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16331 | NS      | $671367.41    | 0.14%             |  |  |  | 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        |     16222 | NS      | $1862447.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corporation                               | SITIME CORP COMMON STOCK USD.0001                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3763 | NS      | $552634.18    | 0.11%             |  |  |  | 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        |     11111 | NS      | $600438.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                     | FULTON FINANCIAL CORP COMMON STOCK USD2.5             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     37435 | NS      | $624415.80    | 0.13%             |  |  |  | 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        |     15468 | NS      | $262337.28    | 0.05%             |  |  |  | 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        |     23221 | NS      | $1676788.41   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX CORP COMMON STOCK USD.625                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12857 | NS      | $1876607.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                         | GMS INC COMMON STOCK USD.01                           | CUSIP: 36251C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7797 | NS      | $571208.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc.                 | SPIRIT AEROSYSTEMS HOLDINGS IN COMMON STOCK USD.01    | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22952 | NS      | $826272.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC COMMON STOCK USD1.0                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     11483 | NS      | $878908.82    | 0.18%             |  |  |  | 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        |     46467 | NS      | $1683964.08   | 0.35%             |  |  |  | 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        |     20974 | NS      | $140735.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc.                             | STAG INDUSTRIAL INC REIT USD.01                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     47883 | NS      | $1581575.49   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc.                     | STERLING INFRASTRUCTURE INC COMMON STOCK USD.01       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      6244 | NS      | $933040.92    | 0.19%             |  |  |  | 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        |      4340 | NS      | $421891.40    | 0.09%             |  |  |  | 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        |       631 | NS      | $580551.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc.                                | STONEX GROUP INC COMMON STOCK USD.01                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      8200 | NS      | $726233.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc.                                      | STRIDE INC COMMON STOCK USD.0001                      | CUSIP: 86333M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8291 | NS      | $1179394.75   | 0.24%             |  |  |  | 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        |      5617 | NS      | $1001904.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                | GRANITE CONSTRUCTION INC COMMON STOCK USD.01          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      8903 | NS      | $723724.87    | 0.15%             |  |  |  | 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        |     30789 | NS      | $993868.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc.                               | LOAR HOLDINGS INC COMMON STOCK NPV                    | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8166 | NS      | $772340.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     22484 | NS      | $1940594.04   | 0.40%             |  |  |  | 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        |    257083 | NS      | $645278.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc.                          | LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    345569 | NS      | $1223314.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                           | LUMENTUM HOLDINGS INC COMMON STOCK USD.001            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     14733 | NS      | $869836.32    | 0.18%             |  |  |  | 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        |     79964 | NS      | $1370582.96   | 0.28%             |  |  |  | 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        |      7359 | NS      | $665400.78    | 0.14%             |  |  |  | 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        |     86885 | NS      | $2164305.35   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                             | MKS INSTRUMENTS INC COMMON STOCK                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     16575 | NS      | $1162570.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                               | MP MATERIALS CORP COMMON STOCK USD.0001               | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25408 | NS      | $621479.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                          | MSA SAFETY INC COMMON STOCK                           | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13342 | NS      | $2100297.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                             | MACERICH CO/THE REIT USD.01                           | CUSIP: 554382101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50515 | NS      | $740549.90    | 0.15%             |  |  |  | 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        |     56355 | NS      | $643574.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                           | PATRICK INDUSTRIES INC COMMON STOCK                   | CUSIP: 703343103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6634 | NS      | $510685.32    | 0.10%             |  |  |  | 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        |     83016 | NS      | $468210.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc.                          | PAYMENTUS HOLDINGS INC COMMON STOCK USD.0001          | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5606 | NS      | $181970.76    | 0.04%             |  |  |  | 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        |     59376 | NS      | $417413.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                 | PEGASYSTEMS INC COMMON STOCK USD.01                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     17995 | NS      | $1656979.60   | 0.34%             |  |  |  | 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        |     78150 | NS      | $538453.50    | 0.11%             |  |  |  | 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        |     10710 | NS      | $1043582.40   | 0.21%             |  |  |  | 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        |     47123 | NS      | $1635168.