# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001145549-23-006671
**Filing Date:** 2023-2
**Character Count:** 119481
**Document Hash:** fd9d793a1b4a84065270c5413b182575
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006671.hdr.sgml**: 20230216

**ACCESSION NUMBER**: 0001145549-23-006671

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230216

**DATE AS OF CHANGE**: 20230216

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OHIO NATIONAL FUND INC
- **CENTRAL INDEX KEY:** 0000315754
- **IRS NUMBER:** 310978635
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03015
- **FILM NUMBER:** 23637915

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242
- **BUSINESS PHONE:** 513-794-6230

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ON MARKET YIELD FUND INC
- **DATE OF NAME CHANGE:** 19821026

## Series and Classes Contracts Data

### ON BlackRock Advantage Small Cap Growth Portfolio (Series ID: S000007882)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000021423 | ON BlackRock Advantage Small Cap Growth Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Ohio National Fund, Inc.

- **b. Investment Company Act file number:** 811-03015

- **c. CIK number of Registrant:** 0000315754

- **d. LEI of Registrant:** 5493003JP6LYED5W1C30

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

  - **Street Address 1:** One Financial Way

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45242

  - **Telephone number:** 513-794-6971

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

- **a. Name of Series:** ON BlackRock Advantage Small Cap Growth Portfolio

- **b. EDGAR series identifier (if any):** S000007882

- **c. LEI of Series:** 5493009RD5X2L5IOD071

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $134747838.01

**Total Liabilities:** $170981.00

**Net Assets:** $134576857.01

**Cash Not Reported:** $2155164.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021423 | 9.19%                | 3.66%                | -6.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1261468.28             | $13207340.84                               |
| Month 2  | $-240373.04              | $5213956.81                                |
| Month 3  | $-775222.33              | $-8866428.39                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nabors Industries, Ltd.                    | NABORS INDUSTRIES LTD COMMON STOCK USD.001          | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3022 | NS      | $468017.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                    | SIGNET JEWELERS LTD COMMON STOCK USD.18             | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      4659 | NS      | $316812.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.              | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001   | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     15250 | NS      | $353800.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                   | COMFORT SYSTEMS USA INC COMMON STOCK USD.01         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1618 | NS      | $186199.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneco Ltd                                | STONECO LTD A COMMON STOCK USD.000079365            | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     84071 | NS      | $793630.24    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                   | THERAVANCE BIOPHARMA INC COMMON STOCK               | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     18256 | NS      | $204832.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                  | COMMERCIAL METALS CO COMMON STOCK USD.01            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      6995 | NS      | $337858.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                  | CORCEPT THERAPEUTICS INC COMMON STOCK USD.001       | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     34077 | NS      | $692103.87    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials PLC                      | VENATOR MATERIALS PLC COMMON STOCK                  | CUSIP: G9329Z100<br>LEI: 549300WFXC4YL5IHX316 | Long             | EC               | CORP              | GB        |     55792 | NS      | $30122.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                               | VALARIS LTD COMMON STOCK USD.01                     | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7916 | NS      | $535279.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | CORPORATE OFFICE PROPERTIES REIT USD.01             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     35452 | NS      | $919624.88    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | CROCS INC COMMON STOCK USD.001                      | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      7805 | NS      | $846296.15    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                        | SCORPIO TANKERS INC COMMON STOCK USD.01             | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      4584 | NS      | $246481.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | CYTOKINETICS INC COMMON STOCK USD.001               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      3206 | NS      | $146898.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | DAVE + BUSTER S ENTERTAINMEN COMMON STOCK USD.01    | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      3650 | NS      | $129356.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc              | DECIPHERA PHARMACEUTICALS IN COMMON STOCK USD.01    | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      9562 | NS      | $156721.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc.                     | DELEK US HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     15414 | NS      | $416178.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                | DENBURY INC COMMON STOCK USD.001                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      3933 | NS      | $342249.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                    | DENALI THERAPEUTICS INC COMMON STOCK USD.01         | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     19937 | NS      | $554447.97    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                      | DIGITAL TURBINE INC COMMON STOCK USD.0001           | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     13930 | NS      | $212293.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                  | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      4907 | NS      | $124981.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillards, Inc.                             | DILLARDS INC CL A COMMON STOCK                      | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1805 | NS      | $583376.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                   | DOMO INC   CLASS B COMMON STOCK USD.001             | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      2462 | NS      | $35058.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | DUOLINGO COMMON STOCK USD.0001                      | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1719 | NS      | $122272.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                     | DYCOM INDUSTRIES INC COMMON STOCK USD.333           | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      2423 | NS      | $226792.80    | 0.17%             |  |  |  | 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        |      3513 | NS      | $194268.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                        | EDITAS MEDICINE INC COMMON STOCK USD.0001           | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     20268 | NS      | $179777.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc New                                | 8X8 INC COMMON STOCK USD.001                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     13109 | NS      | $56630.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                            | EMCOR GROUP INC COMMON STOCK USD.01                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     12173 | NS      | $1802943.03   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      3463 | NS      | $161098.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                          | ENERGY FUELS INC COMMON STOCK                       | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |     14224 | NS      | $88331.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                           | ENSIGN GROUP INC/THE COMMON STOCK USD.001           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     11622 | NS      | $1099557.42   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                              | ENVESTNET INC COMMON STOCK                          | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      4458 | NS      | $275058.