John Hancock Group of Funds > John Hancock Variable Insurance Trust
Small Cap Index Trust
$503.62M
Avg Monthly Net Assets
$507.02M
Total Assets
$86K
Total Liabilities
$506.93M
Net Assets
Small Cap Index Trust is an Underlying fund in John Hancock Variable Insurance Trust
from John Hancock Group of Funds,
based in Massachusetts,
United States of America.
The fund has three share classes
and monthly net assets of $503.62M.
On August 27th, 2024 it reported 1,847 holdings, the largest
being JH COLLATERAL (4.9%), Super Micro Computer Inc. (1.5%) and MicroStrategy Incorporated (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| NAV | C000022703 | ||
| Series I | C000022704 | JESIX | |
| Series II | C000022705 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-FLOWERS.COM INC COMMON STOCK USD.01 (1-800-FLOWERS.COM Inc.) | Long | Equity-common | US | $47K | 5K | 0.01 |
| 1911 GOLD CORP COMMON STOCK (1911 Gold Corporation) | Long | Equity-common | CA | $362.23 | 5K | 0.00 |
| 1ST SOURCE CORP COMMON STOCK (1st Source Corporation) | Long | Equity-common | US | $168K | 3K | 0.03 |
| 23ANDME HOLDING CO COMMON STOCK USD.0001 (23AndMe Holding Co.) | Long | Equity-common | US | $23K | 58K | 0.00 |
| 2SEVENTY BIO INC COMMON STOCK USD.0001 (2Seventy Bio Inc.) | Long | Equity-common | US | $42K | 11K | 0.01 |
| 374WATER INC COMMON STOCK USD.001 | Long | Equity-common | US | $17K | 14K | 0.00 |
| 3D SYSTEMS CORP COMMON STOCK USD.001 (3D Systems Corporation) | Long | Equity-common | US | $82K | 27K | 0.02 |
| 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001 (4D Molecular Therapeutics Inc.) | Long | Equity-common | US | $167K | 8K | 0.03 |
| 5E ADVANCED MATERIALS INC COMMON STOCK USD.01 (5E Advanced Materials Inc.) | Long | Equity-common | US | $9K | 8K | 0.00 |
| 89BIO INC COMMON STOCK USD.001 (89Bio Inc.) | Long | Equity-common | US | $113K | 14K | 0.02 |
| 8X8 INC COMMON STOCK USD.001 (8x8 Inc.) | Long | Equity-common | US | $55K | 25K | 0.01 |
| 908 DEVICES INC COMMON STOCK (908 Devices Inc.) | Long | Equity-common | US | $22K | 4K | 0.00 |
| A-MARK PRECIOUS METALS INC COMMON STOCK USD.01 (A-Mark Precious Metals Inc.) | Long | Equity-common | US | $116K | 4K | 0.02 |
| A10 NETWORKS INC COMMON STOCK USD.00001 (A10 Networks Inc.) | Long | Equity-common | US | $190K | 14K | 0.04 |
| AAON INC COMMON STOCK USD.004 (AAON Inc.) | Long | Equity-common | US | $1M | 13K | 0.22 |
| AAR CORP COMMON STOCK USD1.0 (AAR CORP.) | Long | Equity-common | US | $478K | 7K | 0.09 |
| AARON'S CO INC/THE COMMON STOCK USD.5 (The Aaron's Company Inc.) | Long | Equity-common | US | $58K | 6K | 0.01 |
| ABERCROMBIE and FITCH CO COMMON STOCK USD.01 (Abercrombie and Fitch Co.) | Long | Equity-common | US | $2M | 9K | 0.33 |
| ABM INDUSTRIES INC COMMON STOCK USD.01 (ABM Industries Incorporated) | Long | Equity-common | US | $608K | 12K | 0.12 |
| ACACIA RESEARCH CORP COMMON STOCK USD.001 (Acacia Research Corporation) | Long | Equity-common | US | $40K | 8K | 0.01 |
| ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01 (Academy Sports and Outdoors Inc.) | Long | Equity-common | US | $741K | 14K | 0.15 |
| ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 (Acadia Pharmaceuticals Inc.) | Long | Equity-common | US | $381K | 23K | 0.08 |
| ACADIA REALTY TRUST REIT USD.001 | Long | Equity-common | US | $332K | 19K | 0.07 |
| ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001 (Accel Entertainment Inc.) | Long | Equity-common | US | $112K | 11K | 0.02 |
| ACCO BRANDS CORP COMMON STOCK USD.01 (ACCO Brands Corporation) | Long | Equity-common | US | $86K | 18K | 0.02 |
| ACCOLADE INC COMMON STOCK (Accolade Inc.) | Long | Equity-common | US | $50K | 14K | 0.01 |
| ACCURAY INC COMMON STOCK USD.001 (Accuray Incorporated) | Long | Equity-common | US | $38K | 21K | 0.01 |
| ACELYRIN INC COMMON STOCK USD.00001 (Acelyrin Inc.) | Long | Equity-common | US | $55K | 12K | 0.01 |
| ACI WORLDWIDE INC COMMON STOCK USD.005 (ACI Worldwide Inc.) | Long | Equity-common | US | $825K | 21K | 0.16 |
| ACLARIS THERAPEUTICS INC COMMON STOCK USD.00001 (Aclaris Therapeutics Inc.) | Long | Equity-common | US | $16K | 15K | 0.00 |
| ACM RESEARCH INC COMMON STOCK USD.0001 (ACM Research Inc.) | Long | Equity-common | US | $218K | 9K | 0.04 |
| ACNB CORP COMMON STOCK USD2.5 (ACNB Corporation) | Long | Equity-common | US | $58K | 2K | 0.01 |
| ACRIVON THERAPEUTICS INC COMMON STOCK USD.001 (Acrivon Therapeutics Inc.) | Long | Equity-common | US | $10K | 2K | 0.00 |
| ACTINIUM PHARMACEUTICALS INC COMMON STOCK USD.01 (Actinium Pharmaceuticals Inc.) | Long | Equity-common | US | $22K | 3K | 0.00 |
| ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 (Acushnet Holdings Corp.) | Long | Equity-common | US | $371K | 6K | 0.07 |
| ACV AUCTIONS INC COMMON STOCK USD.001 (ACV Auctions Inc.) | Long | Equity-common | US | $445K | 24K | 0.09 |
| ADAPTHEALTH CORP COMMON STOCK USD.0001 (AdaptHealth Corp.) | Long | Equity-common | US | $182K | 18K | 0.04 |
| ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001 (Adaptive Biotechnologies Corporation) | Long | Equity-common | US | $88K | 24K | 0.02 |
| ADDUS HOMECARE CORP COMMON STOCK USD.001 (Addus HomeCare Corporation) | Long | Equity-common | US | $359K | 3K | 0.07 |
| ADEIA INC COMMON STOCK (Adeia Inc.) | Long | Equity-common | US | $227K | 20K | 0.04 |
| ADICET BIO INC COMMON STOCK USD.0001 (Adicet Bio Inc.) | Long | Equity-common | US | $7K | 6K | 0.00 |
| ADIENT PLC COMMON STOCK USD.001 (Adient Public Limited Company) | Long | Equity-common | US | $431K | 17K | 0.09 |
| ADMA BIOLOGICS INC COMMON STOCK USD.0001 (ADMA Biologics Inc.) | Long | Equity-common | US | $478K | 43K | 0.09 |
| ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 (Adtalem Global Education Inc.) | Long | Equity-common | US | $513K | 8K | 0.10 |
| ADTRAN HOLDINGS INC COMMON STOCK USD.01 (Adtran Holdings Inc.) | Long | Equity-common | US | $88K | 17K | 0.02 |
| ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001 (Advanced Energy Industries Inc.) | Long | Equity-common | US | $781K | 7K | 0.15 |
| ADVANSIX INC COMMON STOCK USD.01 (AdvanSix Inc.) | Long | Equity-common | US | $117K | 5K | 0.02 |
| ADVANTAGE SOLUTIONS INC COMMON STOCK USD.0001 (Advantage Solutions Inc.) | Long | Equity-common | US | $57K | 18K | 0.01 |
| AEHR TEST SYSTEMS COMMON STOCK USD.01 | Long | Equity-common | US | $61K | 5K | 0.01 |
| AEROVATE THERAPEUTICS INC COMMON STOCK USD.0001 (Aerovate Therapeutics Inc.) | Long | Equity-common | US | $4K | 2K | 0.00 |
| AEROVIRONMENT INC COMMON STOCK USD.0001 (AeroVironment Inc.) | Long | Equity-common | US | $932K | 5K | 0.18 |
| AERSALE CORP COMMON STOCK USD.0001 (AerSale Corporation) | Long | Equity-common | US | $38K | 5K | 0.01 |
| AEVA TECHNOLOGIES INC COMMON STOCK USD.0001 (Aeva Technologies Inc.) | Long | Equity-common | US | $24K | 10K | 0.00 |
| AFC GAMMA INC REIT USD.01 (AFC Gamma Inc.) | Long | Equity-common | US | $40K | 3K | 0.01 |
| AGENUS INC COMMON STOCK USD.01 (Agenus Inc.) | Long | Equity-common | US | $62K | 4K | 0.01 |
| AGILYSYS INC COMMON STOCK USD.3 (Agilysys Inc.) | Long | Equity-common | US | $408K | 4K | 0.08 |
| AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 (Agios Pharmaceuticals Inc.) | Long | Equity-common | US | $468K | 11K | 0.09 |
| AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01 (Air Transport Services Group Inc.) | Long | Equity-common | US | $137K | 10K | 0.03 |
| AKERO THERAPEUTICS INC COMMON STOCK USD.0001 (Akero Therapeutics Inc.) | Long | Equity-common | US | $261K | 11K | 0.05 |
| AKOYA BIOSCIENCES INC COMMON STOCK USD.00001 (Akoya Biosciences Inc.) | Long | Equity-common | US | $14K | 6K | 0.00 |
| ALAMO GROUP INC COMMON STOCK USD.1 (Alamo Group Inc.) | Long | Equity-common | US | $334K | 2K | 0.07 |
| ALARM.COM HOLDINGS INC COMMON STOCK (Alarm.com Holdings Inc.) | Long | Equity-common | US | $583K | 9K | 0.12 |
| ALBANY INTERNATIONAL CORP COMMON STOCK USD.001 (Albany International Corp.) | Long | Equity-common | US | $506K | 6K | 0.10 |
| ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001 (Aldeyra Therapeutics Inc.) | Long | Equity-common | US | $33K | 10K | 0.01 |
| ALECTOR INC COMMON STOCK USD.0001 (Alector Inc.) | Long | Equity-common | US | $63K | 14K | 0.01 |
| ALERUS FINANCIAL CORP COMMON STOCK USD1.0 (Alerus Financial Corporation) | Long | Equity-common | US | $75K | 4K | 0.01 |
| ALEXANDER and BALDWIN INC REIT (Alexander and Baldwin Inc.) | Long | Equity-common | US | $245K | 14K | 0.05 |
| ALEXANDER'S INC REIT USD1.0 (Alexanders Inc) | Long | Equity-common | US | $99K | 440 | 0.02 |
| ALICO INC COMMON STOCK USD1.0 (Alico Inc.) | Long | Equity-common | US | $32K | 1K | 0.01 |
| ALIGHT INC COMMON STOCK USD.0001 (Alight Inc.) | Long | Equity-common | US | $588K | 80K | 0.12 |
| ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001 (Alignment Healthcare Inc.) | Long | Equity-common | US | $133K | 17K | 0.03 |
| ALKAMI TECHNOLOGY INC COMMON STOCK USD.001 (Alkami Technology Inc.) | Long | Equity-common | US | $225K | 8K | 0.04 |
| ALKERMES PLC COMMON STOCK USD.01 | Long | Equity-common | IE | $773K | 32K | 0.15 |
| ALLAKOS INC COMMON STOCK USD.001 (Allakos Inc.) | Long | Equity-common | US | $15K | 15K | 0.00 |
| ALLEGIANT TRAVEL CO COMMON STOCK USD.001 (Allegiant Travel Company) | Long | Equity-common | US | $152K | 3K | 0.03 |
| ALLETE INC COMMON STOCK (ALLETE Inc.) | Long | Equity-common | US | $688K | 11K | 0.14 |
| ALLIENT INC COMMON STOCK (Allient Inc.) | Long | Equity-common | US | $61K | 2K | 0.01 |
| ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001 (Allogene Therapeutics Inc.) | Long | Equity-common | US | $42K | 18K | 0.01 |
| ALLOVIR INC COMMON STOCK USD.0001 (AlloVir Inc.) | Long | Equity-common | US | $10K | 13K | 0.00 |
| ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK (Alpha and Omega Semiconductor Limited) | Long | Equity-common | US | $177K | 5K | 0.04 |
| ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01 (Alpha Metallurgical Resources Inc.) | Long | Equity-common | US | $623K | 2K | 0.12 |
| ALPHATEC HOLDINGS INC COMMON STOCK USD.0001 (Alphatec Holdings Inc.) | Long | Equity-common | US | $189K | 18K | 0.04 |
| ALPINE INCOME PROPERTY TRUST I REIT USD.01 (Alpine Income Property Trust Inc.) | Long | Equity-common | US | $31K | 2K | 0.01 |
| ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001 (Alta Equipment Group Inc.) | Long | Equity-common | US | $41K | 5K | 0.01 |
| ALTAIR ENGINEERING INC COMMON STOCK (Altair Engineering Inc.) | Long | Equity-common | US | $1M | 11K | 0.20 |
| ALTI GLOBAL INC COMMON STOCK USD.0001 (AlTi Global Inc.) | Long | Equity-common | US | $22K | 4K | 0.00 |
| ALTIMMUNE INC COMMON STOCK USD.0001 (Altimmune Inc.) | Long | Equity-common | US | $74K | 11K | 0.01 |
| ALTUS POWER INC COMMON STOCK USD.0001 (Altus Power Inc.) | Long | Equity-common | US | $50K | 13K | 0.01 |
| ALX ONCOLOGY HOLDINGS INC COMMON STOCK USD.001 (ALX Oncology Holdings Inc.) | Long | Equity-common | US | $35K | 6K | 0.01 |
| AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01 (Amalgamated Financial Corp.) | Long | Equity-common | US | $90K | 3K | 0.02 |
| AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 (Ambac Financial Group Inc.) | Long | Equity-common | US | $116K | 9K | 0.02 |
| AMBARELLA INC COMMON STOCK USD.00045 (Ambarella Inc.) | Long | Equity-common | US | $403K | 7K | 0.08 |
| AMC NETWORKS INC COMMON STOCK (AMC Networks Inc.) | Long | Equity-common | US | $59K | 6K | 0.01 |
| AMERANT BANCORP INC B COMMON STOCK USD.1 (Amerant Bancorp Inc.) | Long | Equity-common | US | $112K | 5K | 0.02 |
| AMERESCO INC COMMON STOCK USD.0001 (Ameresco Inc.) | Long | Equity-common | US | $179K | 6K | 0.04 |
| AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01 (America's Car-Mart Inc.) | Long | Equity-common | US | $67K | 1K | 0.01 |
| AMERICAN ASSETS TRUST INC REIT USD.01 (American Assets Trust Inc.) | Long | Equity-common | US | $210K | 9K | 0.04 |
| AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01 (American Axle and Manufacturing Holdings Inc.) | Long | Equity-common | US | $159K | 23K | 0.03 |
| AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001 (American Coastal Insurance Corporation) | Long | Equity-common | US | $42K | 4K | 0.01 |
| AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01 (American Eagle Outfitters Inc.) | Long | Equity-common | US | $698K | 35K | 0.14 |
| AMERICAN SOFTWARE INC/GA COMMON STOCK USD.1 (American Software Inc.) | Long | Equity-common | US | $67K | 7K | 0.01 |
| AMERICAN STATES WATER CO COMMON STOCK (American States Water Company) | Long | Equity-common | US | $513K | 7K | 0.10 |
| AMERICAN VANGUARD CORP COMMON STOCK USD.1 (American Vanguard Corporation) | Long | Equity-common | US | $51K | 6K | 0.01 |
| AMERICAN WELL CORP COMMON STOCK USD.01 (American Well Corporation) | Long | Equity-common | US | $17K | 53K | 0.00 |
| AMERICAN WOODMARK CORP COMMON STOCK (American Woodmark Corporation) | Long | Equity-common | US | $239K | 3K | 0.05 |
| AMERIS BANCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $633K | 13K | 0.12 |
| AMERISAFE INC COMMON STOCK USD.01 (AMERISAFE Inc.) | Long | Equity-common | US | $173K | 4K | 0.03 |
| AMES NATIONAL CORP COMMON STOCK USD2.0 (Ames National Corporation) | Long | Equity-common | US | $42K | 2K | 0.01 |
| AMICUS THERAPEUTICS INC COMMON STOCK USD.01 (Amicus Therapeutics Inc.) | Long | Equity-common | US | $559K | 56K | 0.11 |
| AMKOR TECHNOLOGY INC COMMON STOCK USD.001 (Amkor Technology Inc.) | Long | Equity-common | US | $861K | 22K | 0.17 |
| AMMO INC COMMON STOCK USD.001 (AMMO Inc.) | Long | Equity-common | US | $29K | 17K | 0.01 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 (AMN Healthcare Services Inc.) | Long | Equity-common | US | $375K | 7K | 0.07 |
| AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 (Amneal Pharmaceuticals Inc.) | Long | Equity-common | US | $156K | 25K | 0.03 |
| AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001 (Amphastar Pharmaceuticals Inc.) | Long | Equity-common | US | $293K | 7K | 0.06 |
| AMPLIFY ENERGY CORP COMMON STOCK USD.01 (Amplify Energy Corp.) | Long | Equity-common | US | $52K | 8K | 0.01 |
| AMPLITUDE INC COMMON STOCK USD.00001 (Amplitude Inc.) | Long | Equity-common | US | $122K | 14K | 0.02 |
| AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001 (Amylyx Pharmaceuticals Inc.) | Long | Equity-common | US | $19K | 10K | 0.00 |
| ANAPTYSBIO INC COMMON STOCK USD.001 (AnaptysBio Inc.) | Long | Equity-common | US | $102K | 4K | 0.02 |
| ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001 (Anavex Life Sciences Corp.) | Long | Equity-common | US | $63K | 15K | 0.01 |
| ANDERSONS INC/THE COMMON STOCK (The Andersons Inc.) | Long | Equity-common | US | $306K | 6K | 0.06 |
| ANGEL OAK MORTGAGE REIT INC REIT USD.01 (Angel Oak Mortgage REIT Inc.) | Long | Equity-common | US | $33K | 3K | 0.01 |
| ANGIODYNAMICS INC COMMON STOCK USD.01 (AngioDynamics Inc.) | Long | Equity-common | US | $50K | 8K | 0.01 |
| ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 (ANI Pharmaceuticals Inc.) | Long | Equity-common | US | $187K | 3K | 0.04 |
| ANIKA THERAPEUTICS INC COMMON STOCK USD.01 (Anika Therapeutics Inc.) | Long | Equity-common | US | $74K | 3K | 0.01 |
| ANNEXON INC COMMON STOCK (Annexon Inc.) | Long | Equity-common | US | $57K | 12K | 0.01 |
| ANTERIX INC COMMON STOCK USD.0001 (Anterix Inc.) | Long | Equity-common | US | $105K | 3K | 0.02 |
| ANYWHERE REAL ESTATE INC COMMON STOCK USD.01 (Anywhere Real Estate Inc.) | Long | Equity-common | US | $67K | 20K | 0.01 |
| APA CORP COMMON STOCK USD.625 (APA Corporation) | Long | Equity-common | US | $356K | 12K | 0.07 |
| APARTMENT INVESTMENT AND MANAG REIT USD.01 (Apartment Investment and Management Company) | Long | Equity-common | US | $235K | 28K | 0.05 |
| API GROUP CORP COMMON STOCK USD.0001 (APi Group Corporation) | Long | Equity-common | US | $2M | 40K | 0.30 |
| APOGEE ENTERPRISES INC COMMON STOCK USD.333 (Apogee Enterprises Inc.) | Long | Equity-common | US | $258K | 4K | 0.05 |
| APOGEE THERAPEUTICS INC COMMON STOCK USD.00001 (Apogee Therapeutics Inc.) | Long | Equity-common | US | $305K | 8K | 0.06 |
| APOLLO COMMERCIAL REAL ESTATE REIT USD.01 (Apollo Commercial Real Estate Finance Inc.) | Long | Equity-common | US | $268K | 27K | 0.05 |
| APPFOLIO INC COMMON STOCK USD.0001 (AppFolio Inc.) | Long | Equity-common | US | $903K | 4K | 0.18 |
| APPIAN CORP A COMMON STOCK USD.0001 (Appian Corporation) | Long | Equity-common | US | $241K | 8K | 0.05 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT Inc.) | Long | Equity-common | US | $600K | 41K | 0.12 |
| APPLIED DIGITAL CORP COMMON STOCK USD.001 (Applied Digital Corporation) | Long | Equity-common | US | $90K | 15K | 0.02 |
| APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK (Applied Industrial Technologies Inc.) | Long | Equity-common | US | $1M | 7K | 0.28 |
| ARBOR REALTY TRUST INC REIT USD.01 (Arbor Realty Trust Inc.) | Long | Equity-common | US | $507K | 35K | 0.10 |
| ARBUTUS BIOPHARMA CORP COMMON STOCK (Arbutus Biopharma Corporation) | Long | Equity-common | US | $88K | 28K | 0.02 |
| ARCADIUM LITHIUM PLC COMMON STOCK USD1.0 | Long | Equity-common | US | $661K | 197K | 0.13 |
| ARCADIUM LITHIUM PLC COMMON STOCK USD1.0 | Long | Equity-common | US | $152K | 4K | 0.03 |
| ARCBEST CORP COMMON STOCK USD.01 (ArcBest Corporation) | Long | Equity-common | US | $489K | 5K | 0.10 |
| ARCELLX INC COMMON STOCK USD.001 (Arcellx Inc.) | Long | Equity-common | US | $408K | 7K | 0.08 |
| ARCH RESOURCES INC COMMON STOCK USD.01 (Arch Resources Inc.) | Long | Equity-common | US | $525K | 3K | 0.10 |
| ARCHER AVIATION INC COMMON STOCK USD.0001 (Archer Aviation Inc.) | Long | Equity-common | US | $106K | 30K | 0.02 |
| ARCHROCK INC COMMON STOCK USD.01 (Archrock Inc.) | Long | Equity-common | US | $539K | 27K | 0.11 |
| ARCOSA INC COMMON STOCK USD.01 (Arcosa Inc.) | Long | Equity-common | US | $775K | 9K | 0.15 |
| ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001 (Arcturus Therapeutics Holdings Inc.) | Long | Equity-common | US | $112K | 5K | 0.02 |
| ARCUS BIOSCIENCES INC COMMON STOCK USD.0001 (Arcus Biosciences Inc.) | Long | Equity-common | US | $160K | 10K | 0.03 |
| ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001 (Arcutis Biotherapeutics Inc.) | Long | Equity-common | US | $147K | 16K | 0.03 |
| ARDELYX INC COMMON STOCK USD.000001 (Ardelyx Inc.) | Long | Equity-common | US | $328K | 44K | 0.06 |
| ARDMORE SHIPPING CORP COMMON STOCK USD.01 (Ardmore Shipping Corporation) | Long | Equity-common | IE | $178K | 8K | 0.04 |
| ARES COMMERCIAL REAL ESTATE CO REIT USD.01 (Ares Commercial Real Estate Corporation) | Long | Equity-common | US | $61K | 9K | 0.01 |
| ARGAN INC COMMON STOCK USD.15 (Argan Inc.) | Long | Equity-common | US | $183K | 2K | 0.04 |
| ARIS WATER SOLUTIONS INC COMMON STOCK USD.0000001 (Aris Water Solutions Inc.) | Long | Equity-common | US | $93K | 6K | 0.02 |
| ARKO CORP COMMON STOCK USD.0001 (ARKO Corp.) | Long | Equity-common | US | $102K | 16K | 0.02 |
| ARLO TECHNOLOGIES INC COMMON STOCK USD.001 (Arlo Technologies Inc.) | Long | Equity-common | US | $224K | 17K | 0.04 |
| ARMADA HOFFLER PROPERTIES INC REIT USD.01 (Armada Hoffler Properties Inc.) | Long | Equity-common | US | $150K | 14K | 0.03 |
| ARMOUR RESIDENTIAL REIT INC REIT USD.0001 (ARMOUR Residential REIT Inc.) | Long | Equity-common | US | $188K | 10K | 0.04 |
| ARRAY TECHNOLOGIES INC COMMON STOCK USD.001 (Array Technologies Inc.) | Long | Equity-common | US | $297K | 29K | 0.06 |
| ARROW FINANCIAL CORP COMMON STOCK USD1.0 (Arrow Financial Corporation) | Long | Equity-common | US | $76K | 3K | 0.01 |
| ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001 (Arrowhead Pharmaceuticals Inc.) | Long | Equity-common | US | $551K | 21K | 0.11 |
| ARS PHARMACEUTICALS INC COMMON STOCK USD.0001 (ARS Pharmaceuticals Inc.) | Long | Equity-common | US | $23K | 3K | 0.00 |
| ARTESIAN RESOURCES CORP COMMON STOCK USD1.0 (Artesian Resources Corporation) | Long | Equity-common | US | $70K | 2K | 0.01 |
| ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01 (Artisan Partners Asset Management Inc.) | Long | Equity-common | US | $475K | 12K | 0.09 |
| ARTIVION INC COMMON STOCK USD.01 (Artivion Inc.) | Long | Equity-common | US | $202K | 8K | 0.04 |
| ARVINAS INC COMMON STOCK USD.001 (Arvinas Inc.) | Long | Equity-common | US | $259K | 10K | 0.05 |
| ASANA INC COMMON STOCK USD.00001 (Asana Inc.) | Long | Equity-common | US | $227K | 16K | 0.04 |
| ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01 (Asbury Automotive Group Inc.) | Long | Equity-common | US | $903K | 4K | 0.18 |
| ASGN INC COMMON STOCK USD.01 (ASGN Incorporated) | Long | Equity-common | US | $777K | 9K | 0.15 |
| ASPEN AEROGELS INC COMMON STOCK USD.00001 (Aspen Aerogels Inc.) | Long | Equity-common | US | $242K | 10K | 0.05 |
| ASSERTIO HOLDINGS INC COMMON STOCK (Assertio Holdings Inc.) | Long | Equity-common | US | $20K | 16K | 0.00 |
| ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001 (AssetMark Financial Holdings Inc.) | Long | Equity-common | US | $153K | 4K | 0.03 |
| ASSOCIATED BANC-CORP COMMON STOCK USD.01 | Long | Equity-common | US | $601K | 28K | 0.12 |
| AST SPACEMOBILE INC COMMON STOCK USD.0001 (AST SpaceMobile Inc.) | Long | Equity-common | US | $218K | 19K | 0.04 |
| ASTEC INDUSTRIES INC COMMON STOCK USD.2 (Astec Industries Inc.) | Long | Equity-common | US | $129K | 4K | 0.03 |
| ASTRANA HEALTH INC COMMON STOCK USD.001 (Astrana Health Inc.) | Long | Equity-common | US | $342K | 8K | 0.07 |
| ASTRIA THERAPEUTICS INC COMMON STOCK USD.001 (Astria Therapeutics Inc.) | Long | Equity-common | US | $80K | 9K | 0.02 |
| ASTRONICS CORP COMMON STOCK USD.01 (Astronics Corporation) | Long | Equity-common | US | $101K | 5K | 0.02 |
| ASURE SOFTWARE INC COMMON STOCK USD.01 (Asure Software Inc.) | Long | Equity-common | US | $37K | 4K | 0.01 |
| ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001 (Atara Biotherapeutics Inc.) | Long | Equity-common | US | $8K | 922 | 0.00 |
| ATEA PHARMACEUTICALS INC COMMON STOCK USD.001 (Atea Pharmaceuticals Inc.) | Long | Equity-common | US | $50K | 15K | 0.01 |
| ATI INC COMMON STOCK USD.1 (ATI Inc.) | Long | Equity-common | US | $1M | 25K | 0.27 |
| ATKORE INC COMMON STOCK USD.01 (Atkore Inc.) | Long | Equity-common | US | $960K | 7K | 0.19 |
| ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01 (Atlanta Braves Holdings Inc.) | Long | Equity-common | US | $365K | 9K | 0.07 |
| ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01 (Atlanta Braves Holdings Inc.) | Long | Equity-common | US | $73K | 2K | 0.01 |
| ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33 (Atlantic Union Bankshares Corporation) | Long | Equity-common | US | $557K | 17K | 0.11 |
| ATLANTICUS HOLDINGS CORP COMMON STOCK (Atlanticus Holdings Corporation) | Long | Equity-common | US | $22K | 765 | 0.00 |
| ATLAS ENERGY SOLUTIONS INC COMMON STOCK (Atlas Energy Solutions Inc.) | Long | Equity-common | US | $69K | 3K | 0.01 |
| ATMUS FILTRATION TECHNOLOGIES COMMON STOCK (Atmus Filtration Technologies Inc.) | Long | Equity-common | US | $88K | 3K | 0.02 |
| ATN INTERNATIONAL INC COMMON STOCK USD.01 (ATN International Inc.) | Long | Equity-common | US | $48K | 2K | 0.01 |
| ATOMERA INC COMMON STOCK USD.001 (Atomera Incorporated) | Long | Equity-common | US | $19K | 5K | 0.00 |
| ATRICURE INC COMMON STOCK USD.001 (AtriCure Inc.) | Long | Equity-common | US | $201K | 9K | 0.04 |
| ATRION CORP COMMON STOCK USD.1 (Atrion Corporation) | Long | Equity-common | US | $119K | 264 | 0.02 |
| AURA BIOSCIENCES INC COMMON STOCK USD.00001 (Aura Biosciences Inc.) | Long | Equity-common | US | $47K | 6K | 0.01 |
| AURINIA PHARMACEUTICALS INC COMMON STOCK (Aurinia Pharmaceuticals Inc.) | Long | Equity-common | CA | $153K | 27K | 0.03 |
| AURORA INNOVATION INC COMMON STOCK USD.0001 (Aurora Innovation Inc.) | Long | Equity-common | US | $188K | 68K | 0.04 |
| AVANOS MEDICAL INC COMMON STOCK USD.01 (Avanos Medical Inc.) | Long | Equity-common | US | $170K | 9K | 0.03 |
| AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01 (Aveanna Healthcare Holdings Inc.) | Long | Equity-common | US | $29K | 10K | 0.01 |
| AVEPOINT INC COMMON STOCK USD.0001 (AvePoint Inc.) | Long | Equity-common | US | $307K | 29K | 0.06 |
| AVIAT NETWORKS INC COMMON STOCK USD.01 (Aviat Networks Inc.) | Long | Equity-common | US | $64K | 2K | 0.01 |
| AVID BIOSERVICES INC COMMON STOCK USD.001 (Avid Bioservices Inc.) | Long | Equity-common | US | $94K | 13K | 0.02 |
| AVIDITY BIOSCIENCES INC COMMON STOCK (Avidity Biosciences Inc.) | Long | Equity-common | US | $586K | 14K | 0.12 |
| AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001 (AvidXchange Holdings Inc.) | Long | Equity-common | US | $356K | 30K | 0.07 |
| AVIENT CORP COMMON STOCK USD.01 (Avient Corporation) | Long | Equity-common | US | $752K | 17K | 0.15 |
| AVISTA CORP COMMON STOCK (Avista Corporation) | Long | Equity-common | US | $505K | 15K | 0.10 |
| AVITA MEDICAL INC COMMON STOCK (AVITA Medical Inc.) | Long | Equity-common | US | $39K | 5K | 0.01 |
| AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 (Axcelis Technologies Inc.) | Long | Equity-common | US | $887K | 6K | 0.17 |
| AXOGEN INC COMMON STOCK USD.01 (Axogen Inc.) | Long | Equity-common | US | $59K | 8K | 0.01 |
| AXONICS INC COMMON STOCK USD.0001 (Axonics Inc.) | Long | Equity-common | US | $641K | 10K | 0.13 |
| AXOS FINANCIAL INC COMMON STOCK USD.01 (Axos Financial Inc.) | Long | Equity-common | US | $600K | 10K | 0.12 |
| AXSOME THERAPEUTICS INC COMMON STOCK USD.0001 (Axsome Therapeutics Inc.) | Long | Equity-common | US | $554K | 7K | 0.11 |
| AZZ INC COMMON STOCK USD1.0 (AZZ Inc.) | Long | Equity-common | US | $366K | 5K | 0.07 |
| B RILEY FINANCIAL INC COMMON STOCK USD.0001 (B. Riley Financial Inc.) | Long | Equity-common | US | $69K | 4K | 0.01 |
| BADGER METER INC COMMON STOCK USD1.0 (Badger Meter Inc.) | Long | Equity-common | US | $1M | 6K | 0.21 |
| BAKKT HOLDINGS INC COMMON STOCK USD.0001 (Bakkt Holdings Inc.) | Long | Equity-common | US | $12K | 628 | 0.00 |
| BALCHEM CORP COMMON STOCK USD.0667 (Balchem Corporation) | Long | Equity-common | US | $946K | 6K | 0.19 |
| BALDWIN INSURANCE GROUP INC/ COMMON STOCK USD.01 (The Baldwin Insurance Group Inc.) | Long | Equity-common | US | $422K | 12K | 0.08 |
| BALLY'S CORP COMMON STOCK USD.01 (Bally's Corporation) | Long | Equity-common | US | $67K | 6K | 0.01 |
| BANC OF CALIFORNIA INC COMMON STOCK USD.01 (Banc of California Inc.) | Long | Equity-common | US | $325K | 25K | 0.06 |
| BANCFIRST CORP COMMON STOCK USD1.0 (BancFirst Corporation) | Long | Equity-common | US | $372K | 4K | 0.07 |
| BANCO LATINOAMERICANO DE COMER COMMON STOCK (Banco Latinoamericano de Comercio Exterior S.A.) | Long | Equity-common | PA | $160K | 5K | 0.03 |
| BANCORP INC/THE COMMON STOCK USD1.0 (The Bancorp Inc.) | Long | Equity-common | US | $375K | 10K | 0.07 |
| BandG FOODS INC COMMON STOCK USD.01 (BandG Foods Inc.) | Long | Equity-common | US | $110K | 14K | 0.02 |
| BANDWIDTH INC COMMON STOCK USD.001 (Bandwidth Inc.) | Long | Equity-common | US | $80K | 5K | 0.02 |
| BANK FIRST CORP COMMON STOCK USD1.0 (Bank First Corporation) | Long | Equity-common | US | $156K | 2K | 0.03 |
| BANK OF HAWAII CORP COMMON STOCK USD.01 (Bank of Hawaii Corporation) | Long | Equity-common | US | $426K | 7K | 0.08 |
| BANK OF MARIN BANCORP COMMON STOCK | Long | Equity-common | US | $49K | 3K | 0.01 |
| BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0 (The Bank of N.T. Butterfield and Son Limited) | Long | Equity-common | BM | $313K | 9K | 0.06 |
| BANKUNITED INC COMMON STOCK USD.01 (BankUnited Inc.) | Long | Equity-common | US | $409K | 14K | 0.08 |
| BANKWELL FINANCIAL GROUP INC COMMON STOCK (Bankwell Financial Group Inc.) | Long | Equity-common | US | $29K | 1K | 0.01 |
| BANNER CORP COMMON STOCK USD.01 (Banner Corporation) | Long | Equity-common | US | $318K | 6K | 0.06 |
| BAR HARBOR BANKSHARES COMMON STOCK USD2.0 | Long | Equity-common | US | $89K | 3K | 0.02 |
| BARK INC COMMON STOCK USD.0001 (BARK Inc.) | Long | Equity-common | US | $28K | 15K | 0.01 |
| BARNES GROUP INC COMMON STOCK USD.01 (Barnes Group Inc.) | Long | Equity-common | US | $391K | 9K | 0.08 |
| BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01 (Barrett Business Services Inc.) | Long | Equity-common | US | $149K | 5K | 0.03 |
| BAYCOM CORP COMMON STOCK | Long | Equity-common | US | $50K | 2K | 0.01 |
| BCB BANCORP INC COMMON STOCK (BCB Bancorp Inc.) | Long | Equity-common | US | $36K | 3K | 0.01 |
| BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 (Beacon Roofing Supply Inc.) | Long | Equity-common | US | $1M | 12K | 0.21 |
| BEAM THERAPEUTICS INC COMMON STOCK USD.01 (Beam Therapeutics Inc.) | Long | Equity-common | US | $338K | 14K | 0.07 |
| BEAUTY HEALTH CO/THE COMMON STOCK USD.0001 (The Beauty Health Company) | Long | Equity-common | US | $33K | 17K | 0.01 |
| BEAZER HOMES USA INC COMMON STOCK USD.001 (Beazer Homes USA Inc.) | Long | Equity-common | US | $158K | 6K | 0.03 |
| BEL FUSE INC COMMON STOCK USD.1 (Bel Fuse Inc.) | Long | Equity-common | US | $138K | 2K | 0.03 |
| BELDEN INC COMMON STOCK USD.01 (Belden Inc.) | Long | Equity-common | US | $751K | 8K | 0.15 |
| BELLRING BRANDS INC COMMON STOCK USD.01 (BellRing Brands Inc.) | Long | Equity-common | US | $1M | 25K | 0.29 |
| BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 (Benchmark Electronics Inc.) | Long | Equity-common | US | $273K | 7K | 0.05 |
| BENSON HILL INC COMMON STOCK USD.0001 (Benson Hill Inc.) | Long | Equity-common | US | $6K | 41K | 0.00 |
| BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 (Berkshire Hills Bancorp Inc.) | Long | Equity-common | US | $185K | 8K | 0.04 |
| BERRY CORP COMMON STOCK USD.001 (Berry Corporation) | Long | Equity-common | US | $93K | 14K | 0.02 |
| BEYOND INC COMMON STOCK USD.0001 (Beyond Inc.) | Long | Equity-common | US | $113K | 9K | 0.02 |
| BEYOND MEAT INC COMMON STOCK USD.0001 (Beyond Meat Inc.) | Long | Equity-common | US | $77K | 11K | 0.02 |
| BGC GROUP INC COMMON STOCK USD.01 (BGC Group Inc.) | Long | Equity-common | US | $571K | 69K | 0.11 |
| BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 (Big 5 Sporting Goods Corporation) | Long | Equity-common | US | $15K | 5K | 0.00 |
| BIG LOTS INC COMMON STOCK USD.01 (Big Lots Inc.) | Long | Equity-common | US | $11K | 7K | 0.00 |
| BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001 (BigBear.ai Holdings Inc.) | Long | Equity-common | US | $11K | 7K | 0.00 |
| BIGCOMMERCE HOLDINGS INC COMMON STOCK USD.0001 (BigCommerce Holdings Inc.) | Long | Equity-common | US | $107K | 13K | 0.02 |
| BIGLARI HOLDINGS INC COMMON STOCK (Biglari Holdings Inc.) | Long | Equity-common | US | $29K | 151 | 0.01 |
| BIOATLA INC COMMON STOCK USD.0001 (BioAtla Inc.) | Long | Equity-common | US | $7K | 5K | 0.00 |
| BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 (BioCryst Pharmaceuticals Inc.) | Long | Equity-common | US | $234K | 38K | 0.05 |
| BIOHAVEN LTD COMMON STOCK (Biohaven Ltd.) | Long | Equity-common | US | $458K | 13K | 0.09 |
| BIOLIFE SOLUTIONS INC COMMON STOCK USD.001 (BioLife Solutions Inc.) | Long | Equity-common | US | $146K | 7K | 0.03 |
| BIOMEA FUSION INC COMMON STOCK USD.0001 (Biomea Fusion Inc.) | Long | Equity-common | US | $19K | 4K | 0.00 |
| BIOTE CORP COMMON STOCK USD.0001 (biote Corp.) | Long | Equity-common | US | $11K | 1K | 0.00 |
| BIOXCEL THERAPEUTICS INC COMMON STOCK USD.001 (BioXcel Therapeutics Inc.) | Long | Equity-common | US | $5K | 4K | 0.00 |
| BIT DIGITAL INC COMMON STOCK USD.01 (Bit Digital Inc.) | Long | Equity-common | US | $50K | 16K | 0.01 |
| BJ'S RESTAURANTS INC COMMON STOCK (BJ's Restaurants Inc.) | Long | Equity-common | US | $153K | 4K | 0.03 |
| BLACK HILLS CORP COMMON STOCK USD1.0 (Black Hills Corporation) | Long | Equity-common | US | $703K | 13K | 0.14 |
| BLACKBAUD INC COMMON STOCK USD.001 (Blackbaud Inc.) | Long | Equity-common | US | $636K | 8K | 0.13 |
| BLACKLINE INC COMMON STOCK USD.01 (BlackLine Inc.) | Long | Equity-common | US | $529K | 11K | 0.10 |
| BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001 (BlackSky Technology Inc.) | Long | Equity-common | US | $30K | 28K | 0.01 |
| BLACKSTONE MORTGAGE TRUST INC REIT USD.01 (Blackstone Mortgage Trust Inc.) | Long | Equity-common | US | $571K | 33K | 0.11 |
| BLADE AIR MOBILITY INC COMMON STOCK USD.0001 (Blade Air Mobility Inc.) | Long | Equity-common | US | $40K | 12K | 0.01 |
| BLINK CHARGING CO COMMON STOCK USD.001 (Blink Charging Co.) | Long | Equity-common | US | $29K | 10K | 0.01 |
| BLOOM ENERGY CORP COMMON STOCK USD.0001 (Bloom Energy Corporation) | Long | Equity-common | US | $454K | 37K | 0.09 |
| BLOOMIN' BRANDS INC COMMON STOCK USD.01 (Bloomin' Brands Inc.) | Long | Equity-common | US | $321K | 17K | 0.06 |
| BLUE BIRD CORP COMMON STOCK USD.0001 (Blue Bird Corporation) | Long | Equity-common | US | $274K | 5K | 0.05 |
| BLUE FOUNDRY BANCORP COMMON STOCK USD.01 | Long | Equity-common | US | $43K | 5K | 0.01 |
| BLUEBIRD BIO INC COMMON STOCK USD.01 (bluebird bio Inc.) | Long | Equity-common | US | $30K | 30K | 0.01 |
| BLUELINX HOLDINGS INC COMMON STOCK USD.01 (BlueLinx Holdings Inc.) | Long | Equity-common | US | $153K | 2K | 0.03 |
| BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 (Blueprint Medicines Corporation) | Long | Equity-common | US | $1M | 12K | 0.25 |
| BOISE CASCADE CO COMMON STOCK USD.01 (Boise Cascade Company) | Long | Equity-common | US | $909K | 8K | 0.18 |
| BOOT BARN HOLDINGS INC COMMON STOCK USD.0001 (Boot Barn Holdings Inc.) | Long | Equity-common | US | $750K | 6K | 0.15 |
| BORR DRILLING LTD COMMON STOCK USD.05 (Borr Drilling Limited) | Long | Equity-common | BM | $271K | 42K | 0.05 |
| BOSTON OMAHA CORP COMMON STOCK (Boston Omaha Corporation) | Long | Equity-common | US | $68K | 5K | 0.01 |
| BOWLERO CORP COMMON STOCK USD.0001 (Bowlero Corp.) | Long | Equity-common | US | $51K | 4K | 0.01 |
| BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01 (Bowman Consulting Group Ltd.) | Long | Equity-common | US | $66K | 2K | 0.01 |
| BOX INC COMMON STOCK USD.0001 (Box Inc.) | Long | Equity-common | US | $711K | 27K | 0.14 |
| BRAEMAR HOTELS and RESORTS INC REIT USD.01 (Braemar Hotels and Resorts Inc.) | Long | Equity-common | US | $41K | 16K | 0.01 |
| BRANDYWINE REALTY TRUST REIT USD.01 | Long | Equity-common | US | $146K | 33K | 0.03 |
| BRAZE INC COMMON STOCK USD.0001 (Braze Inc.) | Long | Equity-common | US | $399K | 10K | 0.08 |
| BRC INC COMMON STOCK USD.0001 (B R C Inc.) | Long | Equity-common | US | $45K | 7K | 0.01 |
| BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01 (Bread Financial Holdings Inc.) | Long | Equity-common | US | $421K | 9K | 0.08 |
| BRIDGEBIO PHARMA INC COMMON STOCK (BridgeBio Pharma Inc.) | Long | Equity-common | US | $572K | 23K | 0.11 |
| BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001 (Bridgewater Bancshares Inc.) | Long | Equity-common | US | $52K | 4K | 0.01 |
| BRIGHTCOVE INC COMMON STOCK USD.001 (Brightcove Inc.) | Long | Equity-common | US | $26K | 11K | 0.01 |
| BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD.001 (BrightSphere Investment Group Inc.) | Long | Equity-common | US | $138K | 6K | 0.03 |
| BRIGHTSPIRE CAPITAL INC REIT USD.01 (BrightSpire Capital Inc.) | Long | Equity-common | US | $139K | 24K | 0.03 |
| BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0 (BrightSpring Health Services Inc.) | Long | Equity-common | US | $46K | 4K | 0.01 |
| BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 (BrightView Holdings Inc.) | Long | Equity-common | US | $106K | 8K | 0.02 |
| BRINK'S CO/THE COMMON STOCK USD1.0 (The Brink's Company) | Long | Equity-common | US | $876K | 9K | 0.17 |
| BRINKER INTERNATIONAL INC COMMON STOCK USD.1 (Brinker International Inc.) | Long | Equity-common | US | $606K | 8K | 0.12 |
| BRISTOW GROUP INC COMMON STOCK USD.01 (Bristow Group Inc.) | Long | Equity-common | US | $157K | 5K | 0.03 |
| BROADSTONE NET LEASE INC REIT USD.00025 (Broadstone Net Lease Inc.) | Long | Equity-common | US | $563K | 36K | 0.11 |
| BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 (Brookdale Senior Living Inc.) | Long | Equity-common | US | $246K | 36K | 0.05 |
| BROOKFIELD BUSINESS CORP COMMON STOCK (Brookfield Business Corporation) | Long | Equity-common | CA | $102K | 5K | 0.02 |
| BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK (Brookfield Infrastructure Corporation) | Long | Equity-common | CA | $775K | 23K | 0.15 |
| BROOKLINE BANCORP INC COMMON STOCK USD.01 (Brookline Bancorp Inc.) | Long | Equity-common | US | $141K | 17K | 0.03 |
| BRT APARTMENTS CORP REIT USD3.0 (BRT Apartments Corp.) | Long | Equity-common | US | $53K | 3K | 0.01 |
| BUCKLE INC/THE COMMON STOCK USD.01 (The Buckle Inc.) | Long | Equity-common | US | $220K | 6K | 0.04 |
| BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01 (Build-A-Bear Workshop Inc.) | Long | Equity-common | US | $61K | 2K | 0.01 |
| BUMBLE INC COMMON STOCK USD.01 (Bumble Inc.) | Long | Equity-common | US | $202K | 19K | 0.04 |
| BURKE and HERBERT FINANCIAL SERV COMMON STOCK (Burke and Herbert Financial Services Corp.) | Long | Equity-common | US | $121K | 2K | 0.02 |
| BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0 (Business First Bancshares Inc.) | Long | Equity-common | US | $101K | 5K | 0.02 |
| BUTTERFLY NETWORK INC COMMON STOCK USD.0001 (Butterfly Network Inc.) | Long | Equity-common | US | $26K | 31K | 0.01 |
| BYLINE BANCORP INC COMMON STOCK USD.01 (Byline Bancorp Inc.) | Long | Equity-common | US | $126K | 5K | 0.02 |
| C3.AI INC COMMON STOCK USD.001 (C3.Ai Inc.) | Long | Equity-common | US | $464K | 16K | 0.09 |
| CABALETTA BIO INC COMMON STOCK USD.00001 (Cabaletta Bio Inc.) | Long | Equity-common | US | $48K | 6K | 0.01 |
| CABOT CORP COMMON STOCK USD1.0 (Cabot Corporation) | Long | Equity-common | US | $951K | 10K | 0.19 |
| CACTUS INC COMMON STOCK USD.01 (Cactus Inc.) | Long | Equity-common | US | $659K | 12K | 0.13 |
| CADENCE BANK COMMON STOCK USD2.5 | Long | Equity-common | US | $987K | 35K | 0.19 |
| CADIZ INC COMMON STOCK USD.01 (Cadiz Inc.) | Long | Equity-common | US | $32K | 10K | 0.01 |
| CADRE HOLDINGS INC COMMON STOCK USD.01 (Cadre Holdings Inc.) | Long | Equity-common | US | $129K | 4K | 0.03 |
| CAL-MAINE FOODS INC COMMON STOCK USD.01 (Cal-Maine Foods Inc.) | Long | Equity-common | US | $477K | 8K | 0.09 |
| CALAVO GROWERS INC COMMON STOCK USD.001 (Calavo Growers Inc.) | Long | Equity-common | US | $77K | 3K | 0.02 |
| CALEDONIA MINING CORP PLC COMMON STOCK (Caledonia Mining Corporation Plc) | Long | Equity-common | ZA | $29K | 3K | 0.01 |
| CALERES INC COMMON STOCK USD.01 (Caleres Inc.) | Long | Equity-common | US | $222K | 7K | 0.04 |
| CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 (California Resources Corporation) | Long | Equity-common | US | $719K | 14K | 0.14 |
| CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01 | Long | Equity-common | US | $538K | 11K | 0.11 |
| CALIX INC COMMON STOCK (Calix Inc.) | Long | Equity-common | US | $402K | 11K | 0.08 |
| CAMBIUM NETWORKS CORP COMMON STOCK USD.0001 (Cambium Networks Corporation) | Long | Equity-common | US | $8K | 3K | 0.00 |
| CAMBRIDGE BANCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $103K | 1K | 0.02 |
| CAMDEN NATIONAL CORP COMMON STOCK (Camden National Corporation) | Long | Equity-common | US | $91K | 3K | 0.02 |
| CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01 (Camping World Holdings Inc.) | Long | Equity-common | US | $143K | 8K | 0.03 |
| CandF FINANCIAL CORP COMMON STOCK USD1.0 (CandF Financial Corporation) | Long | Equity-common | US | $33K | 680 | 0.01 |
| CANNAE HOLDINGS INC COMMON STOCK USD.0001 (Cannae Holdings Inc.) | Long | Equity-common | US | $234K | 13K | 0.05 |
| CANTALOUPE INC COMMON STOCK (Cantaloupe Inc.) | Long | Equity-common | US | $73K | 11K | 0.01 |
| CAPITAL BANCORP INC COMMON STOCK USD.01 (Capital Bancorp Inc.) | Long | Equity-common | US | $46K | 2K | 0.01 |
| CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 (Capital City Bank Group Inc.) | Long | Equity-common | US | $79K | 3K | 0.02 |
| CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01 (Capitol Federal Financial Inc.) | Long | Equity-common | US | $137K | 25K | 0.03 |
| CARA THERAPEUTICS INC COMMON STOCK USD.001 (Cara Therapeutics Inc.) | Long | Equity-common | US | $3K | 12K | 0.00 |
| CARDLYTICS INC COMMON STOCK USD.0001 (Cardlytics Inc.) | Long | Equity-common | US | $58K | 7K | 0.01 |
| CAREDX INC COMMON STOCK USD.001 (CareDx Inc.) | Long | Equity-common | US | $158K | 10K | 0.03 |
| CAREMAX INC COMMON STOCK USD.0001 (CareMax Inc.) | Long | Equity-common | US | $2K | 586 | 0.00 |
| CARETRUST REIT INC REIT USD.01 (CareTrust REIT Inc.) | Long | Equity-common | US | $490K | 20K | 0.10 |
| CARGO THERAPEUTICS INC COMMON STOCK USD.001 (Cargo Therapeutics Inc.) | Long | Equity-common | US | $59K | 4K | 0.01 |
| CARGURUS INC COMMON STOCK USD.001 (CarGurus Inc.) | Long | Equity-common | US | $481K | 18K | 0.09 |
| CARIBOU BIOSCIENCES INC COMMON STOCK USD.0001 (Caribou Biosciences Inc.) | Long | Equity-common | US | $27K | 17K | 0.01 |
| CARISMA THERAPEUTICS INC COMMON STOCK USD.001 (Carisma Therapeutics Inc.) | Long | Equity-common | US | $9K | 6K | 0.00 |
| CARPARTS.COM INC COMMON STOCK USD.001 (CarParts.com Inc.) | Long | Equity-common | US | $11K | 11K | 0.00 |
| CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0 (Carpenter Technology Corporation) | Long | Equity-common | US | $1M | 9K | 0.20 |
| CARRIAGE SERVICES INC COMMON STOCK USD.01 (Carriage Services Inc.) | Long | Equity-common | US | $66K | 2K | 0.01 |
| CARS.COM INC COMMON STOCK USD.01 (Cars.com Inc.) | Long | Equity-common | US | $247K | 13K | 0.05 |
| CARTER BANKSHARES INC COMMON STOCK USD1.0 (Carter Bankshares Inc.) | Long | Equity-common | US | $74K | 5K | 0.01 |
| CARVANA CO COMMON STOCK USD.001 (Carvana Co.) | Long | Equity-common | US | $3M | 20K | 0.50 |
| CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01 (Casella Waste Systems Inc.) | Long | Equity-common | US | $1M | 11K | 0.21 |
| CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 (Cass Information Systems Inc.) | Long | Equity-common | US | $114K | 3K | 0.02 |
| CASSAVA SCIENCES INC COMMON STOCK USD.001 (Cassava Sciences Inc.) | Long | Equity-common | US | $97K | 8K | 0.02 |
| CASTLE BIOSCIENCES INC COMMON STOCK USD.001 (Castle Biosciences Inc.) | Long | Equity-common | US | $109K | 5K | 0.02 |
| CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001 (Catalyst Pharmaceuticals Inc.) | Long | Equity-common | US | $303K | 20K | 0.06 |
| CATHAY GENERAL BANCORP COMMON STOCK USD.01 | Long | Equity-common | US | $494K | 13K | 0.10 |
| CATO CORP/THE COMMON STOCK USD.033 (The Cato Corporation) | Long | Equity-common | US | $24K | 4K | 0.00 |
| CAVCO INDUSTRIES INC COMMON STOCK USD.01 (Cavco Industries Inc.) | Long | Equity-common | US | $556K | 2K | 0.11 |
| CBIZ INC COMMON STOCK USD.01 (CBIZ Inc.) | Long | Equity-common | US | $682K | 9K | 0.13 |
| CBL and ASSOCIATES PROPERTIES IN REIT USD.01 (CBL and Associates Properties Inc.) | Long | Equity-common | US | $122K | 5K | 0.02 |
| CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 (CECO Environmental Corp.) | Long | Equity-common | US | $172K | 6K | 0.03 |
| CELCUITY INC COMMON STOCK USD.001 (Celcuity Inc.) | Long | Equity-common | US | $65K | 4K | 0.01 |
| CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 (Celldex Therapeutics Inc.) | Long | Equity-common | US | $411K | 11K | 0.08 |
| CENTERSPACE REIT | Long | Equity-common | US | $202K | 3K | 0.04 |
| CENTRAL GARDEN and PET CO COMMON STOCK USD.01 (Central Garden and Pet Company) | Long | Equity-common | US | $313K | 9K | 0.06 |
| CENTRAL GARDEN and PET CO COMMON STOCK USD.01 (Central Garden and Pet Company) | Long | Equity-common | US | $87K | 2K | 0.02 |
| CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK (Central Pacific Financial Corp.) | Long | Equity-common | US | $106K | 5K | 0.02 |
| CENTRUS ENERGY CORP COMMON STOCK USD.1 (Centrus Energy Corp.) | Long | Equity-common | US | $100K | 2K | 0.02 |
| CENTURY ALUMINUM CO COMMON STOCK USD.01 (Century Aluminum Company) | Long | Equity-common | US | $170K | 10K | 0.03 |
| CENTURY CASINOS INC COMMON STOCK USD.01 (Century Casinos Inc.) | Long | Equity-common | US | $17K | 6K | 0.00 |
| CENTURY COMMUNITIES INC COMMON STOCK USD.01 (Century Communities Inc.) | Long | Equity-common | US | $447K | 5K | 0.09 |
| CENTURY THERAPEUTICS INC COMMON STOCK USD.0001 (Century Therapeutics Inc.) | Long | Equity-common | US | $6K | 2K | 0.00 |
| CERENCE INC COMMON STOCK USD.01 (Cerence Inc.) | Long | Equity-common | US | $22K | 8K | 0.00 |
| CEREVEL THERAPEUTICS HLDGS INC COMMON STOCK USD.0001 (Cerevel Therapeutics Holdings Inc.) | Long | Equity-common | US | $564K | 14K | 0.11 |
| CERUS CORP COMMON STOCK USD.001 (Cerus Corporation) | Long | Equity-common | US | $62K | 35K | 0.01 |
| CEVA INC COMMON STOCK USD.001 (CEVA Inc.) | Long | Equity-common | US | $89K | 5K | 0.02 |
| CG ONCOLOGY INC COMMON STOCK (CG Oncology Inc.) | Long | Equity-common | US | $119K | 4K | 0.02 |
| CHAMPIONX CORP COMMON STOCK USD.01 (ChampionX Corporation) | Long | Equity-common | US | $1M | 37K | 0.24 |
| CHART INDUSTRIES INC COMMON STOCK USD.01 (Chart Industries Inc.) | Long | Equity-common | US | $1M | 8K | 0.23 |
| CHATHAM LODGING TRUST REIT USD.01 | Long | Equity-common | US | $81K | 9K | 0.02 |
| CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 (The Cheesecake Factory Incorporated) | Long | Equity-common | US | $355K | 9K | 0.07 |
| CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01 (The Chefs' Warehouse Inc.) | Long | Equity-common | US | $261K | 7K | 0.05 |
| CHEGG INC COMMON STOCK USD.001 (Chegg Inc.) | Long | Equity-common | US | $68K | 22K | 0.01 |
| CHEMUNG FINANCIAL CORP COMMON STOCK USD.01 (Chemung Financial Corporation) | Long | Equity-common | US | $36K | 749 | 0.01 |
| CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 (Chesapeake Utilities Corporation) | Long | Equity-common | US | $441K | 4K | 0.09 |
| CHICAGO ATLANTIC REAL ESTATE F REIT USD.01 (Chicago Atlantic Real Estate Finance Inc.) | Long | Equity-common | US | $50K | 3K | 0.01 |
| CHILDREN'S PLACE INC/THE COMMON STOCK USD.1 (The Children's Place Inc.) | Long | Equity-common | US | $22K | 3K | 0.00 |
| CHIMERA INVESTMENT CORP REIT USD.01 (Chimera Investment Corporation) | Long | Equity-common | US | $192K | 15K | 0.04 |
| CHOICEONE FINANCIAL SERVICES I COMMON STOCK (ChoiceOne Financial Services Inc.) | Long | Equity-common | US | $42K | 1K | 0.01 |
| CHORD ENERGY CORP COMMON STOCK (Chord Energy Corporation) | Long | Equity-common | US | $1M | 8K | 0.27 |
| CHUY'S HOLDINGS INC COMMON STOCK USD.01 (Chuy's Holdings Inc.) | Long | Equity-common | US | $84K | 3K | 0.02 |
| CIMPRESS PLC COMMON STOCK EUR.01 (Cimpress Public Limited Company) | Long | Equity-common | IE | $300K | 3K | 0.06 |
| CINEMARK HOLDINGS INC COMMON STOCK USD.001 (Cinemark Holdings Inc.) | Long | Equity-common | US | $456K | 21K | 0.09 |
| CIPHER MINING INC COMMON STOCK USD1.0 (Cipher Mining Inc.) | Long | Equity-common | US | $33K | 8K | 0.01 |
| CITIZENS and NORTHERN CORP COMMON STOCK USD1.0 (Citizens and Northern Corporation) | Long | Equity-common | US | $54K | 3K | 0.01 |
| CITIZENS FINANCIAL SERVICES IN COMMON STOCK USD1.0 (Citizens Financial Services Inc.) | Long | Equity-common | US | $32K | 707 | 0.01 |
| CITY HOLDING CO COMMON STOCK USD2.5 (City Holding Company) | Long | Equity-common | US | $291K | 3K | 0.06 |
| CITY OFFICE REIT INC REIT USD.01 (City Office REIT Inc.) | Long | Equity-common | CA | $38K | 8K | 0.01 |
| CIVISTA BANCSHARES INC COMMON STOCK (Civista Bancshares Inc.) | Long | Equity-common | US | $48K | 3K | 0.01 |
| CIVITAS RESOURCES INC COMMON STOCK (Civitas Resources Inc.) | Long | Equity-common | US | $1M | 16K | 0.21 |
| CLAROS MORTGAGE TRUST INC COMMON STOCK USD.01 (Claros Mortgage Trust Inc.) | Long | Equity-common | US | $144K | 18K | 0.03 |
| CLARUS CORP COMMON STOCK USD.0001 (Clarus Corporation) | Long | Equity-common | US | $37K | 6K | 0.01 |
| CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 (Clean Energy Fuels Corp.) | Long | Equity-common | US | $87K | 32K | 0.02 |
| CLEANSPARK INC COMMON STOCK (CleanSpark Inc.) | Long | Equity-common | US | $582K | 36K | 0.11 |
| CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK (Clear Channel Outdoor Holdings Inc.) | Long | Equity-common | US | $106K | 75K | 0.02 |
| CLEAR SECURE INC COMMON STOCK USD.00001 (Clear Secure Inc.) | Long | Equity-common | US | $302K | 16K | 0.06 |
| CLEARFIELD INC COMMON STOCK USD.01 (Clearfield Inc.) | Long | Equity-common | US | $94K | 2K | 0.02 |
| CLEARPOINT NEURO INC COMMON STOCK USD.01 (ClearPoint Neuro Inc.) | Long | Equity-common | US | $30K | 6K | 0.01 |
| CLEARWATER PAPER CORP COMMON STOCK USD.0001 (Clearwater Paper Corporation) | Long | Equity-common | US | $159K | 3K | 0.03 |
| CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01 (Climb Global Solutions Inc.) | Long | Equity-common | US | $52K | 826 | 0.01 |
| CNB FINANCIAL CORP/PA COMMON STOCK (CNB Financial Corporation) | Long | Equity-common | US | $78K | 4K | 0.02 |
| CNO FINANCIAL GROUP INC COMMON STOCK USD.01 (CNO Financial Group Inc.) | Long | Equity-common | US | $582K | 21K | 0.11 |
| CNX RESOURCES CORP COMMON STOCK USD.01 (CNX Resources Corporation) | Long | Equity-common | US | $734K | 30K | 0.14 |
| COASTAL FINANCIAL CORP/WA COMMON STOCK (Coastal Financial Corporation) | Long | Equity-common | US | $98K | 2K | 0.02 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0 (Coca-Cola Consolidated Inc.) | Long | Equity-common | US | $996K | 918 | 0.20 |
| CODEXIS INC COMMON STOCK USD.0001 (Codexis Inc.) | Long | Equity-common | US | $43K | 14K | 0.01 |
| CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 (Codorus Valley Bancorp Inc.) | Long | Equity-common | US | $49K | 2K | 0.01 |
| COEUR MINING INC COMMON STOCK USD.01 (Coeur Mining Inc.) | Long | Equity-common | US | $360K | 64K | 0.07 |
| COGENT BIOSCIENCES INC COMMON STOCK USD.001 (Cogent Biosciences Inc.) | Long | Equity-common | US | $137K | 16K | 0.03 |
| COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001 (Cogent Communications Holdings Inc.) | Long | Equity-common | US | $475K | 8K | 0.09 |
| COHEN and STEERS INC COMMON STOCK USD.01 (Cohen and Steers Inc.) | Long | Equity-common | US | $367K | 5K | 0.07 |
| COHERUS BIOSCIENCES INC COMMON STOCK USD.0001 (Coherus BioSciences Inc.) | Long | Equity-common | US | $34K | 20K | 0.01 |
| COHU INC COMMON STOCK USD1.0 (Cohu Inc.) | Long | Equity-common | US | $288K | 9K | 0.06 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001 (Collegium Pharmaceutical Inc.) | Long | Equity-common | US | $204K | 6K | 0.04 |
| COLONY BANKCORP INC COMMON STOCK USD1.0 (Colony Bankcorp Inc.) | Long | Equity-common | US | $45K | 4K | 0.01 |
| COLUMBIA FINANCIAL INC COMMON STOCK USD.01 (Columbia Financial Inc.) | Long | Equity-common | US | $94K | 6K | 0.02 |
| COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 (Columbus McKinnon Corporation) | Long | Equity-common | US | $184K | 5K | 0.04 |
| COMFORT SYSTEMS USA INC COMMON STOCK USD.01 (Comfort Systems USA Inc.) | Long | Equity-common | US | $2M | 7K | 0.41 |
| COMMERCIAL METALS CO COMMON STOCK USD.01 (Commercial Metals Company) | Long | Equity-common | US | $1M | 22K | 0.24 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 (Commercial Vehicle Group Inc.) | Long | Equity-common | US | $36K | 7K | 0.01 |
| COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 (CommScope Holding Company Inc.) | Long | Equity-common | US | $54K | 44K | 0.01 |
| COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0 (Community Financial System Inc.) | Long | Equity-common | US | $477K | 10K | 0.09 |
| COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 (Community Health Systems Inc.) | Long | Equity-common | US | $79K | 23K | 0.02 |
| COMMUNITY HEALTHCARE TRUST INC REIT USD.01 (Community Healthcare Trust Incorporated) | Long | Equity-common | US | $128K | 5K | 0.03 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 (Community Trust Bancorp Inc.) | Long | Equity-common | US | $136K | 3K | 0.03 |
| COMMUNITY WEST BANCSHARES COMMON STOCK | Long | Equity-common | US | $39K | 2K | 0.01 |
| COMMVAULT SYSTEMS INC COMMON STOCK USD.01 (Commvault Systems Inc.) | Long | Equity-common | US | $1M | 8K | 0.20 |
| COMPASS DIVERSIFIED HOLDINGS COMMON STOCK | Long | Equity-common | US | $267K | 12K | 0.05 |
| COMPASS INC COMMON STOCK USD.00001 (Compass Inc.) | Long | Equity-common | US | $203K | 56K | 0.04 |
| COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01 (Compass Minerals International Inc.) | Long | Equity-common | US | $70K | 7K | 0.01 |
| COMPASS THERAPEUTICS INC COMMON STOCK USD.0001 (Compass Therapeutics Inc.) | Long | Equity-common | US | $20K | 20K | 0.00 |
| COMSTOCK RESOURCES INC COMMON STOCK USD.5 (Comstock Resources Inc.) | Long | Equity-common | US | $188K | 18K | 0.04 |
| COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1 (Comtech Telecommunications Corp.) | Long | Equity-common | US | $20K | 7K | 0.00 |
| CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001 (Concrete Pumping Holdings Inc.) | Long | Equity-common | US | $29K | 5K | 0.01 |
| CONDUENT INC COMMON STOCK USD.01 (Conduent Incorporated) | Long | Equity-common | US | $114K | 35K | 0.02 |
| CONMED CORP COMMON STOCK USD.01 (CONMED Corporation) | Long | Equity-common | US | $407K | 6K | 0.08 |
| CONNECTONE BANCORP INC COMMON STOCK (ConnectOne Bancorp Inc.) | Long | Equity-common | US | $134K | 7K | 0.03 |
| CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01 (Consensus Cloud Solutions Inc.) | Long | Equity-common | US | $70K | 4K | 0.01 |
| CONSOL ENERGY INC COMMON STOCK USD.01 (CONSOL Energy Inc.) | Long | Equity-common | US | $595K | 6K | 0.12 |
| CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01 (Consolidated Communications Holdings Inc.) | Long | Equity-common | US | $65K | 15K | 0.01 |
| CONSOLIDATED WATER CO LTD COMMON STOCK USD.6 (Consolidated Water Co. Ltd.) | Long | Equity-common | KY | $76K | 3K | 0.02 |
| CONSTELLIUM SE COMMON STOCK EUR.02 | Long | Equity-common | FR | $461K | 24K | 0.09 |
| CONSTRUCTION PARTNERS INC COMMON STOCK USD.001 (Construction Partners Inc.) | Long | Equity-common | US | $436K | 8K | 0.09 |
| CONTANGO ORE INC COMMON STOCK USD.001 (Contango ORE Inc.) | Long | Equity-common | US | $33K | 2K | 0.01 |
| CONTEXTLOGIC INC COMMON STOCK USD.0001 (ContextLogic Inc.) | Long | Equity-common | US | $31K | 5K | 0.01 |
| CONTRA ADURO BIOTECH I COMMON STOCK | Long | Equity-common | US | $10K | 4K | 0.00 |
| CONTRA ALBIREO PHARMA COMMON STOCK | Long | Equity-common | US | $8K | 4K | 0.00 |
| CONTRA CHINOOK THERAPE COMMON STOCK | Long | Equity-common | US | $5K | 12K | 0.00 |
| CONTRA CINCOR PHARMA I COMMON STOCK | Long | Equity-common | US | $16K | 5K | 0.00 |
| CONTRA ICOSAVAX INC COMMON STOCK | Long | Equity-common | US | $2K | 6K | 0.00 |
| CONTRA INHIBRX INC COMMON STOCK | Long | Equity-common | US | $4K | 7K | 0.00 |
| CONTRA RESOLUTE FOREST COMMON STOCK | Long | Equity-common | US | $13K | 9K | 0.00 |
| COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001 (Cooper-Standard Holdings Inc.) | Long | Equity-common | US | $44K | 4K | 0.01 |
| COPT DEFENSE PROPERTIES REIT USD.01 | Long | Equity-common | US | $545K | 22K | 0.11 |
| CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 (Corcept Therapeutics Incorporated) | Long | Equity-common | US | $518K | 16K | 0.10 |
| CORE LABORATORIES INC COMMON STOCK USD.01 (Core Laboratories Inc.) | Long | Equity-common | US | $184K | 9K | 0.04 |
| CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01 (Core Molding Technologies Inc.) | Long | Equity-common | US | $22K | 1K | 0.00 |
| CORECIVIC INC COMMON STOCK USD.01 (Corecivic Inc.) | Long | Equity-common | US | $281K | 22K | 0.06 |
| CORMEDIX INC COMMON STOCK USD.001 (CorMedix Inc.) | Long | Equity-common | US | $45K | 10K | 0.01 |
| CORSAIR GAMING INC COMMON STOCK (Corsair Gaming Inc.) | Long | Equity-common | US | $78K | 7K | 0.02 |
| CORVEL CORP COMMON STOCK USD.0001 (CorVel Corporation) | Long | Equity-common | US | $428K | 2K | 0.08 |
| COSTAMARE INC COMMON STOCK USD.0001 (Costamare Inc.) | Long | Equity-common | MC | $152K | 9K | 0.03 |
| COUCHBASE INC COMMON STOCK USD.00001 (Couchbase Inc.) | Long | Equity-common | US | $126K | 7K | 0.02 |
| COURSERA INC COMMON STOCK USD.00001 (Coursera Inc.) | Long | Equity-common | US | $184K | 26K | 0.04 |
| COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01 (Covenant Logistics Group Inc.) | Long | Equity-common | US | $77K | 2K | 0.02 |
| CRA INTERNATIONAL INC COMMON STOCK (CRA International Inc.) | Long | Equity-common | US | $228K | 1K | 0.04 |
| CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01 (Cracker Barrel Old Country Store Inc.) | Long | Equity-common | US | $175K | 4K | 0.03 |
| CRAWFORD and CO COMMON STOCK USD1.0 (Crawford and Company) | Long | Equity-common | US | $24K | 3K | 0.00 |
| CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005 (Credo Technology Group Holding Ltd) | Long | Equity-common | US | $720K | 23K | 0.14 |
| CRESCENT ENERGY CO COMMON STOCK USD.0001 (Crescent Energy Company) | Long | Equity-common | US | $181K | 15K | 0.04 |
| CRICUT INC COMMON STOCK USD.001 (Cricut Inc.) | Long | Equity-common | US | $61K | 10K | 0.01 |
| CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001 (Crinetics Pharmaceuticals Inc.) | Long | Equity-common | US | $571K | 13K | 0.11 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 (Cross Country Healthcare Inc.) | Long | Equity-common | US | $90K | 7K | 0.02 |
| CROSSFIRST BANKSHARES INC COMMON STOCK USD.01 (CrossFirst Bankshares Inc.) | Long | Equity-common | US | $121K | 9K | 0.02 |
| CRYOPORT INC COMMON STOCK USD.001 (CryoPort Inc.) | Long | Equity-common | US | $59K | 9K | 0.01 |
| CS DISCO INC COMMON STOCK USD.005 (CS Disco Inc.) | Long | Equity-common | US | $31K | 5K | 0.01 |
| CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01 (CSG Systems International Inc.) | Long | Equity-common | US | $234K | 6K | 0.05 |
| CSW INDUSTRIALS INC COMMON STOCK USD.01 (CSW Industrials Inc.) | Long | Equity-common | US | $786K | 3K | 0.16 |
| CTO REALTY GROWTH INC REIT USD.01 (CTO Realty Growth Inc.) | Long | Equity-common | US | $86K | 5K | 0.02 |
| CTS CORP COMMON STOCK (CTS Corporation) | Long | Equity-common | US | $299K | 6K | 0.06 |
| CUE BIOPHARMA INC COMMON STOCK USD.001 (Cue Biopharma Inc.) | Long | Equity-common | US | $6K | 5K | 0.00 |
| CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001 (Cullinan Therapeutics Inc.) | Long | Equity-common | US | $98K | 6K | 0.02 |
| CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01 | Long | Equity-common | US | $327K | 31K | 0.06 |
| CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001 (Custom Truck One Source Inc.) | Long | Equity-common | US | $52K | 12K | 0.01 |
| CUSTOMERS BANCORP INC COMMON STOCK USD1.0 (Customers Bancorp Inc.) | Long | Equity-common | US | $268K | 6K | 0.05 |
| CUTERA INC COMMON STOCK USD.001 (Cutera Inc.) | Long | Equity-common | US | $6K | 4K | 0.00 |
| CVB FINANCIAL CORP COMMON STOCK (CVB Financial Corp.) | Long | Equity-common | US | $434K | 25K | 0.09 |
| CVR ENERGY INC COMMON STOCK USD.01 (CVR Energy Inc.) | Long | Equity-common | US | $155K | 6K | 0.03 |
| CVRX INC COMMON STOCK USD.01 (CVRx Inc.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| CYTEK BIOSCIENCES INC COMMON STOCK USD.001 (Cytek Biosciences Inc.) | Long | Equity-common | US | $136K | 24K | 0.03 |
| CYTOKINETICS INC COMMON STOCK USD.001 (Cytokinetics Incorporated) | Long | Equity-common | US | $992K | 18K | 0.20 |
| DAILY JOURNAL CORP COMMON STOCK USD.01 (Daily Journal Corporation) | Long | Equity-common | US | $108K | 274 | 0.02 |
| DAKOTA GOLD CORP COMMON STOCK USD.001 (Dakota Gold Corp.) | Long | Equity-common | US | $35K | 14K | 0.01 |
| DAKTRONICS INC COMMON STOCK (Daktronics Inc.) | Long | Equity-common | US | $105K | 8K | 0.02 |
| DANA INC COMMON STOCK USD.01 (Dana Incorporated) | Long | Equity-common | US | $299K | 25K | 0.06 |
| DANIMER SCIENTIFIC INC COMMON STOCK USD.0001 (Danimer Scientific Inc.) | Long | Equity-common | US | $5K | 9K | 0.00 |
| DANIMER SCIENTIFIC INC WARRANTS (Danimer Scientific Inc.) | Long | Equity-common | US | $0 | 3K | – |
| DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01 (Dave and Buster's Entertainment Inc.) | Long | Equity-common | US | $260K | 7K | 0.05 |
| DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 (Day One Biopharmaceuticals Inc.) | Long | Equity-common | US | $174K | 13K | 0.03 |
| DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001 (Definitive Healthcare Corp.) | Long | Equity-common | US | $53K | 10K | 0.01 |
| DELEK US HOLDINGS INC COMMON STOCK USD.01 (Delek US Holdings Inc.) | Long | Equity-common | US | $302K | 12K | 0.06 |
| DELUXE CORP COMMON STOCK USD1.0 (Deluxe Corporation) | Long | Equity-common | US | $190K | 8K | 0.04 |
| DENALI THERAPEUTICS INC COMMON STOCK USD.01 (Denali Therapeutics Inc.) | Long | Equity-common | US | $541K | 23K | 0.11 |
| DENNY'S CORP COMMON STOCK USD.01 (Denny's Corporation) | Long | Equity-common | US | $75K | 11K | 0.01 |
| DESIGN THERAPEUTICS INC COMMON STOCK USD.0001 (Design Therapeutics Inc.) | Long | Equity-common | US | $13K | 4K | 0.00 |
| DESIGNER BRANDS INC COMMON STOCK (Designer Brands Inc.) | Long | Equity-common | US | $57K | 8K | 0.01 |
| DESKTOP METAL INC COMMON STOCK USD.0001 (Desktop Metal Inc.) | Long | Equity-common | US | $25K | 6K | 0.00 |
| DESTINATION XL GROUP INC COMMON STOCK USD.01 (Destination XL Group Inc.) | Long | Equity-common | US | $39K | 11K | 0.01 |
| DHI GROUP INC COMMON STOCK USD.01 (DHI Group Inc.) | Long | Equity-common | US | $16K | 8K | 0.00 |
| DHT HOLDINGS INC COMMON STOCK USD.01 (DHT Holdings Inc.) | Long | Equity-common | BM | $301K | 26K | 0.06 |
| DIAMOND HILL INVESTMENT GROUP COMMON STOCK (Diamond Hill Investment Group Inc.) | Long | Equity-common | US | $73K | 522 | 0.01 |
| DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD.0001 (Diamond Offshore Drilling Inc.) | Long | Equity-common | US | $310K | 20K | 0.06 |
| DIAMONDROCK HOSPITALITY CO REIT USD.01 (DiamondRock Hospitality Company) | Long | Equity-common | US | $343K | 41K | 0.07 |
| DIGI INTERNATIONAL INC COMMON STOCK USD.01 (Digi International Inc.) | Long | Equity-common | US | $159K | 7K | 0.03 |
| DIGIMARC CORP COMMON STOCK USD.001 (Digimarc Corporation) | Long | Equity-common | US | $89K | 3K | 0.02 |
| DIGITAL TURBINE INC COMMON STOCK USD.0001 (Digital Turbine Inc.) | Long | Equity-common | US | $33K | 20K | 0.01 |
| DIGITALBRIDGE GROUP INC COMMON STOCK USD.01 (DigitalBridge Group Inc.) | Long | Equity-common | US | $426K | 31K | 0.08 |
| DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025 (DigitalOcean Holdings Inc.) | Long | Equity-common | US | $408K | 12K | 0.08 |
| DILLARD'S INC COMMON STOCK (Dillard's Inc.) | Long | Equity-common | US | $285K | 648 | 0.06 |
| DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01 (Dime Community Bancshares Inc.) | Long | Equity-common | US | $140K | 7K | 0.03 |
| DINE BRANDS GLOBAL INC COMMON STOCK USD.01 (Dine Brands Global Inc.) | Long | Equity-common | US | $107K | 3K | 0.02 |
| DIODES INC COMMON STOCK USD.667 (Diodes Incorporated) | Long | Equity-common | US | $621K | 9K | 0.12 |
| DISC MEDICINE INC COMMON STOCK USD.0001 (Disc Medicine Inc.) | Long | Equity-common | US | $81K | 2K | 0.02 |
| DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0 (Distribution Solutions Group Inc.) | Long | Equity-common | US | $61K | 2K | 0.01 |
| DIVERSIFIED HEALTHCARE TRUST REIT USD.01 | Long | Equity-common | US | $144K | 47K | 0.03 |
| DMC GLOBAL INC COMMON STOCK (DMC Global Inc.) | Long | Equity-common | US | $53K | 4K | 0.01 |
| DNOW INC COMMON STOCK USD.01 (DNOW Inc.) | Long | Equity-common | US | $281K | 20K | 0.06 |
| DOCGO INC COMMON STOCK USD.0001 (DocGo Inc.) | Long | Equity-common | US | $51K | 16K | 0.01 |
| DOLE PLC COMMON STOCK USD.01 | Long | Equity-common | IE | $170K | 14K | 0.03 |
| DOMO INC COMMON STOCK USD.001 (DOMO INC.) | Long | Equity-common | US | $51K | 7K | 0.01 |
| DONEGAL GROUP INC COMMON STOCK USD.01 (Donegal Group Inc.) | Long | Equity-common | US | $54K | 4K | 0.01 |
| DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01 (Donnelley Financial Solutions Inc.) | Long | Equity-common | US | $285K | 5K | 0.06 |
| DORIAN LPG LTD COMMON STOCK USD.01 (Dorian LPG Ltd.) | Long | Equity-common | US | $279K | 7K | 0.05 |
| DORMAN PRODUCTS INC COMMON STOCK USD.01 (Dorman Products Inc.) | Long | Equity-common | US | $464K | 5K | 0.09 |
| DOUGLAS DYNAMICS INC COMMON STOCK USD.01 (Douglas Dynamics Inc.) | Long | Equity-common | US | $104K | 4K | 0.02 |
| DOUGLAS ELLIMAN INC COMMON STOCK (Douglas Elliman Inc.) | Long | Equity-common | US | $21K | 18K | 0.00 |
| DOUGLAS EMMETT INC REIT USD.01 (Douglas Emmett Inc.) | Long | Equity-common | US | $411K | 31K | 0.08 |
| DREAM FINDERS HOMES INC COMMON STOCK USD.01 (Dream Finders Homes Inc.) | Long | Equity-common | US | $126K | 5K | 0.02 |
| DRIL-QUIP INC COMMON STOCK USD.01 (Dril-Quip Inc.) | Long | Equity-common | US | $121K | 6K | 0.02 |
| DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01 (The Duckhorn Portfolio Inc.) | Long | Equity-common | US | $64K | 9K | 0.01 |
| DUCOMMUN INC COMMON STOCK USD.01 (Ducommun Incorporated) | Long | Equity-common | US | $159K | 3K | 0.03 |
| DUOLINGO INC COMMON STOCK USD.0001 (Duolingo Inc.) | Long | Equity-common | US | $1M | 6K | 0.23 |
| DXP ENTERPRISES INC/TX COMMON STOCK USD.01 (DXP Enterprises Inc.) | Long | Equity-common | US | $117K | 3K | 0.02 |
| DYCOM INDUSTRIES INC COMMON STOCK USD.3333333 (Dycom Industries Inc.) | Long | Equity-common | US | $929K | 6K | 0.18 |
| DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001 (Dynavax Technologies Corporation) | Long | Equity-common | US | $282K | 25K | 0.06 |
| DYNE THERAPEUTICS INC COMMON STOCK USD.0001 (Dyne Therapeutics Inc.) | Long | Equity-common | US | $380K | 11K | 0.08 |
| DYNEX CAPITAL INC REIT USD.01 (Dynex Capital Inc.) | Long | Equity-common | US | $131K | 11K | 0.03 |
| E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001 (E2open Parent Holdings Inc.) | Long | Equity-common | US | $157K | 35K | 0.03 |
| EAGLE BANCORP INC COMMON STOCK USD.01 (Eagle Bancorp Inc.) | Long | Equity-common | US | $101K | 5K | 0.02 |
| EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD.001 (Eagle Pharmaceuticals Inc.) | Long | Equity-common | US | $14K | 2K | 0.00 |
| EASTERLY GOVERNMENT PROPERTIES REIT USD.01 (Easterly Government Properties Inc.) | Long | Equity-common | US | $228K | 18K | 0.05 |
| EASTERN BANKSHARES INC COMMON STOCK USD.01 (Eastern Bankshares Inc.) | Long | Equity-common | US | $413K | 30K | 0.08 |
| EASTMAN KODAK CO COMMON STOCK USD.01 (Eastman Kodak Company) | Long | Equity-common | US | $67K | 12K | 0.01 |
| EBIX INC COMMON STOCK USD.1 (Ebix Inc.) | Long | Equity-common | US | $503.91 | 6K | 0.00 |
| ECHOSTAR CORP COMMON STOCK USD.001 (EchoStar Corporation) | Long | Equity-common | US | $374K | 21K | 0.07 |
| ECOVYST INC COMMON STOCK (Ecovyst Inc.) | Long | Equity-common | US | $166K | 19K | 0.03 |
| EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01 (Edgewell Personal Care Company) | Long | Equity-common | US | $380K | 9K | 0.07 |
| EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001 (Edgewise Therapeutics Inc.) | Long | Equity-common | US | $185K | 10K | 0.04 |
| EDITAS MEDICINE INC COMMON STOCK USD.0001 (Editas Medicine Inc.) | Long | Equity-common | US | $76K | 16K | 0.01 |
| EDUCATION MGMT CORP NEW CALL EXP 05JAN22 (Education Management Corporation) | Long | Equity-common | US | $0 | 8K | – |
| EHEALTH INC COMMON STOCK USD.001 (eHealth Inc.) | Long | Equity-common | US | $25K | 6K | 0.00 |
| EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01 (El Pollo Loco Holdings Inc.) | Long | Equity-common | US | $63K | 6K | 0.01 |
| ELF BEAUTY INC COMMON STOCK USD.01 (e.l.f. Beauty Inc.) | Long | Equity-common | US | $2M | 10K | 0.43 |
| ELLINGTON FINANCIAL INC REIT (Ellington Financial Inc.) | Long | Equity-common | US | $185K | 15K | 0.04 |
| ELME COMMUNITIES REIT USD.01 | Long | Equity-common | US | $266K | 17K | 0.05 |
| EMBECTA CORP COMMON STOCK USD.01 (Embecta Corp.) | Long | Equity-common | US | $139K | 11K | 0.03 |
| EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 (Emergent BioSolutions Inc.) | Long | Equity-common | US | $28K | 4K | 0.01 |
| EMIN RUSSELL 2000 0924 | Derivative-equity | US | $36K | – | 0.01 | |
| EMPIRE PETROLEUM CORP COMMON STOCK USD.001 (Empire Petroleum Corporation) | Long | Equity-common | US | $16K | 3K | 0.00 |
| EMPIRE STATE REALTY TRUST INC REIT USD.01 (Empire State Realty Trust Inc.) | Long | Equity-common | US | $231K | 25K | 0.05 |
| EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 (Employers Holdings Inc.) | Long | Equity-common | US | $216K | 5K | 0.04 |
| ENACT HOLDINGS INC COMMON STOCK USD.01 (Enact Holdings Inc.) | Long | Equity-common | US | $175K | 6K | 0.03 |
| ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 (Enanta Pharmaceuticals Inc.) | Long | Equity-common | US | $58K | 4K | 0.01 |
| ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 (Encore Capital Group Inc.) | Long | Equity-common | US | $184K | 4K | 0.04 |
| ENCORE ENERGY CORP COMMON STOCK | Long | Equity-common | CA | $117K | 30K | 0.02 |
| ENCORE WIRE CORP COMMON STOCK USD.01 (Encore Wire Corporation) | Long | Equity-common | US | $833K | 3K | 0.16 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings Inc.) | Long | Equity-common | US | $403K | 14K | 0.08 |
| ENERGY FUELS INC/CANADA COMMON STOCK (Energy Fuels Inc.) | Long | Equity-common | US | $188K | 31K | 0.04 |
| ENERGY RECOVERY INC COMMON STOCK USD.001 (Energy Recovery Inc.) | Long | Equity-common | US | $146K | 11K | 0.03 |
| ENERGY VAULT HOLDINGS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $20K | 21K | 0.00 |
| ENERPAC TOOL GROUP CORP COMMON STOCK USD.2 (Enerpac Tool Group Corp.) | Long | Equity-common | US | $401K | 11K | 0.08 |
| ENERSYS COMMON STOCK USD.01 | Long | Equity-common | US | $800K | 8K | 0.16 |
| ENFUSION INC COMMON STOCK USD.001 (Enfusion Inc.) | Long | Equity-common | US | $65K | 8K | 0.01 |
| ENHABIT INC COMMON STOCK USD.01 (Enhabit Inc.) | Long | Equity-common | US | $86K | 10K | 0.02 |
| ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001 (Enliven Therapeutics Inc.) | Long | Equity-common | US | $118K | 5K | 0.02 |
| ENNIS INC COMMON STOCK USD2.5 (Ennis Inc.) | Long | Equity-common | US | $118K | 5K | 0.02 |
| ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 (Enova International Inc.) | Long | Equity-common | US | $338K | 5K | 0.07 |
| ENOVIX CORP COMMON STOCK USD.0001 (Enovix Corporation) | Long | Equity-common | US | $425K | 27K | 0.08 |
| ENPRO INC COMMON STOCK USD.01 | Long | Equity-common | US | $587K | 4K | 0.12 |
| ENSIGN GROUP INC COMMON STOCK USD.001 (The Ensign Group Inc.) | Long | Equity-common | US | $1M | 10K | 0.26 |
| ENSTAR GROUP LTD COMMON STOCK USD1.0 (Enstar Group Limited) | Long | Equity-common | BM | $706K | 2K | 0.14 |
| ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01 (Enterprise Financial Services Corp) | Long | Equity-common | US | $280K | 7K | 0.06 |
| ENTRADA THERAPEUTICS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $56K | 4K | 0.01 |
| ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001 (Entravision Communications Corporation) | Long | Equity-common | US | $24K | 12K | 0.00 |
| ENVESTNET INC COMMON STOCK (Envestnet Inc.) | Long | Equity-common | US | $601K | 10K | 0.12 |
| ENVIRI CORP COMMON STOCK USD1.25 (Enviri Corporation) | Long | Equity-common | US | $137K | 16K | 0.03 |
| EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001 | Long | Equity-common | US | $30K | 23K | 0.01 |
| EPLUS INC COMMON STOCK USD.01 (ePlus inc.) | Long | Equity-common | US | $376K | 5K | 0.07 |
| EQUITRANS MIDSTREAM CORP COMMON STOCK (Equitrans Midstream Corporation) | Long | Equity-common | US | $1M | 84K | 0.21 |
| EQUITY BANCSHARES INC COMMON STOCK USD.01 (Equity Bancshares Inc.) | Long | Equity-common | US | $101K | 3K | 0.02 |
| EQUITY COMMONWEALTH REIT USD.01 | Long | Equity-common | US | $391K | 20K | 0.08 |
| ERASCA INC COMMON STOCK USD.0001 (Erasca Inc.) | Long | Equity-common | US | $46K | 19K | 0.01 |
| ESCALADE INC COMMON STOCK (Escalade Incorporated) | Long | Equity-common | US | $27K | 2K | 0.01 |
| ESCO TECHNOLOGIES INC COMMON STOCK USD.01 (ESCO Technologies Inc.) | Long | Equity-common | US | $515K | 5K | 0.10 |
| ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01 (Esquire Financial Holdings Inc.) | Long | Equity-common | US | $57K | 1K | 0.01 |
| ESSA BANCORP INC COMMON STOCK USD.01 (ESSA Bancorp Inc.) | Long | Equity-common | US | $36K | 2K | 0.01 |
| ESSENT GROUP LTD COMMON STOCK USD.015 (Essent Group Ltd.) | Long | Equity-common | US | $1M | 20K | 0.22 |
| ESSENTIAL PROPERTIES REALTY TR REIT USD.01 (Essential Properties Realty Trust Inc.) | Long | Equity-common | US | $825K | 30K | 0.16 |
| ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 (Ethan Allen Interiors Inc.) | Long | Equity-common | US | $120K | 4K | 0.02 |
| EUROPEAN WAX CENTER INC COMMON STOCK USD.00001 (European Wax Center Inc.) | Long | Equity-common | US | $66K | 7K | 0.01 |
| EVANS BANCORP INC COMMON STOCK USD.5 (Evans Bancorp Inc.) | Long | Equity-common | US | $31K | 1K | 0.01 |
| EVE HOLDING INC COMMON STOCK USD.0001 (Eve Holding Inc.) | Long | Equity-common | US | $7K | 2K | 0.00 |
| EVENTBRITE INC COMMON STOCK USD.00001 (Eventbrite Inc.) | Long | Equity-common | US | $78K | 16K | 0.02 |
| EVERBRIDGE INC COMMON STOCK USD.001 (Everbridge Inc.) | Long | Equity-common | US | $281K | 8K | 0.06 |
| EVERCOMMERCE INC COMMON STOCK USD.00001 (EverCommerce Inc.) | Long | Equity-common | US | $54K | 5K | 0.01 |
| EVERI HOLDINGS INC COMMON STOCK USD.001 (Everi Holdings Inc.) | Long | Equity-common | US | $138K | 16K | 0.03 |
| EVERQUOTE INC COMMON STOCK USD.001 (EverQuote Inc.) | Long | Equity-common | US | $92K | 4K | 0.02 |
| EVERTEC INC COMMON STOCK USD.01 (EVERTEC Inc.) | Long | Equity-common | PR | $418K | 13K | 0.08 |
| EVGO INC COMMON STOCK USD.0001 (EVgo Inc.) | Long | Equity-common | US | $49K | 20K | 0.01 |
| EVI INDUSTRIES INC COMMON STOCK USD.025 (EVI Industries Inc.) | Long | Equity-common | US | $8K | 417 | 0.00 |
| EVOLENT HEALTH INC COMMON STOCK USD.01 (Evolent Health Inc.) | Long | Equity-common | US | $413K | 22K | 0.08 |
| EVOLUS INC COMMON STOCK USD.00001 (Evolus Inc.) | Long | Equity-common | US | $91K | 8K | 0.02 |
| EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 (Evolution Petroleum Corporation) | Long | Equity-common | US | $40K | 8K | 0.01 |
| EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001 (Evolv Technologies Holdings Inc.) | Long | Equity-common | US | $61K | 24K | 0.01 |
| EW SCRIPPS CO/THE COMMON STOCK USD.01 (The E.W. Scripps Company) | Long | Equity-common | US | $42K | 13K | 0.01 |
| EXCELERATE ENERGY INC COMMON STOCK USD.001 (Excelerate Energy Inc.) | Long | Equity-common | US | $61K | 3K | 0.01 |
| EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 (ExlService Holdings Inc.) | Long | Equity-common | US | $971K | 31K | 0.19 |
| EXP WORLD HOLDINGS INC COMMON STOCK USD.00001 (eXp World Holdings Inc.) | Long | Equity-common | US | $152K | 13K | 0.03 |
| EXPENSIFY INC COMMON STOCK USD.0001 (Expensify Inc.) | Long | Equity-common | US | $8K | 5K | 0.00 |
| EXPONENT INC COMMON STOCK USD.001 (Exponent Inc.) | Long | Equity-common | US | $923K | 10K | 0.18 |
| EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01 (Expro Group Holdings N.V.) | Long | Equity-common | US | $398K | 17K | 0.08 |
| EXTREME NETWORKS INC COMMON STOCK USD.001 (Extreme Networks Inc.) | Long | Equity-common | US | $322K | 24K | 0.06 |
| EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01 (EyePoint Pharmaceuticals Inc.) | Long | Equity-common | US | $58K | 7K | 0.01 |
| FABRINET COMMON STOCK USD.01 | Long | Equity-common | TH | $2M | 7K | 0.34 |
| FandG ANNUITIES and LIFE INC COMMON STOCK USD.001 (FandG Annuities and Life Inc.) | Long | Equity-common | US | $140K | 4K | 0.03 |
| FARMERS and MERCHANTS BANCORP IN COMMON STOCK (Farmers and Merchants Bancorp Inc.) | Long | Equity-common | US | $64K | 3K | 0.01 |
| FARMERS NATIONAL BANC CORP COMMON STOCK (Farmers National Banc Corp.) | Long | Equity-common | US | $94K | 7K | 0.02 |
| FARMLAND PARTNERS INC REIT USD.01 (Farmland Partners Inc.) | Long | Equity-common | US | $98K | 9K | 0.02 |
| FARO TECHNOLOGIES INC COMMON STOCK USD.001 (FARO Technologies Inc.) | Long | Equity-common | US | $60K | 4K | 0.01 |
| FASTLY INC COMMON STOCK USD.00002 (Fastly Inc.) | Long | Equity-common | US | $175K | 24K | 0.03 |
| FATE THERAPEUTICS INC COMMON STOCK USD.001 (Fate Therapeutics Inc.) | Long | Equity-common | US | $56K | 17K | 0.01 |
| FB FINANCIAL CORP COMMON STOCK USD1.0 (FB Financial Corporation) | Long | Equity-common | US | $265K | 7K | 0.05 |
| FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0 (Federal Agricultural Mortgage Corporation) | Long | Equity-common | US | $323K | 2K | 0.06 |
| FEDERAL SIGNAL CORP COMMON STOCK USD1.0 (Federal Signal Corporation) | Long | Equity-common | US | $961K | 11K | 0.19 |
| FENNEC PHARMACEUTICALS INC COMMON STOCK (Fennec Pharmaceuticals Inc.) | Long | Equity-common | US | $23K | 4K | 0.00 |
| FIBROGEN INC COMMON STOCK USD.01 (FibroGen Inc.) | Long | Equity-common | US | $12K | 14K | 0.00 |
| FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01 (Fidelis Insurance Holdings Limited) | Long | Equity-common | BM | $149K | 9K | 0.03 |
| FIDELITY DandD BANCORP INC COMMON STOCK (Fidelity D and D Bancorp Inc.) | Long | Equity-common | US | $40K | 905 | 0.01 |
| FIGS INC COMMON STOCK USD.0001 (FIGS Inc.) | Long | Equity-common | US | $133K | 25K | 0.03 |
| FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 (Financial Institutions Inc.) | Long | Equity-common | US | $58K | 3K | 0.01 |
| FIRST ADVANTAGE CORP COMMON STOCK USD.001 (First Advantage Corporation) | Long | Equity-common | US | $174K | 11K | 0.03 |
| FIRST BANCORP INC/THE COMMON STOCK USD.01 (The First Bancorp Inc.) | Long | Equity-common | US | $65K | 3K | 0.01 |
| FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1 (First BanCorp.) | Long | Equity-common | PR | $578K | 32K | 0.11 |
| FIRST BANCORP/SOUTHERN PINES N COMMON STOCK | Long | Equity-common | US | $242K | 8K | 0.05 |
| FIRST BANCSHARES INC/THE COMMON STOCK USD1.0 (The First Bancshares Inc.) | Long | Equity-common | US | $153K | 6K | 0.03 |
| FIRST BANK/HAMILTON NJ COMMON STOCK USD.01 | Long | Equity-common | US | $52K | 4K | 0.01 |
| FIRST BUSEY CORP COMMON STOCK USD.001 (First Busey Corporation) | Long | Equity-common | US | $256K | 11K | 0.05 |
| FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01 (First Business Financial Services Inc.) | Long | Equity-common | US | $58K | 2K | 0.01 |
| FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0 (First Commonwealth Financial Corporation) | Long | Equity-common | US | $271K | 20K | 0.05 |
| FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0 (First Community Bankshares Inc.) | Long | Equity-common | US | $119K | 3K | 0.02 |
| FIRST FINANCIAL BANCORP COMMON STOCK (First Financial Bancorp.) | Long | Equity-common | US | $393K | 18K | 0.08 |
| FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01 (First Financial Bankshares Inc.) | Long | Equity-common | US | $738K | 25K | 0.15 |
| FIRST FINANCIAL CORP/IN COMMON STOCK (First Financial Corporation) | Long | Equity-common | US | $83K | 2K | 0.02 |
| FIRST FOUNDATION INC COMMON STOCK USD.001 (First Foundation Inc.) | Long | Equity-common | US | $67K | 10K | 0.01 |
| FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001 (First Interstate BancSystem Inc.) | Long | Equity-common | US | $431K | 16K | 0.09 |
| FIRST MERCHANTS CORP COMMON STOCK (First Merchants Corporation) | Long | Equity-common | US | $372K | 11K | 0.07 |
| FIRST MID BANCSHARES INC COMMON STOCK USD4.0 (First Mid Bancshares Inc.) | Long | Equity-common | US | $144K | 4K | 0.03 |
| FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1 (The First of Long Island Corporation) | Long | Equity-common | US | $39K | 4K | 0.01 |
| FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01 (First Watch Restaurant Group Inc.) | Long | Equity-common | US | $76K | 4K | 0.02 |
| FIRST WESTERN FINANCIAL INC COMMON STOCK (First Western Financial Inc.) | Long | Equity-common | US | $29K | 2K | 0.01 |
| FIRSTCASH HOLDINGS INC COMMON STOCK USD.01 (FirstCash Holdings Inc.) | Long | Equity-common | US | $760K | 7K | 0.15 |
| FISCALNOTE HOLDINGS INC COMMON STOCK USD.0001 (FiscalNote Holdings Inc.) | Long | Equity-common | US | $21K | 15K | 0.00 |
| FISKER INC COMMON STOCK USD.00001 | Long | Equity-common | US | $660.03 | 41K | 0.00 |
| FIVE STAR BANCORP COMMON STOCK | Long | Equity-common | US | $62K | 3K | 0.01 |
| FLEX LNG LTD COMMON STOCK USD.1 (FLEX LNG Ltd.) | Long | Equity-common | NO | $155K | 6K | 0.03 |
| FLUENCE ENERGY INC COMMON STOCK USD.00001 (Fluence Energy Inc.) | Long | Equity-common | US | $197K | 11K | 0.04 |
| FLUOR CORP COMMON STOCK USD.01 (Fluor Corporation) | Long | Equity-common | US | $1M | 27K | 0.23 |
| FLUSHING FINANCIAL CORP COMMON STOCK USD.01 (Flushing Financial Corporation) | Long | Equity-common | US | $74K | 6K | 0.01 |
| FLYWIRE CORP COMMON STOCK USD.0001 (Flywire Corporation) | Long | Equity-common | US | $335K | 20K | 0.07 |
| FOGHORN THERAPEUTICS INC COMMON STOCK USD.0001 (Foghorn Therapeutics Inc.) | Long | Equity-common | US | $28K | 5K | 0.01 |
| FOOT LOCKER INC COMMON STOCK USD.01 (Foot Locker Inc.) | Long | Equity-common | US | $393K | 16K | 0.08 |
| FORESTAR GROUP INC COMMON STOCK USD1.0 (Forestar Group Inc.) | Long | Equity-common | US | $113K | 4K | 0.02 |
| FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001 (Forge Global Holdings Inc.) | Long | Equity-common | US | $29K | 20K | 0.01 |
| FORMFACTOR INC COMMON STOCK USD.001 (FormFactor Inc.) | Long | Equity-common | US | $892K | 15K | 0.18 |
| FORRESTER RESEARCH INC COMMON STOCK USD.01 (Forrester Research Inc.) | Long | Equity-common | US | $38K | 2K | 0.01 |
| FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01 (Forum Energy Technologies Inc.) | Long | Equity-common | US | $31K | 2K | 0.01 |
| FORWARD AIR CORP COMMON STOCK USD.01 (Forward Air Corporation) | Long | Equity-common | US | $98K | 5K | 0.02 |
| FOUR CORNERS PROPERTY TRUST IN REIT USD.0001 (Four Corners Property Trust Inc.) | Long | Equity-common | US | $434K | 18K | 0.09 |
| FOX FACTORY HOLDING CORP COMMON STOCK USD.001 (Fox Factory Holding Corp.) | Long | Equity-common | US | $396K | 8K | 0.08 |
| FRANKLIN BSP REALTY TRUST INC REIT USD.01 (Franklin BSP Realty Trust Inc.) | Long | Equity-common | US | $192K | 15K | 0.04 |
| FRANKLIN COVEY CO COMMON STOCK USD.05 (Franklin Covey Co.) | Long | Equity-common | US | $87K | 2K | 0.02 |
| FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 (Franklin Electric Co. Inc.) | Long | Equity-common | US | $845K | 9K | 0.17 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 (Fresh Del Monte Produce Inc.) | Long | Equity-common | US | $140K | 6K | 0.03 |
| FRESHWORKS INC COMMON STOCK USD.00001 (Freshworks Inc.) | Long | Equity-common | US | $395K | 31K | 0.08 |
| FRONTDOOR INC COMMON STOCK USD.01 (Frontdoor Inc.) | Long | Equity-common | US | $521K | 15K | 0.10 |
| FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001 (Frontier Group Holdings Inc.) | Long | Equity-common | US | $41K | 8K | 0.01 |
| FRP HOLDINGS INC COMMON STOCK USD.1 (FRP Holdings Inc.) | Long | Equity-common | US | $80K | 3K | 0.02 |
| FS BANCORP INC COMMON STOCK USD.01 (FS Bancorp Inc.) | Long | Equity-common | US | $48K | 1K | 0.01 |
| FTAI AVIATION LTD COMMON STOCK USD1.0 (FTAI Aviation Ltd.) | Long | Equity-common | US | $2M | 19K | 0.39 |
| FTAI INFRASTRUCTURE INC COMMON STOCK USD.01 (FTAI Infrastructure Inc.) | Long | Equity-common | US | $159K | 18K | 0.03 |
| FTC SOLAR INC COMMON STOCK USD.0001 (FTC Solar Inc.) | Long | Equity-common | US | $5K | 15K | 0.00 |
| FUBOTV INC COMMON STOCK (fuboTV Inc.) | Long | Equity-common | US | $70K | 56K | 0.01 |
| FUELCELL ENERGY INC COMMON STOCK USD.0001 (FuelCell Energy Inc.) | Long | Equity-common | US | $59K | 93K | 0.01 |
| FULGENT GENETICS INC COMMON STOCK USD.0001 (Fulgent Genetics Inc.) | Long | Equity-common | US | $84K | 4K | 0.02 |
| FULL HOUSE RESORTS INC COMMON STOCK USD.0001 (Full House Resorts Inc.) | Long | Equity-common | US | $32K | 6K | 0.01 |
| FULTON FINANCIAL CORP COMMON STOCK USD2.5 (Fulton Financial Corporation) | Long | Equity-common | US | $518K | 31K | 0.10 |
| FUNKO INC COMMON STOCK USD.0001 (Funko Inc.) | Long | Equity-common | US | $76K | 8K | 0.02 |
| FUTUREFUEL CORP COMMON STOCK USD.0001 (FutureFuel Corp.) | Long | Equity-common | US | $27K | 5K | 0.01 |
| G-III APPAREL GROUP LTD COMMON STOCK USD.01 (G-III Apparel Group Ltd.) | Long | Equity-common | US | $211K | 8K | 0.04 |
| GAMBLING.COM GROUP LTD COMMON STOCK (Gambling.com Group Limited) | Long | Equity-common | JE | $26K | 3K | 0.01 |
| GANNETT CO INC COMMON STOCK USD.01 (Gannett Co. Inc.) | Long | Equity-common | US | $122K | 27K | 0.02 |
| GATX CORP COMMON STOCK USD.625 (GATX Corporation) | Long | Equity-common | US | $901K | 7K | 0.18 |
| GCM GROSVENOR INC COMMON STOCK USD.0001 (GCM Grosvenor Inc.) | Long | Equity-common | US | $96K | 10K | 0.02 |
| GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 (Genco Shipping and Trading Limited) | Long | Equity-common | US | $177K | 8K | 0.03 |
| GENCOR INDUSTRIES INC COMMON STOCK USD.1 (Gencor Industries Inc.) | Long | Equity-common | US | $50K | 3K | 0.01 |
| GENELUX CORP COMMON STOCK USD.001 (Genelux Corporation) | Long | Equity-common | US | $7K | 4K | 0.00 |
| GENERATION BIO CO COMMON STOCK USD.0001 (Generation Bio Co.) | Long | Equity-common | US | $29K | 10K | 0.01 |
| GENESCO INC COMMON STOCK USD1.0 (Genesco Inc.) | Long | Equity-common | US | $57K | 2K | 0.01 |
| GENIE ENERGY LTD COMMON STOCK (Genie Energy Ltd.) | Long | Equity-common | US | $57K | 4K | 0.01 |
| GENTHERM INC COMMON STOCK (Gentherm Incorporated) | Long | Equity-common | US | $309K | 6K | 0.06 |
| GENWORTH FINANCIAL INC COMMON STOCK USD.001 (Genworth Financial Inc.) | Long | Equity-common | US | $527K | 87K | 0.10 |
| GEO GROUP INC/THE COMMON STOCK USD.01 (The GEO Group Inc.) | Long | Equity-common | US | $334K | 23K | 0.07 |
| GERMAN AMERICAN BANCORP INC COMMON STOCK (German American Bancorp Inc.) | Long | Equity-common | US | $204K | 6K | 0.04 |
| GERON CORP COMMON STOCK USD.001 (Geron Corporation) | Long | Equity-common | US | $424K | 100K | 0.08 |
| GETTY REALTY CORP REIT USD.01 (Getty Realty Corp.) | Long | Equity-common | US | $249K | 9K | 0.05 |
| GEVO INC COMMON STOCK (Gevo Inc.) | Long | Equity-common | US | $29K | 53K | 0.01 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 (Gibraltar Industries Inc.) | Long | Equity-common | US | $404K | 6K | 0.08 |
| GLACIER BANCORP INC COMMON STOCK USD.01 (Glacier Bancorp Inc.) | Long | Equity-common | US | $802K | 21K | 0.16 |
| GLADSTONE COMMERCIAL CORP REIT USD.001 (Gladstone Commercial Corporation) | Long | Equity-common | US | $105K | 7K | 0.02 |
| GLADSTONE LAND CORP REIT USD.001 (Gladstone Land Corporation) | Long | Equity-common | US | $93K | 7K | 0.02 |
| GLATFELTER CORP COMMON STOCK USD.01 (Glatfelter Corporation) | Long | Equity-common | US | $8K | 6K | 0.00 |
| GLAUKOS CORP COMMON STOCK USD.001 (Glaukos Corporation) | Long | Equity-common | US | $1M | 9K | 0.21 |
| GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005 (Global Business Travel Group Inc.) | Long | Equity-common | US | $47K | 7K | 0.01 |
| GLOBAL INDUSTRIAL CO COMMON STOCK USD.01 (Global Industrial Company) | Long | Equity-common | US | $79K | 3K | 0.02 |
| GLOBAL MEDICAL REIT INC REIT (Global Medical REIT Inc.) | Long | Equity-common | US | $108K | 12K | 0.02 |
| GLOBAL NET LEASE INC REIT USD.01 (Global Net Lease Inc.) | Long | Equity-common | US | $269K | 37K | 0.05 |
| GLOBAL WATER RESOURCES INC COMMON STOCK USD.01 (Global Water Resources Inc.) | Long | Equity-common | US | $28K | 2K | 0.01 |
| GLOBALSTAR INC COMMON STOCK USD.0001 (Globalstar Inc.) | Long | Equity-common | US | $156K | 139K | 0.03 |
| GMS INC COMMON STOCK USD.01 (GMS Inc.) | Long | Equity-common | US | $619K | 8K | 0.12 |
| GOGO INC COMMON STOCK USD.0001 (Gogo Inc.) | Long | Equity-common | US | $123K | 13K | 0.02 |
| GOLAR LNG LTD COMMON STOCK USD1.0 (Golar LNG Limited) | Long | Equity-common | BM | $599K | 19K | 0.12 |
| GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01 (Golden Entertainment Inc.) | Long | Equity-common | US | $121K | 4K | 0.02 |
| GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05 (Golden Ocean Group Limited) | Long | Equity-common | NO | $324K | 24K | 0.06 |
| GOODYEAR TIRE + RUBBER CO/THE COMMON STOCK (The Goodyear Tire and Rubber Company) | Long | Equity-common | US | $611K | 54K | 0.12 |
| GOOSEHEAD INSURANCE INC COMMON STOCK USD.01 (Goosehead Insurance Inc.) | Long | Equity-common | US | $236K | 4K | 0.05 |
| GOPRO INC COMMON STOCK USD.0001 (GoPro Inc.) | Long | Equity-common | US | $33K | 23K | 0.01 |
| GORMAN-RUPP CO/THE COMMON STOCK (The Gorman-Rupp Company) | Long | Equity-common | US | $170K | 5K | 0.03 |
| GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 (GrafTech International Ltd.) | Long | Equity-common | US | $40K | 41K | 0.01 |
| GRAHAM HOLDINGS CO COMMON STOCK USD1.0 (Graham Holdings Company) | Long | Equity-common | US | $461K | 659 | 0.09 |
| GRANITE CONSTRUCTION INC COMMON STOCK USD.01 (Granite Construction Incorporated) | Long | Equity-common | US | $524K | 8K | 0.10 |
| GRANITE POINT MORTGAGE TRUST I REIT USD.01 (Granite Point Mortgage Trust Inc.) | Long | Equity-common | US | $28K | 9K | 0.01 |
| GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001 (Granite Ridge Resources Inc.) | Long | Equity-common | US | $48K | 8K | 0.01 |
| GRAY TELEVISION INC COMMON STOCK (Gray Television Inc.) | Long | Equity-common | US | $91K | 17K | 0.02 |
| GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001 (Great Lakes Dredge and Dock Corporation) | Long | Equity-common | US | $118K | 13K | 0.02 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 (Great Southern Bancorp Inc.) | Long | Equity-common | US | $99K | 2K | 0.02 |
| GREEN BRICK PARTNERS INC COMMON STOCK USD.01 (Green Brick Partners Inc.) | Long | Equity-common | US | $286K | 5K | 0.06 |
| GREEN DOT CORP COMMON STOCK USD.001 (Green Dot Corporation) | Long | Equity-common | US | $93K | 10K | 0.02 |
| GREEN PLAINS INC COMMON STOCK USD.001 (Green Plains Inc.) | Long | Equity-common | US | $181K | 11K | 0.04 |
| GREENBRIER COS INC/THE COMMON STOCK (The Greenbrier Companies Inc.) | Long | Equity-common | US | $286K | 6K | 0.06 |
| GREENE COUNTY BANCORP INC COMMON STOCK USD.1 (Greene County Bancorp Inc.) | Long | Equity-common | US | $44K | 1K | 0.01 |
| GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01 (Greenlight Capital Re Ltd.) | Long | Equity-common | KY | $69K | 5K | 0.01 |
| GREIF INC COMMON STOCK (Greif Inc.) | Long | Equity-common | US | $254K | 4K | 0.05 |
| GREIF INC COMMON STOCK (Greif Inc.) | Long | Equity-common | US | $71K | 1K | 0.01 |
| GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001 (Grid Dynamics Holdings Inc.) | Long | Equity-common | US | $118K | 11K | 0.02 |
| GRIFFON CORP COMMON STOCK USD.25 (Griffon Corporation) | Long | Equity-common | US | $483K | 8K | 0.10 |
| GRINDR INC COMMON STOCK USD.0001 (Grindr Inc.) | Long | Equity-common | US | $96K | 8K | 0.02 |
| GRITSTONE BIO INC COMMON STOCK USD.0001 (Gritstone bio Inc.) | Long | Equity-common | US | $12K | 20K | 0.00 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 (Group 1 Automotive Inc.) | Long | Equity-common | US | $773K | 3K | 0.15 |
| GROWGENERATION CORP COMMON STOCK USD.001 (GrowGeneration Corp.) | Long | Equity-common | US | $30K | 14K | 0.01 |
| GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0 (Guaranty Bancshares Inc.) | Long | Equity-common | US | $54K | 2K | 0.01 |
| GUARDANT HEALTH INC COMMON STOCK USD.00001 (Guardant Health Inc.) | Long | Equity-common | US | $627K | 22K | 0.12 |
| GUESS? INC COMMON STOCK USD.01 (Guess? Inc.) | Long | Equity-common | CH | $115K | 6K | 0.02 |
| GULFPORT ENERGY CORP COMMON STOCK USD.0001 (Gulfport Energy Corporation) | Long | Equity-common | US | $319K | 2K | 0.06 |
| HACKETT GROUP INC/THE COMMON STOCK USD.001 (The Hackett Group Inc.) | Long | Equity-common | US | $107K | 5K | 0.02 |
| HAEMONETICS CORP COMMON STOCK USD.01 (Haemonetics Corporation) | Long | Equity-common | US | $793K | 10K | 0.16 |
| HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01 (The Hain Celestial Group Inc.) | Long | Equity-common | US | $124K | 18K | 0.02 |
| HALLADOR ENERGY CO COMMON STOCK USD.01 (Hallador Energy Company) | Long | Equity-common | US | $39K | 5K | 0.01 |
| HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 (Halozyme Therapeutics Inc.) | Long | Equity-common | US | $1M | 25K | 0.26 |
| HAMILTON BEACH BRANDS H COMMON STOCK (Hamilton Beach Brands Holding Company) | Long | Equity-common | US | $21K | 1K | 0.00 |
| HAMILTON LANE INC COMMON STOCK USD.001 (Hamilton Lane Incorporated) | Long | Equity-common | US | $866K | 7K | 0.17 |
| HANCOCK WHITNEY CORP COMMON STOCK USD3.33 (Hancock Whitney Corporation) | Long | Equity-common | US | $785K | 16K | 0.15 |
| HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01 (HandE Equipment Services Inc.) | Long | Equity-common | US | $273K | 6K | 0.05 |
| HANESBRANDS INC COMMON STOCK USD.01 (Hanesbrands Inc.) | Long | Equity-common | US | $334K | 68K | 0.07 |
| HANMI FINANCIAL CORP COMMON STOCK USD.001 (Hanmi Financial Corporation) | Long | Equity-common | US | $92K | 6K | 0.02 |
| HANNON ARMSTRONG SUSTAINABLE I REIT USD.01 (Hannon Armstrong Sustainable Infrastructure Capital Inc.) | Long | Equity-common | US | $616K | 21K | 0.12 |
| HARBORONE BANCORP INC COMMON STOCK USD.01 (HarborOne Bancorp Inc.) | Long | Equity-common | US | $90K | 8K | 0.02 |
| HARMONIC INC COMMON STOCK USD.001 (Harmonic Inc.) | Long | Equity-common | US | $248K | 21K | 0.05 |
| HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001 (Harmony Biosciences Holdings Inc.) | Long | Equity-common | US | $194K | 6K | 0.04 |
| HARROW INC COMMON STOCK USD.001 (Harrow Inc.) | Long | Equity-common | US | $122K | 6K | 0.02 |
| HARVARD BIOSCIENCE INC COMMON STOCK USD.01 | Long | Equity-common | US | $26K | 9K | 0.01 |
| HAVERTY FURNITURE COS INC COMMON STOCK USD1.0 (Haverty Furniture Companies Inc.) | Long | Equity-common | US | $71K | 3K | 0.01 |
| HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 (Hawaiian Holdings Inc.) | Long | Equity-common | US | $127K | 10K | 0.02 |
| HAWKINS INC COMMON STOCK USD.01 (Hawkins Inc.) | Long | Equity-common | US | $335K | 4K | 0.07 |
| HAYNES INTERNATIONAL INC COMMON STOCK USD.001 (Haynes International Inc.) | Long | Equity-common | US | $146K | 2K | 0.03 |
| HB FULLER CO COMMON STOCK USD1.0 (H.B. Fuller Company) | Long | Equity-common | US | $793K | 10K | 0.16 |
| HBT FINANCIAL INC COMMON STOCK USD.01 (HBT Financial Inc.) | Long | Equity-common | US | $56K | 3K | 0.01 |
| HCI GROUP INC COMMON STOCK (HCI Group Inc.) | Long | Equity-common | US | $119K | 1K | 0.02 |
| HEALTH CATALYST INC COMMON STOCK USD.001 (Health Catalyst Inc.) | Long | Equity-common | US | $68K | 11K | 0.01 |
| HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01 (Healthcare Services Group Inc.) | Long | Equity-common | US | $149K | 14K | 0.03 |
| HEALTHEQUITY INC COMMON STOCK USD.0001 (HealthEquity Inc.) | Long | Equity-common | US | $1M | 16K | 0.28 |
| HEALTHSTREAM INC COMMON STOCK (HealthStream Inc.) | Long | Equity-common | US | $121K | 4K | 0.02 |
| HEARTLAND EXPRESS INC COMMON STOCK USD.01 (Heartland Express Inc.) | Long | Equity-common | US | $110K | 9K | 0.02 |
| HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 (Heartland Financial USA Inc.) | Long | Equity-common | US | $352K | 8K | 0.07 |
| HECLA MINING CO COMMON STOCK USD.25 (Hecla Mining Company) | Long | Equity-common | US | $569K | 117K | 0.11 |
| HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01 (Heidrick and Struggles International Inc.) | Long | Equity-common | US | $117K | 4K | 0.02 |
| HELEN OF TROY LTD COMMON STOCK USD.1 (Helen of Troy Limited) | Long | Equity-common | US | $423K | 5K | 0.08 |
| HELIOS TECHNOLOGIES INC COMMON STOCK USD.001 (Helios Technologies Inc.) | Long | Equity-common | US | $305K | 6K | 0.06 |
| HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK (Helix Energy Solutions Group Inc.) | Long | Equity-common | US | $324K | 27K | 0.06 |
| HELMERICH and PAYNE INC COMMON STOCK USD.1 (Helmerich and Payne Inc.) | Long | Equity-common | US | $672K | 19K | 0.13 |
| HERBALIFE LTD COMMON STOCK USD.002 | Long | Equity-common | US | $201K | 19K | 0.04 |
| HERC HOLDINGS INC COMMON STOCK USD.01 (Herc Holdings Inc.) | Long | Equity-common | US | $723K | 5K | 0.14 |
| HERITAGE COMMERCE CORP COMMON STOCK | Long | Equity-common | US | $99K | 11K | 0.02 |
| HERITAGE FINANCIAL CORP/WA COMMON STOCK (Heritage Financial Corporation) | Long | Equity-common | US | $117K | 6K | 0.02 |
| HERON THERAPEUTICS INC COMMON STOCK USD.01 (Heron Therapeutics Inc.) | Long | Equity-common | US | $68K | 19K | 0.01 |
| HIBBETT INC COMMON STOCK USD.01 (Hibbett Inc.) | Long | Equity-common | US | $195K | 2K | 0.04 |
| HIGHPEAK ENERGY INC COMMON STOCK USD.0001 (HighPeak Energy Inc.) | Long | Equity-common | US | $37K | 3K | 0.01 |
| HILLENBRAND INC COMMON STOCK (Hillenbrand Inc.) | Long | Equity-common | US | $537K | 13K | 0.11 |
| HILLEVAX INC COMMON STOCK USD.0001 (HilleVax Inc.) | Long | Equity-common | US | $78K | 5K | 0.02 |
| HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001 (Hillman Solutions Corp.) | Long | Equity-common | US | $331K | 37K | 0.07 |
| HILLTOP HOLDINGS INC COMMON STOCK USD.01 (Hilltop Holdings Inc.) | Long | Equity-common | US | $274K | 9K | 0.05 |
| HILTON GRAND VACATIONS INC COMMON STOCK USD.01 (Hilton Grand Vacations Inc.) | Long | Equity-common | US | $613K | 15K | 0.12 |
| HIMALAYA SHIPPING LTD COMMON STOCK USD1.0 (Himalaya Shipping Ltd.) | Long | Equity-common | BM | $62K | 7K | 0.01 |
| HIMS and HERS HEALTH INC COMMON STOCK USD.0001 (Hims and Hers Health Inc.) | Long | Equity-common | US | $483K | 24K | 0.10 |
| HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0 (Hingham Institution for Savings The) | Long | Equity-common | US | $48K | 271 | 0.01 |
| HIPPO HOLDINGS INC COMMON STOCK USD.0001 (Hippo Holdings Inc.) | Long | Equity-common | US | $22K | 1K | 0.00 |
| HNI CORP COMMON STOCK USD1.0 (HNI Corporation) | Long | Equity-common | US | $397K | 9K | 0.08 |
| HOLLEY INC COMMON STOCK USD.0001 (Holley Inc.) | Long | Equity-common | US | $36K | 10K | 0.01 |
| HOME BANCORP INC COMMON STOCK USD.01 (Home Bancorp Inc.) | Long | Equity-common | US | $50K | 1K | 0.01 |
| HOME BANCSHARES INC/AR COMMON STOCK USD.01 (Home BancShares Inc.) | Long | Equity-common | US | $856K | 36K | 0.17 |
| HOMESTREET INC COMMON STOCK (HomeStreet Inc.) | Long | Equity-common | US | $41K | 4K | 0.01 |
| HOMETRUST BANCSHARES INC COMMON STOCK (HomeTrust Bancshares Inc.) | Long | Equity-common | US | $98K | 3K | 0.02 |
| HOOKER FURNISHINGS CORP COMMON STOCK (Hooker Furnishings Corporation) | Long | Equity-common | US | $32K | 2K | 0.01 |
| HOPE BANCORP INC COMMON STOCK USD.001 (Hope Bancorp Inc.) | Long | Equity-common | US | $250K | 23K | 0.05 |
| HORACE MANN EDUCATORS CORP COMMON STOCK USD.001 (Horace Mann Educators Corporation) | Long | Equity-common | US | $262K | 8K | 0.05 |
| HORIZON BANCORP INC/IN COMMON STOCK (Horizon Bancorp Inc.) | Long | Equity-common | US | $105K | 8K | 0.02 |
| HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01 (Hovnanian Enterprises Inc.) | Long | Equity-common | US | $129K | 912 | 0.03 |
| HUB GROUP INC COMMON STOCK USD.01 (Hub Group Inc.) | Long | Equity-common | US | $507K | 12K | 0.10 |
| HUDSON PACIFIC PROPERTIES INC REIT USD.01 (Hudson Pacific Properties Inc.) | Long | Equity-common | US | $131K | 27K | 0.03 |
| HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 (Hudson Technologies Inc.) | Long | Equity-common | US | $77K | 9K | 0.02 |
| HUMACYTE INC COMMON STOCK USD.0001 (Humacyte Inc.) | Long | Equity-common | US | $61K | 13K | 0.01 |
| HURON CONSULTING GROUP INC COMMON STOCK USD.01 (Huron Consulting Group Inc.) | Long | Equity-common | US | $355K | 4K | 0.07 |
| HYLIION HOLDINGS CORP COMMON STOCK USD.0001 (Hyliion Holdings Corp.) | Long | Equity-common | US | $30K | 19K | 0.01 |
| HYSTER-YALE INC COMMON STOCK USD.01 (Hyster-Yale Inc.) | Long | Equity-common | US | $151K | 2K | 0.03 |
| I-80 GOLD CORP COMMON STOCK (i-80 Gold Corp.) | Long | Equity-common | CA | $41K | 38K | 0.01 |
| I3 VERTICALS INC COMMON STOCK USD.0001 (i3 Verticals Inc.) | Long | Equity-common | US | $98K | 4K | 0.02 |
| ICF INTERNATIONAL INC COMMON STOCK USD.001 (ICF International Inc.) | Long | Equity-common | US | $535K | 4K | 0.11 |
| ICHOR HOLDINGS LTD COMMON STOCK USD.0001 (Ichor Holdings Ltd.) | Long | Equity-common | US | $217K | 6K | 0.04 |
| IDEAYA BIOSCIENCES INC COMMON STOCK (IDEAYA Biosciences Inc.) | Long | Equity-common | US | $418K | 12K | 0.08 |
| IDT CORP COMMON STOCK USD.01 (IDT Corporation) | Long | Equity-common | US | $110K | 3K | 0.02 |
| IES HOLDINGS INC COMMON STOCK USD.01 (IES Holdings Inc.) | Long | Equity-common | US | $227K | 2K | 0.04 |
| IGM BIOSCIENCES INC COMMON STOCK USD.01 (IGM Biosciences Inc.) | Long | Equity-common | US | $11K | 2K | 0.00 |
| IHEARTMEDIA INC COMMON STOCK (iHeartMedia Inc.) | Long | Equity-common | US | $25K | 23K | 0.01 |
| IKENA ONCOLOGY INC COMMON STOCK USD.001 (Ikena Oncology Inc.) | Long | Equity-common | US | $11K | 7K | 0.00 |
| IMAX CORP COMMON STOCK (IMAX Corporation) | Long | Equity-common | CA | $148K | 9K | 0.03 |
| IMMERSION CORP COMMON STOCK USD.001 (Immersion Corporation) | Long | Equity-common | US | $56K | 6K | 0.01 |
| IMMUNEERING CORP COMMON STOCK USD.001 (Immuneering Corporation) | Long | Equity-common | US | $6K | 5K | 0.00 |
| IMMUNITYBIO INC COMMON STOCK USD.0001 | Long | Equity-common | US | $167K | 26K | 0.03 |
| IMMUNOVANT INC COMMON STOCK USD.0001 (Immunovant Inc.) | Long | Equity-common | US | $274K | 10K | 0.05 |
| IMPINJ INC COMMON STOCK USD.001 (Impinj Inc.) | Long | Equity-common | US | $705K | 4K | 0.14 |
| INARI MEDICAL INC COMMON STOCK USD.001 (Inari Medical Inc.) | Long | Equity-common | US | $495K | 10K | 0.10 |
| INDEPENDENCE REALTY TRUST INC REIT USD.01 (Independence Realty Trust Inc.) | Long | Equity-common | US | $821K | 44K | 0.16 |
| INDEPENDENT BANK CORP COMMON STOCK USD.01 (Independent Bank Corp.) | Long | Equity-common | US | $425K | 8K | 0.08 |
| INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0 (Independent Bank Corporation) | Long | Equity-common | US | $87K | 3K | 0.02 |
| INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 (Independent Bank Group Inc.) | Long | Equity-common | US | $311K | 7K | 0.06 |
| INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001 (indie Semiconductor Inc.) | Long | Equity-common | US | $185K | 30K | 0.04 |
| INFINERA CORP COMMON STOCK USD.001 (Infinera Corporation) | Long | Equity-common | US | $240K | 39K | 0.05 |
| INFUSYSTEM HOLDINGS INC COMMON STOCK USD.0001 (InfuSystem Holdings Inc.) | Long | Equity-common | US | $23K | 3K | 0.00 |
| INGEVITY CORP COMMON STOCK USD.01 (Ingevity Corporation) | Long | Equity-common | US | $306K | 7K | 0.06 |
| INGLES MARKETS INC COMMON STOCK USD.05 (Ingles Markets Incorporated) | Long | Equity-common | US | $189K | 3K | 0.04 |
| INHIBRX BIOSCIENCES INC COMMON STOCK (Inhibrx Biosciences Inc.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| INMODE LTD COMMON STOCK ILS.01 (InMode Ltd.) | Long | Equity-common | IL | $266K | 15K | 0.05 |
| INNODATA INC COMMON STOCK USD.01 (Innodata Inc.) | Long | Equity-common | US | $82K | 6K | 0.02 |
| INNOSPEC INC COMMON STOCK USD.01 (Innospec Inc.) | Long | Equity-common | US | $587K | 5K | 0.12 |
| INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001 (Innovative Industrial Properties Inc.) | Long | Equity-common | US | $582K | 5K | 0.11 |
| INNOVIVA INC COMMON STOCK USD.01 (Innoviva Inc.) | Long | Equity-common | US | $189K | 12K | 0.04 |
| INOGEN INC COMMON STOCK USD.001 (Inogen Inc.) | Long | Equity-common | US | $44K | 5K | 0.01 |
| INOZYME PHARMA INC COMMON STOCK USD.0001 (Inozyme Pharma Inc.) | Long | Equity-common | US | $45K | 10K | 0.01 |
| INSIGHT ENTERPRISES INC COMMON STOCK USD.01 (Insight Enterprises Inc.) | Long | Equity-common | US | $1M | 5K | 0.21 |
| INSMED INC COMMON STOCK USD.01 (Insmed Incorporated) | Long | Equity-common | US | $2M | 27K | 0.36 |
| INSPERITY INC COMMON STOCK USD.01 (Insperity Inc.) | Long | Equity-common | US | $623K | 7K | 0.12 |
| INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001 (Inspired Entertainment Inc.) | Long | Equity-common | US | $45K | 5K | 0.01 |
| INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01 (Installed Building Products Inc.) | Long | Equity-common | US | $932K | 5K | 0.18 |
| INSTEEL INDUSTRIES INC COMMON STOCK (Insteel Industries Inc.) | Long | Equity-common | US | $115K | 4K | 0.02 |
| INSTRUCTURE HOLDINGS INC COMMON STOCK USD.01 (Instructure Holdings Inc.) | Long | Equity-common | US | $94K | 4K | 0.02 |
| INTAPP INC COMMON STOCK USD.001 (Intapp Inc.) | Long | Equity-common | US | $237K | 6K | 0.05 |
| INTEGER HOLDINGS CORP COMMON STOCK USD.001 (Integer Holdings Corporation) | Long | Equity-common | US | $737K | 6K | 0.15 |
| INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001 (Integral Ad Science Holding Corp.) | Long | Equity-common | US | $95K | 10K | 0.02 |
| INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001 (Intellia Therapeutics Inc.) | Long | Equity-common | US | $394K | 18K | 0.08 |
| INTER PARFUMS INC COMMON STOCK USD.001 (Inter Parfums Inc.) | Long | Equity-common | US | $409K | 4K | 0.08 |
| INTERDIGITAL INC COMMON STOCK USD.01 (InterDigital Inc.) | Long | Equity-common | US | $575K | 5K | 0.11 |
| INTERFACE INC COMMON STOCK USD.1 (Interface Inc.) | Long | Equity-common | US | $158K | 11K | 0.03 |
| INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0 (International Bancshares Corporation) | Long | Equity-common | US | $585K | 10K | 0.12 |
| INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD.1 (International Game Technology PLC) | Long | Equity-common | US | $425K | 21K | 0.08 |
| INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001 (International Money Express Inc.) | Long | Equity-common | US | $126K | 6K | 0.02 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (International Seaways Inc.) | Long | Equity-common | US | $470K | 8K | 0.09 |
| INTEST CORP COMMON STOCK USD.01 (inTEST Corporation) | Long | Equity-common | US | $24K | 2K | 0.00 |
| INTEVAC INC COMMON STOCK (Intevac Inc.) | Long | Equity-common | US | $27K | 7K | 0.01 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001 (Intra-Cellular Therapies Inc.) | Long | Equity-common | US | $1M | 18K | 0.24 |
| INTREPID POTASH INC COMMON STOCK USD.001 (Intrepid Potash Inc.) | Long | Equity-common | US | $53K | 2K | 0.01 |
| INVENTRUST PROPERTIES CORP REIT USD.001 (InvenTrust Properties Corp.) | Long | Equity-common | US | $326K | 13K | 0.06 |
| INVESCO MORTGAGE CAPITAL INC REIT USD.01 (Invesco Mortgage Capital Inc.) | Long | Equity-common | US | $84K | 9K | 0.02 |
| INVESTORS TITLE CO COMMON STOCK (Investors Title Company) | Long | Equity-common | US | $39K | 219 | 0.01 |
| IONQ INC COMMON STOCK USD.0001 (IonQ Inc.) | Long | Equity-common | US | $223K | 32K | 0.04 |
| IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666 (Iovance Biotherapeutics Inc.) | Long | Equity-common | US | $363K | 45K | 0.07 |
| IRADIMED CORP COMMON STOCK USD.0001 (Iradimed Corporation) | Long | Equity-common | US | $70K | 2K | 0.01 |
| IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 (iRhythm Technologies Inc.) | Long | Equity-common | US | $633K | 6K | 0.12 |
| IROBOT CORP COMMON STOCK USD.01 (iRobot Corporation) | Long | Equity-common | US | $53K | 6K | 0.01 |
| IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001 (Ironwood Pharmaceuticals Inc.) | Long | Equity-common | US | $182K | 28K | 0.04 |
| ISPIRE TECHNOLOGY INC COMMON STOCK USD.0001 (Ispire Technology Inc.) | Long | Equity-common | US | $29K | 4K | 0.01 |
| ITEOS THERAPEUTICS INC COMMON STOCK USD.001 (iTeos Therapeutics Inc.) | Long | Equity-common | US | $81K | 5K | 0.02 |
| ITERIS INC COMMON STOCK USD.1 (Iteris Inc.) | Long | Equity-common | US | $38K | 9K | 0.01 |
| ITRON INC COMMON STOCK (Itron Inc.) | Long | Equity-common | US | $867K | 9K | 0.17 |
| IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001 (Ivanhoe Electric Inc.) | Long | Equity-common | US | $117K | 12K | 0.02 |
| J and J SNACK FOODS CORP COMMON STOCK (J and J Snack Foods Corp.) | Long | Equity-common | US | $469K | 3K | 0.09 |
| JACK IN THE BOX INC COMMON STOCK USD.01 (Jack in the Box Inc.) | Long | Equity-common | US | $194K | 4K | 0.04 |
| JACKSON FINANCIAL INC COMMON STOCK USD.01 (Jackson Financial Inc.) | Long | Equity-common | US | $1M | 15K | 0.22 |
| JAKKS PACIFIC INC COMMON STOCK USD.001 (JAKKS Pacific Inc.) | Long | Equity-common | US | $28K | 2K | 0.01 |
| JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002 (James River Group Holdings Ltd.) | Long | Equity-common | BM | $62K | 8K | 0.01 |
| JAMF HOLDING CORP COMMON STOCK (Jamf Holding Corp.) | Long | Equity-common | US | $223K | 13K | 0.04 |
| JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001 (Janus International Group Inc.) | Long | Equity-common | US | $206K | 16K | 0.04 |
| JANUX THERAPEUTICS INC COMMON STOCK USD.001 (Janux Therapeutics Inc.) | Long | Equity-common | US | $142K | 3K | 0.03 |
| JBG SMITH PROPERTIES REIT USD.01 | Long | Equity-common | US | $270K | 18K | 0.05 |
| JELD-WEN HOLDING INC COMMON STOCK USD.01 (JELD-WEN Holding Inc.) | Long | Equity-common | US | $219K | 16K | 0.04 |
| JETBLUE AIRWAYS CORP COMMON STOCK USD.01 (JetBlue Airways Corporation) | Long | Equity-common | US | $393K | 65K | 0.08 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $25M | 3M | 4.94 |
| JOBY AVIATION INC COMMON STOCK USD.0001 (Joby Aviation Inc.) | Long | Equity-common | US | $274K | 54K | 0.05 |
| JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01 (John B. Sanfilippo and Son Inc.) | Long | Equity-common | US | $168K | 2K | 0.03 |
| JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 (John Bean Technologies Corporation) | Long | Equity-common | US | $578K | 6K | 0.11 |
| JOHN MARSHALL BANCORP INC COMMON STOCK (John Marshall Bancorp Inc.) | Long | Equity-common | US | $45K | 3K | 0.01 |
| JOHN WILEY and SONS INC COMMON STOCK USD1.0 (John Wiley and Sons Inc.) | Long | Equity-common | US | $288K | 7K | 0.06 |
| JOHNSON OUTDOORS INC COMMON STOCK USD.05 (Johnson Outdoors Inc.) | Long | Equity-common | US | $37K | 1K | 0.01 |
| JOINT CORP/THE COMMON STOCK USD.001 (The Joint Corp.) | Long | Equity-common | US | $37K | 3K | 0.01 |
| KADANT INC COMMON STOCK USD.01 (Kadant Inc.) | Long | Equity-common | US | $659K | 2K | 0.13 |
| KAISER ALUMINUM CORP COMMON STOCK USD.01 (Kaiser Aluminum Corporation) | Long | Equity-common | US | $262K | 3K | 0.05 |
| KALTURA INC COMMON STOCK USD.0001 (Kaltura Inc.) | Long | Equity-common | US | $25K | 21K | 0.00 |
| KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001 (KalVista Pharmaceuticals Inc.) | Long | Equity-common | US | $78K | 7K | 0.02 |
| KARAT PACKAGING INC COMMON STOCK USD.001 (Karat Packaging Inc.) | Long | Equity-common | US | $39K | 1K | 0.01 |
| KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001 (Karyopharm Therapeutics Inc.) | Long | Equity-common | US | $14K | 16K | 0.00 |
| KB HOME COMMON STOCK USD1.0 | Long | Equity-common | US | $911K | 13K | 0.18 |
| KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01 (Kearny Financial Corp.) | Long | Equity-common | US | $65K | 11K | 0.01 |
| KELLY SERVICES INC COMMON STOCK USD1.0 (Kelly Services Inc.) | Long | Equity-common | US | $130K | 6K | 0.03 |
| KENNAMETAL INC COMMON STOCK USD1.25 (Kennametal Inc.) | Long | Equity-common | US | $349K | 15K | 0.07 |
| KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001 (Kennedy-Wilson Holdings Inc.) | Long | Equity-common | US | $227K | 23K | 0.04 |
| KEROS THERAPEUTICS INC COMMON STOCK USD.0001 (Keros Therapeutics Inc.) | Long | Equity-common | US | $206K | 5K | 0.04 |
| KEZAR LIFE SCIENCES INC COMMON STOCK USD.001 (Kezar Life Sciences Inc.) | Long | Equity-common | US | $11K | 18K | 0.00 |
| KFORCE INC COMMON STOCK USD.01 (Kforce Inc.) | Long | Equity-common | US | $221K | 4K | 0.04 |
| KIMBALL ELECTRONICS INC COMMON STOCK (Kimball Electronics Inc.) | Long | Equity-common | US | $101K | 5K | 0.02 |
| KINIKSA PHARMACEUTICALS INTERN COMMON STOCK USD.000273 (Kiniksa Pharmaceuticals International Plc) | Long | Equity-common | US | $119K | 6K | 0.02 |
| KITE REALTY GROUP TRUST REIT USD.01 | Long | Equity-common | US | $940K | 42K | 0.19 |
| KKR REAL ESTATE FINANCE TRUST REIT USD.01 (KKR Real Estate Finance Trust Inc.) | Long | Equity-common | US | $107K | 12K | 0.02 |
| KLX ENERGY SERVICES HOLDINGS I COMMON STOCK USD.01 (KLX Energy Services Holdings Inc.) | Long | Equity-common | US | $12K | 2K | 0.00 |
| KNIFE RIVER CORP COMMON STOCK USD.01 (Knife River Corporation) | Long | Equity-common | US | $759K | 11K | 0.15 |
| KNOWLES CORP COMMON STOCK USD.01 (Knowles Corporation) | Long | Equity-common | US | $294K | 17K | 0.06 |
| KODIAK GAS SERVICES INC COMMON STOCK USD.01 (Kodiak Gas Services Inc.) | Long | Equity-common | US | $78K | 3K | 0.02 |
| KODIAK SCIENCES INC COMMON STOCK USD.0001 (Kodiak Sciences Inc.) | Long | Equity-common | US | $11K | 4K | 0.00 |
| KONTOOR BRANDS INC COMMON STOCK (Kontoor Brands Inc.) | Long | Equity-common | US | $715K | 11K | 0.14 |
| KOPPERS HOLDINGS INC COMMON STOCK USD.01 (Koppers Holdings Inc.) | Long | Equity-common | US | $146K | 4K | 0.03 |
| KORN FERRY COMMON STOCK USD.01 | Long | Equity-common | US | $662K | 10K | 0.13 |
| KOSMOS ENERGY LTD COMMON STOCK USD.01 (Kosmos Energy Ltd.) | Long | Equity-common | US | $491K | 89K | 0.10 |
| KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001 (Kratos Defense and Security Solutions Inc.) | Long | Equity-common | US | $504K | 25K | 0.10 |
| KRISPY KREME INC COMMON STOCK USD.01 (Krispy Kreme Inc.) | Long | Equity-common | US | $188K | 17K | 0.04 |
| KRONOS WORLDWIDE INC COMMON STOCK USD.01 (Kronos Worldwide Inc.) | Long | Equity-common | US | $53K | 4K | 0.01 |
| KRYSTAL BIOTECH INC COMMON STOCK USD.00001 (Krystal Biotech Inc.) | Long | Equity-common | US | $770K | 4K | 0.15 |
| KULICKE and SOFFA INDUSTRIES INC COMMON STOCK (Kulicke and Soffa Industries Inc.) | Long | Equity-common | SG | $520K | 11K | 0.10 |
| KURA ONCOLOGY INC COMMON STOCK USD.0001 (Kura Oncology Inc.) | Long | Equity-common | US | $283K | 14K | 0.06 |
| KURA SUSHI USA INC COMMON STOCK USD.001 (Kura Sushi USA Inc.) | Long | Equity-common | US | $73K | 1K | 0.01 |
| KYMERA THERAPEUTICS INC COMMON STOCK USD.0001 (Kymera Therapeutics Inc.) | Long | Equity-common | US | $226K | 8K | 0.04 |
| LA-Z-BOY INC COMMON STOCK USD1.0 (La-Z-Boy Incorporated) | Long | Equity-common | US | $316K | 8K | 0.06 |
| LADDER CAPITAL CORP REIT USD.001 | Long | Equity-common | US | $245K | 22K | 0.05 |
| LAKELAND FINANCIAL CORP COMMON STOCK (Lakeland Financial Corporation) | Long | Equity-common | US | $298K | 5K | 0.06 |
| LANCASTER COLONY CORP COMMON STOCK (Lancaster Colony Corporation) | Long | Equity-common | US | $708K | 4K | 0.14 |
| LANDS' END INC COMMON STOCK USD.01 (Lands' End Inc.) | Long | Equity-common | US | $46K | 3K | 0.01 |
| LANDSEA HOMES CORP COMMON STOCK USD.0001 (Landsea Homes Corporation) | Long | Equity-common | US | $39K | 4K | 0.01 |
| LANTHEUS HOLDINGS INC COMMON STOCK USD.01 (Lantheus Holdings Inc.) | Long | Equity-common | US | $1M | 13K | 0.21 |
| LANZATECH GLOBAL INC COMMON STOCK USD.0001 (LanzaTech Global Inc.) | Long | Equity-common | US | $6K | 3K | 0.00 |
| LARIMAR THERAPEUTICS INC COMMON STOCK USD.01 (Larimar Therapeutics Inc.) | Long | Equity-common | US | $29K | 4K | 0.01 |
| LATHAM GROUP INC COMMON STOCK USD.0001 (Latham Group Inc.) | Long | Equity-common | US | $9K | 3K | 0.00 |
| LAUREATE EDUCATION INC COMMON STOCK USD.001 (Laureate Education Inc.) | Long | Equity-common | US | $375K | 25K | 0.07 |
| LCI INDUSTRIES COMMON STOCK USD.01 | Long | Equity-common | US | $489K | 5K | 0.10 |
| LCNB CORP COMMON STOCK (LCNB Corp.) | Long | Equity-common | US | $35K | 3K | 0.01 |
| LEGACY HOUSING CORP COMMON STOCK USD.001 (Legacy Housing Corporation) | Long | Equity-common | US | $54K | 2K | 0.01 |
| LEGALZOOM.COM INC COMMON STOCK (Legalzoom.com Inc.) | Long | Equity-common | US | $194K | 23K | 0.04 |
| LEMAITRE VASCULAR INC COMMON STOCK USD.01 (LeMaitre Vascular Inc.) | Long | Equity-common | US | $321K | 4K | 0.06 |
| LEMONADE INC COMMON STOCK USD.00001 (Lemonade Inc.) | Long | Equity-common | US | $167K | 10K | 0.03 |
| LENDINGCLUB CORP COMMON STOCK USD.01 (LendingClub Corporation) | Long | Equity-common | US | $180K | 21K | 0.04 |
| LENDINGTREE INC COMMON STOCK USD.01 (LendingTree Inc.) | Long | Equity-common | US | $89K | 2K | 0.02 |
| LENZ THERAPEUTICS INC COMMON STOCK USD.00001 (LENZ Therapeutics Inc.) | Long | Equity-common | US | $7K | 431 | 0.00 |
| LEONARDO DRS INC COMMON STOCK USD.01 (Leonardo DRS Inc.) | Long | Equity-common | US | $345K | 14K | 0.07 |
| LESLIE'S INC COMMON STOCK USD.001 (Leslie's Inc.) | Long | Equity-common | US | $142K | 34K | 0.03 |
| LEXEO THERAPEUTICS INC COMMON STOCK USD.0001 (Lexeo Therapeutics Inc.) | Long | Equity-common | US | $20K | 1K | 0.00 |
| LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 (Lexicon Pharmaceuticals Inc.) | Long | Equity-common | US | $22K | 13K | 0.00 |
| LGI HOMES INC COMMON STOCK USD.01 (LGI Homes Inc.) | Long | Equity-common | US | $357K | 4K | 0.07 |
| LI-CYCLE HOLDINGS CORP COMMON STOCK USD.0001 (Li-Cycle Holdings Corp.) | Long | Equity-common | CA | $24K | 4K | 0.00 |
| LIBERTY ENERGY INC COMMON STOCK (Liberty Energy Inc.) | Long | Equity-common | US | $655K | 31K | 0.13 |
| LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01 (Liberty Latin America Ltd.) | Long | Equity-common | US | $239K | 25K | 0.05 |
| LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01 (Liberty Latin America Ltd.) | Long | Equity-common | US | $86K | 9K | 0.02 |
| LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01 (Life Time Group Holdings Inc.) | Long | Equity-common | US | $162K | 9K | 0.03 |
| LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01 (Lifestance Health Group Inc.) | Long | Equity-common | US | $101K | 21K | 0.02 |
| LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001 (Ligand Pharmaceuticals Incorporated) | Long | Equity-common | US | $281K | 3K | 0.06 |
| LIGHT and WONDER INC COMMON STOCK USD.001 (Light and Wonder Inc.) | Long | Equity-common | US | $2M | 17K | 0.36 |
| LIGHTWAVE LOGIC INC COMMON STOCK USD.001 (Lightwave Logic Inc.) | Long | Equity-common | US | $72K | 24K | 0.01 |
| LIMBACH HOLDINGS INC COMMON STOCK USD.0001 (Limbach Holdings Inc.) | Long | Equity-common | US | $103K | 2K | 0.02 |
| LIMONEIRA CO COMMON STOCK USD.01 (Limoneira Company) | Long | Equity-common | US | $76K | 4K | 0.01 |
| LINCOLN EDUCATIONAL SERVICES C COMMON STOCK (Lincoln Educational Services Corporation) | Long | Equity-common | US | $56K | 5K | 0.01 |
| LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001 (Lindblad Expeditions Holdings Inc.) | Long | Equity-common | US | $66K | 7K | 0.01 |
| LINDSAY CORP COMMON STOCK USD1.0 (Lindsay Corporation) | Long | Equity-common | US | $269K | 2K | 0.05 |
| LINEAGE CELL THERAPEUTICS INC COMMON STOCK (Lineage Cell Therapeutics Inc.) | Long | Equity-common | US | $32K | 33K | 0.01 |
| LIONS GATE ENTERTAINMENT CORP COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $208K | 24K | 0.04 |
| LIONS GATE ENTERTAINMENT CORP COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $105K | 11K | 0.02 |
| LIQUIDIA CORP COMMON STOCK USD.001 (Liquidia Corporation) | Long | Equity-common | US | $115K | 10K | 0.02 |
| LIQUIDITY SERVICES INC COMMON STOCK USD.001 (Liquidity Services Inc.) | Long | Equity-common | US | $93K | 5K | 0.02 |
| LIVANOVA PLC COMMON STOCK GBP1.0 | Long | Equity-common | GB | $568K | 10K | 0.11 |
| LIVE OAK BANCSHARES INC COMMON STOCK (Live Oak Bancshares Inc.) | Long | Equity-common | US | $232K | 7K | 0.05 |
| LIVEPERSON INC COMMON STOCK USD.001 (LivePerson Inc.) | Long | Equity-common | US | $8K | 14K | 0.00 |
| LIVERAMP HOLDINGS INC COMMON STOCK USD.1 (LiveRamp Holdings Inc.) | Long | Equity-common | US | $385K | 12K | 0.08 |
| LIVEWIRE GROUP INC COMMON STOCK USD.0001 (LiveWire Group Inc.) | Long | Equity-common | US | $32K | 4K | 0.01 |
| LONGBOARD PHARMACEUTICALS INC COMMON STOCK USD.0001 (Longboard Pharmaceuticals Inc.) | Long | Equity-common | US | $116K | 4K | 0.02 |
| LOVESAC CO COMMON STOCK USD.00001 (The Lovesac Company) | Long | Equity-common | US | $65K | 3K | 0.01 |
| LSB INDUSTRIES INC COMMON STOCK USD.1 (LSB Industries Inc.) | Long | Equity-common | US | $86K | 10K | 0.02 |
| LSI INDUSTRIES INC COMMON STOCK (LSI Industries Inc.) | Long | Equity-common | US | $83K | 6K | 0.02 |
| LTC PROPERTIES INC REIT USD.01 (LTC Properties Inc.) | Long | Equity-common | US | $272K | 8K | 0.05 |
| LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 (Lumen Technologies Inc.) | Long | Equity-common | US | $214K | 194K | 0.04 |
| LUMINAR TECHNOLOGIES INC COMMON STOCK USD.0001 (Luminar Technologies Inc.) | Long | Equity-common | US | $85K | 57K | 0.02 |
| LUNA INNOVATIONS INC COMMON STOCK USD.001 (Luna Innovations Incorporated) | Long | Equity-common | US | $23K | 7K | 0.00 |
| LUXFER HOLDINGS PLC COMMON STOCK USD.5 | Long | Equity-common | GB | $61K | 5K | 0.01 |
| LXP INDUSTRIAL TRUST REIT USD.0001 | Long | Equity-common | US | $514K | 56K | 0.10 |
| LYELL IMMUNOPHARMA INC COMMON STOCK USD.0001 (Lyell Immunopharma Inc.) | Long | Equity-common | US | $54K | 37K | 0.01 |
| M/I HOMES INC COMMON STOCK USD.01 (M/I Homes Inc.) | Long | Equity-common | US | $628K | 5K | 0.12 |
| MACATAWA BANK CORP COMMON STOCK (Macatawa Bank Corporation) | Long | Equity-common | US | $83K | 6K | 0.02 |
| MACERICH CO/THE REIT USD.01 (The Macerich Company) | Long | Equity-common | US | $641K | 42K | 0.13 |
| MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001 (MACOM Technology Solutions Holdings Inc.) | Long | Equity-common | US | $1M | 11K | 0.23 |
| MACROGENICS INC COMMON STOCK USD.01 (MacroGenics Inc.) | Long | Equity-common | US | $50K | 12K | 0.01 |
| MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01 (Madison Square Garden Entertainment Corp.) | Long | Equity-common | US | $268K | 8K | 0.05 |
| MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 (Madrigal Pharmaceuticals Inc.) | Long | Equity-common | US | $801K | 3K | 0.16 |
| MAGNITE INC COMMON STOCK USD.00001 (Magnite Inc.) | Long | Equity-common | US | $345K | 26K | 0.07 |
| MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001 (Magnolia Oil and Gas Corporation) | Long | Equity-common | US | $874K | 34K | 0.17 |
| MAIDEN HOLDING LTD COMMON STOCK USD.01 (Maiden Holdings Ltd.) | Long | Equity-common | BM | $12K | 6K | 0.00 |
| MAINSTREET BANCSHARES INC COMMON STOCK USD4.0 (MainStreet Bancshares Inc.) | Long | Equity-common | US | $23K | 1K | 0.00 |
| MALIBU BOATS INC COMMON STOCK USD.01 (Malibu Boats Inc.) | Long | Equity-common | US | $141K | 4K | 0.03 |
| MANITOWOC CO INC/THE COMMON STOCK USD.01 (The Manitowoc Company Inc.) | Long | Equity-common | US | $74K | 6K | 0.01 |
| MANNKIND CORP COMMON STOCK USD.01 (MannKind Corporation) | Long | Equity-common | US | $268K | 51K | 0.05 |
| MARATHON DIGITAL HOLDINGS INC COMMON STOCK USD.001 (Marathon Digital Holdings Inc.) | Long | Equity-common | US | $843K | 42K | 0.17 |
| MARCUS and MILLICHAP INC COMMON STOCK USD.0001 (Marcus and Millichap Inc.) | Long | Equity-common | US | $151K | 5K | 0.03 |
| MARCUS CORP/THE COMMON STOCK USD1.0 (The Marcus Corporation) | Long | Equity-common | US | $54K | 5K | 0.01 |
| MARINEMAX INC COMMON STOCK USD.001 (MarineMax Inc.) | Long | Equity-common | US | $133K | 4K | 0.03 |
| MARINUS PHARMACEUTICALS INC COMMON STOCK USD.001 (Marinus Pharmaceuticals Inc.) | Long | Equity-common | US | $13K | 11K | 0.00 |
| MARQETA INC COMMON STOCK USD.0001 (Marqeta Inc.) | Long | Equity-common | US | $498K | 91K | 0.10 |
| MARTEN TRANSPORT LTD COMMON STOCK USD.01 (Marten Transport Ltd.) | Long | Equity-common | US | $208K | 11K | 0.04 |
| MASTERBRAND INC COMMON STOCK USD.01 (MasterBrand Inc.) | Long | Equity-common | US | $361K | 25K | 0.07 |
| MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01 (MasterCraft Boat Holdings Inc.) | Long | Equity-common | US | $62K | 3K | 0.01 |
| MATADOR RESOURCES CO COMMON STOCK USD.01 (Matador Resources Company) | Long | Equity-common | US | $1M | 22K | 0.26 |
| MATERION CORP COMMON STOCK (Materion Corporation) | Long | Equity-common | US | $421K | 4K | 0.08 |
| MATIV HOLDINGS INC COMMON STOCK USD.1 (Mativ Holdings Inc.) | Long | Equity-common | US | $173K | 10K | 0.03 |
| MATSON INC COMMON STOCK (Matson Inc.) | Long | Equity-common | US | $865K | 7K | 0.17 |
| MATTERPORT INC COMMON STOCK USD.0001 (Matterport Inc.) | Long | Equity-common | US | $241K | 54K | 0.05 |
| MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0 (Matthews International Corporation) | Long | Equity-common | US | $146K | 6K | 0.03 |
| MAUI LAND and PINEAPPLE CO INC COMMON STOCK (Maui Land and Pineapple Company Inc.) | Long | Equity-common | US | $43K | 2K | 0.01 |
| MAXCYTE INC COMMON STOCK (MaxCyte Inc.) | Long | Equity-common | US | $67K | 17K | 0.01 |
| MAXEON SOLAR TECHNOLOGIES LTD COMMON STOCK (Maxeon Solar Technologies Ltd.) | Long | Equity-common | SG | $5K | 6K | 0.00 |
| MAXIMUS INC COMMON STOCK (Maximus Inc.) | Long | Equity-common | US | $999K | 12K | 0.20 |
| MAXLINEAR INC COMMON STOCK (MaxLinear Inc.) | Long | Equity-common | US | $292K | 14K | 0.06 |
| MAYVILLE ENGINEERING CO INC COMMON STOCK (Mayville Engineering Company Inc.) | Long | Equity-common | US | $34K | 2K | 0.01 |
| MBIA INC COMMON STOCK USD1.0 (MBIA Inc.) | Long | Equity-common | US | $51K | 9K | 0.01 |
| MCGRATH RENTCORP COMMON STOCK | Long | Equity-common | US | $508K | 5K | 0.10 |
| MEDIAALPHA INC COMMON STOCK USD.01 (MediaAlpha Inc.) | Long | Equity-common | US | $61K | 5K | 0.01 |
| MEDIFAST INC COMMON STOCK USD.001 (Medifast Inc.) | Long | Equity-common | US | $48K | 2K | 0.01 |
| MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001 | Long | Equity-common | US | $33K | 8K | 0.01 |
| MERCANTILE BANK CORP COMMON STOCK (Mercantile Bank Corporation) | Long | Equity-common | US | $124K | 3K | 0.02 |
| MERCHANTS BANCORP COMMON STOCK | Long | Equity-common | US | $132K | 3K | 0.03 |
| MERCURY GENERAL CORP COMMON STOCK (Mercury General Corporation) | Long | Equity-common | US | $283K | 5K | 0.06 |
| MERIDIANLINK INC COMMON STOCK USD.001 (MeridianLink Inc.) | Long | Equity-common | US | $106K | 5K | 0.02 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (Merit Medical Systems Inc.) | Long | Equity-common | US | $934K | 11K | 0.18 |
| MERITAGE HOMES CORP COMMON STOCK USD.01 (Meritage Homes Corporation) | Long | Equity-common | US | $1M | 7K | 0.22 |
| MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01 (Merrimack Pharmaceuticals Inc.) | Long | Equity-common | US | $72.33 | 2K | 0.00 |
| MERSANA THERAPEUTICS INC COMMON STOCK USD.0001 (Mersana Therapeutics Inc.) | Long | Equity-common | US | $44K | 22K | 0.01 |
| MESA LABORATORIES INC COMMON STOCK (Mesa Laboratories Inc.) | Long | Equity-common | US | $87K | 1K | 0.02 |
| METALLUS INC COMMON STOCK (Metallus Inc.) | Long | Equity-common | US | $164K | 8K | 0.03 |
| METHODE ELECTRONICS INC COMMON STOCK USD.5 (Methode Electronics Inc.) | Long | Equity-common | US | $74K | 7K | 0.01 |
| METROCITY BANKSHARES INC COMMON STOCK (MetroCity Bankshares Inc.) | Long | Equity-common | US | $107K | 4K | 0.02 |
| METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01 (Metropolitan Bank Holding Corp.) | Long | Equity-common | US | $80K | 2K | 0.02 |
| MFA FINANCIAL INC REIT USD.01 (MFA Financial Inc.) | Long | Equity-common | US | $201K | 19K | 0.04 |
| MGE ENERGY INC COMMON STOCK USD1.0 (MGE Energy Inc.) | Long | Equity-common | US | $534K | 7K | 0.11 |
| MGP INGREDIENTS INC COMMON STOCK (MGP Ingredients Inc.) | Long | Equity-common | US | $234K | 3K | 0.05 |
| MICROSTRATEGY INC COMMON STOCK USD.001 (MicroStrategy Incorporated) | Long | Equity-common | US | $4M | 3K | 0.77 |
| MICROVAST HOLDINGS INC COMMON STOCK USD.0001 (Microvast Holdings Inc.) | Long | Equity-common | US | $9K | 20K | 0.00 |
| MICROVISION INC COMMON STOCK USD.001 (MicroVision Inc.) | Long | Equity-common | US | $40K | 37K | 0.01 |
| MID PENN BANCORP INC COMMON STOCK USD1.0 (Mid Penn Bancorp Inc.) | Long | Equity-common | US | $72K | 3K | 0.01 |
| MIDDLEFIELD BANC CORP COMMON STOCK (Middlefield Banc Corp.) | Long | Equity-common | US | $38K | 2K | 0.01 |
| MIDDLESEX WATER CO COMMON STOCK (Middlesex Water Company) | Long | Equity-common | US | $179K | 3K | 0.04 |
| MIDLAND STATES BANCORP INC COMMON STOCK USD.01 (Midland States Bancorp Inc.) | Long | Equity-common | US | $91K | 4K | 0.02 |
| MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01 (MidWestOne Financial Group Inc.) | Long | Equity-common | US | $69K | 3K | 0.01 |
| MILLER INDUSTRIES INC/TN COMMON STOCK USD.01 (Miller Industries Inc.) | Long | Equity-common | US | $122K | 2K | 0.02 |
| MILLERKNOLL INC COMMON STOCK USD.2 (MillerKnoll Inc.) | Long | Equity-common | US | $374K | 14K | 0.07 |
| MIMEDX GROUP INC COMMON STOCK USD.001 (MiMedx Group Inc.) | Long | Equity-common | US | $158K | 23K | 0.03 |
| MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 (Minerals Technologies Inc.) | Long | Equity-common | US | $512K | 6K | 0.10 |
| MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001 (Mineralys Therapeutics Inc.) | Long | Equity-common | US | $51K | 4K | 0.01 |
| MIRION TECHNOLOGIES INC COMMON STOCK USD.0001 (Mirion Technologies Inc.) | Long | Equity-common | US | $412K | 38K | 0.08 |
| MIRUM PHARMACEUTICALS INC COMMON STOCK (Mirum Pharmaceuticals Inc.) | Long | Equity-common | US | $169K | 5K | 0.03 |
| MISSION PRODUCE INC COMMON STOCK USD.001 (Mission Produce Inc.) | Long | Equity-common | US | $94K | 9K | 0.02 |
| MISTRAS GROUP INC COMMON STOCK USD.01 (Mistras Group Inc.) | Long | Equity-common | US | $33K | 4K | 0.01 |
| MITEK SYSTEMS INC COMMON STOCK USD.001 (Mitek Systems Inc.) | Long | Equity-common | US | $94K | 8K | 0.02 |
| MODINE MANUFACTURING CO COMMON STOCK USD.625 (Modine Manufacturing Company) | Long | Equity-common | US | $989K | 10K | 0.20 |
| MODIVCARE INC COMMON STOCK USD.001 (ModivCare Inc.) | Long | Equity-common | US | $66K | 3K | 0.01 |
| MOELIS and CO COMMON STOCK USD.01 (Moelis and Company) | Long | Equity-common | US | $726K | 13K | 0.14 |
| MONARCH CASINO and RESORT INC COMMON STOCK USD.01 (Monarch Casino and Resort Inc.) | Long | Equity-common | US | $171K | 3K | 0.03 |
| MONDEE HOLDINGS INC COMMON STOCK USD.001 (Mondee Holdings Inc.) | Long | Equity-common | US | $24K | 10K | 0.00 |
| MONRO INC COMMON STOCK USD.01 (Monro Inc.) | Long | Equity-common | US | $135K | 6K | 0.03 |
| MONTAUK RENEWABLES INC COMMON STOCK USD.01 (Montauk Renewables Inc.) | Long | Equity-common | US | $85K | 15K | 0.02 |
| MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001 (Monte Rosa Therapeutics Inc.) | Long | Equity-common | US | $21K | 6K | 0.00 |
| MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004 (Montrose Environmental Group Inc.) | Long | Equity-common | US | $247K | 6K | 0.05 |
| MOOG INC COMMON STOCK USD1.0 (Moog Inc.) | Long | Equity-common | US | $931K | 6K | 0.18 |
| MORPHIC HOLDING INC COMMON STOCK USD.0001 (Morphic Holding Inc.) | Long | Equity-common | US | $251K | 7K | 0.05 |
| MOVADO GROUP INC COMMON STOCK USD.01 (Movado Group Inc.) | Long | Equity-common | US | $75K | 3K | 0.01 |
| MR COOPER GROUP INC COMMON STOCK USD.01 (Mr. Cooper Group Inc.) | Long | Equity-common | US | $1M | 12K | 0.20 |
| MRC GLOBAL INC COMMON STOCK USD.01 (MRC Global Inc.) | Long | Equity-common | US | $206K | 16K | 0.04 |
| MUELLER INDUSTRIES INC COMMON STOCK USD.01 (Mueller Industries Inc.) | Long | Equity-common | US | $1M | 21K | 0.24 |
| MUELLER WATER PRODUCTS INC COMMON STOCK USD.01 (Mueller Water Products Inc.) | Long | Equity-common | US | $534K | 30K | 0.11 |
| MULTIPLAN CORP COMMON STOCK (Multiplan Corporation) | Long | Equity-common | US | $31K | 80K | 0.01 |
| MURAL ONCOLOGY PLC COMMON STOCK USD.01 (Mural Oncology Public Limited Company) | Long | Equity-common | IE | $11K | 3K | 0.00 |
| MURPHY OIL CORP COMMON STOCK USD1.0 (Murphy Oil Corporation) | Long | Equity-common | US | $1M | 28K | 0.23 |
| MVB FINANCIAL CORP COMMON STOCK USD1.0 (MVB Financial Corp.) | Long | Equity-common | US | $44K | 2K | 0.01 |
| MYERS INDUSTRIES INC COMMON STOCK (Myers Industries Inc.) | Long | Equity-common | US | $95K | 7K | 0.02 |
| MYR GROUP INC COMMON STOCK USD.01 (MYR Group Inc.) | Long | Equity-common | US | $426K | 3K | 0.08 |
| MYRIAD GENETICS INC COMMON STOCK USD.01 (Myriad Genetics Inc.) | Long | Equity-common | US | $392K | 16K | 0.08 |
| N-ABLE INC/US COMMON STOCK USD.001 (N-able Inc.) | Long | Equity-common | US | $210K | 14K | 0.04 |
| NABORS INDUSTRIES LTD COMMON STOCK USD.001 (Nabors Industries Ltd.) | Long | Equity-common | US | $128K | 2K | 0.03 |
| NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD CW26 (Nabors Industries Ltd.) | Long | Equity-common | US | $4K | 668 | 0.00 |
| NACCO INDUSTRIES INC COMMON STOCK USD1.0 (NACCO Industries Inc.) | Long | Equity-common | US | $27K | 964 | 0.01 |
| NANO-X IMAGING LTD COMMON STOCK ILS.01 | Long | Equity-common | IL | $70K | 10K | 0.01 |
| NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01 (Napco Security Technologies Inc.) | Long | Equity-common | US | $342K | 7K | 0.07 |
| NATHAN'S FAMOUS INC COMMON STOCK USD.01 (Nathan's Famous Inc.) | Long | Equity-common | US | $37K | 544 | 0.01 |
| NATIONAL BANK HOLDINGS CORP COMMON STOCK (National Bank Holdings Corporation) | Long | Equity-common | US | $277K | 7K | 0.05 |
| NATIONAL BANKSHARES INC COMMON STOCK USD1.25 (National Bankshares Inc.) | Long | Equity-common | US | $37K | 1K | 0.01 |
| NATIONAL BEVERAGE CORP COMMON STOCK USD.01 (National Beverage Corp.) | Long | Equity-common | US | $244K | 5K | 0.05 |
| NATIONAL HEALTH INVESTORS INC REIT USD.01 (National Health Investors Inc.) | Long | Equity-common | US | $537K | 8K | 0.11 |
| NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 (National HealthCare Corporation) | Long | Equity-common | US | $259K | 2K | 0.05 |
| NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0 (National Presto Industries Inc.) | Long | Equity-common | US | $80K | 1K | 0.02 |
| NATIONAL RESEARCH CORP COMMON STOCK USD.001 (National Research Corporation) | Long | Equity-common | US | $69K | 3K | 0.01 |
| NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01 (National Vision Holdings Inc.) | Long | Equity-common | US | $195K | 15K | 0.04 |
| NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01 (National Western Life Group Inc.) | Long | Equity-common | US | $226K | 454 | 0.04 |
| NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001 (Natural Grocers by Vitamin Cottage Inc.) | Long | Equity-common | US | $33K | 2K | 0.01 |
| NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK (Nature's Sunshine Products Inc.) | Long | Equity-common | US | $32K | 2K | 0.01 |
| NAVIENT CORP COMMON STOCK USD.01 (Navient Corporation) | Long | Equity-common | US | $226K | 15K | 0.04 |
| NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001 (Navitas Semiconductor Corporation) | Long | Equity-common | US | $87K | 22K | 0.02 |
| NBT BANCORP INC COMMON STOCK USD.01 (NBT Bancorp Inc.) | Long | Equity-common | US | $337K | 9K | 0.07 |
| NELNET INC COMMON STOCK USD.01 (Nelnet Inc.) | Long | Equity-common | US | $244K | 2K | 0.05 |
| NEOGEN CORP COMMON STOCK USD.16 (Neogen Corporation) | Long | Equity-common | US | $654K | 42K | 0.13 |
| NEOGENOMICS INC COMMON STOCK USD.001 (NeoGenomics Inc.) | Long | Equity-common | US | $338K | 24K | 0.07 |
| NERDWALLET INC COMMON STOCK USD.0001 (NerdWallet Inc.) | Long | Equity-common | US | $98K | 7K | 0.02 |
| NERDY INC COMMON STOCK USD.0001 (Nerdy Inc.) | Long | Equity-common | US | $23K | 13K | 0.00 |
| NETGEAR INC COMMON STOCK USD.001 (Netgear Inc.) | Long | Equity-common | US | $86K | 6K | 0.02 |
| NETSCOUT SYSTEMS INC COMMON STOCK USD.001 (NetScout Systems Inc.) | Long | Equity-common | US | $241K | 13K | 0.05 |
| NETSTREIT CORP REIT USD.01 (Netstreit Corp.) | Long | Equity-common | US | $215K | 13K | 0.04 |
| NEUMORA THERAPEUTICS INC COMMON STOCK USD.0001 (Neumora Therapeutics Inc.) | Long | Equity-common | US | $31K | 3K | 0.01 |
| NEVRO CORP COMMON STOCK USD.001 (Nevro Corp.) | Long | Equity-common | US | $57K | 7K | 0.01 |
| NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 (New Jersey Resources Corporation) | Long | Equity-common | US | $794K | 19K | 0.16 |
| NEW YORK MORTGAGE TRUST INC REIT USD.02 (New York Mortgage Trust Inc.) | Long | Equity-common | US | $104K | 18K | 0.02 |
| NEWMARK GROUP INC COMMON STOCK USD.01 (Newmark Group Inc.) | Long | Equity-common | US | $264K | 26K | 0.05 |
| NEWPARK RESOURCES INC COMMON STOCK USD.01 (Newpark Resources Inc.) | Long | Equity-common | US | $120K | 14K | 0.02 |
| NEWTEKONE INC COMMON STOCK USD.02 (NewtekOne Inc.) | Long | Equity-common | US | $64K | 5K | 0.01 |
| NEXPOINT DIVERSIFIED REAL ESTA REIT USD.001 | Long | Equity-common | US | $41K | 7K | 0.01 |
| NEXPOINT RESIDENTIAL TRUST INC REIT USD.01 (NexPoint Residential Trust Inc.) | Long | Equity-common | US | $178K | 5K | 0.04 |
| NEXTDECADE CORP COMMON STOCK USD.0001 (NextDecade Corporation) | Long | Equity-common | US | $122K | 15K | 0.02 |
| NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001 (Nextdoor Holdings Inc.) | Long | Equity-common | US | $89K | 32K | 0.02 |
| NEXTNAV INC COMMON STOCK USD.0001 (NextNav Inc.) | Long | Equity-common | US | $89K | 11K | 0.02 |
| NEXTRACKER INC COMMON STOCK USD.0001 (Nextracker Inc.) | Long | Equity-common | US | $1M | 24K | 0.22 |
| NICOLET BANKSHARES INC COMMON STOCK USD.01 (Nicolet Bankshares Inc.) | Long | Equity-common | US | $208K | 3K | 0.04 |
| NIKOLA CORP COMMON STOCK USD.0001 (Nikola Corporation) | Long | Equity-common | US | $35K | 4K | 0.01 |
| NKARTA INC COMMON STOCK (Nkarta Inc.) | Long | Equity-common | US | $30K | 5K | 0.01 |
| NLIGHT INC COMMON STOCK (nLight Inc.) | Long | Equity-common | US | $97K | 9K | 0.02 |
| NMI HOLDINGS INC COMMON STOCK USD.01 (NMI Holdings Inc.) | Long | Equity-common | US | $522K | 15K | 0.10 |
| NOBLE CORP PLC COMMON STOCK USD.00001 (Noble Corporation plc) | Long | Equity-common | US | $962K | 22K | 0.19 |
| NOODLES and CO COMMON STOCK USD.01 (Noodles and Company) | Long | Equity-common | US | $15K | 9K | 0.00 |
| NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 (Nordic American Tankers Limited) | Long | Equity-common | NO | $156K | 39K | 0.03 |
| NORTHEAST BANK COMMON STOCK USD1.0 | Long | Equity-common | US | $78K | 1K | 0.02 |
| NORTHEAST COMMUNITY BANCORP IN COMMON STOCK (Northeast Community Bancorp Inc.) | Long | Equity-common | US | $35K | 2K | 0.01 |
| NORTHERN OIL and GAS INC COMMON STOCK USD.001 (Northern Oil and Gas Inc.) | Long | Equity-common | US | $636K | 17K | 0.13 |
| NORTHFIELD BANCORP INC COMMON STOCK USD.01 (Northfield Bancorp Inc.) | Long | Equity-common | US | $71K | 7K | 0.01 |
| NORTHRIM BANCORP INC COMMON STOCK USD1.0 (Northrim BanCorp Inc.) | Long | Equity-common | US | $59K | 1K | 0.01 |
| NORTHWEST BANCSHARES INC COMMON STOCK USD.01 (Northwest Bancshares Inc.) | Long | Equity-common | US | $278K | 24K | 0.05 |
| NORTHWEST NATURAL HOLDING CO COMMON STOCK (Northwest Natural Holding Company) | Long | Equity-common | US | $256K | 7K | 0.05 |
| NORTHWEST PIPE CO COMMON STOCK USD.01 (Northwest Pipe Company) | Long | Equity-common | US | $67K | 2K | 0.01 |
| NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01 (Northwestern Energy Group Inc.) | Long | Equity-common | US | $582K | 12K | 0.11 |
| NORWOOD FINANCIAL CORP COMMON STOCK USD.1 (Norwood Financial Corp.) | Long | Equity-common | US | $39K | 2K | 0.01 |
| NOVAGOLD RESOURCES INC COMMON STOCK (Novagold Resources Inc.) | Long | Equity-common | CA | $163K | 47K | 0.03 |
| NOVANTA INC COMMON STOCK (Novanta Inc.) | Long | Equity-common | US | $1M | 7K | 0.22 |
| NOVAVAX INC COMMON STOCK USD.01 (Novavax Inc.) | Long | Equity-common | US | $234K | 19K | 0.05 |
| NU SKIN ENTERPRISES INC COMMON STOCK USD.001 (Nu Skin Enterprises Inc.) | Long | Equity-common | US | $100K | 10K | 0.02 |
| NURIX THERAPEUTICS INC COMMON STOCK (Nurix Therapeutics Inc.) | Long | Equity-common | US | $196K | 9K | 0.04 |
| NUSCALE POWER CORP COMMON STOCK USD.0001 (NuScale Power Corporation) | Long | Equity-common | US | $127K | 11K | 0.02 |
| NUVALENT INC COMMON STOCK USD.0001 (Nuvalent Inc.) | Long | Equity-common | US | $389K | 5K | 0.08 |
| NUVATION BIO INC COMMON STOCK USD.0001 (Nuvation Bio Inc.) | Long | Equity-common | US | $91K | 31K | 0.02 |
| NUVECTIS PHARMA INC COMMON STOCK USD.00001 (Nuvectis Pharma Inc.) | Long | Equity-common | US | $9K | 1K | 0.00 |
| NV5 GLOBAL INC COMMON STOCK USD.01 (NV5 Global Inc.) | Long | Equity-common | US | $245K | 3K | 0.05 |
| NVE CORP COMMON STOCK USD.01 (NVE Corporation) | Long | Equity-common | US | $72K | 961 | 0.01 |
| O-I GLASS INC COMMON STOCK USD.01 (O-I Glass Inc.) | Long | Equity-common | US | $329K | 30K | 0.06 |
| OAK VALLEY BANCORP COMMON STOCK (Oak Valley Bancorp.) | Long | Equity-common | US | $32K | 1K | 0.01 |
| OCEAN BIOMEDICAL INC COMMON STOCK USD.0001 (Ocean Biomedical Inc.) | Long | Equity-common | US | $730.78 | 599 | 0.00 |
| OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25 (Oceaneering International Inc.) | Long | Equity-common | US | $456K | 19K | 0.09 |
| OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 (OceanFirst Financial Corp.) | Long | Equity-common | US | $167K | 11K | 0.03 |
| OCULAR THERAPEUTIX INC COMMON STOCK USD.0001 (Ocular Therapeutix Inc.) | Long | Equity-common | US | $143K | 21K | 0.03 |
| ODP CORP/THE COMMON STOCK USD.01 (The ODP Corporation) | Long | Equity-common | US | $239K | 6K | 0.05 |
| OFFICE PROPERTIES INCOME TRUST REIT USD.01 | Long | Equity-common | US | $22K | 11K | 0.00 |
| OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 (Oil States International Inc.) | Long | Equity-common | US | $61K | 14K | 0.01 |
| OIL-DRI CORP OF AMERICA COMMON STOCK USD.1 (Oil-Dri Corporation of America) | Long | Equity-common | US | $60K | 940 | 0.01 |
| OLD NATIONAL BANCORP/IN COMMON STOCK | Long | Equity-common | US | $1M | 60K | 0.20 |
| OLD SECOND BANCORP INC COMMON STOCK USD1.0 (Old Second Bancorp Inc.) | Long | Equity-common | US | $129K | 9K | 0.03 |
| OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001 (Olema Pharmaceuticals Inc.) | Long | Equity-common | US | $59K | 5K | 0.01 |
| OLO INC COMMON STOCK USD.001 (Olo Inc.) | Long | Equity-common | US | $89K | 20K | 0.02 |
| OLYMPIC STEEL INC COMMON STOCK (Olympic Steel Inc.) | Long | Equity-common | US | $84K | 2K | 0.02 |
| OMEGA FLEX INC COMMON STOCK USD.01 (Omega Flex Inc.) | Long | Equity-common | US | $37K | 712 | 0.01 |
| OMEGA THERAPEUTICS INC COMMON STOCK USD.001 (Omega Therapeutics Inc.) | Long | Equity-common | US | $12K | 6K | 0.00 |
| OMEROS CORP COMMON STOCK USD.01 (Omeros Corporation) | Long | Equity-common | US | $54K | 13K | 0.01 |
| OMNIAB INC - 12.5 EARNOUT COMMON STOCK (OmniAb Operations Inc.) | Long | Equity-common | US | $3K | 1K | 0.00 |
| OMNIAB INC - 15.00 EARNOUT COMMON STOCK (OmniAb Operations Inc.) | Long | Equity-common | US | $3K | 1K | 0.00 |
| OMNIAB INC COMMON STOCK USD.0001 (OmniAb Inc.) | Long | Equity-common | US | $70K | 19K | 0.01 |
| OMNICELL INC COMMON STOCK USD.001 (Omnicell Inc.) | Long | Equity-common | US | $233K | 9K | 0.05 |
| ON24 INC COMMON STOCK USD.0001 (ON24 Inc.) | Long | Equity-common | US | $36K | 6K | 0.01 |
| ONE GAS INC COMMON STOCK (ONE Gas Inc.) | Long | Equity-common | US | $674K | 11K | 0.13 |
| ONE LIBERTY PROPERTIES INC REIT USD1.0 (One Liberty Properties Inc.) | Long | Equity-common | US | $63K | 3K | 0.01 |
| ONESPAN INC COMMON STOCK USD.001 (OneSpan Inc.) | Long | Equity-common | US | $96K | 8K | 0.02 |
| ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001 (OneSpaWorld Holdings Limited) | Long | Equity-common | BS | $252K | 16K | 0.05 |
| ONEWATER MARINE INC COMMON STOCK USD.01 (OneWater Marine Inc.) | Long | Equity-common | US | $69K | 2K | 0.01 |
| ONITY GROUP INC COMMON STOCK USD.01 (Onity Group Inc.) | Long | Equity-common | US | $31K | 1K | 0.01 |
| ONTO INNOVATION INC COMMON STOCK (Onto Innovation Inc.) | Long | Equity-common | US | $2M | 9K | 0.41 |
| OOMA INC COMMON STOCK (Ooma Inc.) | Long | Equity-common | US | $55K | 6K | 0.01 |
| OPEN LENDING CORP COMMON STOCK (Open Lending Corporation) | Long | Equity-common | US | $111K | 20K | 0.02 |
| OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001 (Opendoor Technologies Inc.) | Long | Equity-common | US | $201K | 109K | 0.04 |
| OPENLANE INC COMMON STOCK USD.01 (OPENLANE Inc.) | Long | Equity-common | US | $340K | 21K | 0.07 |
| OPKO HEALTH INC COMMON STOCK USD.01 (OPKO Health Inc.) | Long | Equity-common | US | $109K | 87K | 0.02 |
| OPTIMIZERX CORP COMMON STOCK USD.001 (OptimizeRx Corporation) | Long | Equity-common | US | $33K | 3K | 0.01 |
| OPTINOSE INC COMMON STOCK USD.001 (Optinose Inc.) | Long | Equity-common | US | $7K | 7K | 0.00 |
| OPTION CARE HEALTH INC COMMON STOCK USD.0001 (Option Care Health Inc.) | Long | Equity-common | US | $890K | 32K | 0.18 |
| ORANGE COUNTY BANCORP INC COMMON STOCK USD.5 (Orange County Bancorp Inc.) | Long | Equity-common | US | $54K | 1K | 0.01 |
| ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 (OraSure Technologies Inc.) | Long | Equity-common | US | $60K | 14K | 0.01 |
| ORCHESTRA BIOMED HOLDINGS INC COMMON STOCK USD.0001 (Orchestra Biomed Holdings Inc.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| ORCHID ISLAND CAPITAL INC REIT USD.01 (Orchid Island Capital Inc.) | Long | Equity-common | US | $87K | 10K | 0.02 |
| ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001 (Organogenesis Holdings Inc.) | Long | Equity-common | US | $39K | 14K | 0.01 |
| ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001 (ORIC Pharmaceuticals Inc.) | Long | Equity-common | US | $55K | 8K | 0.01 |
| ORIGIN BANCORP INC COMMON STOCK (Origin Bancorp Inc.) | Long | Equity-common | US | $179K | 6K | 0.04 |
| ORION OFFICE REIT INC REIT USD.01 | Long | Equity-common | US | $39K | 11K | 0.01 |
| ORION SA COMMON STOCK (ORION S.A.) | Long | Equity-common | US | $229K | 10K | 0.05 |
| ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 (Ormat Technologies Inc.) | Long | Equity-common | US | $740K | 10K | 0.15 |
| ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK (Orrstown Financial Services Inc.) | Long | Equity-common | US | $56K | 2K | 0.01 |
| ORTHOFIX MEDICAL INC COMMON STOCK USD.1 (Orthofix Medical Inc.) | Long | Equity-common | US | $90K | 7K | 0.02 |
| ORTHOPEDIATRICS CORP COMMON STOCK USD.00025 (OrthoPediatrics Corp.) | Long | Equity-common | US | $85K | 3K | 0.02 |
| OSCAR HEALTH INC COMMON STOCK USD.00001 (Oscar Health Inc.) | Long | Equity-common | US | $490K | 31K | 0.10 |
| OSI SYSTEMS INC COMMON STOCK (OSI Systems Inc.) | Long | Equity-common | US | $423K | 3K | 0.08 |
| OTTER TAIL CORP COMMON STOCK USD5.0 (Otter Tail Corporation) | Long | Equity-common | US | $694K | 8K | 0.14 |
| OUTFRONT MEDIA INC REIT USD.01 (OUTFRONT Media Inc.) | Long | Equity-common | US | $402K | 28K | 0.08 |
| OUTLOOK THERAPEUTICS INC COMMON STOCK USD.01 (Outlook Therapeutics Inc.) | Long | Equity-common | US | $9K | 1K | 0.00 |
| OUTSET MEDICAL INC COMMON STOCK USD.001 (Outset Medical Inc.) | Long | Equity-common | US | $40K | 10K | 0.01 |
| OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK (Overseas Shipholding Group Inc.) | Long | Equity-common | US | $99K | 12K | 0.02 |
| OVID THERAPEUTICS INC COMMON STOCK USD.001 (Ovid Therapeutics Inc.) | Long | Equity-common | US | $11K | 14K | 0.00 |
| OWENS and MINOR INC COMMON STOCK USD2.0 (Owens and Minor Inc.) | Long | Equity-common | US | $191K | 14K | 0.04 |
| OXFORD INDUSTRIES INC COMMON STOCK USD1.0 (Oxford Industries Inc.) | Long | Equity-common | US | $282K | 3K | 0.06 |
| P10 INC COMMON STOCK USD.001 (P10 Inc.) | Long | Equity-common | US | $80K | 9K | 0.02 |
| P3 HEALTH PARTNERS INC COMMON STOCK USD.0001 (P3 Health Partners Inc.) | Long | Equity-common | US | $4K | 9K | 0.00 |
| PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001 (Pacific Biosciences of California Inc.) | Long | Equity-common | US | $69K | 50K | 0.01 |
| PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 (Pacific Premier Bancorp Inc.) | Long | Equity-common | US | $415K | 18K | 0.08 |
| PACIRA BIOSCIENCES INC COMMON STOCK USD.001 (Pacira BioSciences Inc.) | Long | Equity-common | US | $251K | 9K | 0.05 |
| PACTIV EVERGREEN INC COMMON STOCK (Pactiv Evergreen Inc.) | Long | Equity-common | US | $91K | 8K | 0.02 |
| PAGERDUTY INC COMMON STOCK USD.000005 (PagerDuty Inc.) | Long | Equity-common | US | $392K | 17K | 0.08 |
| PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025 (PagSeguro Digital Ltd.) | Long | Equity-common | BR | $445K | 38K | 0.09 |
| PALOMAR HOLDINGS INC COMMON STOCK USD.0001 (Palomar Holdings Inc.) | Long | Equity-common | US | $381K | 5K | 0.08 |
| PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01 (P.A.M. Transportation Services Inc.) | Long | Equity-common | US | $15K | 873 | 0.00 |
| PAN AMERICAN SILVER CORP RIGHT (Pan American Silver Corp.) | Long | Equity-common | CA | $41K | 88K | 0.01 |
| PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001 (Pangaea Logistics Solutions Ltd.) | Long | Equity-common | US | $56K | 7K | 0.01 |
| PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01 (Papa John's International Inc.) | Long | Equity-common | US | $295K | 6K | 0.06 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01 (Par Pacific Holdings Inc.) | Long | Equity-common | US | $272K | 11K | 0.05 |
| PAR TECHNOLOGY CORP COMMON STOCK USD.02 (PAR Technology Corporation) | Long | Equity-common | US | $246K | 5K | 0.05 |
| PARAGON 28 INC COMMON STOCK USD.01 (Paragon 28 Inc.) | Long | Equity-common | US | $63K | 9K | 0.01 |
| PARAMOUNT GROUP INC REIT USD.01 (Paramount Group Inc.) | Long | Equity-common | US | $168K | 36K | 0.03 |
| PARK AEROSPACE CORP COMMON STOCK USD.1 (Park Aerospace Corp.) | Long | Equity-common | US | $53K | 4K | 0.01 |
| PARK NATIONAL CORP COMMON STOCK (Park National Corporation) | Long | Equity-common | US | $386K | 3K | 0.08 |
| PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0 (Park-Ohio Holdings Corp.) | Long | Equity-common | US | $43K | 2K | 0.01 |
| PARKE BANCORP INC COMMON STOCK USD.1 (Parke Bancorp Inc.) | Long | Equity-common | US | $36K | 2K | 0.01 |
| PARSONS CORP COMMON STOCK USD1.0 (Parsons Corporation) | Long | Equity-common | US | $648K | 8K | 0.13 |
| PATHWARD FINANCIAL INC COMMON STOCK USD.01 (Pathward Financial Inc.) | Long | Equity-common | US | $289K | 5K | 0.06 |
| PATRIA INVESTMENTS LTD COMMON STOCK USD.0001 (Patria Investments Limited) | Long | Equity-common | KY | $131K | 11K | 0.03 |
| PATRICK INDUSTRIES INC COMMON STOCK | Long | Equity-common | US | $439K | 4K | 0.09 |
| PATTERSON COS INC COMMON STOCK USD.01 (Patterson Companies Inc.) | Long | Equity-common | US | $385K | 16K | 0.08 |
| PATTERSON-UTI ENERGY INC COMMON STOCK USD.01 (Patterson-UTI Energy Inc.) | Long | Equity-common | US | $702K | 68K | 0.14 |
| PAYONEER GLOBAL INC COMMON STOCK USD.01 (Payoneer Global Inc.) | Long | Equity-common | US | $291K | 53K | 0.06 |
| PAYSAFE LTD COMMON STOCK USD.0001 (Paysafe Limited) | Long | Equity-common | GB | $113K | 6K | 0.02 |
| PBF ENERGY INC COMMON STOCK USD.001 (PBF Energy Inc.) | Long | Equity-common | US | $974K | 21K | 0.19 |
| PC CONNECTION INC COMMON STOCK USD.01 (PC Connection Inc.) | Long | Equity-common | US | $140K | 2K | 0.03 |
| PCB BANCORP COMMON STOCK | Long | Equity-common | US | $41K | 3K | 0.01 |
| PDF SOLUTIONS INC COMMON STOCK USD.00015 (PDF Solutions Inc.) | Long | Equity-common | US | $220K | 6K | 0.04 |
| PDL BIOPHARMA INC COMMON STOCK USD.01 (PDL BioPharma Inc.) | Long | Equity-common | US | $17K | 29K | 0.00 |
| PDS BIOTECHNOLOGY CORP COMMON STOCK USD.00033 (PDS Biotechnology Corporation) | Long | Equity-common | US | $19K | 6K | 0.00 |
| PEABODY ENERGY CORP COMMON STOCK (Peabody Energy Corporation) | Long | Equity-common | US | $479K | 22K | 0.09 |
| PEAKSTONE REALTY TRUST REIT | Long | Equity-common | US | $71K | 7K | 0.01 |
| PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK (Peapack-Gladstone Financial Corporation) | Long | Equity-common | US | $72K | 3K | 0.01 |
| PEBBLEBROOK HOTEL TRUST REIT USD.01 | Long | Equity-common | US | $312K | 23K | 0.06 |
| PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01 (Pediatrix Medical Group Inc.) | Long | Equity-common | US | $121K | 16K | 0.02 |
| PENNANT GROUP INC/THE COMMON STOCK USD.001 (The Pennant Group Inc.) | Long | Equity-common | US | $131K | 6K | 0.03 |
| PENNS WOODS BANCORP INC COMMON STOCK USD5.55 (Penns Woods Bancorp Inc.) | Long | Equity-common | US | $26K | 1K | 0.01 |
| PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001 (PennyMac Financial Services Inc.) | Long | Equity-common | US | $459K | 5K | 0.09 |
| PENNYMAC MORTGAGE INVESTMENT T REIT USD.01 (PennyMac Mortgage Investment Trust) | Long | Equity-common | US | $229K | 17K | 0.05 |
| PEOPLES BANCORP INC/OH COMMON STOCK (Peoples Bancorp Inc.) | Long | Equity-common | US | $208K | 7K | 0.04 |
| PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0 (Peoples Financial Services Corp.) | Long | Equity-common | US | $63K | 1K | 0.01 |
| PEPGEN INC COMMON STOCK USD.0001 (PepGen Inc.) | Long | Equity-common | US | $23K | 1K | 0.00 |
| PERDOCEO EDUCATION CORP COMMON STOCK USD.01 (Perdoceo Education Corporation) | Long | Equity-common | US | $265K | 12K | 0.05 |
| PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001 | Long | Equity-common | US | $133K | 8K | 0.03 |
| PERFICIENT INC COMMON STOCK USD.001 (Perficient Inc.) | Long | Equity-common | US | $492K | 7K | 0.10 |
| PERFORMANT FINANCIAL CORP COMMON STOCK USD.01 (Performant Financial Corporation) | Long | Equity-common | US | $45K | 16K | 0.01 |
| PERIMETER SOLUTIONS SA COMMON STOCK USD1.0 | Long | Equity-common | LU | $226K | 29K | 0.04 |
| PERMIAN RESOURCES CORP COMMON STOCK USD.0001 (Permian Resources Corporation) | Long | Equity-common | US | $1M | 80K | 0.25 |
| PERPETUA RESOURCES CORP COMMON STOCK (Perpetua Resources Corp.) | Long | Equity-common | US | $41K | 8K | 0.01 |
| PETIQ INC COMMON STOCK USD.001 (PetIQ Inc.) | Long | Equity-common | US | $119K | 5K | 0.02 |
| PETMED EXPRESS INC COMMON STOCK USD.001 (PetMed Express Inc.) | Long | Equity-common | US | $19K | 5K | 0.00 |
| PFD OFG BANCORP COMMON STOCK USD1.0 (OFG Bancorp) | Long | Equity-common | PR | $334K | 9K | 0.07 |
| PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001 (Phathom Pharmaceuticals Inc.) | Long | Equity-common | US | $65K | 6K | 0.01 |
| PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001 (Phibro Animal Health Corporation) | Long | Equity-common | US | $83K | 5K | 0.02 |
| PHILLIPS EDISON and CO INC REIT USD.01 (Phillips Edison and Company Inc.) | Long | Equity-common | US | $754K | 23K | 0.15 |
| PHOTRONICS INC COMMON STOCK USD.01 (Photronics Inc.) | Long | Equity-common | US | $286K | 12K | 0.06 |
| PHREESIA INC COMMON STOCK USD.01 (Phreesia Inc.) | Long | Equity-common | US | $217K | 10K | 0.04 |
| PIEDMONT LITHIUM INC COMMON STOCK USD.0001 (Piedmont Lithium Inc.) | Long | Equity-common | US | $37K | 4K | 0.01 |
| PIEDMONT OFFICE REALTY TRUST I REIT USD.01 (Piedmont Office Realty Trust Inc.) | Long | Equity-common | US | $175K | 24K | 0.03 |
| PIPER SANDLER COS COMMON STOCK USD.01 (Piper Sandler Companies) | Long | Equity-common | US | $757K | 3K | 0.15 |
| PITNEY BOWES INC COMMON STOCK USD1.0 (Pitney Bowes Inc.) | Long | Equity-common | US | $175K | 34K | 0.03 |
| PJT PARTNERS INC COMMON STOCK USD.01 (PJT Partners Inc.) | Long | Equity-common | US | $485K | 4K | 0.10 |
| PLANET LABS PBC COMMON STOCK USD.0001 | Long | Equity-common | US | $63K | 34K | 0.01 |
| PLAYAGS INC COMMON STOCK USD.01 (PlayAGS Inc.) | Long | Equity-common | US | $79K | 7K | 0.02 |
| PLAYSTUDIOS INC COMMON STOCK USD.0001 (Playstudios Inc.) | Long | Equity-common | US | $38K | 18K | 0.01 |
| PLEXUS CORP COMMON STOCK USD.01 (Plexus Corp.) | Long | Equity-common | US | $543K | 5K | 0.11 |
| PLIANT THERAPEUTICS INC COMMON STOCK (Pliant Therapeutics Inc.) | Long | Equity-common | US | $120K | 11K | 0.02 |
| PLUMAS BANCORP COMMON STOCK | Long | Equity-common | US | $39K | 1K | 0.01 |
| PLYMOUTH INDUSTRIAL REIT INC REIT USD.01 (Plymouth Industrial REIT Inc.) | Long | Equity-common | US | $195K | 9K | 0.04 |
| PMV PHARMACEUTICALS INC COMMON STOCK USD.00001 (PMV Pharmaceuticals Inc.) | Long | Equity-common | US | $9K | 6K | 0.00 |
| PNM RESOURCES INC COMMON STOCK (PNM Resources Inc.) | Long | Equity-common | US | $606K | 16K | 0.12 |
| PONCE FINANCIAL GROUP INC COMMON STOCK USD.01 (Ponce Financial Group Inc.) | Long | Equity-common | US | $38K | 4K | 0.01 |
| PORTILLO'S INC COMMON STOCK USD.01 (Portillo's Inc.) | Long | Equity-common | US | $87K | 9K | 0.02 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (Portland General Electric Company) | Long | Equity-common | US | $840K | 19K | 0.17 |
| POSEIDA THERAPEUTICS INC COMMON STOCK (Poseida Therapeutics Inc.) | Long | Equity-common | US | $38K | 13K | 0.01 |
| POSTAL REALTY TRUST INC REIT USD.01 (Postal Realty Trust Inc.) | Long | Equity-common | US | $45K | 3K | 0.01 |
| POTBELLY CORP COMMON STOCK USD.01 (Potbelly Corporation) | Long | Equity-common | US | $41K | 5K | 0.01 |
| POTLATCHDELTIC CORP REIT USD1.0 (PotlatchDeltic Corporation) | Long | Equity-common | US | $601K | 15K | 0.12 |
| POWELL INDUSTRIES INC COMMON STOCK USD.01 (Powell Industries Inc.) | Long | Equity-common | US | $261K | 2K | 0.05 |
| POWER INTEGRATIONS INC COMMON STOCK USD.001 (Power Integrations Inc.) | Long | Equity-common | US | $761K | 11K | 0.15 |
| POWERSCHOOL HOLDINGS INC COMMON STOCK USD.0001 (Powerschool Holdings Inc.) | Long | Equity-common | US | $248K | 11K | 0.05 |
| PRA GROUP INC COMMON STOCK USD.01 (PRA Group Inc.) | Long | Equity-common | US | $144K | 7K | 0.03 |
| PRECIGEN INC COMMON STOCK (Precigen Inc.) | Long | Equity-common | US | $21K | 13K | 0.00 |
| PREFERRED BANK/LOS ANGELES CA COMMON STOCK | Long | Equity-common | US | $175K | 2K | 0.03 |
| PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 (Preformed Line Products Company) | Long | Equity-common | US | $58K | 467 | 0.01 |
| PRELUDE THERAPEUTICS INC COMMON STOCK USD.0001 (Prelude Therapeutics Incorporated) | Long | Equity-common | US | $8K | 2K | 0.00 |
| PREMIER FINANCIAL CORP COMMON STOCK USD.01 (Premier Financial Corp.) | Long | Equity-common | US | $142K | 7K | 0.03 |
| PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01 (Prestige Consumer Healthcare Inc.) | Long | Equity-common | US | $661K | 10K | 0.13 |
| PRICESMART INC COMMON STOCK USD.0001 (PriceSmart Inc.) | Long | Equity-common | US | $402K | 5K | 0.08 |
| PRIME MEDICINE INC COMMON STOCK USD.00001 (Prime Medicine Inc.) | Long | Equity-common | US | $43K | 8K | 0.01 |
| PRIMIS FINANCIAL CORP COMMON STOCK USD.01 (Primis Financial Corp.) | Long | Equity-common | US | $43K | 4K | 0.01 |
| PRIMO WATER CORP COMMON STOCK (Primo Water Corporation) | Long | Equity-common | US | $654K | 30K | 0.13 |
| PRIMORIS SERVICES CORP COMMON STOCK USD.0001 (Primoris Services Corporation) | Long | Equity-common | US | $505K | 10K | 0.10 |
| PRINCETON BANCORP INC COMMON STOCK (Princeton Bancorp Inc.) | Long | Equity-common | US | $31K | 933 | 0.01 |
| PRIVIA HEALTH GROUP INC COMMON STOCK USD.01 (Privia Health Group Inc.) | Long | Equity-common | US | $377K | 22K | 0.07 |
| PROASSURANCE CORP COMMON STOCK USD.01 (ProAssurance Corporation) | Long | Equity-common | US | $121K | 10K | 0.02 |
| PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001 (PROCEPT BioRobotics Corporation) | Long | Equity-common | US | $475K | 8K | 0.09 |
| PROFRAC HOLDING CORP COMMON STOCK USD.01 (ProFrac Holding Corp.) | Long | Equity-common | US | $39K | 5K | 0.01 |
| PROG HOLDINGS INC COMMON STOCK USD.5 (PROG Holdings Inc.) | Long | Equity-common | US | $298K | 9K | 0.06 |
| PROGRESS SOFTWARE CORP COMMON STOCK USD.01 (Progress Software Corporation) | Long | Equity-common | US | $457K | 8K | 0.09 |
| PROGYNY INC COMMON STOCK USD.0001 (Progyny Inc.) | Long | Equity-common | US | $438K | 15K | 0.09 |
| PROKIDNEY CORP COMMON STOCK USD.0001 | Long | Equity-common | US | $18K | 7K | 0.00 |
| PROPETRO HOLDING CORP COMMON STOCK (ProPetro Holding Corp.) | Long | Equity-common | US | $156K | 18K | 0.03 |
| PROS HOLDINGS INC COMMON STOCK USD.001 (PROS Holdings Inc.) | Long | Equity-common | US | $243K | 8K | 0.05 |
| PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001 (Protagonist Therapeutics Inc.) | Long | Equity-common | US | $385K | 11K | 0.08 |
| PROTHENA CORP PLC COMMON STOCK USD.01 (Prothena Corporation Public Limited Company) | Long | Equity-common | IE | $177K | 9K | 0.03 |
| PROTO LABS INC COMMON STOCK USD.001 (Proto Labs Inc.) | Long | Equity-common | US | $152K | 5K | 0.03 |
| PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01 (Provident Financial Services Inc.) | Long | Equity-common | US | $339K | 24K | 0.07 |
| PTC THERAPEUTICS INC COMMON STOCK USD.001 (PTC Therapeutics Inc.) | Long | Equity-common | US | $427K | 14K | 0.08 |
| PUBMATIC INC COMMON STOCK USD.0001 (Pubmatic Inc.) | Long | Equity-common | US | $164K | 8K | 0.03 |
| PULMONX CORP COMMON STOCK USD.001 (Pulmonx Corporation) | Long | Equity-common | US | $50K | 8K | 0.01 |
| PULSE BIOSCIENCES INC COMMON STOCK USD.001 (Pulse Biosciences Inc.) | Long | Equity-common | US | $37K | 3K | 0.01 |
| PURE CYCLE CORP COMMON STOCK USD.0033 (Pure Cycle Corporation) | Long | Equity-common | US | $50K | 5K | 0.01 |
| PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001 (PureCycle Technologies Inc.) | Long | Equity-common | US | $135K | 23K | 0.03 |
| PURPLE INNOVATION INC COMMON STOCK (Purple Innovation Inc.) | Long | Equity-common | US | $15K | 14K | 0.00 |
| Q2 HOLDINGS INC COMMON STOCK USD.0001 (Q2 Holdings Inc.) | Long | Equity-common | US | $655K | 11K | 0.13 |
| QCR HOLDINGS INC COMMON STOCK USD1.0 (QCR Holdings Inc.) | Long | Equity-common | US | $183K | 3K | 0.04 |
| QUAD/GRAPHICS INC COMMON STOCK USD.025 (Quad/Graphics Inc.) | Long | Equity-common | US | $32K | 6K | 0.01 |
| QUAKER CHEMICAL CORP COMMON STOCK USD1.0 (Quaker Chemical Corporation) | Long | Equity-common | US | $450K | 3K | 0.09 |
| QUALYS INC COMMON STOCK USD.001 (Qualys Inc.) | Long | Equity-common | US | $1M | 7K | 0.20 |
| QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01 (Quanex Building Products Corporation) | Long | Equity-common | US | $174K | 6K | 0.03 |
| QUANTERIX CORP COMMON STOCK USD.001 (Quanterix Corporation) | Long | Equity-common | US | $93K | 7K | 0.02 |
| QUANTUM-SI INC COMMON STOCK USD.0001 (Quantum-Si Incorporated) | Long | Equity-common | US | $20K | 19K | 0.00 |
| QUINSTREET INC COMMON STOCK USD.001 (QuinStreet Inc.) | Long | Equity-common | US | $175K | 11K | 0.03 |
| QUIPT HOME MEDICAL CORP COMMON STOCK (Quipt Home Medical Corp.) | Long | Equity-common | US | $30K | 9K | 0.01 |
| RACKSPACE TECHNOLOGY INC COMMON STOCK USD.01 (Rackspace Technology Inc.) | Long | Equity-common | US | $19K | 6K | 0.00 |
| RADIAN GROUP INC COMMON STOCK USD.001 (Radian Group Inc.) | Long | Equity-common | US | $915K | 29K | 0.18 |
| RADIANT LOGISTICS INC COMMON STOCK USD.001 (Radiant Logistics Inc.) | Long | Equity-common | US | $40K | 7K | 0.01 |
| RADIUS HEALTH I COMMON STOCK | Long | Equity-common | US | $798.8 | 10K | 0.00 |
| RADIUS RECYCLING INC COMMON STOCK USD1.0 (Radius Recycling Inc.) | Long | Equity-common | US | $77K | 5K | 0.02 |
| RADNET INC COMMON STOCK USD.0001 (RadNet Inc.) | Long | Equity-common | US | $682K | 12K | 0.13 |
| RALLYBIO CORP COMMON STOCK USD.001 (Rallybio Corporation) | Long | Equity-common | US | $8K | 6K | 0.00 |
| RAMACO RESOURCES INC COMMON STOCK (Ramaco Resources Inc.) | Long | Equity-common | US | $58K | 5K | 0.01 |
| RAMBUS INC COMMON STOCK USD.001 (Rambus Inc.) | Long | Equity-common | US | $1M | 21K | 0.24 |
| RANGER ENERGY SERVICES INC COMMON STOCK (Ranger Energy Services Inc.) | Long | Equity-common | US | $32K | 3K | 0.01 |
| RANPAK HOLDINGS CORP COMMON STOCK USD.0001 (Ranpak Holdings Corp.) | Long | Equity-common | US | $54K | 8K | 0.01 |
| RAPID7 INC COMMON STOCK USD.01 (Rapid7 Inc.) | Long | Equity-common | US | $503K | 12K | 0.10 |
| RAPT THERAPEUTICS INC COMMON STOCK (RAPT Therapeutics Inc.) | Long | Equity-common | US | $19K | 6K | 0.00 |
| RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01 (Rayonier Advanced Materials Inc.) | Long | Equity-common | US | $65K | 12K | 0.01 |
| RBB BANCORP COMMON STOCK | Long | Equity-common | US | $51K | 3K | 0.01 |
| RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01 (RCI Hospitality Holdings Inc.) | Long | Equity-common | US | $71K | 2K | 0.01 |
| RE/MAX HOLDINGS INC COMMON STOCK USD.0001 (RE/MAX Holdings Inc.) | Long | Equity-common | US | $27K | 3K | 0.01 |
| READY CAPITAL CORP REIT USD.0001 (Ready Capital Corporation) | Long | Equity-common | US | $255K | 31K | 0.05 |
| RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001 (Recursion Pharmaceuticals Inc.) | Long | Equity-common | US | $202K | 27K | 0.04 |
| RED RIVER BANCSHARES INC COMMON STOCK (Red River Bancshares Inc.) | Long | Equity-common | US | $49K | 1K | 0.01 |
| RED ROBIN GOURMET BURGERS INC COMMON STOCK USD.001 (Red Robin Gourmet Burgers Inc.) | Long | Equity-common | US | $28K | 4K | 0.01 |
| RED ROCK RESORTS INC COMMON STOCK USD.01 (Red Rock Resorts Inc.) | Long | Equity-common | US | $495K | 9K | 0.10 |
| RED VIOLET INC COMMON STOCK USD.001 (Red Violet Inc.) | Long | Equity-common | US | $54K | 2K | 0.01 |
| REDFIN CORP COMMON STOCK (Redfin Corporation) | Long | Equity-common | US | $133K | 22K | 0.03 |
| REDWOOD TRUST INC REIT USD.01 (Redwood Trust Inc.) | Long | Equity-common | US | $151K | 23K | 0.03 |
| REGENXBIO INC COMMON STOCK USD.0001 (REGENXBIO Inc.) | Long | Equity-common | US | $95K | 8K | 0.02 |
| REGIONAL MANAGEMENT CORP COMMON STOCK USD.1 (Regional Management Corp.) | Long | Equity-common | US | $44K | 2K | 0.01 |
| RELAY THERAPEUTICS INC COMMON STOCK USD.001 (Relay Therapeutics Inc.) | Long | Equity-common | US | $118K | 18K | 0.02 |
| REMITLY GLOBAL INC COMMON STOCK USD.0001 (Remitly Global Inc.) | Long | Equity-common | US | $319K | 26K | 0.06 |
| RENASANT CORP COMMON STOCK USD5.0 (Renasant Corporation) | Long | Equity-common | US | $328K | 11K | 0.06 |
| REPAY HOLDINGS CORP COMMON STOCK USD.0001 (Repay Holdings Corporation) | Long | Equity-common | US | $169K | 16K | 0.03 |
| REPLIMUNE GROUP INC COMMON STOCK USD.001 (Replimune Group Inc.) | Long | Equity-common | US | $97K | 11K | 0.02 |
| REPUBLIC BANCORP INC/KY COMMON STOCK (Republic Bancorp Inc.) | Long | Equity-common | US | $95K | 2K | 0.02 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 (Resideo Technologies Inc.) | Long | Equity-common | US | $549K | 28K | 0.11 |
| RESOURCES CONNECTION INC COMMON STOCK USD.01 (Resources Connection Inc.) | Long | Equity-common | US | $68K | 6K | 0.01 |
| RETAIL OPPORTUNITY INVESTMENTS REIT USD.0001 (Retail Opportunity Investments Corp.) | Long | Equity-common | US | $290K | 23K | 0.06 |
| REV GROUP INC COMMON STOCK USD.001 (REV Group Inc.) | Long | Equity-common | US | $147K | 6K | 0.03 |
| REVANCE THERAPEUTICS INC COMMON STOCK USD.001 (Revance Therapeutics Inc.) | Long | Equity-common | US | $44K | 17K | 0.01 |
| REVOLUTION MEDICINES INC COMMON STOCK (Revolution Medicines Inc.) | Long | Equity-common | US | $1M | 27K | 0.21 |
| REVOLVE GROUP INC COMMON STOCK USD.001 (Revolve Group Inc.) | Long | Equity-common | US | $121K | 8K | 0.02 |
| REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 (REX American Resources Corporation) | Long | Equity-common | US | $138K | 3K | 0.03 |
| RGC RESOURCES INC COMMON STOCK USD5.0 (RGC Resources Inc.) | Long | Equity-common | US | $36K | 2K | 0.01 |
| RHYTHM PHARMACEUTICALS INC COMMON STOCK (Rhythm Pharmaceuticals Inc.) | Long | Equity-common | US | $416K | 10K | 0.08 |
| RIBBON COMMUNICATIONS INC COMMON STOCK USD.001 (Ribbon Communications Inc.) | Long | Equity-common | US | $54K | 16K | 0.01 |
| RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05 (Richardson Electronics Ltd.) | Long | Equity-common | US | $29K | 2K | 0.01 |
| RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 (Rigel Pharmaceuticals Inc.) | Long | Equity-common | US | $32K | 4K | 0.01 |
| RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001 (Riley Exploration Permian Inc.) | Long | Equity-common | US | $55K | 2K | 0.01 |
| RIMINI STREET INC COMMON STOCK (Rimini Street Inc.) | Long | Equity-common | US | $36K | 12K | 0.01 |
| RING ENERGY INC COMMON STOCK (Ring Energy Inc.) | Long | Equity-common | US | $47K | 28K | 0.01 |
| RIOT PLATFORMS INC COMMON STOCK (Riot Platforms Inc.) | Long | Equity-common | US | $342K | 37K | 0.07 |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $280K | 29K | 0.06 |
| RMR GROUP INC/THE COMMON STOCK (The RMR Group Inc.) | Long | Equity-common | US | $70K | 3K | 0.01 |
| ROCKET LAB USA INC COMMON STOCK USD.0001 (Rocket Lab USA Inc.) | Long | Equity-common | US | $268K | 56K | 0.05 |
| ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01 (Rocket Pharmaceuticals Inc.) | Long | Equity-common | US | $262K | 12K | 0.05 |
| ROCKY BRANDS INC COMMON STOCK (Rocky Brands Inc.) | Long | Equity-common | US | $49K | 1K | 0.01 |
| ROGERS CORP COMMON STOCK USD1.0 (Rogers Corporation) | Long | Equity-common | US | $401K | 3K | 0.08 |
| RPC INC COMMON STOCK USD.1 (RPC Inc.) | Long | Equity-common | US | $105K | 17K | 0.02 |
| RUSH ENTERPRISES INC COMMON STOCK USD.01 (Rush Enterprises Inc.) | Long | Equity-common | US | $489K | 12K | 0.10 |
| RUSH ENTERPRISES INC COMMON STOCK USD.01 (Rush Enterprises Inc.) | Long | Equity-common | US | $70K | 2K | 0.01 |
| RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001 (Rush Street Interactive Inc.) | Long | Equity-common | US | $118K | 12K | 0.02 |
| RXO INC COMMON STOCK USD.01 (RXO Inc.) | Long | Equity-common | US | $584K | 22K | 0.12 |
| RXSIGHT INC COMMON STOCK USD.001 (RxSight Inc.) | Long | Equity-common | US | $334K | 6K | 0.07 |
| RYERSON HOLDING CORP COMMON STOCK USD.01 (Ryerson Holding Corporation) | Long | Equity-common | US | $102K | 5K | 0.02 |
| RYMAN HOSPITALITY PROPERTIES I REIT USD.01 (Ryman Hospitality Properties Inc.) | Long | Equity-common | US | $1M | 11K | 0.22 |
| SABRA HEALTHCARE REIT REIT USD.01 (Sabra Health Care REIT Inc.) | Long | Equity-common | US | $686K | 45K | 0.14 |
| SABRE CORP COMMON STOCK USD.01 (Sabre Corporation) | Long | Equity-common | US | $175K | 66K | 0.03 |
| SAFE BULKERS INC COMMON STOCK USD.001 (Safe Bulkers Inc.) | Long | Equity-common | MC | $74K | 13K | 0.01 |
| SAFEHOLD INC REIT USD.001 | Long | Equity-common | US | $175K | 9K | 0.03 |
| SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 (Safety Insurance Group Inc.) | Long | Equity-common | US | $210K | 3K | 0.04 |
| SAGE THERAPEUTICS INC COMMON STOCK USD.0001 (Sage Therapeutics Inc.) | Long | Equity-common | US | $114K | 10K | 0.02 |
| SAGIMET BIOSCIENCES INC COMMON STOCK USD.0001 (Sagimet Biosciences Inc.) | Long | Equity-common | US | $12K | 3K | 0.00 |
| SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 (Sally Beauty Holdings Inc.) | Long | Equity-common | US | $218K | 20K | 0.04 |
| SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001 (Sana Biotechnology Inc.) | Long | Equity-common | US | $104K | 19K | 0.02 |
| SANARA MEDTECH INC COMMON STOCK USD.001 (Sanara Medtech Inc.) | Long | Equity-common | US | $26K | 930 | 0.01 |
| SANDRIDGE ENERGY INC COMMON STOCK USD.001 (SandRidge Energy Inc.) | Long | Equity-common | US | $85K | 7K | 0.02 |
| SandT BANCORP INC COMMON STOCK USD2.5 (SandT Bancorp Inc.) | Long | Equity-common | US | $244K | 7K | 0.05 |
| SANDY SPRING BANCORP INC COMMON STOCK USD1.0 (Sandy Spring Bancorp Inc.) | Long | Equity-common | US | $199K | 8K | 0.04 |
| SANGAMO THERAPEUTICS INC COMMON STOCK USD.01 (Sangamo Therapeutics Inc.) | Long | Equity-common | US | $13K | 36K | 0.00 |
| SANMINA CORP COMMON STOCK USD.01 (Sanmina Corporation) | Long | Equity-common | US | $705K | 11K | 0.14 |
| SAPIENS INTERNATIONAL CORP NV COMMON STOCK EUR.01 (Sapiens International Corporation N.V.) | Long | Equity-common | IL | $203K | 6K | 0.04 |
| SAUL CENTERS INC REIT USD.01 (Saul Centers Inc.) | Long | Equity-common | US | $96K | 3K | 0.02 |
| SAVARA INC COMMON STOCK USD.001 (Savara Inc.) | Long | Equity-common | US | $72K | 18K | 0.01 |
| SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001 (Savers Value Village Inc.) | Long | Equity-common | US | $65K | 5K | 0.01 |
| SCANSOURCE INC COMMON STOCK (ScanSource Inc.) | Long | Equity-common | US | $212K | 5K | 0.04 |
| SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001 (Scholar Rock Holding Corporation) | Long | Equity-common | US | $91K | 11K | 0.02 |
| SCHOLASTIC CORP COMMON STOCK USD.01 (Scholastic Corporation) | Long | Equity-common | US | $179K | 5K | 0.04 |
| SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01 (Schrodinger Inc.) | Long | Equity-common | US | $201K | 10K | 0.04 |
| SCILEX HOLDING CO COMMON STOCK USD.0001 (Scilex Holding Company) | Long | Equity-common | US | $22K | 11K | 0.00 |
| SCORPIO TANKERS INC COMMON STOCK USD.01 (Scorpio Tankers Inc.) | Long | Equity-common | MC | $748K | 9K | 0.15 |
| SCPHARMACEUTICALS INC COMMON STOCK (scPharmaceuticals Inc.) | Long | Equity-common | US | $28K | 7K | 0.01 |
| SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1 (Seacoast Banking Corporation of Florida) | Long | Equity-common | US | $382K | 16K | 0.08 |
| SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 (SEACOR Marine Holdings Inc.) | Long | Equity-common | US | $64K | 5K | 0.01 |
| SEADRILL LTD COMMON STOCK USD.01 (Seadrill Limited) | Long | Equity-common | BM | $461K | 9K | 0.09 |
| SEER INC COMMON STOCK USD.00001 (Seer Inc.) | Long | Equity-common | US | $9K | 5K | 0.00 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 (Select Medical Holdings Corporation) | Long | Equity-common | US | $704K | 20K | 0.14 |
| SELECT WATER SOLUTIONS INC COMMON STOCK USD.01 (Select Water Solutions Inc.) | Long | Equity-common | US | $175K | 16K | 0.03 |
| SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0 (Selective Insurance Group Inc.) | Long | Equity-common | US | $1M | 12K | 0.22 |
| SELECTQUOTE INC COMMON STOCK USD.01 (SelectQuote Inc.) | Long | Equity-common | US | $68K | 24K | 0.01 |
| SEMLER SCIENTIFIC INC COMMON STOCK USD.001 (Semler Scientific Inc.) | Long | Equity-common | US | $30K | 865 | 0.01 |
| SEMRUSH HOLDINGS INC COMMON STOCK USD.00001 (SEMrush Holdings Inc.) | Long | Equity-common | US | $81K | 6K | 0.02 |
| SEMTECH CORP COMMON STOCK USD.01 (Semtech Corporation) | Long | Equity-common | US | $366K | 12K | 0.07 |
| SENECA FOODS CORP COMMON STOCK USD.25 (Seneca Foods Corporation) | Long | Equity-common | US | $59K | 1K | 0.01 |
| SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 (Sensient Technologies Corporation) | Long | Equity-common | US | $599K | 8K | 0.12 |
| SERVICE PROPERTIES TRUST REIT USD.01 | Long | Equity-common | US | $166K | 32K | 0.03 |
| SERVISFIRST BANCSHARES INC COMMON STOCK USD.001 (ServisFirst Bancshares Inc.) | Long | Equity-common | US | $619K | 10K | 0.12 |
| SES AI CORP COMMON STOCK USD.0001 (SES AI Corporation) | Long | Equity-common | US | $37K | 29K | 0.01 |
| SFL CORP LTD COMMON STOCK USD.01 (SFL Corporation Ltd.) | Long | Equity-common | NO | $308K | 22K | 0.06 |
| SHAKE SHACK INC COMMON STOCK USD.01 (Shake Shack Inc.) | Long | Equity-common | US | $654K | 7K | 0.13 |
| SHARECARE INC COMMON STOCK USD.0001 (Sharecare Inc.) | Long | Equity-common | US | $76K | 56K | 0.01 |
| SHENANDOAH TELECOMMUNICATIONS COMMON STOCK (Shenandoah Telecommunications Company) | Long | Equity-common | US | $156K | 10K | 0.03 |
| SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001 (Shoals Technologies Group Inc.) | Long | Equity-common | US | $205K | 33K | 0.04 |
| SHOE CARNIVAL INC COMMON STOCK USD.01 (Shoe Carnival Inc.) | Long | Equity-common | US | $133K | 4K | 0.03 |
| SHORE BANCSHARES INC COMMON STOCK USD.01 (Shore Bancshares Inc.) | Long | Equity-common | US | $74K | 6K | 0.01 |
| SHUTTERSTOCK INC COMMON STOCK USD.01 (Shutterstock Inc.) | Long | Equity-common | US | $184K | 5K | 0.04 |
| SHYFT GROUP INC/THE COMMON STOCK USD.01 (The Shyft Group Inc.) | Long | Equity-common | US | $76K | 6K | 0.01 |
| SI-BONE INC COMMON STOCK USD.0001 (SI-BONE Inc.) | Long | Equity-common | US | $101K | 8K | 0.02 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $63K | 3K | 0.01 |
| SIGA TECHNOLOGIES INC COMMON STOCK USD.0001 (SIGA Technologies Inc.) | Long | Equity-common | US | $68K | 9K | 0.01 |
| SIGHT SCIENCES INC COMMON STOCK USD.001 (Sight Sciences Inc.) | Long | Equity-common | US | $14K | 2K | 0.00 |
| SIGNET JEWELERS LTD COMMON STOCK USD.18 (Signet Jewelers Limited) | Long | Equity-common | US | $752K | 8K | 0.15 |
| SILICON LABORATORIES INC COMMON STOCK USD.0001 (Silicon Laboratories Inc.) | Long | Equity-common | US | $674K | 6K | 0.13 |
| SILK ROAD MEDICAL INC COMMON STOCK USD.001 (Silk Road Medical Inc.) | Long | Equity-common | US | $202K | 7K | 0.04 |
| SILVERBOW RESOURCES INC COMMON STOCK (SilverBow Resources Inc.) | Long | Equity-common | US | $155K | 4K | 0.03 |
| SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01 (Simmons First National Corporation) | Long | Equity-common | US | $413K | 23K | 0.08 |
| SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001 (The Simply Good Foods Company) | Long | Equity-common | US | $633K | 18K | 0.12 |
| SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 (Simpson Manufacturing Co. Inc.) | Long | Equity-common | US | $1M | 8K | 0.27 |
| SIMULATIONS PLUS INC COMMON STOCK USD.001 (Simulations Plus Inc.) | Long | Equity-common | US | $151K | 3K | 0.03 |
| SINCLAIR INC COMMON STOCK USD.01 (Sinclair Inc.) | Long | Equity-common | US | $86K | 6K | 0.02 |
| SIRIUSPOINT LTD COMMON STOCK USD.1 (SiriusPoint Ltd.) | Long | Equity-common | BM | $171K | 14K | 0.03 |
| SITE CENTERS CORP REIT USD.1 (SITE Centers Corp.) | Long | Equity-common | US | $529K | 36K | 0.10 |
| SITIME CORP COMMON STOCK USD.0001 (Sitime Corporation) | Long | Equity-common | US | $427K | 3K | 0.08 |
| SITIO ROYALTIES CORP COMMON STOCK USD.0001 (Sitio Royalties Corp.) | Long | Equity-common | US | $376K | 16K | 0.07 |
| SIX FLAGS ENTERTAINMENT CORP/D COMMON STOCK (Six Flags Entertainment Corporation) | Long | Equity-common | US | $467K | 14K | 0.09 |
| SJW GROUP COMMON STOCK USD.001 | Long | Equity-common | US | $324K | 6K | 0.06 |
| SKYLINE CHAMPION CORP COMMON STOCK USD.028 (Skyline Champion Corporation) | Long | Equity-common | US | $704K | 10K | 0.14 |
| SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01 (Skyward Specialty Insurance Group Inc.) | Long | Equity-common | US | $170K | 5K | 0.03 |
| SKYWATER TECHNOLOGY INC COMMON STOCK USD.01 (SkyWater Technology Inc.) | Long | Equity-common | US | $29K | 4K | 0.01 |
| SKYWEST INC COMMON STOCK (SkyWest Inc.) | Long | Equity-common | US | $634K | 8K | 0.13 |
| SKYX PLATFORMS CORP COMMON STOCK (SKYX Platforms Corp.) | Long | Equity-common | US | $8K | 8K | 0.00 |
| SL GREEN REALTY CORP REIT USD.01 (SL Green Realty Corp.) | Long | Equity-common | US | $704K | 12K | 0.14 |
| SLEEP NUMBER CORP COMMON STOCK USD.01 (Sleep Number Corporation) | Long | Equity-common | US | $37K | 4K | 0.01 |
| SM ENERGY CO COMMON STOCK USD.01 (SM Energy Company) | Long | Equity-common | US | $967K | 22K | 0.19 |
| SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01 (SMART Global Holdings Inc.) | Long | Equity-common | US | $220K | 10K | 0.04 |
| SMARTFINANCIAL INC COMMON STOCK USD1.0 (SmartFinancial Inc.) | Long | Equity-common | US | $87K | 4K | 0.02 |
| SMARTRENT INC COMMON STOCK USD.0001 | Long | Equity-common | US | $87K | 36K | 0.02 |
| SMITH and WESSON BRANDS INC COMMON STOCK USD.001 (Smith and Wesson Brands Inc.) | Long | Equity-common | US | $129K | 9K | 0.03 |
| SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01 (Solaris Oilfield Infrastructure Inc.) | Long | Equity-common | US | $50K | 6K | 0.01 |
| SOLARWINDS CORP COMMON STOCK USD.001 (SolarWinds Corporation) | Long | Equity-common | US | $119K | 10K | 0.02 |
| SOLID POWER INC COMMON STOCK USD.0001 (Solid Power Inc.) | Long | Equity-common | US | $58K | 35K | 0.01 |
| SONIC AUTOMOTIVE INC COMMON STOCK USD.01 (Sonic Automotive Inc.) | Long | Equity-common | US | $160K | 3K | 0.03 |
| SONOS INC COMMON STOCK USD.001 (Sonos Inc.) | Long | Equity-common | US | $351K | 24K | 0.07 |
| SOUNDHOUND AI INC COMMON STOCK USD.0001 (Soundhound AI Inc.) | Long | Equity-common | US | $107K | 27K | 0.02 |
| SOUNDTHINKING INC COMMON STOCK (SoundThinking Inc.) | Long | Equity-common | US | $26K | 2K | 0.01 |
| SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0 (South Plains Financial Inc.) | Long | Equity-common | US | $64K | 2K | 0.01 |
| SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01 (Southern First Bancshares Inc.) | Long | Equity-common | US | $52K | 2K | 0.01 |
| SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01 (Southern Missouri Bancorp Inc.) | Long | Equity-common | US | $79K | 2K | 0.02 |
| SOUTHERN STATES BANCSHARES INC COMMON STOCK USD5.0 (Southern States Bancshares Inc.) | Long | Equity-common | US | $41K | 2K | 0.01 |
| SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 (Southside Bancshares Inc.) | Long | Equity-common | US | $154K | 6K | 0.03 |
| SOUTHSTATE CORP COMMON STOCK USD2.5 (SouthState Corporation) | Long | Equity-common | US | $1M | 15K | 0.22 |
| SOUTHWEST GAS HOLDINGS INC COMMON STOCK (Southwest Gas Holdings Inc.) | Long | Equity-common | US | $837K | 12K | 0.17 |
| SPARTANNASH CO COMMON STOCK (SpartanNash Company) | Long | Equity-common | US | $128K | 7K | 0.03 |
| SPHERE ENTERTAINMENT CO COMMON STOCK USD.01 (Sphere Entertainment Co.) | Long | Equity-common | US | $185K | 5K | 0.04 |
| SPIRE INC COMMON STOCK USD1.0 (Spire Inc.) | Long | Equity-common | US | $600K | 10K | 0.12 |
| SPIRIT AIRLINES INC COMMON STOCK USD.0001 (Spirit Airlines Inc.) | Long | Equity-common | US | $82K | 22K | 0.02 |
| SPOK HOLDINGS INC COMMON STOCK USD.0001 (Spok Holdings Inc.) | Long | Equity-common | US | $51K | 3K | 0.01 |
| SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01 (Sportsman's Warehouse Holdings Inc.) | Long | Equity-common | US | $23K | 9K | 0.00 |
| SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001 (SpringWorks Therapeutics Inc.) | Long | Equity-common | US | $501K | 13K | 0.10 |
| SPRINKLR INC COMMON STOCK USD.00003 (Sprinklr Inc.) | Long | Equity-common | US | $202K | 21K | 0.04 |
| SPROUT SOCIAL INC COMMON STOCK USD.0001 (Sprout Social Inc.) | Long | Equity-common | US | $332K | 9K | 0.07 |
| SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 (Sprouts Farmers Market Inc.) | Long | Equity-common | US | $2M | 20K | 0.32 |
| SPS COMMERCE INC COMMON STOCK USD.001 (SPS Commerce Inc.) | Long | Equity-common | US | $1M | 7K | 0.26 |
| SPX TECHNOLOGIES INC COMMON STOCK USD.01 (SPX Technologies Inc.) | Long | Equity-common | US | $1M | 8K | 0.24 |
| SQUARESPACE INC COMMON STOCK USD.0001 (Squarespace Inc.) | Long | Equity-common | US | $432K | 10K | 0.09 |
| ST JOE CO/THE COMMON STOCK (The St. Joe Company) | Long | Equity-common | US | $363K | 7K | 0.07 |
| STAAR SURGICAL CO COMMON STOCK USD.01 (STAAR Surgical Company) | Long | Equity-common | US | $444K | 9K | 0.09 |
| STAGWELL INC COMMON STOCK USD.00001 (Stagwell Inc.) | Long | Equity-common | US | $109K | 16K | 0.02 |
| STANDARD BIOTOOLS INC COMMON STOCK USD.001 (Standard BioTools Inc.) | Long | Equity-common | US | $3K | 2K | 0.00 |
| STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0 (Standard Motor Products Inc.) | Long | Equity-common | US | $110K | 4K | 0.02 |
| STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 (Standex International Corporation) | Long | Equity-common | US | $363K | 2K | 0.07 |
| STAR BULK CARRIERS CORP COMMON STOCK USD.01 (Star Bulk Carriers Corp.) | Long | Equity-common | GR | $115K | 5K | 0.02 |
| STEELCASE INC COMMON STOCK (Steelcase Inc.) | Long | Equity-common | US | $235K | 18K | 0.05 |
| STELLAR BANCORP INC COMMON STOCK USD.01 (Stellar Bancorp Inc.) | Long | Equity-common | US | $212K | 9K | 0.04 |
| STEM INC COMMON STOCK USD.0001 (Stem Inc.) | Long | Equity-common | US | $33K | 30K | 0.01 |
| STEPAN CO COMMON STOCK USD1.0 (Stepan Company) | Long | Equity-common | US | $343K | 4K | 0.07 |
| STEPSTONE GROUP INC COMMON STOCK USD.001 (StepStone Group Inc.) | Long | Equity-common | US | $494K | 11K | 0.10 |
| STERLING CHECK CORP COMMON STOCK USD.01 (Sterling Check Corp.) | Long | Equity-common | US | $86K | 6K | 0.02 |
| STERLING INFRASTRUCTURE INC COMMON STOCK USD.01 (Sterling Infrastructure Inc.) | Long | Equity-common | US | $683K | 6K | 0.13 |
| STEVEN MADDEN LTD COMMON STOCK USD.0001 (Steven Madden Ltd.) | Long | Equity-common | US | $599K | 14K | 0.12 |
| STEWART INFORMATION SERVICES C COMMON STOCK USD1.0 (Stewart Information Services Corporation) | Long | Equity-common | US | $323K | 5K | 0.06 |
| STITCH FIX INC COMMON STOCK USD.00002 (Stitch Fix Inc.) | Long | Equity-common | US | $79K | 19K | 0.02 |
| STOCK YARDS BANCORP INC COMMON STOCK (Stock Yards Bancorp Inc.) | Long | Equity-common | US | $270K | 5K | 0.05 |
| STOKE THERAPEUTICS INC COMMON STOCK (Stoke Therapeutics Inc.) | Long | Equity-common | US | $83K | 6K | 0.02 |
| STONECO LTD COMMON STOCK USD.000079365 (StoneCo Ltd.) | Long | Equity-common | BR | $669K | 56K | 0.13 |
| STONERIDGE INC COMMON STOCK | Long | Equity-common | US | $86K | 5K | 0.02 |
| STONEX GROUP INC COMMON STOCK USD.01 (StoneX Group Inc.) | Long | Equity-common | US | $397K | 5K | 0.08 |
| STRATEGIC EDUCATION INC COMMON STOCK USD.01 (Strategic Education Inc.) | Long | Equity-common | US | $480K | 4K | 0.09 |
| STRIDE INC COMMON STOCK USD.0001 (Stride Inc.) | Long | Equity-common | US | $574K | 8K | 0.11 |
| STURM RUGER and CO INC COMMON STOCK USD1.0 (Sturm Ruger and Company Inc.) | Long | Equity-common | US | $145K | 3K | 0.03 |
| SUMMIT HOTEL PROPERTIES INC REIT (Summit Hotel Properties Inc.) | Long | Equity-common | US | $123K | 21K | 0.02 |
| SUMMIT MATERIALS INC COMMON STOCK USD.01 (Summit Materials Inc.) | Long | Equity-common | US | $839K | 23K | 0.17 |
| SUMMIT THERAPEUTICS INC COMMON STOCK USD.01 (Summit Therapeutics Inc.) | Long | Equity-common | US | $176K | 23K | 0.03 |
| SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01 (Sun Country Airlines Holdings Inc.) | Long | Equity-common | US | $91K | 7K | 0.02 |
| SUNCOKE ENERGY INC COMMON STOCK USD.01 (SunCoke Energy Inc.) | Long | Equity-common | US | $162K | 16K | 0.03 |
| SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001 (Sunnova Energy International Inc.) | Long | Equity-common | US | $117K | 21K | 0.02 |
| SUNOPTA INC COMMON STOCK (SunOpta Inc.) | Long | Equity-common | US | $98K | 18K | 0.02 |
| SUNPOWER CORP COMMON STOCK USD.001 (SunPower Corporation) | Long | Equity-common | US | $54K | 18K | 0.01 |
| SUNSTONE HOTEL INVESTORS INC REIT USD.01 (Sunstone Hotel Investors Inc.) | Long | Equity-common | US | $417K | 40K | 0.08 |
| SUPER GROUP SGHC LTD COMMON STOCK (Super Group (SGHC) Limited) | Long | Equity-common | GG | $88K | 27K | 0.02 |
| SUPER MICRO COMPUTER INC COMMON STOCK USD.001 (Super Micro Computer Inc.) | Long | Equity-common | US | $8M | 9K | 1.52 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 (Supernus Pharmaceuticals Inc.) | Long | Equity-common | US | $255K | 10K | 0.05 |
| SURGERY PARTNERS INC COMMON STOCK USD.01 (Surgery Partners Inc.) | Long | Equity-common | US | $344K | 14K | 0.07 |
| SURMODICS INC COMMON STOCK USD.05 (Surmodics Inc.) | Long | Equity-common | US | $116K | 3K | 0.02 |
| SUTRO BIOPHARMA INC COMMON STOCK USD.001 (Sutro Biopharma Inc.) | Long | Equity-common | US | $41K | 14K | 0.01 |
| SWEETGREEN INC COMMON STOCK USD.001 (Sweetgreen Inc.) | Long | Equity-common | US | $567K | 19K | 0.11 |
| SYLVAMO CORP COMMON STOCK USD1.0 (Sylvamo Corporation) | Long | Equity-common | US | $473K | 7K | 0.09 |
| SYNAPTICS INC COMMON STOCK USD.001 (Synaptics Incorporated) | Long | Equity-common | US | $668K | 8K | 0.13 |
| SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001 (Syndax Pharmaceuticals Inc.) | Long | Equity-common | US | $275K | 13K | 0.05 |
| SYNERGY PHARMACEUTICALS INC COMMON STOCK USD.0001 (Synergy Pharmaceuticals LLC) | Long | Equity-common | US | $233.49 | 81K | 0.00 |
| SYSTEM1 INC COMMON STOCK USD.0001 (System1 Inc.) | Long | Equity-common | US | $10K | 7K | 0.00 |
| TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001 (Tactile Systems Technology Inc.) | Long | Equity-common | US | $52K | 4K | 0.01 |
| TALOS ENERGY INC COMMON STOCK (Talos Energy Inc.) | Long | Equity-common | US | $278K | 23K | 0.05 |
| TANGER INC REIT USD.01 | Long | Equity-common | US | $537K | 20K | 0.11 |
| TANGO THERAPEUTICS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $78K | 9K | 0.02 |
| TARGET HOSPITALITY CORP COMMON STOCK USD.0001 (Target Hospitality Corp.) | Long | Equity-common | US | $50K | 6K | 0.01 |
| TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001 (Tarsus Pharmaceuticals Inc.) | Long | Equity-common | US | $157K | 6K | 0.03 |
| TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 (Taylor Morrison Home Corporation) | Long | Equity-common | US | $1M | 20K | 0.21 |
| TECHTARGET INC COMMON STOCK USD.001 (TechTarget Inc.) | Long | Equity-common | US | $157K | 5K | 0.03 |
| TEEKAY CORP COMMON STOCK USD.001 (Teekay Corporation) | Long | Equity-common | BM | $105K | 12K | 0.02 |
| TEEKAY TANKERS LTD COMMON STOCK USD.01 (Teekay Tankers Ltd.) | Long | Equity-common | CA | $318K | 5K | 0.06 |
| TEGNA INC COMMON STOCK USD1.0 (TEGNA Inc.) | Long | Equity-common | US | $535K | 38K | 0.11 |
| TEJON RANCH CO COMMON STOCK USD.5 (Tejon Ranch Co.) | Long | Equity-common | US | $91K | 5K | 0.02 |
| TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01 (Telephone and Data Systems Inc.) | Long | Equity-common | US | $395K | 19K | 0.08 |
| TELLURIAN INC COMMON STOCK USD.01 (Tellurian Inc.) | Long | Equity-common | US | $79K | 113K | 0.02 |
| TENABLE HOLDINGS INC COMMON STOCK USD.01 (Tenable Holdings Inc.) | Long | Equity-common | US | $977K | 22K | 0.19 |
| TENAYA THERAPEUTICS INC COMMON STOCK USD.0001 (Tenaya Therapeutics Inc.) | Long | Equity-common | US | $22K | 7K | 0.00 |
| TENNANT CO COMMON STOCK USD.375 (Tennant Company) | Long | Equity-common | US | $345K | 4K | 0.07 |
| TERAWULF INC COMMON STOCK USD.001 (Terawulf Inc.) | Long | Equity-common | US | $120K | 27K | 0.02 |
| TEREX CORP COMMON STOCK USD.01 (Terex Corporation) | Long | Equity-common | US | $698K | 13K | 0.14 |
| TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001 (Terns Pharmaceuticals Inc.) | Long | Equity-common | US | $62K | 9K | 0.01 |
| TERRENO REALTY CORP REIT USD.01 (Terreno Realty Corporation) | Long | Equity-common | US | $956K | 16K | 0.19 |
| TETRA TECHNOLOGIES INC COMMON STOCK USD.01 (TETRA Technologies Inc.) | Long | Equity-common | US | $82K | 24K | 0.02 |
| TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 (Texas Capital Bancshares Inc.) | Long | Equity-common | US | $550K | 9K | 0.11 |
| TG THERAPEUTICS INC COMMON STOCK USD.001 (TG Therapeutics Inc.) | Long | Equity-common | US | $475K | 27K | 0.09 |
| THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001 (Theravance Biopharma Inc.) | Long | Equity-common | KY | $86K | 10K | 0.02 |
| THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 (Thermon Group Holdings Inc.) | Long | Equity-common | US | $199K | 6K | 0.04 |
| THIRD COAST BANCSHARES INC COMMON STOCK USD1.0 (Third Coast Bancshares Inc.) | Long | Equity-common | US | $56K | 3K | 0.01 |
| THIRD HARMONIC BIO INC COMMON STOCK USD.0001 (Third Harmonic Bio Inc.) | Long | Equity-common | US | $58K | 4K | 0.01 |
| THOUGHTWORKS HOLDING INC COMMON STOCK USD.001 (Thoughtworks Holding Inc.) | Long | Equity-common | US | $55K | 19K | 0.01 |
| THREDUP INC COMMON STOCK USD.0001 (ThredUp Inc.) | Long | Equity-common | US | $29K | 17K | 0.01 |
| THRYV HOLDINGS INC COMMON STOCK (Thryv Holdings Inc.) | Long | Equity-common | US | $107K | 6K | 0.02 |
| TIDEWATER INC COMMON STOCK (Tidewater Inc.) | Long | Equity-common | US | $851K | 9K | 0.17 |
| TILE SHOP HOLDINGS INC COMMON STOCK USD.0001 (Tile Shop Holdings Inc.) | Long | Equity-common | US | $36K | 5K | 0.01 |
| TILLY'S INC COMMON STOCK USD.001 (Tilly's Inc.) | Long | Equity-common | US | $30K | 5K | 0.01 |
| TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01 (Timberland Bancorp Inc.) | Long | Equity-common | US | $38K | 1K | 0.01 |
| TINGO GROUP INC COMMON STOCK USD.001 (Tingo Group Inc.) | Long | Equity-common | US | $463.2 | 23K | 0.00 |
| TIPTREE INC COMMON STOCK USD.001 (Tiptree Inc.) | Long | Equity-common | US | $83K | 5K | 0.02 |
| TITAN INTERNATIONAL INC COMMON STOCK (Titan International Inc.) | Long | Equity-common | US | $77K | 10K | 0.02 |
| TITAN MACHINERY INC COMMON STOCK USD.00001 (Titan Machinery Inc.) | Long | Equity-common | US | $64K | 4K | 0.01 |
| TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 (Tompkins Financial Corporation) | Long | Equity-common | US | $133K | 3K | 0.03 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01 (Topgolf Callaway Brands Corp.) | Long | Equity-common | US | $419K | 27K | 0.08 |
| TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667 | Long | Equity-common | US | $382K | 14K | 0.08 |
| TOWNSQUARE MEDIA INC COMMON STOCK USD.01 (Townsquare Media Inc.) | Long | Equity-common | US | $26K | 2K | 0.01 |
| TPG RE FINANCE TRUST INC REIT USD.001 (TPG RE Finance Trust Inc.) | Long | Equity-common | US | $119K | 14K | 0.02 |
| TPI COMPOSITES INC COMMON STOCK USD.01 (TPI Composites Inc.) | Long | Equity-common | US | $37K | 9K | 0.01 |
| TRANSCAT INC COMMON STOCK USD.5 (Transcat Inc.) | Long | Equity-common | US | $197K | 2K | 0.04 |
| TRANSMEDICS GROUP INC COMMON STOCK (TransMedics Group Inc.) | Long | Equity-common | US | $920K | 6K | 0.18 |
| TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 (Travere Therapeutics Inc.) | Long | Equity-common | US | $126K | 15K | 0.02 |
| TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001 (Treace Medical Concepts Inc.) | Long | Equity-common | US | $62K | 9K | 0.01 |
| TREDEGAR CORP COMMON STOCK (Tredegar Corporation) | Long | Equity-common | US | $31K | 7K | 0.01 |
| TREEHOUSE FOODS INC COMMON STOCK USD.01 (TreeHouse Foods Inc.) | Long | Equity-common | US | $357K | 10K | 0.07 |
| TREVI THERAPEUTICS INC COMMON STOCK (Trevi Therapeutics Inc.) | Long | Equity-common | US | $16K | 6K | 0.00 |
| TRI POINTE HOMES INC COMMON STOCK USD.01 (Tri Pointe Homes Inc.) | Long | Equity-common | US | $683K | 18K | 0.13 |
| TRICO BANCSHARES COMMON STOCK | Long | Equity-common | US | $239K | 6K | 0.05 |
| TRIMAS CORP COMMON STOCK USD.01 (TriMas Corporation) | Long | Equity-common | US | $213K | 8K | 0.04 |
| TRINET GROUP INC COMMON STOCK USD.000025 (TriNet Group Inc.) | Long | Equity-common | US | $616K | 6K | 0.12 |
| TRINITY INDUSTRIES INC COMMON STOCK USD.01 (Trinity Industries Inc.) | Long | Equity-common | US | $464K | 16K | 0.09 |
| TRINSEO PLC COMMON STOCK (Trinseo Public Limited Company) | Long | Equity-common | US | $18K | 8K | 0.00 |
| TRIUMPH FINANCIAL INC COMMON STOCK USD.01 (Triumph Financial Inc.) | Long | Equity-common | US | $345K | 4K | 0.07 |
| TRIUMPH GROUP INC COMMON STOCK USD.001 (Triumph Group Inc.) | Long | Equity-common | US | $197K | 13K | 0.04 |
| TRONOX HOLDINGS PLC COMMON STOCK USD.01 | Long | Equity-common | US | $351K | 22K | 0.07 |
| TRUBRIDGE INC COMMON STOCK USD.001 (TruBridge Inc.) | Long | Equity-common | US | $31K | 3K | 0.01 |
| TRUEBLUE INC COMMON STOCK (TrueBlue Inc.) | Long | Equity-common | US | $59K | 6K | 0.01 |
| TRUECAR INC COMMON STOCK USD.0001 (TrueCar Inc.) | Long | Equity-common | US | $55K | 18K | 0.01 |
| TRUPANION INC COMMON STOCK USD.00001 (Trupanion Inc.) | Long | Equity-common | US | $231K | 8K | 0.05 |
| TRUSTCO BANK CORP NY COMMON STOCK USD1.0 | Long | Equity-common | US | $100K | 3K | 0.02 |
| TRUSTMARK CORP COMMON STOCK (Trustmark Corporation) | Long | Equity-common | US | $358K | 12K | 0.07 |
| TTEC HOLDINGS INC COMMON STOCK USD.01 (TTEC Holdings Inc.) | Long | Equity-common | US | $24K | 4K | 0.00 |
| TTM TECHNOLOGIES INC COMMON STOCK USD.001 (TTM Technologies Inc.) | Long | Equity-common | US | $378K | 19K | 0.07 |
| TUCOWS INC COMMON STOCK (Tucows Inc.) | Long | Equity-common | CA | $43K | 2K | 0.01 |
| TURNING POINT BRANDS INC COMMON STOCK USD.01 (Turning Point Brands Inc.) | Long | Equity-common | US | $103K | 3K | 0.02 |
| TURNSTONE BIOLOGICS CORP COMMON STOCK USD.001 (Turnstone Biologics Corp.) | Long | Equity-common | US | $9K | 3K | 0.00 |
| TURTLE BEACH CORP COMMON STOCK (Turtle Beach Corporation) | Long | Equity-common | US | $46K | 3K | 0.01 |
| TUTOR PERINI CORP COMMON STOCK USD1.0 (Tutor Perini Corporation) | Long | Equity-common | US | $176K | 8K | 0.03 |
| TWIST BIOSCIENCE CORP COMMON STOCK USD.00001 (Twist Bioscience Corporation) | Long | Equity-common | US | $555K | 11K | 0.11 |
| TWO HARBORS INVESTMENT CORP REIT CNY1.0 (Two Harbors Investment Corp.) | Long | Equity-common | US | $252K | 19K | 0.05 |
| TYRA BIOSCIENCES INC COMMON STOCK USD.0001 (Tyra Biosciences Inc.) | Long | Equity-common | US | $52K | 3K | 0.01 |
| UDEMY INC COMMON STOCK USD.00001 (Udemy Inc.) | Long | Equity-common | US | $150K | 17K | 0.03 |
| UFP INDUSTRIES INC COMMON STOCK (UFP Industries Inc.) | Long | Equity-common | US | $1M | 11K | 0.25 |
| UFP TECHNOLOGIES INC COMMON STOCK USD.01 (UFP Technologies Inc.) | Long | Equity-common | US | $366K | 1K | 0.07 |
| ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 (Ultra Clean Holdings Inc.) | Long | Equity-common | US | $416K | 8K | 0.08 |
| UMB FINANCIAL CORP COMMON STOCK USD1.0 (UMB Financial Corporation) | Long | Equity-common | US | $703K | 8K | 0.14 |
| UMH PPTYS INC REIT USD.1 (UMH Properties Inc.) | Long | Equity-common | US | $187K | 12K | 0.04 |
| UNIFIRST CORP/MA COMMON STOCK USD.1 (UniFirst Corporation) | Long | Equity-common | US | $492K | 3K | 0.10 |
| UNISYS CORP COMMON STOCK USD.01 (Unisys Corporation) | Long | Equity-common | US | $54K | 13K | 0.01 |
| UNITED BANKSHARES INC/WV COMMON STOCK USD2.5 (United Bankshares Inc.) | Long | Equity-common | US | $808K | 25K | 0.16 |
| UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0 (United Community Banks Inc.) | Long | Equity-common | US | $573K | 23K | 0.11 |
| UNITED FIRE GROUP INC COMMON STOCK USD.001 (United Fire Group Inc.) | Long | Equity-common | US | $92K | 4K | 0.02 |
| UNITED NATURAL FOODS INC COMMON STOCK USD.01 (United Natural Foods Inc.) | Long | Equity-common | US | $153K | 12K | 0.03 |
| UNITED PARKS and RESORTS INC COMMON STOCK USD.01 (United Parks and Resorts Inc.) | Long | Equity-common | US | $380K | 7K | 0.07 |
| UNITED STATES LIME and MINERALS COMMON STOCK USD.1 (United States Lime and Minerals Inc.) | Long | Equity-common | US | $149K | 410 | 0.03 |
| UNITI GROUP INC REIT USD.0001 (Uniti Group Inc.) | Long | Equity-common | US | $133K | 46K | 0.03 |
| UNITIL CORP COMMON STOCK (Unitil Corporation) | Long | Equity-common | US | $161K | 3K | 0.03 |
| UNITY BANCORP INC COMMON STOCK (Unity Bancorp Inc.) | Long | Equity-common | US | $47K | 2K | 0.01 |
| UNIVERSAL CORP/VA COMMON STOCK (Universal Corporation) | Long | Equity-common | US | $223K | 5K | 0.04 |
| UNIVERSAL HEALTH REALTY INCOME REIT USD.01 (Universal Health Realty Income Trust) | Long | Equity-common | US | $98K | 3K | 0.02 |
| UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01 (Universal Insurance Holdings Inc.) | Long | Equity-common | US | $93K | 5K | 0.02 |
| UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK (Universal Logistics Holdings Inc.) | Long | Equity-common | US | $60K | 1K | 0.01 |
| UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001 (Universal Technical Institute Inc.) | Long | Equity-common | US | $93K | 6K | 0.02 |
| UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 (Univest Financial Corporation) | Long | Equity-common | US | $130K | 6K | 0.03 |
| UPBOUND GROUP INC COMMON STOCK USD.01 (Upbound Group Inc.) | Long | Equity-common | US | $313K | 10K | 0.06 |
| UPSTART HOLDINGS INC COMMON STOCK USD.0001 (Upstart Holdings Inc.) | Long | Equity-common | US | $340K | 14K | 0.07 |
| UPWORK INC COMMON STOCK USD.0001 (Upwork Inc.) | Long | Equity-common | US | $255K | 24K | 0.05 |
| URANIUM ENERGY CORP COMMON STOCK USD.001 (Uranium Energy Corp.) | Long | Equity-common | US | $448K | 75K | 0.09 |
| URBAN EDGE PROPERTIES REIT USD.01 | Long | Equity-common | US | $413K | 22K | 0.08 |
| URBAN OUTFITTERS INC COMMON STOCK USD.0001 (Urban Outfitters Inc.) | Long | Equity-common | US | $502K | 12K | 0.10 |
| UROGEN PHARMA LTD COMMON STOCK USD.01 (UroGen Pharma Ltd.) | Long | Equity-common | US | $98K | 6K | 0.02 |
| US PHYSICAL THERAPY INC COMMON STOCK USD.01 (U.S. Physical Therapy Inc.) | Long | Equity-common | US | $263K | 3K | 0.05 |
| US SILICA HOLDINGS INC COMMON STOCK USD.01 (U.S. Silica Holdings Inc.) | Long | Equity-common | US | $227K | 15K | 0.04 |
| USANA HEALTH SCIENCES INC COMMON STOCK USD.001 (USANA Health Sciences Inc.) | Long | Equity-common | US | $98K | 2K | 0.02 |
| USCB FINANCIAL HOLDINGS INC COMMON STOCK (USCB Financial Holdings Inc.) | Long | Equity-common | US | $34K | 3K | 0.01 |
| UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 (Utah Medical Products Inc.) | Long | Equity-common | US | $40K | 598 | 0.01 |
| UTZ BRANDS INC COMMON STOCK USD.0001 (Utz Brands Inc.) | Long | Equity-common | US | $237K | 14K | 0.05 |
| V2X INC COMMON STOCK USD.01 (V2X Inc.) | Long | Equity-common | US | $116K | 2K | 0.02 |
| VAALCO ENERGY INC COMMON STOCK USD.1 (VAALCO Energy Inc.) | Long | Equity-common | US | $133K | 21K | 0.03 |
| VALARIS LTD COMMON STOCK USD.01 (Valaris Limited) | Long | Equity-common | US | $852K | 11K | 0.17 |
| VALLEY NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $574K | 82K | 0.11 |
| VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 (Vanda Pharmaceuticals Inc.) | Long | Equity-common | US | $70K | 12K | 0.01 |
| VAREX IMAGING CORP COMMON STOCK USD.01 (Varex Imaging Corporation) | Long | Equity-common | US | $111K | 8K | 0.02 |
| VARONIS SYSTEMS INC COMMON STOCK USD.001 (Varonis Systems Inc.) | Long | Equity-common | US | $1M | 21K | 0.20 |
| VAXCYTE INC COMMON STOCK USD.001 (Vaxcyte Inc.) | Long | Equity-common | US | $1M | 20K | 0.29 |
| VECTOR GROUP LTD COMMON STOCK USD.1 (Vector Group Ltd.) | Long | Equity-common | US | $297K | 28K | 0.06 |
| VEECO INSTRUMENTS INC COMMON STOCK USD.01 (Veeco Instruments Inc.) | Long | Equity-common | US | $452K | 10K | 0.09 |
| VELO3D INC COMMON STOCK USD.0001 (Velo3D Inc.) | Long | Equity-common | US | $2K | 585 | 0.00 |
| VELOCITY FINANCIAL INC COMMON STOCK (Velocity Financial Inc.) | Long | Equity-common | US | $30K | 2K | 0.01 |
| VENTYX BIOSCIENCES INC COMMON STOCK USD.0001 (Ventyx Biosciences Inc.) | Long | Equity-common | US | $19K | 8K | 0.00 |
| VERA BRADLEY INC COMMON STOCK (Vera Bradley Inc.) | Long | Equity-common | US | $32K | 5K | 0.01 |
| VERA THERAPEUTICS INC COMMON STOCK USD.001 (Vera Therapeutics Inc.) | Long | Equity-common | US | $271K | 7K | 0.05 |
| VERACYTE INC COMMON STOCK USD.001 (Veracyte Inc.) | Long | Equity-common | US | $316K | 15K | 0.06 |
| VERICEL CORP COMMON STOCK (Vericel Corporation) | Long | Equity-common | US | $423K | 9K | 0.08 |
| VERINT SYSTEMS INC COMMON STOCK USD.001 (Verint Systems Inc.) | Long | Equity-common | US | $379K | 12K | 0.07 |
| VERIS RESIDENTIAL INC REIT USD.01 (Veris Residential Inc.) | Long | Equity-common | US | $225K | 15K | 0.04 |
| VERITEX HOLDINGS INC COMMON STOCK USD.01 (Veritex Holdings Inc.) | Long | Equity-common | US | $204K | 10K | 0.04 |
| VERITONE INC COMMON STOCK USD.001 (Veritone Inc.) | Long | Equity-common | US | $6K | 3K | 0.00 |
| VERRA MOBILITY CORP COMMON STOCK USD.0001 (Verra Mobility Corporation) | Long | Equity-common | US | $714K | 26K | 0.14 |
| VERRICA PHARMACEUTICALS INC COMMON STOCK USD.0001 (Verrica Pharmaceuticals Inc.) | Long | Equity-common | US | $15K | 2K | 0.00 |
| VERTEX ENERGY INC COMMON STOCK USD.001 (Vertex Energy Inc.) | Long | Equity-common | US | $13K | 14K | 0.00 |
| VERVE THERAPEUTICS INC COMMON STOCK USD.001 (Verve Therapeutics Inc.) | Long | Equity-common | US | $56K | 12K | 0.01 |
| VIAD CORP COMMON STOCK USD1.5 | Long | Equity-common | US | $140K | 4K | 0.03 |
| VIANT TECHNOLOGY INC COMMON STOCK USD.001 (Viant Technology Inc.) | Long | Equity-common | US | $2K | 219 | 0.00 |
| VIAVI SOLUTIONS INC COMMON STOCK USD.001 (Viavi Solutions Inc.) | Long | Equity-common | US | $295K | 43K | 0.06 |
| VICOR CORP COMMON STOCK USD.01 (Vicor Corporation) | Long | Equity-common | US | $146K | 4K | 0.03 |
| VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01 (Victory Capital Holdings Inc.) | Long | Equity-common | US | $245K | 5K | 0.05 |
| VIEMED HEALTHCARE INC COMMON STOCK (Viemed Healthcare Inc.) | Long | Equity-common | US | $43K | 7K | 0.01 |
| VIGIL NEUROSCIENCE INC COMMON STOCK USD.0001 (Vigil Neuroscience Inc.) | Long | Equity-common | US | $14K | 3K | 0.00 |
| VIKING THERAPEUTICS INC COMMON STOCK USD.00001 (Viking Therapeutics Inc.) | Long | Equity-common | US | $1M | 19K | 0.20 |
| VILLAGE SUPER MARKET INC COMMON STOCK (Village Super Market Inc.) | Long | Equity-common | US | $39K | 1K | 0.01 |
| VIMEO INC COMMON STOCK USD.01 (Vimeo Inc.) | Long | Equity-common | US | $113K | 30K | 0.02 |
| VIR BIOTECHNOLOGY INC COMMON STOCK (Vir Biotechnology Inc.) | Long | Equity-common | US | $154K | 17K | 0.03 |
| VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001 (Virgin Galactic Holdings Inc.) | Long | Equity-common | US | $27K | 3K | 0.01 |
| VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5 (Virginia National Bankshares Corporation) | Long | Equity-common | US | $28K | 857 | 0.01 |
| VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01 | Long | Equity-common | US | $115K | 9K | 0.02 |
| VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01 (Virtus Investment Partners Inc.) | Long | Equity-common | US | $294K | 1K | 0.06 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 (Vishay Intertechnology Inc.) | Long | Equity-common | US | $540K | 24K | 0.11 |
| VISHAY PRECISION GROUP INC COMMON STOCK (Vishay Precision Group Inc.) | Long | Equity-common | US | $73K | 2K | 0.01 |
| VISTA OUTDOOR INC COMMON STOCK USD.01 (Vista Outdoor Inc.) | Long | Equity-common | US | $419K | 11K | 0.08 |
| VISTEON CORP COMMON STOCK (Visteon Corporation) | Long | Equity-common | US | $561K | 5K | 0.11 |
| VITA COCO CO INC/THE COMMON STOCK USD.01 (The Vita Coco Company Inc.) | Long | Equity-common | US | $163K | 6K | 0.03 |
| VITAL ENERGY INC COMMON STOCK USD.01 (Vital Energy Inc.) | Long | Equity-common | US | $204K | 5K | 0.04 |
| VITAL FARMS INC COMMON STOCK USD.0001 (Vital Farms Inc.) | Long | Equity-common | US | $289K | 6K | 0.06 |
| VITESSE ENERGY INC COMMON STOCK USD.01 (Vitesse Energy Inc.) | Long | Equity-common | US | $116K | 5K | 0.02 |
| VIVID SEATS INC COMMON STOCK USD.0001 (Vivid Seats Inc.) | Long | Equity-common | US | $49K | 8K | 0.01 |
| VIZIO HOLDING CORP COMMON STOCK USD.0001 (Vizio Holding Corp.) | Long | Equity-common | US | $167K | 15K | 0.03 |
| VOR BIOPHARMA INC COMMON STOCK USD.0001 (Vor BioPharma Inc.) | Long | Equity-common | US | $5K | 5K | 0.00 |
| VOYAGER THERAPEUTICS INC COMMON STOCK USD.001 (Voyager Therapeutics Inc.) | Long | Equity-common | US | $54K | 7K | 0.01 |
| VSE CORP COMMON STOCK USD.05 (VSE Corporation) | Long | Equity-common | US | $223K | 3K | 0.04 |
| WABASH NATIONAL CORP COMMON STOCK USD.01 (Wabash National Corporation) | Long | Equity-common | US | $197K | 9K | 0.04 |
| WAFD INC COMMON STOCK USD1.0 (WaFd Inc..) | Long | Equity-common | US | $364K | 13K | 0.07 |
| WALDENCAST PLC COMMON STOCK USD.0001 | Long | Equity-common | US | $21K | 6K | 0.00 |
| WALKER and DUNLOP INC COMMON STOCK (Walker and Dunlop Inc.) | Long | Equity-common | US | $598K | 6K | 0.12 |
| WandT OFFSHORE INC COMMON STOCK USD.00001 (WandT Offshore Inc.) | Long | Equity-common | US | $45K | 21K | 0.01 |
| WARBY PARKER INC COMMON STOCK USD.0001 (Warby Parker Inc.) | Long | Equity-common | US | $270K | 17K | 0.05 |
| WARRIOR MET COAL INC COMMON STOCK USD.01 (Warrior Met Coal Inc.) | Long | Equity-common | US | $625K | 10K | 0.12 |
| WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625 (Washington Trust Bancorp Inc.) | Long | Equity-common | US | $81K | 3K | 0.02 |
| WATERSTONE FINANCIAL INC COMMON STOCK USD.01 (Waterstone Financial Inc.) | Long | Equity-common | US | $50K | 4K | 0.01 |
| WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1 (Watts Water Technologies Inc.) | Long | Equity-common | US | $952K | 5K | 0.19 |
| WAVE LIFE SCIENCES LTD COMMON STOCK (Wave Life Sciences Ltd.) | Long | Equity-common | US | $64K | 13K | 0.01 |
| WD-40 CO COMMON STOCK USD.001 (WD-40 Company) | Long | Equity-common | US | $572K | 3K | 0.11 |
| WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001 (Weatherford International Public Limited Company) | Long | Equity-common | US | $2M | 14K | 0.33 |
| WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001 (Weave Communications Inc.) | Long | Equity-common | US | $59K | 7K | 0.01 |
| WEIS MARKETS INC COMMON STOCK (Weis Markets Inc.) | Long | Equity-common | US | $200K | 3K | 0.04 |
| WERNER ENTERPRISES INC COMMON STOCK USD.01 (Werner Enterprises Inc.) | Long | Equity-common | US | $421K | 12K | 0.08 |
| WESBANCO INC COMMON STOCK USD2.0833 (Wesbanco Inc.) | Long | Equity-common | US | $309K | 11K | 0.06 |
| WEST BANCORP INC COMMON STOCK (West Bancorporation Inc.) | Long | Equity-common | US | $58K | 3K | 0.01 |
| WESTAMERICA BANCORP COMMON STOCK (Westamerica Bancorporation) | Long | Equity-common | US | $242K | 5K | 0.05 |
| WESTROCK COFFEE CO COMMON STOCK (Westrock Coffee Company) | Long | Equity-common | US | $63K | 6K | 0.01 |
| WEYCO GROUP INC COMMON STOCK USD1.0 (Weyco Group Inc.) | Long | Equity-common | US | $34K | 1K | 0.01 |
| WHITESTONE REIT REIT USD.001 | Long | Equity-common | US | $104K | 8K | 0.02 |
| WIDEOPENWEST INC COMMON STOCK USD.01 (WideOpenWest Inc.) | Long | Equity-common | US | $61K | 11K | 0.01 |
| WILLDAN GROUP INC COMMON STOCK USD.01 (Willdan Group Inc.) | Long | Equity-common | US | $75K | 3K | 0.01 |
| WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 (Willis Lease Finance Corporation) | Long | Equity-common | US | $42K | 608 | 0.01 |
| WINMARK CORP COMMON STOCK (Winmark Corporation) | Long | Equity-common | US | $187K | 529 | 0.04 |
| WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5 (Winnebago Industries Inc.) | Long | Equity-common | US | $295K | 5K | 0.06 |
| WISDOMTREE INC COMMON STOCK USD.01 (WisdomTree Inc.) | Long | Equity-common | US | $269K | 27K | 0.05 |
| WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 (Wolverine World Wide Inc.) | Long | Equity-common | US | $198K | 15K | 0.04 |
| WORKIVA INC COMMON STOCK USD.001 (Workiva Inc.) | Long | Equity-common | US | $696K | 10K | 0.14 |
| WORLD ACCEPTANCE CORP COMMON STOCK (World Acceptance Corporation) | Long | Equity-common | US | $100K | 810 | 0.02 |
| WORLD KINECT CORP COMMON STOCK USD.01 (World Kinect Corporation) | Long | Equity-common | US | $290K | 11K | 0.06 |
| WORTHINGTON ENTERPRISES INC COMMON STOCK (Worthington Enterprises Inc.) | Long | Equity-common | US | $280K | 6K | 0.06 |
| WORTHINGTON STEEL INC COMMON STOCK USD.0001 (Worthington Steel Inc.) | Long | Equity-common | US | $201K | 6K | 0.04 |
| WSFS FINANCIAL CORP COMMON STOCK USD.01 (WSFS Financial Corporation) | Long | Equity-common | US | $539K | 11K | 0.11 |
| WW INTERNATIONAL INC COMMON STOCK (WW International Inc.) | Long | Equity-common | US | $13K | 11K | 0.00 |
| XENCOR INC COMMON STOCK USD.01 (Xencor Inc.) | Long | Equity-common | US | $222K | 12K | 0.04 |
| XENIA HOTELS and RESORTS INC REIT USD.01 (Xenia Hotels and Resorts Inc.) | Long | Equity-common | US | $290K | 20K | 0.06 |
| XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001 (Xeris Biopharma Holdings Inc.) | Long | Equity-common | US | $59K | 26K | 0.01 |
| XEROX HOLDINGS CORP COMMON STOCK USD1.0 (Xerox Holdings Corporation) | Long | Equity-common | US | $258K | 22K | 0.05 |
| XOMA CORP COMMON STOCK USD.0005 (XOMA Corporation) | Long | Equity-common | US | $12K | 516 | 0.00 |
| XOMETRY INC COMMON STOCK USD.000001 (Xometry Inc.) | Long | Equity-common | US | $78K | 7K | 0.02 |
| XPEL INC COMMON STOCK (XPEL Inc.) | Long | Equity-common | US | $159K | 4K | 0.03 |
| XPERI INC COMMON STOCK USD.001 (Xperi Inc.) | Long | Equity-common | US | $69K | 8K | 0.01 |
| XPONENTIAL FITNESS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $71K | 5K | 0.01 |
| Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001 (Y-mAbs Therapeutics Inc.) | Long | Equity-common | US | $89K | 7K | 0.02 |
| YELP INC COMMON STOCK USD.000001 (Yelp Inc.) | Long | Equity-common | US | $469K | 13K | 0.09 |
| YEXT INC COMMON STOCK USD.001 (Yext Inc.) | Long | Equity-common | US | $110K | 20K | 0.02 |
| YORK WATER CO/THE COMMON STOCK (The York Water Company) | Long | Equity-common | US | $105K | 3K | 0.02 |
| ZENTALIS PHARMACEUTICALS INC COMMON STOCK USD.001 (Zentalis Pharmaceuticals Inc.) | Long | Equity-common | US | $48K | 12K | 0.01 |
| ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001 (Zeta Global Holdings Corp.) | Long | Equity-common | US | $478K | 27K | 0.09 |
| ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001 (Zevra Therapeutics Inc.) | Long | Equity-common | US | $43K | 9K | 0.01 |
| ZIFF DAVIS INC COMMON STOCK USD.01 (Ziff Davis Inc.) | Long | Equity-common | US | $479K | 9K | 0.09 |
| ZIMVIE INC COMMON STOCK USD.01 (ZimVie Inc.) | Long | Equity-common | US | $94K | 5K | 0.02 |
| ZIPRECRUITER INC COMMON STOCK USD.00001 (ZipRecruiter Inc.) | Long | Equity-common | US | $121K | 13K | 0.02 |
| ZUMIEZ INC COMMON STOCK (Zumiez Inc.) | Long | Equity-common | US | $66K | 3K | 0.01 |
| ZUORA INC COMMON STOCK USD.0001 (Zuora Inc.) | Long | Equity-common | US | $263K | 26K | 0.05 |
| ZURA BIO LTD COMMON STOCK USD.0001 (Zura Bio Limited) | Long | Equity-common | US | $11K | 3K | 0.00 |
| ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01 (Zurn Elkay Water Solutions Corporation) | Long | Equity-common | US | $833K | 28K | 0.16 |
| ZYMEWORKS INC COMMON STOCK USD.00001 (Zymeworks Inc.) | Long | Equity-common | US | $91K | 11K | 0.02 |
| ZYNEX INC COMMON STOCK USD.001 (Zynex Inc.) | Long | Equity-common | US | $12K | 1K | 0.00 |
Address
John Hancock Variable Insurance Trust
200 Berkeley Street
Boston
Massachusetts
02116
United States of America
Websites
Directors
Hassell H. McClellan
James R. Boyle
William H. Cunningham
Grace K. Fey
Deborah C. Jackson
Gregory A. Russo
Steven R. Pruchansky
Andrew G. Arnott
Frances G. Rathke
Noni L. Ellison
Dean C. Garfield
Paul Lorentz
Transfer Agents
N/A
Pricing Services
Refinitiv
ICE Data Services
Pricing Direct
S&P Global Market Intelligence
Bloomberg LP
State Street Bank and Trust Company
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
N/A
Admins
John Hancock Variable Trust Advisers LLC
Brokers
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Pershing LLC