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                          | PIPER SANDLER COS COMMON STOCK USD.01                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      6919 | NS      | $1668309.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                              | PLANET FITNESS INC COMMON STOCK                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     26698 | NS      | $2525363.82   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                     | PLEXUS CORP COMMON STOCK USD.01                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      5591 | NS      | $684506.13    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc.                                     | POPULAR INC COMMON STOCK USD.01                       | CUSIP: 733174700<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     24760 | NS      | $2362599.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     40255 | NS      | $1695540.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                               | POST HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     16321 | NS      | $1847047.57   | 0.38%             |  |  |  | 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        |     12082 | NS      | $946383.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corporation                                  | UGI CORP COMMON STOCK                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     73144 | NS      | $2398391.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc.                            | SURGERY PARTNERS INC COMMON STOCK USD.01              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     13449 | NS      | $295205.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                              | SYLVAMO CORP COMMON STOCK USD1.0                      | CUSIP: 871332102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7030 | NS      | $419128.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB FINANCIAL CORP COMMON STOCK USD1.0                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     20235 | NS      | $1913623.95   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc.                              | UFP INDUSTRIES INC COMMON STOCK                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     19672 | NS      | $1944577.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                      | UIPATH INC COMMON STOCK USD.00001                     | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210 | NS      | $2507.40      | 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        |      3080 | NS      | $549687.60    | 0.11%             |  |  |  | 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        |     24920 | NS      | $688041.20    | 0.14%             |  |  |  | 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        |     52035 | NS      | $1784280.15   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     47402 | NS      | $2053454.64   | 0.42%             |  |  |  | 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        |     10150 | NS      | $131544.00    | 0.03%             |  |  |  | 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        |      2783 | NS      | $191080.78    | 0.04%             |  |  |  | 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        |        42 | NS      | $5276.46      | 0.00%             |  |  |  | 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        |     17947 | NS      | $551870.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                       | TANGER INC REIT USD.01                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     22185 | NS      | $699049.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                            | URBAN OUTFITTERS INC COMMON STOCK USD.0001            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     13608 | NS      | $718230.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                 | VF CORP COMMON STOCK                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       105 | NS      | $1247.40      | 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        |     35023 | NS      | $2008569.05   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                       | TEGNA INC COMMON STOCK USD1.0                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     32940 | NS      | $534616.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                            | TELEFLEX INC COMMON STOCK USD1.0                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |        63 | NS      | $8634.15      | 0.00%             |  |  |  | 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        |     17955 | NS      | $673132.95    | 0.14%             |  |  |  | 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        |     13166 | NS      | $1832707.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | VALLEY NATIONAL BANCORP COMMON STOCK                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    100804 | NS      | $866914.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                       | TERRENO REALTY CORP REIT USD.01                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33259 | NS      | $1873479.47   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc.                    | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      9521 | NS      | $648856.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc.                          | VALMONT INDUSTRIES INC COMMON STOCK USD1.0            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      6942 | NS      | $2035533.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc.                                   | VALVOLINE INC COMMON STOCK USD.01                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     48872 | NS      | $1674354.72   | 0.34%             |  |  |  | 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        |     31432 | NS      | $685217.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc.                                      | VERTEX INC COMMON STOCK USD.001                       | CUSIP: 92538J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23852 | NS      | $954795.56    | 0.20%             |  |  |  | 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        |     10108 | NS      | $579087.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                    | JH COLLATERAL                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     49824 | NS      | $498398.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Company                                    | WD-40 CO COMMON STOCK USD.001                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      2679 | NS      | $611776.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                       | WSFS FINANCIAL CORP COMMON STOCK USD.01               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     11893 | NS      | $613084.15    | 0.13%             |  |  |  | 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        |      6623 | NS      | $506924.42    | 0.10%             |  |  |  | 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        |      8309 | NS      | $1726194.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc.                                     | WAYFAIR INC COMMON STOCK USD.001                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     44531 | NS      | $1343054.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| The Wendy's Company                              | WENDY'S CO/THE COMMON STOCK USD.1                     | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34582 | NS      | $432275.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| The Western Union Company                        | WESTERN UNION CO/THE COMMON STOCK USD.01              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     67799 | NS      | $671888.09    | 0.14%             |  |  |  | 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        |       105 | NS      | $8956.50      | 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        |     16836 | NS      | $480667.80    | 0.10%             |  |  |  | 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        |     50298 | NS      | $2261901.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK                | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58600 | NS      | $501616.00    | 0.10%             |  |  |  | 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        |     53284 | NS      | $1809524.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP500 EMINI FUT 0625                          | SandP500 EMINI FUT 0625                               | CUSIP: ADI2P6BG1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $22123.82     | 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        |     30937 | NS      | $890057.49    | 0.18%             |  |  |  | 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        |      9384 | NS      | $823258.32    | 0.17%             |  |  |  | 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        |     24665 | NS      | $2375732.80   | 0.49%             |  |  |  | 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        |      4182 | NS      | $1398502.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | ESSENT GROUP LTD COMMON STOCK USD.015                 | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36213 | NS      | $2061606.09   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                         | FABRINET COMMON STOCK USD.01                          | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      7567 | NS      | $1551689.02   | 0.32%             |  |  |  | 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        |     51473 | NS      | $973869.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                        | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5         | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     47902 | NS      | $1590825.42   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001    | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21319 | NS      | $882606.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                     | INVESCO LTD COMMON STOCK USD.2                        | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     44456 | NS      | $619272.08    | 0.13%             |  |  |  | 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        |        84 | NS      | $9824.64      | 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        |     66886 | NS      | $732401.70    | 0.15%             |  |  |  | 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        |     63836 | NS      | $723900.24    | 0.15%             |  |  |  | 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        |     26748 | NS      | $687958.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                           | CRISPR THERAPEUTICS AG COMMON STOCK CHF.03            | CUSIP: H17182108<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     16735 | NS      | $647142.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                     | GLOBANT SA COMMON STOCK USD1.2                        | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      8815 | NS      | $1036379.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd.                                       | JFROG LTD COMMON STOCK                                | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18656 | NS      | $630013.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings S.A.                               | COPA HOLDINGS SA COMMON STOCK                         | CUSIP: P31076105<br>LEI: N/A                  | Long             | EC               | CORP              | PA        |      6346 | NS      | $582308.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc.                          | OPTION CARE HEALTH INC COMMON STOCK USD.0001          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     56948 | NS      | $1839989.88   | 0.38%             |  |  |  | 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        |    105280 | NS      | $1361270.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                          | ORMAT TECHNOLOGIES INC COMMON STOCK USD.001           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     11656 | NS      | $846225.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | OSHKOSH CORP COMMON STOCK USD.01                      | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23519 | NS      | $1969951.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc.                                        | AAON INC COMMON STOCK USD.004                         | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24827 | NS      | $2265960.29   | 0.46%             |  |  |  | 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        |     44387 | NS      | $1056410.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc.                                         | ADT INC COMMON STOCK USD.01                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166431 | NS      | $1334776.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                      | ABM INDUSTRIES INC COMMON STOCK USD.01                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     12589 | NS      | $613587.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                 | AGCO CORP COMMON STOCK USD.01                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     13629 | NS      | $1156148.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN INC COMMON STOCK USD.01                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      8683 | NS      | $437449.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc.                                         | AZZ INC COMMON STOCK USD1.0                           | CUSIP: 002474104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6225 | NS      | $540081.00    | 0.11%             |  |  |  | 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        |     19185 | NS      | $1331822.70   | 0.27%             |  |  |  | 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        |     14188 | NS      | $534603.84    | 0.11%             |  |  |  | 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        |      8163 | NS      | $191014.20    | 0.04%             |  |  |  | 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        |     26135 | NS      | $381571.00    | 0.08%             |  |  |  | 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        |     38476 | NS      | $2053079.36   | 0.42%             |  |  |  | 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        |      5316 | NS      | $352025.