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                  | EPLUS INC COMMON STOCK USD.01                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11882 | NS      | $526134.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                             | EVENTBRITE INC CLASS A COMMON STOCK USD.00001       | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      9898 | NS      | $58002.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Everquote Inc                              | EVERQUOTE INC   CLASS A COMMON STOCK USD.001        | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3933 | NS      | $57972.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petr Cor                         | EVOLUTION PETROLEUM CORP COMMON STOCK USD.001       | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |     29730 | NS      | $224461.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                       | EVOLENT HEALTH INC   A COMMON STOCK USD.01          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     24450 | NS      | $686556.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp             | EVOQUA WATER TECHNOLOGIES CO COMMON STOCK USD.01    | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     17615 | NS      | $697554.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Exlservice Holdings Inc                    | EXLSERVICE HOLDINGS INC COMMON STOCK USD.001        | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2229 | NS      | $377659.47    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                      | EXTREME NETWORKS INC COMMON STOCK USD.001           | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     22134 | NS      | $405273.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corporation                        | FLYWIRE CORP VOTING COMMON STOCK USD.0001           | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      4699 | NS      | $114984.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc.                     | FATE THERAPEUTICS INC COMMON STOCK USD.001          | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     35418 | NS      | $357367.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation  | FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.0     | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGA              | US        |      5490 | NS      | $618777.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc             | FIRST FINL BANKSHARES INC COMMON STOCK USD.01       | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     12534 | NS      | $431169.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexion Therapeutics Inc                   | CONTRA FLEXION THERAPE COMMON STOCK                 | CUSIP: 339CVR011<br>LEI: 549300X8HYW1HZKCDG90 | Long             | EC               | CORP              | US        |      6185 | NS      | $3834.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluor Corporation                          | FLUOR CORP COMMON STOCK USD.01                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     18123 | NS      | $628143.18    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc.                  | FOGHORN THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8256 | NS      | $52673.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation            | FOX FACTORY HOLDING CORP COMMON STOCK USD.001       | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      5638 | NS      | $514354.74    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                          | FRANKLIN COVEY CO COMMON STOCK USD.05               | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19851 | NS      | $928431.27    | 0.69%             |  |  |  | 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        |     20468 | NS      | $1632323.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                         | H.B. FULLER CO. COMMON STOCK USD1.0                 | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      9020 | NS      | $646012.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                        | GLAUKOS CORP COMMON STOCK USD.001                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2764 | NS      | $120731.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc.                                 | GOPRO INC CLASS A COMMON STOCK USD.0001             | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     57623 | NS      | $286962.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc.                         | HACKETT GROUP INC/THE COMMON STOCK USD.001          | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      6448 | NS      | $131345.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                           | HAEMONETICS CORP/MASS COMMON STOCK USD.01           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      7098 | NS      | $558257.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001      | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     17868 | NS      | $1016689.20   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                          | HAMILTON LANE INC CLASS A COMMON STOCK              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     10125 | NS      | $646785.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK USD.00001 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5031 | NS      | $277208.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Harpoon Therapeutics Inc.                  | HARPOON THERAPEUTICS INC COMMON STOCK USD.0001      | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Long             | EC               | CORP              | US        |       849 | NS      | $616.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | HAWKINS INC COMMON STOCK USD.01                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      2602 | NS      | $100437.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthequity Inc                           | HEALTHEQUITY INC COMMON STOCK USD.0001              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     11939 | NS      | $735919.96    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                          | HERC HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       842 | NS      | $110781.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc.                    | HERON THERAPEUTICS INC COMMON STOCK USD.01          | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     34692 | NS      | $86730.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                 | HESKA CORP COMMON STOCK USD.001                     | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      3015 | NS      | $187412.40    | 0.14%             |  |  |  | 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        |     17716 | NS      | $682774.64    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | HOSTESS BRANDS INC COMMON STOCK USD.0001            | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17404 | NS      | $390545.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Incorporation               | HOULIHAN LOKEY INC COMMON STOCK USD.001             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      8336 | NS      | $726565.76    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                              | HUB GROUP INC CL A COMMON STOCK USD.01              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9119 | NS      | $724869.31    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                   | IDT CORP CLASS B COMMON STOCK USD.01                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      8567 | NS      | $241332.39    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                      | HYLIION HOLDINGS CORP COMMON STOCK USD.0001         | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21888 | NS      | $51217.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Irhythm Technologies Inc                   | IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      1936 | NS      | $181345.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                       | INGEVITY CORP COMMON STOCK USD.01                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4255 | NS      | $299722.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                   | INSIGHT ENTERPRISES INC COMMON STOCK USD.01         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      5306 | NS      | $532032.62    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                 | INSMED INC COMMON STOCK USD.01                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     22842 | NS      | $456383.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001    | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      4369 | NS      | $1100463.72   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                              | INSPERITY INC COMMON STOCK USD.01                   | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     12702 | NS      | $1442947.20   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                  | INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001     | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      8046 | NS      | $280724.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc              | INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001   | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      6783 | NS      | $83905.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc.           | INTERNATIONAL MONEY EXPRESS COMMON STOCK            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6445 | NS      | $157064.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc               | INTRA CELLULAR THERAPIES INC COMMON STOCK USD.0001  | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      8120 | NS      | $429710.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corporation                        | INVITAE CORP COMMON STOCK USD.0001                  | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     17449 | NS      | $32455.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001     | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     23086 | NS      | $1186620.40   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| IRobot Corp                                | IROBOT CORP COMMON STOCK USD.01                     | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      2737 | NS      | $131731.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.             | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     39694 | NS      | $491808.66    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveric Bio Inc.                            | IVERIC BIO INC COMMON STOCK USD.001                 | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     14835 | NS      | $317617.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc.                      | JELD WEN HOLDING INC COMMON STOCK USD.01            | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      7549 | NS      | $72847.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | J2 GLOBAL INC COMMON STOCK USD.01                   | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      5779 | NS      | $457118.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                    | KARUNA THERAPEUTICS INC COMMON STOCK USD.00001      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3095 | NS      | $608167.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                | KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001   | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     38594 | NS      | $131219.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KforceCom Inc                              | KFORCE INC COMMON STOCK USD.01                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     18664 | NS      | $1023347.12   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                  | KINSALE CAPITAL GROUP INC COMMON STOCK USD.01       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1472 | NS      | $384957.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | KORN FERRY COMMON STOCK USD.01                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     18261 | NS      | $924371.82    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.         | KULICKE + SOFFA INDUSTRIES COMMON STOCK             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      7518 | NS      | $332746.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                    | KYMERA THERAPEUTICS INC COMMON STOCK                | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1184 | NS      | $29552.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                              | LHC GROUP INC COMMON STOCK USD.01                   | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3489 | NS      | $564136.41    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI INDUSTRIES COMMON STOCK USD.01                  | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6080 | NS      | $562096.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                     | LANCASTER COLONY CORP COMMON STOCK                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      7002 | NS      | $1381494.60   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | LANTHEUS HOLDINGS INC COMMON STOCK USD.01           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      9563 | NS      | $487330.48    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation          | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     19115 | NS      | $1240181.20   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | LIBERTY ENERGY INC COMMON STOCK                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44614 | NS      | $714270.14    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                         | LIVENT CORP COMMON STOCK USD.001                    | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     29382 | NS      | $583820.34    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                       | MDC HOLDINGS INC COMMON STOCK USD.01                | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     18277 | NS      | $577553.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Macrogenics Inc                            | MACROGENICS INC COMMON STOCK USD.01                 | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      3552 | NS      | $23833.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                         | STEVEN MADDEN LTD COMMON STOCK USD.0001             | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      6292 | NS      | $201092.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc               | MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      1490 | NS      | $432472.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation             | MAGNOLIA OIL + GAS CORP   A COMMON STOCK USD.0001   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11374 | NS      | $266720.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                           | MALIBU BOATS INC   A COMMON STOCK USD.01            | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |      7654 | NS      | $407958.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| The Manitowoc Company, Inc.                | MANITOWOC COMPANY INC COMMON STOCK USD.01           | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      2982 | NS      | $27315.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mannkind Corporation                       | MANNKIND CORP COMMON STOCK USD.01                   | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     38144 | NS      | $201018.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                     | MARCUS + MILLICHAP INC COMMON STOCK USD.0001        | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     10682 | NS      | $367994.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                              | MARINEMAX INC COMMON STOCK USD.001                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      9315 | NS      | $290814.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                | MARQETA INC A COMMON STOCK USD.0001                 | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55363 | NS      | $338267.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                  | MATADOR RESOURCES CO COMMON STOCK USD.01            | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     14881 | NS      | $851788.44    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                              | MAXLINEAR INC COMMON STOCK                          | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     13361 | NS      | $453605.95    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                               | MEDIFAST INC COMMON STOCK USD.001                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      5444 | NS      | $627965.40    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                      | MEDPACE HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3629 | NS      | $770835.89    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                 | MERIT MEDICAL SYSTEMS INC COMMON STOCK              | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      7911 | NS      | $558674.82    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                 | MIRUM PHARMACEUTICALS INC COMMON STOCK              | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      7949 | NS      | $155005.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc.                               | MODEL N INC COMMON STOCK USD.00015                  | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      7846 | NS      | $318233.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                               | MOELIS + CO   CLASS A COMMON STOCK USD.01           | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      7763 | NS      | $297866.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                       | MOMENTIVE GLOBAL INC COMMON STOCK USD.00001         | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     15542 | NS      | $108794.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                  | MOOG INC CLASS A COMMON STOCK USD1.0                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      3564 | NS      | $312776.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                     | MURPHY OIL CORP COMMON STOCK USD1.0                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      8632 | NS      | $371262.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                            | MURPHY USA INC COMMON STOCK                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3888 | NS      | $1086851.52   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc.                | NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001     | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      9360 | NS      | $46987.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neoleukin Therapeutics Inc                 | NEOLEUKIN THERAPEUTICS INC COMMON STOCK USD.000001  | CUSIP: 64049K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9004 | NS      | $4583.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netgear Inc                                | NETGEAR INC COMMON STOCK USD.001                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      9191 | NS      | $166449.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corporation                          | NEVRO CORP COMMON STOCK USD.001                     | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      3665 | NS      | $145134.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextier Oilfield Solutions Inc             | NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01    | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     25671 | NS      | $237200.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc             | NEXPOINT RESIDENTIAL REIT USD.01                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     18946 | NS      | $824529.92    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources, Inc.                   | NOVAGOLD RESOURCES INC COMMON STOCK                 | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     65935 | NS      | $394291.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                              | NUVASIVE INC COMMON STOCK USD.001                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      4359 | NS      | $179765.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                  | ALX ONCOLOGY HOLDINGS INC COMMON STOCK USD.001      | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1291 | NS      | $14549.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      6660 | NS      | $684781.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                          | ASGN INC COMMON STOCK USD.01                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      4144 | NS      | $337653.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                 | ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     12690 | NS      | $202024.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                    | ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001       | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32387 | NS      | $249379.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI WORLDWIDE INC COMMON STOCK USD.005              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     22258 | NS      | $511934.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc.                  | ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001     | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      7879 | NS      | $124094.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp              | ADAPTIVE BIOTECHNOLOGIES COMMON STOCK USD.0001      | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     22888 | NS      | $174864.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.           | AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1      | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     10831 | NS      | $605777.83    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc.                                | AGENUS INC COMMON STOCK USD.01                      | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     65236 | NS      | $156566.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                    | ALARM.COM HOLDINGS INC COMMON STOCK                 | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      7198 | NS      | $356157.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                | ALECTOR INC COMMON STOCK USD.0001                   | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     11265 | NS      | $103975.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc       | ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01    | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     13436 | NS      | $237011.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                     | ALTAIR ENGINEERING INC   A COMMON STOCK             | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     14660 | NS      | $666590.20    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corporation        | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001   | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      4106 | NS      | $245333.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amarin Corp                                | AMARIN CORP PLC  ADR ADR GBP.1                      | CUSIP: 023111206<br>LEI: 5493009JFIGUFEVPK217 | Long             | EC               | CORP              | GB        |     17101 | NS      | $20692.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                               | AMERESCO INC CL A COMMON STOCK USD.0001             | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      5464 | NS      | $312212.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corporation                  | AMERICAN WELL CORP CLASS A COMMON STOCK USD.01      | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51120 | NS      | $144669.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                   | AMICUS THERAPEUTICS INC COMMON STOCK USD.01         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     34993 | NS      | $427264.53    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | AMKOR TECHNOLOGY INC COMMON STOCK USD.001           | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      9172 | NS      | $219944.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK USD.0001  | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     23639 | NS      | $662364.78    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                          | ANDERSONS INC/THE COMMON STOCK                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     13948 | NS      | $488040.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                | APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001   | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     12533 | NS      | $648081.43    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                         | APPIAN CORP COMMON STOCK USD.0001                   | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      6661 | NS      | $216882.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Incorporation                     | APPFOLIO INC   A COMMON STOCK USD.0001              | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      2156 | NS      | $227199.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.       | APPLIED INDUSTRIAL TECH INC COMMON STOCK            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     17568 | NS      | $2214095.04   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Molecular Transport Inc            | APPLIED MOLECULAR TRANSPORT COMMON STOCK USD.0001   | CUSIP: 03824M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $1009.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptinyx Inc.                               | APTINYX INC COMMON STOCK USD.01                     | CUSIP: 03836N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23975 | NS      | $7022.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Incorporation      | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5941 | NS      | $87926.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      8746 | NS      | $354737.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.     | ARTISAN PARTNERS ASSET MA  A COMMON STOCK USD.01    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     12462 | NS      | $370121.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                | ARVINAS INC COMMON STOCK USD.001                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3865 | NS      | $132221.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI SYSTEMS INC COMMON STOCK                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     11328 | NS      | $900802.56    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | OASIS PETROLEUM INC COMMON STOCK                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     11053 | NS      | $1512160.93   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                  | ASANA INC   CL A COMMON STOCK USD.00001             | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9833 | NS      | $135400.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.              | ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1531 | NS      | $274431.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.            | OCEANEERING INTL INC COMMON STOCK USD.25            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     23528 | NS      | $411504.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                               | OMNICELL INC COMMON STOCK USD.001                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      9174 | NS      | $462553.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.Com Inc                      | 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25190 | NS      | $240816.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                   | OOMA INC COMMON STOCK USD.0001                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7140 | NS      | $97246.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries                           | ASTEC INDUSTRIES INC COMMON STOCK USD.2             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4436 | NS      | $180367.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                  | ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001     | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     26563 | NS      | $87126.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Athenex Incorporation                      | ATHENEX INC COMMON STOCK USD.001                    | CUSIP: 04685N103<br>LEI: 5493001V4L0Q5EPPOH52 | Long             | EC               | CORP              | US        |     11735 | NS      | $1730.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | ATKORE INC COMMON STOCK USD.01                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      9433 | NS      | $1069890.86   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Atricure Inc                               | ATRICURE INC COMMON STOCK USD.001                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7974 | NS      | $353886.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                | ATRION CORPORATION COMMON STOCK USD.1               | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $327278.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                        | AVAYA HOLDINGS CORP COMMON STOCK USD.001            | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      6658 | NS      | $1304.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                         | AVIENT CORP COMMON STOCK USD.01                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     17816 | NS      | $601468.16    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc.                   | AVIDITY BIOSCIENCES INC COMMON STOCK                | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5306 | NS      | $117740.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                  | AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3820 | NS      | $303155.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVROBIO Inc.                               | AVROBIO INC COMMON STOCK USD.0001                   | CUSIP: 05455M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9661 | NS      | $6887.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                | AXONICS MODULATION TECHNOLOG COMMON STOCK USD.0001  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      6527 | NS      | $408133.31    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                   | OPEN LENDING CORP    CL A COMMON STOCK              | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11268 | NS      | $76059.00     | 0.06%             |  |  |  | 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        |     36691 | NS      | $1104032.19   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                  | ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      4376 | NS      | $21092.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | OUTFRONT MEDIA INC REIT USD.01                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     20772 | NS      | $344399.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc.                         | OVERSTOCK.COM INC COMMON STOCK USD.0001             | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     12750 | NS      | $246840.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | OVINTIV INC COMMON STOCK                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12120 | NS      | $614605.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc.                   | OYSTER POINT PHARMA INC COMMON STOCK USD.001        | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $4791.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF ENERGY INC CLASS A COMMON STOCK USD.001         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      8027 | NS      | $327341.06    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                         | PC CONNECTION INC COMMON STOCK USD.01               | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     12511 | NS      | $586765.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                     | PTC THERAPEUTICS INC COMMON STOCK USD.001           | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     13616 | NS      | $519722.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                     | PACIRA BIOSCIENCES INC COMMON STOCK USD.001         | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      4474 | NS      | $172741.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagerduty Inc                              | PAGERDUTY INC COMMON STOCK USD.000005               | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     32016 | NS      | $850344.96    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.             | PAPA JOHN S INTL INC COMMON STOCK USD.01            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      8993 | NS      | $740213.83    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Inds Inc                           | PATRICK INDUSTRIES INC COMMON STOCK                 | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      6155 | NS      | $372993.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                  | PATTERSON UTI ENERGY INC COMMON STOCK USD.01        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     25731 | NS      | $433310.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | PERFICIENT INC COMMON STOCK USD.001                 | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      6636 | NS      | $463391.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                             | PERSONALIS INC COMMON STOCK                         | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     10337 | NS      | $20467.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                               | PHREESIA INC COMMON STOCK USD.001                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     11187 | NS      | $362011.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company          | PORTLAND GENERAL ELECTRIC CO COMMON STOCK           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      6397 | NS      | $313453.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                    | POWER INTEGRATIONS INC COMMON STOCK USD.001         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     17185 | NS      | $1232508.20   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Prevail Therapeutics Inc                   | CONTRA PREVAIL THERAPE COMMON STOCK                 | CUSIP: 741CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2231 | NS      | $1115.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Software Corp.                    | PROGRESS SOFTWARE CORP COMMON STOCK USD.01          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     16369 | NS      | $825816.05    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                | PROGYNY INC COMMON STOCK USD.0001                   | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15151 | NS      | $471953.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                         | PROS HOLDINGS INC COMMON STOCK USD.001              | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      9570 | NS      | $232168.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                     | PROPETRO HOLDING CORP COMMON STOCK                  | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15350 | NS      | $159179.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc.                | PROMETHEUS BIOSCIENCES INC COMMON STOCK USD.0001    | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $256410.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                              | BANDWIDTH INC CLASS A COMMON STOCK USD.001          | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     12048 | NS      | $276501.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Incorporation            | BEAM THERAPEUTICS INC COMMON STOCK USD.01           | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4803 | NS      | $187845.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Houghton                            | QUAKER CHEMICAL CORP COMMON STOCK USD1.0            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1818 | NS      | $303424.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                            | Q2 HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     10094 | NS      | $271225.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | QUALYS INC COMMON STOCK USD.001                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      3401 | NS      | $381694.23    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                   | RLI CORP COMMON STOCK USD1.0                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4710 | NS      | $618281.70    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc.                     | RADIANT LOGISTICS INC COMMON STOCK USD.001          | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     10231 | NS      | $52075.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Incorporation                       | RAPID7 INC COMMON STOCK USD.01                      | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     13590 | NS      | $461788.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Brands Inc.                       | BELLRING BRANDS INC COMMON STOCK USD.01             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     11298 | NS      | $289680.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                        | BERKELEY LIGHTS INC COMMON STOCK                    | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     19349 | NS      | $51855.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                   | BIGCOMMERCE HOLDINGS SER 1 COMMON STOCK             | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      5689 | NS      | $49721.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc.                      | BIONANO GENOMICS INC COMMON STOCK USD.0001          | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |     24308 | NS      | $35489.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc              | RECURSION PHARMACEUTICALS A COMMON STOCK USD.00001  | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7184 | NS      | $55388.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                         | REDFIN CORP COMMON STOCK                            | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      4977 | NS      | $21102.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                    | BLACK HILLS CORP COMMON STOCK USD1.0                | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      5444 | NS      | $382930.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                              | BLACKLINE INC COMMON STOCK USD.01                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      6296 | NS      | $423531.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                   | BLOOM ENERGY CORP  A COMMON STOCK USD.0001          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     36804 | NS      | $703692.48    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation            | BLUEPRINT MEDICINES CORP COMMON STOCK USD.001       | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     11921 | NS      | $522259.01    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | BOOT BARN HOLDINGS INC COMMON STOCK USD.0001        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      5371 | NS      | $335794.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                   | BOX INC   CLASS A COMMON STOCK USD.0001             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     30486 | NS      | $949029.18    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                     | RELAY THERAPEUTICS INC COMMON STOCK                 | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14951 | NS      | $223367.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc.                  | RELMADA THERAPEUTICS INC COMMON STOCK               | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |      5208 | NS      | $18175.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc               | BRAEMAR HOTELS + RESORTS INC REIT USD.01            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     51306 | NS      | $210867.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                       | BRIDGEBIO PHARMA INC COMMON STOCK                   | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     17777 | NS      | $135460.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                   | REVANCE THERAPEUTICS INC COMMON STOCK USD.001       | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      8096 | NS      | $149452.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                 | RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001      | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     88669 | NS      | $133003.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                   | BROADSTONE NET LEASE INC REIT USD.00025             | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |         2 | NS      | $32.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corporation      | BROOKFIELD INFRASTRUCTURE A COMMON STOCK            | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     25525 | NS      | $992922.50    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                        | C4 THERAPEUTICS INC COMMON STOCK                    | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6485 | NS      | $38261.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.             | CSG SYSTEMS INTL INC COMMON STOCK USD.01            | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     15886 | NS      | $908679.20    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                          | CABOT CORP COMMON STOCK USD1.0                      | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     12355 | NS      | $825808.20    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                 | CACTUS INC   A COMMON STOCK USD.01                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      6749 | NS      | $339204.74    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                 | ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01      | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      2755 | NS      | $53915.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                      | RUSH ENTERPRISES INC CL A COMMON STOCK USD.01       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      7764 | NS      | $405901.92    | 0.30%             |  |  |  | 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        |      5910 | NS      | $321799.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Networks Inc                         | CALIX INC COMMON STOCK                              | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     14377 | NS      | $983818.11    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                | RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001   | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10070 | NS      | $36151.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                              | SM ENERGY CO COMMON STOCK USD.01                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     26944 | NS      | $938459.52    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc (Delaware)      | CARDIOVASCULAR SYSTEMS INC COMMON STOCK             | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     15137 | NS      | $206165.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Caredx Inc                                 | CAREDX INC COMMON STOCK USD.001                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      4195 | NS      | $47864.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                               | CARGURUS INC COMMON STOCK USD.001                   | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3519 | NS      | $49301.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                      | CELSIUS HOLDINGS INC COMMON STOCK USD.001           | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2452 | NS      | $255106.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS COMMERCE INC COMMON STOCK USD.001               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      4067 | NS      | $522324.81    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | SAIA INC COMMON STOCK USD.001                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4809 | NS      | $1008351.12   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company               | CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      9778 | NS      | $350052.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                 | CERUS CORP COMMON STOCK USD.001                     | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     42400 | NS      | $154760.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                   | SANGAMO THERAPEUTICS INC COMMON STOCK USD.01        | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     18515 | NS      | $58137.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc.            | SCHNITZER STEEL INDS INC A COMMON STOCK USD1.0      | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      7765 | NS      | $237997.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                      | CHAMPIONX CORP COMMON STOCK USD.01                  | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     12609 | NS      | $365534.91    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                       | CHART INDUSTRIES INC COMMON STOCK USD.01            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      4433 | NS      | $510814.59    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                  | CHEGG INC COMMON STOCK USD.001                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      9955 | NS      | $251562.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                     | CINEMARK HOLDINGS INC COMMON STOCK USD.001          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     22619 | NS      | $195880.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                        | CLEARWAY ENERGY INC A COMMON STOCK USD.01           | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      5330 | NS      | $159473.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                        | CLEARWAY ENERGY INC C COMMON STOCK                  | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     29695 | NS      | $946379.65    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                 | COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       546 | NS      | $279748.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                | CODEXIS INC COMMON STOCK USD.0001                   | CUSIP: 192005106<br>LEI: 549300KGLM6CDPTVSE20 | Long             | EC               | CORP              | US        |     17805 | NS      | $82971.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                         | COHEN + STEERS INC COMMON STOCK USD.01              | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      6316 | NS      | $407760.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                    | COHERUS BIOSCIENCES INC COMMON STOCK USD.0001       | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     29534 | NS      | $233909.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                 | E-MINI RUSS 2000  MAR23 XCME 20230317               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        24 | NC      | $-53418.94    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                   | SEER INC COMMON STOCK USD.00001                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2905 | NS      | $16849.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation        | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14667 | NS      | $364181.61    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SelectQuote Inc                            | SELECTQUOTE INC COMMON STOCK USD.01                 | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      8673 | NS      | $5827.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                        | SEMTECH CORP COMMON STOCK USD.01                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7428 | NS      | $213109.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                     | SERES THERAPEUTICS INC COMMON STOCK USD.001         | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     16907 | NS      | $94679.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | SHAKE SHACK INC   CLASS A COMMON STOCK USD.01       | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     11724 | NS      | $486897.72    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Incorporation            | SHOCKWAVE MEDICAL INC COMMON STOCK USD.001          | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      5684 | NS      | $1168687.24   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc              | SHOALS TECHNOLOGIES GROUP  A COMMON STOCK USD.00001 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13269 | NS      | $327346.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | SHUTTERSTOCK INC COMMON STOCK USD.01                | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      5226 | NS      | $275514.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | SILICON LABORATORIES INC COMMON STOCK USD.0001      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     10650 | NS      | $1444885.50   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                      | SILK ROAD MEDICAL INC COMMON STOCK USD.001          | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      4376 | NS      | $231271.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.              | SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     11440 | NS      | $1014270.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Siteone Landscape Supply Inc               | SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      5575 | NS      | $654059.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Sand Inc                             | SMART SAND INC COMMON STOCK USD.001                 | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |     47289 | NS      | $84647.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                     | SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     11479 | NS      | $565570.33    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                  | SORRENTO THERAPEUTICS INC COMMON STOCK USD.0001     | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     45196 | NS      | $40043.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                | SPROUTS FARMERS MARKET INC COMMON STOCK USD.001     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      3892 | NS      | $125984.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Incorporation                | SPROUT SOCIAL INC   CLASS A COMMON STOCK USD.0001   | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10567 | NS      | $596612.82    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                          | STAAR SURGICAL CO COMMON STOCK USD.01               | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      8570 | NS      | $415987.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | STEPAN CO COMMON STOCK USD1.0                       | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1768 | NS      | $188221.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation               | STIFEL FINANCIAL CORP COMMON STOCK USD.15           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      8380 | NS      | $489140.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                             | STITCH FIX INC CLASS A COMMON STOCK USD.00002       | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     14615 | NS      | $45452.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Incorporation | SUNNOVA ENERGY INTERNATIONAL COMMON STOCK USD.001   | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     16456 | NS      | $296372.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunpower Corporation                       | SUNPOWER CORP COMMON STOCK USD.001                  | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     32263 | NS      | $581701.89    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                  | SUPER MICRO COMPUTER INC COMMON STOCK USD.001       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      5886 | NS      | $483240.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc.                       | SUTRO BIOPHARMA INC COMMON STOCK USD.001            | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     13219 | NS      | $106809.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                     | SYNAPTICS INC COMMON STOCK USD.001                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      5081 | NS      | $483507.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc.            | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK USD.001   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      6253 | NS      | $71784.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                       | TENABLE HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     19521 | NS      | $744726.15    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                          | TEREX CORP COMMON STOCK USD.01                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     25018 | NS      | $1068768.96   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                             | TETRA TECH INC COMMON STOCK USD.01                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4727 | NS      | $686313.13    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | TEXAS ROADHOUSE INC COMMON STOCK USD.001            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     12471 | NS      | $1134237.45   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                        | TG THERAPEUTICS INC COMMON STOCK USD.001            | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     15198 | NS      | $179792.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Realreal Inc                           | REALREAL INC/THE COMMON STOCK USD.00001             | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     25373 | NS      | $31716.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | TRUPANION INC COMMON STOCK USD.00001                | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      5319 | NS      | $252812.07    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                         | TTEC HOLDINGS INC COMMON STOCK USD.01               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      6055 | NS      | $267207.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corporation               | TWIST BIOSCIENCE CORP COMMON STOCK USD.00001        | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      8104 | NS      | $192956.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                     | 2U INC COMMON STOCK USD.001                         | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     27237 | NS      | $170775.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP INDUSTRIES INC COMMON STOCK                     | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     14971 | NS      | $1186451.75   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                   | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001       | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      8538 | NS      | $283034.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                        | VARONIS SYSTEMS INC COMMON STOCK USD.001            | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     30100 | NS      | $720594.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                | VAXCYTE INC COMMON STOCK USD.001                    | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      5427 | NS      | $260224.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                        | VERICEL CORP COMMON STOCK                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      5321 | NS      | $140155.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                     | VIEMED HEALTHCARE INC COMMON STOCK                  | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11958 | NS      | $90402.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                        | VISTEON CORP COMMON STOCK                           | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4464 | NS      | $584025.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                           | VITAL FARMS INC COMMON STOCK USD.0001               | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     20905 | NS      | $311902.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Incorporation     | WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1       | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      4055 | NS      | $592962.65    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                    | WERNER ENTERPRISES INC COMMON STOCK USD.01          | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     17598 | NS      | $708495.48    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                               | WINGSTOP INC COMMON STOCK USD.01                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      6959 | NS      | $957697.58    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                  | WINNEBAGO INDUSTRIES COMMON STOCK USD.5             | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      6522 | NS      | $343709.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                | WORKIVA INC COMMON STOCK USD.001                    | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     11939 | NS      | $1002517.83   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-Mabs Therapeutics Inc                    | Y MABS THERAPEUTICS INC COMMON STOCK USD.0001       | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4746 | NS      | $23160.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | YELP INC COMMON STOCK USD.000001                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      3270 | NS      | $89401.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                   | YEXT INC COMMON STOCK USD.001                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     70778 | NS      | $462180.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc               | ZENTALIS PHARMACEUTICALS INC COMMON STOCK USD.001   | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1298 | NS      | $26141.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                  | ZYNEX INC COMMON STOCK USD.001                      | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4771 | NS      | $66364.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                             | CONSTELLIUM SE COMMON STOCK EUR.02                  | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     29879 | NS      | $353468.57    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | ALKERMES PLC COMMON STOCK USD.01                    | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     19720 | NS      | $515283.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                              | AMBARELLA INC COMMON STOCK USD.00045                | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      4999 | NS      | $411067.77    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyondspring Inc                           | BEYONDSPRING INC COMMON STOCK                       | CUSIP: G10830100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5417 | NS      | $10183.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                               | BIOHAVEN LTD COMMON STOCK                           | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2278 | NS      | $31618.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                               | CIMPRESS PLC COMMON STOCK EUR.01                    | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1170 | NS      | $32303.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Limited                       | ESSENT GROUP LTD COMMON STOCK USD.015               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     19608 | NS      | $762359.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                    | HERBALIFE NUTRITION LTD COMMON STOCK USD.002        | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     16841 | NS      | $250594.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | ICHOR HOLDINGS LTD COMMON STOCK USD.0001            | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     12609 | NS      | $338173.38    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC          | INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1     | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     25259 | NS      | $572874.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.               | KINIKSA PHARMACEUTICALS A COMMON STOCK USD.000273   | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     17844 | NS      | $267303.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                               | LIVANOVA PLC COMMON STOCK GBP1.0                    | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      1609 | NS      | $89363.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-16

**Name of Applicant:** Ohio National Fund, Inc.

**Signature:** R. Todd Brockman

**Name of Signer:** R. Todd Brockman

**Title:** Treasurer