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc.                    | ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      7428 | NS      | $788853.60    | 0.16%             |  |  |  | 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        |      8023 | NS      | $781520.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc.                               | AEROVIRONMENT INC COMMON STOCK USD.0001               | CUSIP: 008073108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11317 | NS      | $1714751.84   | 0.35%             |  |  |  | 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        |     10947 | NS      | $1813151.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                         | AGREE REALTY CORP REIT USD.0001                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34270 | NS      | $2659694.70   | 0.55%             |  |  |  | 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        |     39256 | NS      | $1835610.56   | 0.38%             |  |  |  | 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        |     16128 | NS      | $735598.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                          | ALARM.COM HOLDINGS INC COMMON STOCK                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      9252 | NS      | $495907.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                | ALCOA CORP COMMON STOCK USD.01                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       399 | NS      | $9787.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc.                                      | ALIGHT INC COMMON STOCK USD.0001                      | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89927 | NS      | $459526.97    | 0.09%             |  |  |  | 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        |     21148 | NS      | $403292.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc.                                      | ALLETE INC COMMON STOCK                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10964 | NS      | $718032.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc.                                    | AMEDISYS INC COMMON STOCK USD.001                     | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6070 | NS      | $576043.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corporation                                  | APA CORP COMMON STOCK USD.625                         | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $7179.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc.                      | APPLE HOSPITALITY REIT INC REIT                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     43215 | NS      | $508640.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc.                                    | ARCHROCK INC COMMON STOCK USD.01                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     37446 | NS      | $881104.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc.                                      | ARCOSA INC COMMON STOCK USD.01                        | CUSIP: 039653100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10133 | NS      | $811349.31    | 0.17%             |  |  |  | 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        |     15046 | NS      | $2181970.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc.                           | ARROW ELECTRONICS INC COMMON STOCK USD1.0             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     18869 | NS      | $2101251.84   | 0.43%             |  |  |  | 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        |     14108 | NS      | $521713.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                              | GRIFFON CORP COMMON STOCK USD.25                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      9356 | NS      | $637237.16    | 0.13%             |  |  |  | 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        |      4685 | NS      | $1891006.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc.                             | GUARDANT HEALTH INC COMMON STOCK USD.00001            | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24539 | NS      | $1158976.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                          | HF SINCLAIR CORP COMMON STOCK                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $3157.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HandE Equipment Services Inc.                    | HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01      | CUSIP: 404030108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6179 | NS      | $554935.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | HAEMONETICS CORP COMMON STOCK USD.01                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      9790 | NS      | $616965.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc.                                     | HAGERTY INC COMMON STOCK USD.0001                     | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5876 | NS      | $51767.56     | 0.01%             |  |  |  | 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        |     13817 | NS      | $848640.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | HANCOCK WHITNEY CORP COMMON STOCK USD3.33             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     17796 | NS      | $926993.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group Inc.                 | HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     11488 | NS      | $1908156.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc.                             | HARLEY-DAVIDSON INC COMMON STOCK USD.01               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     47153 | NS      | $1057170.26   | 0.22%             |  |  |  | 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        |     39650 | NS      | $528534.50    | 0.11%             |  |  |  | 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        |    124450 | NS      | $1932708.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | HECLA MINING CO COMMON STOCK USD.25                   | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    120115 | NS      | $687057.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                               | HERC HOLDINGS INC COMMON STOCK USD.01                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      6188 | NS      | $677214.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | HEXCEL CORP COMMON STOCK USD.01                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     31417 | NS      | $1522781.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                         | HIGHWOODS PROPERTIES INC REIT USD.01                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     21770 | NS      | $619138.80    | 0.13%             |  |  |  | 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        |     14674 | NS      | $493486.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Hims and Hers Health Inc.                        | HIMS and HERS HEALTH INC COMMON STOCK USD.0001        | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $3475.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                             | HOME BANCSHARES INC/AR COMMON STOCK USD.01            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67030 | NS      | $1860082.50   | 0.38%             |  |  |  | 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        |      6090 | NS      | $405167.70    | 0.08%             |  |  |  | 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        |      1820 | NS      | $419218.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                             | HUNTSMAN CORP COMMON STOCK USD.01                     | CUSIP: 447011107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33986 | NS      | $452353.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc.                                 | ICU MEDICAL INC COMMON STOCK USD.1                    | CUSIP: 44930G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4756 | NS      | $649622.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                | IES HOLDINGS INC COMMON STOCK USD.01                  | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1806 | NS      | $355204.08    | 0.07%             |  |  |  | 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        |     39295 | NS      | $325362.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc.                                     | IDACORP INC COMMON STOCK                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     18851 | NS      | $2226114.59   | 0.46%             |  |  |  | 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        |     46545 | NS      | $904369.35    | 0.19%             |  |  |  | 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        |      8788 | NS      | $519282.92    | 0.11%             |  |  |  | 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        |     11575 | NS      | $1600591.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc.                                   | INSPERITY INC COMMON STOCK USD.01                     | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6971 | NS      | $453184.71    | 0.09%             |  |  |  | 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        |      9360 | NS      | $1552168.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | INTEGER HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      6838 | NS      | $863707.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc.                                | INTERPARFUMS INC COMMON STOCK USD.001                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3729 | NS      | $407206.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc.                                | INTERDIGITAL INC COMMON STOCK USD.01                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5285 | NS      | $1062285.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc.                                         | KBR INC COMMON STOCK USD.001                          | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26271 | NS      | $1387371.51   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                      | KADANT INC COMMON STOCK USD.01                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2413 | NS      | $711835.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                               | KEMPER CORP COMMON STOCK USD.1                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     12431 | NS      | $734920.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | KILROY REALTY CORP REIT USD.01                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     24073 | NS      | $758540.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | KIRBY CORP COMMON STOCK USD.1                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      5932 | NS      | $571666.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                          | KITE REALTY GROUP TRUST REIT USD.01                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79791 | NS      | $1727475.15   | 0.35%             |  |  |  | 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        |     12343 | NS      | $1152589.34   | 0.24%             |  |  |  | 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        |       231 | NS      | $9048.27      | 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        |     10377 | NS      | $352921.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc.                              | KONTOOR BRANDS INC COMMON STOCK                       | CUSIP: 50050N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11213 | NS      | $674461.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                       | KORN FERRY COMMON STOCK USD.01                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     10373 | NS      | $640014.10    | 0.13%             |  |  |  | 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        |     30230 | NS      | $1021320.55   | 0.21%             |  |  |  | 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        |      9706 | NS      | $1648855.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                     | LANCASTER COLONY CORP COMMON STOCK                    | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3951 | NS      | $643143.78    | 0.13%             |  |  |  | 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        |     12689 | NS      | $1702229.35   | 0.35%             |  |  |  | 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        |     21946 | NS      | $2289845.64   | 0.47%             |  |  |  | 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        |       168 | NS      | $8220.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc.                          | LAUREATE EDUCATION INC COMMON STOCK USD.001           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     25193 | NS      | $505623.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Inc.                                      | LAZARD INC COMMON STOCK USD.01                        | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41807 | NS      | $1626292.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                 | LEAR CORP COMMON STOCK USD.01                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     20439 | NS      | $1752644.25   | 0.36%             |  |  |  | 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        |     39824 | NS      | $637582.24    | 0.13%             |  |  |  | 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        |     28925 | NS      | $886840.50    | 0.18%             |  |  |  | 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        |     18411 | NS      | $120960.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                     | LINCOLN NATIONAL CORP COMMON STOCK                    | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     62237 | NS      | $1983493.19   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                  | LITTELFUSE INC COMMON STOCK USD.01                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9215 | NS      | $1679986.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer