John Hancock Group of Funds > John Hancock Variable Insurance Trust
Small Cap Opportunities Trust
$156.46M
Avg Monthly Net Assets
$159.31M
Total Assets
$50K
Total Liabilities
$159.26M
Net Assets
Small Cap Opportunities 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 $156.46M.
On August 27th, 2024 it reported 1,070 holdings, the largest
being CyberArk Software Ltd. (0.9%), SPX Technologies Inc. (0.8%) and Grand Canyon Education Inc. (0.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| NAV | C000022707 | ||
| Series I | C000022708 | ||
| Series II | C000022709 |
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 | $30K | 3K | 0.02 |
| 1ST SOURCE CORP COMMON STOCK (1st Source Corporation) | Long | Equity-common | US | $127K | 2K | 0.08 |
| 3D SYSTEMS CORP COMMON STOCK USD.001 (3D Systems Corporation) | Long | Equity-common | US | $16K | 5K | 0.01 |
| A-MARK PRECIOUS METALS INC COMMON STOCK USD.01 (A-Mark Precious Metals Inc.) | Long | Equity-common | US | $61K | 2K | 0.04 |
| AAR CORP COMMON STOCK USD1.0 (AAR CORP.) | Long | Equity-common | US | $244K | 3K | 0.15 |
| AARON'S CO INC/THE COMMON STOCK USD.5 (The Aaron's Company Inc.) | Long | Equity-common | US | $14K | 1K | 0.01 |
| ABERCROMBIE and FITCH CO COMMON STOCK USD.01 (Abercrombie and Fitch Co.) | Long | Equity-common | US | $904K | 5K | 0.57 |
| ABM INDUSTRIES INC COMMON STOCK USD.01 (ABM Industries Incorporated) | Long | Equity-common | US | $298K | 6K | 0.19 |
| ACACIA RESEARCH CORP COMMON STOCK USD.001 (Acacia Research Corporation) | Long | Equity-common | US | $11K | 2K | 0.01 |
| ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01 (Academy Sports and Outdoors Inc.) | Long | Equity-common | US | $314K | 6K | 0.20 |
| ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 (Acadia Healthcare Company Inc.) | Long | Equity-common | US | $637K | 9K | 0.40 |
| ACCO BRANDS CORP COMMON STOCK USD.01 (ACCO Brands Corporation) | Long | Equity-common | US | $39K | 8K | 0.02 |
| ACI WORLDWIDE INC COMMON STOCK USD.005 (ACI Worldwide Inc.) | Long | Equity-common | US | $224K | 6K | 0.14 |
| ACME UNITED CORP COMMON STOCK USD2.5 (Acme United Corporation) | Long | Equity-common | US | $26K | 733 | 0.02 |
| ACNB CORP COMMON STOCK USD2.5 (ACNB Corporation) | Long | Equity-common | US | $14K | 394 | 0.01 |
| ACT II GLOBAL ACQUISITION CO COMMON STOCK USD.0001 (Whole Earth Brands Inc.) | Long | Equity-common | US | $8K | 2K | 0.00 |
| ADAMS RESOURCES and ENERGY INC COMMON STOCK USD.1 (Adams Resources and Energy Inc.) | Long | Equity-common | US | $13K | 482 | 0.01 |
| ADAPTHEALTH CORP COMMON STOCK USD.0001 (AdaptHealth Corp.) | Long | Equity-common | US | $11K | 1K | 0.01 |
| ADDUS HOMECARE CORP COMMON STOCK USD.001 (Addus HomeCare Corporation) | Long | Equity-common | US | $205K | 2K | 0.13 |
| ADIENT PLC COMMON STOCK USD.001 (Adient Public Limited Company) | Long | Equity-common | US | $165K | 7K | 0.10 |
| ADT INC COMMON STOCK USD.01 (ADT Inc.) | Long | Equity-common | US | $107K | 14K | 0.07 |
| ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 (Adtalem Global Education Inc.) | Long | Equity-common | US | $307K | 4K | 0.19 |
| ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 (Advance Auto Parts Inc.) | Long | Equity-common | US | $10K | 156 | 0.01 |
| ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001 (Advanced Energy Industries Inc.) | Long | Equity-common | US | $484K | 4K | 0.30 |
| ADVANSIX INC COMMON STOCK USD.01 (AdvanSix Inc.) | Long | Equity-common | US | $55K | 2K | 0.03 |
| ADVANTAGE SOLUTIONS INC COMMON STOCK USD.0001 (Advantage Solutions Inc.) | Long | Equity-common | US | $30K | 9K | 0.02 |
| AERSALE CORP COMMON STOCK USD.0001 (AerSale Corporation) | Long | Equity-common | US | $4K | 635 | 0.00 |
| AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01 (Affiliated Managers Group Inc.) | Long | Equity-common | US | $19K | 123 | 0.01 |
| AGCO CORP COMMON STOCK USD.01 (AGCO Corporation) | Long | Equity-common | US | $322K | 3K | 0.20 |
| AIR LEASE CORP COMMON STOCK USD.01 (Air Lease Corporation) | Long | Equity-common | US | $435K | 9K | 0.27 |
| AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01 (Air Transport Services Group Inc.) | Long | Equity-common | US | $101K | 7K | 0.06 |
| ALAMO GROUP INC COMMON STOCK USD.1 (Alamo Group Inc.) | Long | Equity-common | US | $865K | 5K | 0.54 |
| ALASKA AIR GROUP INC COMMON STOCK USD.01 (Alaska Air Group Inc.) | Long | Equity-common | US | $425K | 11K | 0.27 |
| ALBANY INTERNATIONAL CORP COMMON STOCK USD.001 (Albany International Corp.) | Long | Equity-common | US | $63K | 743 | 0.04 |
| ALCOA CORP COMMON STOCK USD.01 (Alcoa Corporation) | Long | Equity-common | US | $353K | 9K | 0.22 |
| ALERUS FINANCIAL CORP COMMON STOCK USD1.0 (Alerus Financial Corporation) | Long | Equity-common | US | $18K | 904 | 0.01 |
| ALICO INC COMMON STOCK USD1.0 (Alico Inc.) | Long | Equity-common | US | $17K | 650 | 0.01 |
| ALIGHT INC COMMON STOCK USD.0001 (Alight Inc.) | Long | Equity-common | US | $85K | 12K | 0.05 |
| ALLEGIANT TRAVEL CO COMMON STOCK USD.001 (Allegiant Travel Company) | Long | Equity-common | US | $63K | 1K | 0.04 |
| ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01 (Allegro Microsystems Inc.) | Long | Equity-common | US | $607K | 22K | 0.38 |
| ALLIENT INC COMMON STOCK (Allient Inc.) | Long | Equity-common | US | $8K | 300 | 0.00 |
| ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001 (Allogene Therapeutics Inc.) | Long | Equity-common | US | $10K | 4K | 0.01 |
| ALLY FINANCIAL INC COMMON STOCK USD.01 (Ally Financial Inc.) | Long | Equity-common | US | $720K | 18K | 0.45 |
| ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK (Alpha and Omega Semiconductor Limited) | Long | Equity-common | US | $103K | 3K | 0.06 |
| ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01 (Alpha Metallurgical Resources Inc.) | Long | Equity-common | US | $311K | 1K | 0.20 |
| ALTO INGREDIENTS INC COMMON STOCK USD.001 (Alto Ingredients Inc.) | Long | Equity-common | US | $5K | 3K | 0.00 |
| ALTUS POWER INC COMMON STOCK USD.0001 (Altus Power Inc.) | Long | Equity-common | US | $10K | 3K | 0.01 |
| AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01 (Amalgamated Financial Corp.) | Long | Equity-common | US | $61K | 2K | 0.04 |
| AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 (Ambac Financial Group Inc.) | Long | Equity-common | US | $42K | 3K | 0.03 |
| AMC NETWORKS INC COMMON STOCK (AMC Networks Inc.) | Long | Equity-common | US | $25K | 3K | 0.02 |
| AMEDISYS INC COMMON STOCK USD.001 (Amedisys Inc.) | Long | Equity-common | US | $202K | 2K | 0.13 |
| AMERANT BANCORP INC B COMMON STOCK USD.1 (Amerant Bancorp Inc.) | Long | Equity-common | US | $63K | 3K | 0.04 |
| AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01 (America's Car-Mart Inc.) | Long | Equity-common | US | $34K | 565 | 0.02 |
| AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01 (American Axle and Manufacturing Holdings Inc.) | Long | Equity-common | US | $68K | 10K | 0.04 |
| AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01 (American Eagle Outfitters Inc.) | Long | Equity-common | US | $338K | 17K | 0.21 |
| AMERICAN OUTDOOR BRANDS INC COMMON STOCK (American Outdoor Brands Inc.) | Long | Equity-common | US | $17K | 2K | 0.01 |
| AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01 (American Public Education Inc.) | Long | Equity-common | US | $25K | 1K | 0.02 |
| AMERICAN VANGUARD CORP COMMON STOCK USD.1 (American Vanguard Corporation) | Long | Equity-common | US | $25K | 3K | 0.02 |
| AMERICAN WELL CORP COMMON STOCK USD.01 (American Well Corporation) | Long | Equity-common | US | $3K | 10K | 0.00 |
| AMERICAN WOODMARK CORP COMMON STOCK (American Woodmark Corporation) | Long | Equity-common | US | $127K | 2K | 0.08 |
| AMERIS BANCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $736K | 15K | 0.46 |
| AMES NATIONAL CORP COMMON STOCK USD2.0 (Ames National Corporation) | Long | Equity-common | US | $10K | 500 | 0.01 |
| AMKOR TECHNOLOGY INC COMMON STOCK USD.001 (Amkor Technology Inc.) | Long | Equity-common | US | $565K | 14K | 0.35 |
| AMMO INC COMMON STOCK USD.001 (AMMO Inc.) | Long | Equity-common | US | $8K | 5K | 0.00 |
| AMPCO-PITTSBURGH CORP COMMON STOCK USD1.0 (Ampco-Pittsburgh Corporation) | Long | Equity-common | US | $1K | 2K | 0.00 |
| AMTECH SYSTEMS INC COMMON STOCK USD.01 (Amtech Systems Inc.) | Long | Equity-common | US | $14K | 2K | 0.01 |
| ANDERSONS INC/THE COMMON STOCK (The Andersons Inc.) | Long | Equity-common | US | $168K | 3K | 0.11 |
| ANGIODYNAMICS INC COMMON STOCK USD.01 (AngioDynamics Inc.) | Long | Equity-common | US | $19K | 3K | 0.01 |
| ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 (ANI Pharmaceuticals Inc.) | Long | Equity-common | US | $51K | 800 | 0.03 |
| ANIKA THERAPEUTICS INC COMMON STOCK USD.01 (Anika Therapeutics Inc.) | Long | Equity-common | US | $40K | 2K | 0.03 |
| ANTERO RESOURCES CORP COMMON STOCK USD.01 (Antero Resources Corporation) | Long | Equity-common | US | $522K | 16K | 0.33 |
| ANYWHERE REAL ESTATE INC COMMON STOCK USD.01 (Anywhere Real Estate Inc.) | Long | Equity-common | US | $30K | 9K | 0.02 |
| APA CORP COMMON STOCK USD.625 (APA Corporation) | Long | Equity-common | US | $175K | 6K | 0.11 |
| APOGEE ENTERPRISES INC COMMON STOCK USD.333 (Apogee Enterprises Inc.) | Long | Equity-common | US | $137K | 2K | 0.09 |
| APPFOLIO INC COMMON STOCK USD.0001 (AppFolio Inc.) | Long | Equity-common | US | $1M | 4K | 0.63 |
| ARAMARK COMMON STOCK USD.01 | Long | Equity-common | US | $54K | 2K | 0.03 |
| ARCADIUM LITHIUM PLC COMMON STOCK USD1.0 | Long | Equity-common | US | $4K | 1K | 0.00 |
| ARCBEST CORP COMMON STOCK USD.01 (ArcBest Corporation) | Long | Equity-common | US | $264K | 2K | 0.17 |
| ARCH RESOURCES INC COMMON STOCK USD.01 (Arch Resources Inc.) | Long | Equity-common | US | $229K | 2K | 0.14 |
| ARCHROCK INC COMMON STOCK USD.01 (Archrock Inc.) | Long | Equity-common | US | $25K | 1K | 0.02 |
| ARCOSA INC COMMON STOCK USD.01 (Arcosa Inc.) | Long | Equity-common | US | $290K | 3K | 0.18 |
| ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001 (Arcutis Biotherapeutics Inc.) | Long | Equity-common | US | $255K | 27K | 0.16 |
| ARDMORE SHIPPING CORP COMMON STOCK USD.01 (Ardmore Shipping Corporation) | Long | Equity-common | IE | $74K | 3K | 0.05 |
| ARGAN INC COMMON STOCK USD.15 (Argan Inc.) | Long | Equity-common | US | $106K | 1K | 0.07 |
| ARK RESTAURANTS CORP COMMON STOCK USD.01 (ARK Restaurants Corp.) | Long | Equity-common | US | $832.64 | 64 | 0.00 |
| ARROW ELECTRONICS INC COMMON STOCK USD1.0 (Arrow Electronics Inc.) | Long | Equity-common | US | $660K | 5K | 0.41 |
| ARROW FINANCIAL CORP COMMON STOCK USD1.0 (Arrow Financial Corporation) | Long | Equity-common | US | $30K | 1K | 0.02 |
| ARTIVION INC COMMON STOCK USD.01 (Artivion Inc.) | Long | Equity-common | US | $489K | 19K | 0.31 |
| ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01 (Asbury Automotive Group Inc.) | Long | Equity-common | US | $328K | 1K | 0.21 |
| ASCENT INDUSTRIES CO COMMON STOCK USD1.0 (Ascent Industries Co.) | Long | Equity-common | US | $22K | 2K | 0.01 |
| ASHLAND INC COMMON STOCK (Ashland Inc.) | Long | Equity-common | US | $384K | 4K | 0.24 |
| ASPEN TECHNOLOGY INC COMMON STOCK USD.0001 | Long | Equity-common | US | $368K | 2K | 0.23 |
| ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001 (AssetMark Financial Holdings Inc.) | Long | Equity-common | US | $16K | 472 | 0.01 |
| ASSOCIATED BANC-CORP COMMON STOCK USD.01 | Long | Equity-common | US | $307K | 14K | 0.19 |
| ASSURED GUARANTY LTD COMMON STOCK USD.01 (Assured Guaranty Ltd.) | Long | Equity-common | BM | $425K | 6K | 0.27 |
| ASTEC INDUSTRIES INC COMMON STOCK USD.2 (Astec Industries Inc.) | Long | Equity-common | US | $72K | 2K | 0.04 |
| ASTRONOVA INC COMMON STOCK USD.05 (AstroNova Inc.) | Long | Equity-common | US | $22K | 1K | 0.01 |
| ASURE SOFTWARE INC COMMON STOCK USD.01 (Asure Software Inc.) | Long | Equity-common | US | $12K | 1K | 0.01 |
| ATKORE INC COMMON STOCK USD.01 (Atkore Inc.) | Long | Equity-common | US | $834K | 6K | 0.52 |
| ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33 (Atlantic Union Bankshares Corporation) | Long | Equity-common | US | $295K | 9K | 0.19 |
| ATLANTICUS HOLDINGS CORP COMMON STOCK (Atlanticus Holdings Corporation) | Long | Equity-common | US | $14K | 505 | 0.01 |
| ATN INTERNATIONAL INC COMMON STOCK USD.01 (ATN International Inc.) | Long | Equity-common | US | $29K | 1K | 0.02 |
| ATRICURE INC COMMON STOCK USD.001 (AtriCure Inc.) | Long | Equity-common | US | $241K | 11K | 0.15 |
| AUTONATION INC COMMON STOCK USD.01 (AutoNation Inc.) | Long | Equity-common | US | $307K | 2K | 0.19 |
| AVANOS MEDICAL INC COMMON STOCK USD.01 (Avanos Medical Inc.) | Long | Equity-common | US | $88K | 4K | 0.06 |
| AVIAT NETWORKS INC COMMON STOCK USD.01 (Aviat Networks Inc.) | Long | Equity-common | US | $24K | 829 | 0.01 |
| AVIENT CORP COMMON STOCK USD.01 (Avient Corporation) | Long | Equity-common | US | $924K | 21K | 0.58 |
| AVNET INC COMMON STOCK USD1.0 (Avnet Inc.) | Long | Equity-common | US | $434K | 8K | 0.27 |
| AWARE INC/MA COMMON STOCK USD.01 (Aware Inc.) | Long | Equity-common | US | $4K | 2K | 0.00 |
| AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 (AXIS Capital Holdings Limited) | Long | Equity-common | BM | $365K | 5K | 0.23 |
| AXOS FINANCIAL INC COMMON STOCK USD.01 (Axos Financial Inc.) | Long | Equity-common | US | $300K | 5K | 0.19 |
| AXT INC COMMON STOCK USD.001 (AXT Inc.) | Long | Equity-common | US | $14K | 4K | 0.01 |
| AZENTA INC COMMON STOCK USD.01 | Long | Equity-common | US | $922K | 18K | 0.58 |
| AZZ INC COMMON STOCK USD1.0 (AZZ Inc.) | Long | Equity-common | US | $106K | 1K | 0.07 |
| BALCHEM CORP COMMON STOCK USD.0667 (Balchem Corporation) | Long | Equity-common | US | $695K | 5K | 0.44 |
| BALLY'S CORP COMMON STOCK USD.01 (Bally's Corporation) | Long | Equity-common | US | $16K | 1K | 0.01 |
| BANC OF CALIFORNIA INC COMMON STOCK USD.01 (Banc of California Inc.) | Long | Equity-common | US | $72K | 6K | 0.05 |
| BandG FOODS INC COMMON STOCK USD.01 (BandG Foods Inc.) | Long | Equity-common | US | $16K | 2K | 0.01 |
| BANDWIDTH INC COMMON STOCK USD.001 (Bandwidth Inc.) | Long | Equity-common | US | $14K | 831 | 0.01 |
| BANK OF MARIN BANCORP COMMON STOCK | Long | Equity-common | US | $30K | 2K | 0.02 |
| BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0 (The Bank of N.T. Butterfield and Son Limited) | Long | Equity-common | BM | $32K | 904 | 0.02 |
| BANK OZK COMMON STOCK | Long | Equity-common | US | $384K | 9K | 0.24 |
| BANKFINANCIAL CORP COMMON STOCK USD.01 (BankFinancial Corporation) | Long | Equity-common | US | $22K | 2K | 0.01 |
| BANKUNITED INC COMMON STOCK USD.01 (BankUnited Inc.) | Long | Equity-common | US | $206K | 7K | 0.13 |
| BANKWELL FINANCIAL GROUP INC COMMON STOCK (Bankwell Financial Group Inc.) | Long | Equity-common | US | $10K | 400 | 0.01 |
| BANNER CORP COMMON STOCK USD.01 (Banner Corporation) | Long | Equity-common | US | $168K | 3K | 0.11 |
| BAR HARBOR BANKSHARES COMMON STOCK USD2.0 | Long | Equity-common | US | $45K | 2K | 0.03 |
| BARNES GROUP INC COMMON STOCK USD.01 (Barnes Group Inc.) | Long | Equity-common | US | $207K | 5K | 0.13 |
| BASSETT FURNITURE INDUSTRIES I COMMON STOCK USD5.0 (Bassett Furniture Industries Incorporated) | Long | Equity-common | US | $18K | 1K | 0.01 |
| BAYCOM CORP COMMON STOCK | Long | Equity-common | US | $23K | 1K | 0.01 |
| BCB BANCORP INC COMMON STOCK (BCB Bancorp Inc.) | Long | Equity-common | US | $16K | 1K | 0.01 |
| BEAZER HOMES USA INC COMMON STOCK USD.001 (Beazer Homes USA Inc.) | Long | Equity-common | US | $85K | 3K | 0.05 |
| BEL FUSE INC COMMON STOCK USD.1 (Bel Fuse Inc.) | Long | Equity-common | US | $107K | 2K | 0.07 |
| BELDEN INC COMMON STOCK USD.01 (Belden Inc.) | Long | Equity-common | US | $242K | 3K | 0.15 |
| BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 (Benchmark Electronics Inc.) | Long | Equity-common | US | $150K | 4K | 0.09 |
| BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 (Berkshire Hills Bancorp Inc.) | Long | Equity-common | US | $110K | 5K | 0.07 |
| BERRY CORP COMMON STOCK USD.001 (Berry Corporation) | Long | Equity-common | US | $33K | 5K | 0.02 |
| BERRY GLOBAL GROUP INC COMMON STOCK USD.01 (Berry Global Group Inc.) | Long | Equity-common | US | $465K | 8K | 0.29 |
| BGSF INC COMMON STOCK USD.01 (BGSF INC.) | Long | Equity-common | US | $7K | 800 | 0.00 |
| BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 (Big 5 Sporting Goods Corporation) | Long | Equity-common | US | $6K | 2K | 0.00 |
| BIG LOTS INC COMMON STOCK USD.01 (Big Lots Inc.) | Long | Equity-common | US | $5K | 3K | 0.00 |
| BIGLARI HOLDINGS INC COMMON STOCK (Biglari Holdings Inc.) | Long | Equity-common | US | $20K | 102 | 0.01 |
| BIGLARI HOLDINGS INC COMMON STOCK (Biglari Holdings Inc.) | Long | Equity-common | US | $3K | 3 | 0.00 |
| BIO-RAD LABORATORIES INC COMMON STOCK USD.0001 (Bio-Rad Laboratories Inc.) | Long | Equity-common | US | $217K | 796 | 0.14 |
| BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 (BioCryst Pharmaceuticals Inc.) | Long | Equity-common | US | $363K | 59K | 0.23 |
| BJ'S RESTAURANTS INC COMMON STOCK (BJ's Restaurants Inc.) | Long | Equity-common | US | $62K | 2K | 0.04 |
| BLUE FOUNDRY BANCORP COMMON STOCK USD.01 | Long | Equity-common | US | $8K | 912 | 0.01 |
| BLUE RIDGE BANKSHARES INC COMMON STOCK USD5.0 (Blue Ridge Bankshares Inc.) | Long | Equity-common | US | $2K | 682 | 0.00 |
| BLUELINX HOLDINGS INC COMMON STOCK USD.01 (BlueLinx Holdings Inc.) | Long | Equity-common | US | $83K | 893 | 0.05 |
| BM TECHNOLOGIES INC COMMON STOCK USD.0001 (BM Technologies Inc.) | Long | Equity-common | US | $825.75 | 367 | 0.00 |
| BOISE CASCADE CO COMMON STOCK USD.01 (Boise Cascade Company) | Long | Equity-common | US | $414K | 3K | 0.26 |
| BOK FINANCIAL CORP COMMON STOCK USD.00006 (BOK Financial Corporation) | Long | Equity-common | US | $468K | 5K | 0.29 |
| BORGWARNER INC COMMON STOCK USD.01 (BorgWarner Inc.) | Long | Equity-common | US | $501K | 16K | 0.31 |
| BOSTON OMAHA CORP COMMON STOCK (Boston Omaha Corporation) | Long | Equity-common | US | $27K | 2K | 0.02 |
| BRADY CORP COMMON STOCK USD.01 (Brady Corporation) | Long | Equity-common | US | $200K | 3K | 0.13 |
| BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01 (Bread Financial Holdings Inc.) | Long | Equity-common | US | $216K | 5K | 0.14 |
| BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001 (Bridgewater Bancshares Inc.) | Long | Equity-common | US | $9K | 798 | 0.01 |
| BRIGHTCOVE INC COMMON STOCK USD.001 (Brightcove Inc.) | Long | Equity-common | US | $6K | 2K | 0.00 |
| BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 (Brighthouse Financial Inc.) | Long | Equity-common | US | $234K | 5K | 0.15 |
| BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 (BrightView Holdings Inc.) | Long | Equity-common | US | $115K | 9K | 0.07 |
| BRISTOW GROUP INC COMMON STOCK USD.01 (Bristow Group Inc.) | Long | Equity-common | US | $77K | 2K | 0.05 |
| BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 (Brookdale Senior Living Inc.) | Long | Equity-common | US | $99K | 14K | 0.06 |
| BROOKFIELD ASSET MGMT COMMON STOCK (Brookfield Asset Management Ltd) | Long | Equity-common | CA | $55K | 1K | 0.03 |
| BROOKFIELD RENEWABLE CORP COMMON STOCK USD.01 (Brookfield Renewable Corporation) | Long | Equity-common | US | $45K | 2K | 0.03 |
| BROOKLINE BANCORP INC COMMON STOCK USD.01 (Brookline Bancorp Inc.) | Long | Equity-common | US | $61K | 7K | 0.04 |
| BRUNSWICK CORP/DE COMMON STOCK USD.75 (Brunswick Corporation) | Long | Equity-common | US | $181K | 2K | 0.11 |
| BUMBLE INC COMMON STOCK USD.01 (Bumble Inc.) | Long | Equity-common | US | $119K | 11K | 0.07 |
| BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0 (Business First Bancshares Inc.) | Long | Equity-common | US | $30K | 1K | 0.02 |
| BYLINE BANCORP INC COMMON STOCK USD.01 (Byline Bancorp Inc.) | Long | Equity-common | US | $79K | 3K | 0.05 |
| CABLE ONE INC COMMON STOCK USD.01 (Cable One Inc.) | Long | Equity-common | US | $29K | 81 | 0.02 |
| CACI INTERNATIONAL INC COMMON STOCK USD.1 (CACI International Inc.) | Long | Equity-common | US | $784K | 2K | 0.49 |
| CADENCE BANK COMMON STOCK USD2.5 | Long | Equity-common | US | $373K | 13K | 0.23 |
| CAESARS ENTERTAINMENT INC COMMON STOCK (Caesars Entertainment Inc.) | Long | Equity-common | US | $93K | 2K | 0.06 |
| CAL-MAINE FOODS INC COMMON STOCK USD.01 (Cal-Maine Foods Inc.) | Long | Equity-common | US | $267K | 4K | 0.17 |
| CALAVO GROWERS INC COMMON STOCK USD.001 (Calavo Growers Inc.) | Long | Equity-common | US | $17K | 731 | 0.01 |
| CALERES INC COMMON STOCK USD.01 (Caleres Inc.) | Long | Equity-common | US | $103K | 3K | 0.06 |
| CALIFORNIA FIRST LEASING CORP COMMON STOCK USD.01 (California First Leasing Corporation) | Long | Equity-common | US | $5K | 278 | 0.00 |
| CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 (California Resources Corporation) | Long | Equity-common | US | $277K | 5K | 0.17 |
| CAMBRIDGE BANCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $8K | 121 | 0.01 |
| CAMDEN NATIONAL CORP COMMON STOCK (Camden National Corporation) | Long | Equity-common | US | $57K | 2K | 0.04 |
| CandF FINANCIAL CORP COMMON STOCK USD1.0 (CandF Financial Corporation) | Long | Equity-common | US | $30K | 627 | 0.02 |
| CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 (Capital City Bank Group Inc.) | Long | Equity-common | US | $53K | 2K | 0.03 |
| CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01 (Capitol Federal Financial Inc.) | Long | Equity-common | US | $62K | 11K | 0.04 |
| CAPRI HOLDINGS LTD COMMON STOCK (Capri Holdings Limited) | Long | Equity-common | GB | $69K | 2K | 0.04 |
| CARS.COM INC COMMON STOCK USD.01 (Cars.com Inc.) | Long | Equity-common | US | $133K | 7K | 0.08 |
| CARTER BANKSHARES INC COMMON STOCK USD1.0 (Carter Bankshares Inc.) | Long | Equity-common | US | $23K | 1K | 0.01 |
| CASTLE BIOSCIENCES INC COMMON STOCK USD.001 (Castle Biosciences Inc.) | Long | Equity-common | US | $16K | 726 | 0.01 |
| CATALENT INC COMMON STOCK USD.01 (Catalent Inc.) | Long | Equity-common | US | $147K | 3K | 0.09 |
| CATHAY GENERAL BANCORP COMMON STOCK USD.01 | Long | Equity-common | US | $279K | 7K | 0.18 |
| CATO CORP/THE COMMON STOCK USD.033 (The Cato Corporation) | Long | Equity-common | US | $11K | 2K | 0.01 |
| CAVCO INDUSTRIES INC COMMON STOCK USD.01 (Cavco Industries Inc.) | Long | Equity-common | US | $287K | 829 | 0.18 |
| CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 (CECO Environmental Corp.) | Long | Equity-common | US | $76K | 3K | 0.05 |
| CENTRAL GARDEN and PET CO COMMON STOCK USD.01 (Central Garden and Pet Company) | Long | Equity-common | US | $149K | 4K | 0.09 |
| CENTRAL GARDEN and PET CO COMMON STOCK USD.01 (Central Garden and Pet Company) | Long | Equity-common | US | $60K | 2K | 0.04 |
| CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK (Central Pacific Financial Corp.) | Long | Equity-common | US | $52K | 2K | 0.03 |
| CENTURY COMMUNITIES INC COMMON STOCK USD.01 (Century Communities Inc.) | Long | Equity-common | US | $271K | 3K | 0.17 |
| CERENCE INC COMMON STOCK USD.01 (Cerence Inc.) | Long | Equity-common | US | $6K | 2K | 0.00 |
| CERTARA INC COMMON STOCK USD.01 (Certara Inc.) | Long | Equity-common | US | $80K | 6K | 0.05 |
| CEVA INC COMMON STOCK USD.001 (CEVA Inc.) | Long | Equity-common | US | $38K | 2K | 0.02 |
| CHAMPIONX CORP COMMON STOCK USD.01 (ChampionX Corporation) | Long | Equity-common | US | $728K | 22K | 0.46 |
| CHEGG INC COMMON STOCK USD.001 (Chegg Inc.) | Long | Equity-common | US | $23K | 7K | 0.01 |
| CHEMUNG FINANCIAL CORP COMMON STOCK USD.01 (Chemung Financial Corporation) | Long | Equity-common | US | $35K | 723 | 0.02 |
| CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 (Chesapeake Energy Corporation) | Long | Equity-common | US | $490K | 6K | 0.31 |
| CHORD ENERGY CORP COMMON STOCK (Chord Energy Corporation) | Long | Equity-common | US | $319K | 2K | 0.20 |
| CHUY'S HOLDINGS INC COMMON STOCK USD.01 (Chuy's Holdings Inc.) | Long | Equity-common | US | $532K | 21K | 0.33 |
| CITI TRENDS INC COMMON STOCK USD.01 (Citi Trends Inc.) | Long | Equity-common | US | $8K | 367 | 0.00 |
| CITIZENS and NORTHERN CORP COMMON STOCK USD1.0 (Citizens and Northern Corporation) | Long | Equity-common | US | $17K | 960 | 0.01 |
| CIVEO CORP COMMON STOCK USD.01 (Civeo Corporation) | Long | Equity-common | US | $17K | 673 | 0.01 |
| CIVISTA BANCSHARES INC COMMON STOCK (Civista Bancshares Inc.) | Long | Equity-common | US | $17K | 1K | 0.01 |
| CIVITAS RESOURCES INC COMMON STOCK (Civitas Resources Inc.) | Long | Equity-common | US | $34K | 486 | 0.02 |
| CLARIVATE PLC COMMON STOCK USD.01 | Long | Equity-common | GB | $149K | 26K | 0.09 |
| CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 (Clean Energy Fuels Corp.) | Long | Equity-common | US | $54K | 20K | 0.03 |
| CLEANSPARK INC COMMON STOCK (CleanSpark Inc.) | Long | Equity-common | US | $88K | 6K | 0.06 |
| CLEARWATER PAPER CORP COMMON STOCK USD.0001 (Clearwater Paper Corporation) | Long | Equity-common | US | $77K | 2K | 0.05 |
| CLEVELAND-CLIFFS INC COMMON STOCK USD.125 (Cleveland-Cliffs Inc.) | Long | Equity-common | US | $456K | 30K | 0.29 |
| CNB FINANCIAL CORP/PA COMMON STOCK (CNB Financial Corporation) | Long | Equity-common | US | $32K | 2K | 0.02 |
| CNO FINANCIAL GROUP INC COMMON STOCK USD.01 (CNO Financial Group Inc.) | Long | Equity-common | US | $258K | 9K | 0.16 |
| CNX RESOURCES CORP COMMON STOCK USD.01 (CNX Resources Corporation) | Long | Equity-common | US | $379K | 16K | 0.24 |
| COEUR MINING INC COMMON STOCK USD.01 (Coeur Mining Inc.) | Long | Equity-common | US | $147K | 26K | 0.09 |
| COHERENT CORP COMMON STOCK (Coherent Corp.) | Long | Equity-common | US | $346K | 5K | 0.22 |
| COHU INC COMMON STOCK USD1.0 (Cohu Inc.) | Long | Equity-common | US | $160K | 5K | 0.10 |
| COLONY BANKCORP INC COMMON STOCK USD1.0 (Colony Bankcorp Inc.) | Long | Equity-common | US | $12K | 959 | 0.01 |
| COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 (Columbus McKinnon Corporation) | Long | Equity-common | US | $490K | 14K | 0.31 |
| COMERICA INC COMMON STOCK USD5.0 (Comerica Incorporated) | Long | Equity-common | US | $313K | 6K | 0.20 |
| COMMERCIAL METALS CO COMMON STOCK USD.01 (Commercial Metals Company) | Long | Equity-common | US | $463K | 8K | 0.29 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 (Commercial Vehicle Group Inc.) | Long | Equity-common | US | $12K | 2K | 0.01 |
| COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0 (Community Financial System Inc.) | Long | Equity-common | US | $205K | 4K | 0.13 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 (Community Trust Bancorp Inc.) | Long | Equity-common | US | $71K | 2K | 0.04 |
| COMMUNITY WEST BANCSHARES COMMON STOCK | Long | Equity-common | US | $11K | 600 | 0.01 |
| COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01 (Compass Minerals International Inc.) | Long | Equity-common | US | $17K | 2K | 0.01 |
| COMSTOCK RESOURCES INC COMMON STOCK USD.5 (Comstock Resources Inc.) | Long | Equity-common | US | $122K | 12K | 0.08 |
| COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1 (Comtech Telecommunications Corp.) | Long | Equity-common | US | $8K | 3K | 0.01 |
| CONCENTRIX CORP COMMON STOCK (Concentrix Corporation) | Long | Equity-common | US | $115K | 2K | 0.07 |
| CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001 (Concrete Pumping Holdings Inc.) | Long | Equity-common | US | $11K | 2K | 0.01 |
| CONDUENT INC COMMON STOCK USD.01 (Conduent Incorporated) | Long | Equity-common | US | $47K | 14K | 0.03 |
| CONN'S INC COMMON STOCK USD.01 (Conn's Inc.) | Long | Equity-common | US | $2K | 2K | 0.00 |
| CONNECTONE BANCORP INC COMMON STOCK (ConnectOne Bancorp Inc.) | Long | Equity-common | US | $51K | 3K | 0.03 |
| CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01 (Consensus Cloud Solutions Inc.) | Long | Equity-common | US | $4K | 218 | 0.00 |
| CONSOL ENERGY INC COMMON STOCK USD.01 (CONSOL Energy Inc.) | Long | Equity-common | US | $327K | 3K | 0.21 |
| CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01 (Consolidated Communications Holdings Inc.) | Long | Equity-common | US | $22K | 5K | 0.01 |
| CONSUMER PORTFOLIO SERVICES IN COMMON STOCK (Consumer Portfolio Services Inc.) | Long | Equity-common | US | $10K | 1K | 0.01 |
| CONTAINER STORE GROUP INC/THE COMMON STOCK USD.01 (The Container Store Group Inc.) | Long | Equity-common | US | $307.8 | 570 | 0.00 |
| CONTRA COMMUNICATIONS COMMON STOCK | Long | Equity-common | US | $549 | 450 | 0.00 |
| CONTRA RESOLUTE FOREST COMMON STOCK | Long | Equity-common | US | $11K | 8K | 0.01 |
| COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001 (Cooper-Standard Holdings Inc.) | Long | Equity-common | US | $16K | 1K | 0.01 |
| COPA HOLDINGS SA COMMON STOCK (Copa Holdings S.A.) | Long | Equity-common | PA | $86K | 905 | 0.05 |
| CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01 (Core Molding Technologies Inc.) | Long | Equity-common | US | $16K | 1K | 0.01 |
| COSTAMARE INC COMMON STOCK USD.0001 (Costamare Inc.) | Long | Equity-common | MC | $158K | 10K | 0.10 |
| COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01 (Covenant Logistics Group Inc.) | Long | Equity-common | US | $75K | 2K | 0.05 |
| CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001 (Crinetics Pharmaceuticals Inc.) | Long | Equity-common | US | $688K | 15K | 0.43 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 (Cross Country Healthcare Inc.) | Long | Equity-common | US | $53K | 4K | 0.03 |
| CROSSFIRST BANKSHARES INC COMMON STOCK USD.01 (CrossFirst Bankshares Inc.) | Long | Equity-common | US | $43K | 3K | 0.03 |
| CRYOPORT INC COMMON STOCK USD.001 (CryoPort Inc.) | Long | Equity-common | US | $104K | 15K | 0.07 |
| CTS CORP COMMON STOCK (CTS Corporation) | Long | Equity-common | US | $167K | 3K | 0.10 |
| CULP INC COMMON STOCK USD.05 (Culp Inc.) | Long | Equity-common | US | $1K | 334 | 0.00 |
| CUMBERLAND PHARMACEUTICALS INC COMMON STOCK (Cumberland Pharmaceuticals Inc.) | Long | Equity-common | US | $1K | 956 | 0.00 |
| CUMULUS MEDIA INC COMMON STOCK USD.01 (Cumulus Media Inc.) | Long | Equity-common | US | $2K | 1K | 0.00 |
| CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01 | Long | Equity-common | US | $149K | 14K | 0.09 |
| CUSTOMERS BANCORP INC COMMON STOCK USD1.0 (Customers Bancorp Inc.) | Long | Equity-common | US | $123K | 3K | 0.08 |
| CVB FINANCIAL CORP COMMON STOCK (CVB Financial Corp.) | Long | Equity-common | US | $126K | 7K | 0.08 |
| CYBERARK SOFTWARE LTD COMMON STOCK ILS.01 (CyberArk Software Ltd.) | Long | Equity-common | IL | $1M | 5K | 0.91 |
| DAILY JOURNAL CORP COMMON STOCK USD.01 (Daily Journal Corporation) | Long | Equity-common | US | $16K | 41 | 0.01 |
| DAKTRONICS INC COMMON STOCK (Daktronics Inc.) | Long | Equity-common | US | $55K | 4K | 0.03 |
| DANA INC COMMON STOCK USD.01 (Dana Incorporated) | Long | Equity-common | US | $148K | 12K | 0.09 |
| DARLING INGREDIENTS INC COMMON STOCK USD.01 (Darling Ingredients Inc.) | Long | Equity-common | US | $152K | 4K | 0.10 |
| DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001 (Definitive Healthcare Corp.) | Long | Equity-common | US | $7K | 1K | 0.00 |
| DELEK US HOLDINGS INC COMMON STOCK USD.01 (Delek US Holdings Inc.) | Long | Equity-common | US | $152K | 6K | 0.10 |
| DELTA APPAREL INC COMMON STOCK USD.01 (Delta Apparel Inc.) | Long | Equity-common | US | $290 | 500 | 0.00 |
| DELUXE CORP COMMON STOCK USD1.0 (Deluxe Corporation) | Long | Equity-common | US | $74K | 3K | 0.05 |
| DESCARTES SYSTEMS GRP/THE COMMON STOCK (The Descartes Systems Group Inc.) | Long | Equity-common | CA | $880K | 9K | 0.55 |
| DESIGNER BRANDS INC COMMON STOCK (Designer Brands Inc.) | Long | Equity-common | US | $20K | 3K | 0.01 |
| DESTINATION XL GROUP INC COMMON STOCK USD.01 (Destination XL Group Inc.) | Long | Equity-common | US | $9K | 2K | 0.01 |
| DHI GROUP INC COMMON STOCK USD.01 (DHI Group Inc.) | Long | Equity-common | US | $11K | 5K | 0.01 |
| DHT HOLDINGS INC COMMON STOCK USD.01 (DHT Holdings Inc.) | Long | Equity-common | BM | $178K | 15K | 0.11 |
| DIGI INTERNATIONAL INC COMMON STOCK USD.01 (Digi International Inc.) | Long | Equity-common | US | $93K | 4K | 0.06 |
| DIGITAL TURBINE INC COMMON STOCK USD.0001 (Digital Turbine Inc.) | Long | Equity-common | US | $4K | 2K | 0.00 |
| DIGITALBRIDGE GROUP INC COMMON STOCK USD.01 (DigitalBridge Group Inc.) | Long | Equity-common | US | $58K | 4K | 0.04 |
| DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01 (Dime Community Bancshares Inc.) | Long | Equity-common | US | $78K | 4K | 0.05 |
| DIODES INC COMMON STOCK USD.667 (Diodes Incorporated) | Long | Equity-common | US | $193K | 3K | 0.12 |
| DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0 (Distribution Solutions Group Inc.) | Long | Equity-common | US | $39K | 1K | 0.02 |
| DNOW INC COMMON STOCK USD.01 (DNOW Inc.) | Long | Equity-common | US | $137K | 10K | 0.09 |
| DONEGAL GROUP INC COMMON STOCK USD.01 (Donegal Group Inc.) | Long | Equity-common | US | $37K | 3K | 0.02 |
| DORIAN LPG LTD COMMON STOCK USD.01 (Dorian LPG Ltd.) | Long | Equity-common | US | $143K | 3K | 0.09 |
| DORMAN PRODUCTS INC COMMON STOCK USD.01 (Dorman Products Inc.) | Long | Equity-common | US | $553K | 6K | 0.35 |
| DOUGLAS ELLIMAN INC COMMON STOCK (Douglas Elliman Inc.) | Long | Equity-common | US | $7K | 6K | 0.00 |
| DRIL-QUIP INC COMMON STOCK USD.01 (Dril-Quip Inc.) | Long | Equity-common | US | $54K | 3K | 0.03 |
| DT MIDSTREAM INC COMMON STOCK USD.01 (DT Midstream Inc.) | Long | Equity-common | US | $402K | 6K | 0.25 |
| DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01 (The Duckhorn Portfolio Inc.) | Long | Equity-common | US | $39K | 5K | 0.02 |
| DUCOMMUN INC COMMON STOCK USD.01 (Ducommun Incorporated) | Long | Equity-common | US | $72K | 1K | 0.05 |
| DULUTH HOLDINGS INC COMMON STOCK (Duluth Holdings Inc.) | Long | Equity-common | US | $4K | 1K | 0.00 |
| DUN and BRADSTREET HOLDINGS INC COMMON STOCK (Dun and Bradstreet Holdings Inc.) | Long | Equity-common | US | $106K | 11K | 0.07 |
| DXC TECHNOLOGY CO COMMON STOCK USD.01 (DXC Technology Company) | Long | Equity-common | US | $298K | 16K | 0.19 |
| DXP ENTERPRISES INC/TX COMMON STOCK USD.01 (DXP Enterprises Inc.) | Long | Equity-common | US | $81K | 2K | 0.05 |
| DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001 (Dynavax Technologies Corporation) | Long | Equity-common | US | $71K | 6K | 0.04 |
| E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001 (E2open Parent Holdings Inc.) | Long | Equity-common | US | $40K | 9K | 0.03 |
| EAGLE BANCORP INC COMMON STOCK USD.01 (Eagle Bancorp Inc.) | Long | Equity-common | US | $52K | 3K | 0.03 |
| EASTERN BANKSHARES INC COMMON STOCK USD.01 (Eastern Bankshares Inc.) | Long | Equity-common | US | $43K | 3K | 0.03 |
| EASTERN CO/THE COMMON STOCK (The Eastern Company) | Long | Equity-common | US | $37K | 1K | 0.02 |
| EASTMAN CHEMICAL CO COMMON STOCK USD.01 (Eastman Chemical Company) | Long | Equity-common | US | $148K | 2K | 0.09 |
| ECHOSTAR CORP COMMON STOCK USD.001 (EchoStar Corporation) | Long | Equity-common | US | $52K | 3K | 0.03 |
| ECOVYST INC COMMON STOCK (Ecovyst Inc.) | Long | Equity-common | US | $84K | 9K | 0.05 |
| EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01 (Edgewell Personal Care Company) | Long | Equity-common | US | $187K | 5K | 0.12 |
| EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01 (El Pollo Loco Holdings Inc.) | Long | Equity-common | US | $30K | 3K | 0.02 |
| ELANCO ANIMAL HEALTH INC COMMON STOCK (Elanco Animal Health Incorporated) | Long | Equity-common | US | $382K | 26K | 0.24 |
| EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 (Emergent BioSolutions Inc.) | Long | Equity-common | US | $18K | 3K | 0.01 |
| EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 (Employers Holdings Inc.) | Long | Equity-common | US | $97K | 2K | 0.06 |
| ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 (Encore Capital Group Inc.) | Long | Equity-common | US | $105K | 3K | 0.07 |
| ENCORE WIRE CORP COMMON STOCK USD.01 (Encore Wire Corporation) | Long | Equity-common | US | $40K | 138 | 0.03 |
| ENERSYS COMMON STOCK USD.01 | Long | Equity-common | US | $159K | 2K | 0.10 |
| ENHABIT INC COMMON STOCK USD.01 (Enhabit Inc.) | Long | Equity-common | US | $10K | 1K | 0.01 |
| ENNIS INC COMMON STOCK USD2.5 (Ennis Inc.) | Long | Equity-common | US | $57K | 3K | 0.04 |
| ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 (Enova International Inc.) | Long | Equity-common | US | $213K | 3K | 0.13 |
| ENOVIS CORP COMMON STOCK USD.001 (Enovis Corporation) | Long | Equity-common | US | $229K | 5K | 0.14 |
| ENPRO INC COMMON STOCK USD.01 | Long | Equity-common | US | $219K | 2K | 0.14 |
| ENSTAR GROUP LTD COMMON STOCK USD1.0 (Enstar Group Limited) | Long | Equity-common | BM | $333K | 1K | 0.21 |
| ENTERPRISE BANCORP INC/MA COMMON STOCK USD.01 (Enterprise Bancorp Inc.) | Long | Equity-common | US | $6K | 246 | 0.00 |
| ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01 (Enterprise Financial Services Corp) | Long | Equity-common | US | $124K | 3K | 0.08 |
| ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001 (Entravision Communications Corporation) | Long | Equity-common | US | $10K | 5K | 0.01 |
| ENVIRI CORP COMMON STOCK USD1.25 (Enviri Corporation) | Long | Equity-common | US | $65K | 8K | 0.04 |
| ENVISTA HOLDINGS CORP COMMON STOCK USD.01 (Envista Holdings Corporation) | Long | Equity-common | US | $178K | 11K | 0.11 |
| EPLUS INC COMMON STOCK USD.01 (ePlus inc.) | Long | Equity-common | US | $142K | 2K | 0.09 |
| EQUITY BANCSHARES INC COMMON STOCK USD.01 (Equity Bancshares Inc.) | Long | Equity-common | US | $51K | 1K | 0.03 |
| ESC GCI LIBERTY INC SR COMMON STOCK | Long | Equity-common | US | $0 | 5K | – |
| ESCALADE INC COMMON STOCK (Escalade Incorporated) | Long | Equity-common | US | $38K | 3K | 0.02 |
| ESCO TECHNOLOGIES INC COMMON STOCK USD.01 (ESCO Technologies Inc.) | Long | Equity-common | US | $198K | 2K | 0.12 |
| ESSA BANCORP INC COMMON STOCK USD.01 (ESSA Bancorp Inc.) | Long | Equity-common | US | $16K | 897 | 0.01 |
| ESSENT GROUP LTD COMMON STOCK USD.015 (Essent Group Ltd.) | Long | Equity-common | US | $218K | 4K | 0.14 |
| ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 (Ethan Allen Interiors Inc.) | Long | Equity-common | US | $77K | 3K | 0.05 |
| EVANS BANCORP INC COMMON STOCK USD.5 (Evans Bancorp Inc.) | Long | Equity-common | US | $11K | 380 | 0.01 |
| EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 (Evolution Petroleum Corporation) | Long | Equity-common | US | $9K | 2K | 0.01 |
| EW SCRIPPS CO/THE COMMON STOCK USD.01 (The E.W. Scripps Company) | Long | Equity-common | US | $18K | 6K | 0.01 |
| EXPONENT INC COMMON STOCK USD.001 (Exponent Inc.) | Long | Equity-common | US | $776K | 8K | 0.49 |
| EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01 (Expro Group Holdings N.V.) | Long | Equity-common | US | $36K | 2K | 0.02 |
| EZCORP INC COMMON STOCK USD.01 (EZCORP Inc.) | Long | Equity-common | US | $50K | 5K | 0.03 |
| FandG ANNUITIES and LIFE INC COMMON STOCK USD.001 (FandG Annuities and Life Inc.) | Long | Equity-common | US | $20K | 527 | 0.01 |
| FARMER BROS CO COMMON STOCK USD1.0 (Farmer Bros. Co.) | Long | Equity-common | US | $3K | 1K | 0.00 |
| FARMERS NATIONAL BANC CORP COMMON STOCK (Farmers National Banc Corp.) | Long | Equity-common | US | $23K | 2K | 0.01 |
| FARO TECHNOLOGIES INC COMMON STOCK USD.001 (FARO Technologies Inc.) | Long | Equity-common | US | $11K | 684 | 0.01 |
| FASTLY INC COMMON STOCK USD.00002 (Fastly Inc.) | Long | Equity-common | US | $17K | 2K | 0.01 |
| FB FINANCIAL CORP COMMON STOCK USD1.0 (FB Financial Corporation) | Long | Equity-common | US | $131K | 3K | 0.08 |
| FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0 (Federal Agricultural Mortgage Corporation) | Long | Equity-common | US | $125K | 694 | 0.08 |
| FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 (Financial Institutions Inc.) | Long | Equity-common | US | $29K | 1K | 0.02 |
| FIRST ADVANTAGE CORP COMMON STOCK USD.001 (First Advantage Corporation) | Long | Equity-common | US | $30K | 2K | 0.02 |
| FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001 (First American Financial Corporation) | Long | Equity-common | US | $261K | 5K | 0.16 |
| FIRST BANCORP INC/THE COMMON STOCK USD.01 (The First Bancorp Inc.) | Long | Equity-common | US | $33K | 1K | 0.02 |
| FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1 (First BanCorp.) | Long | Equity-common | PR | $305K | 17K | 0.19 |
| FIRST BANCORP/SOUTHERN PINES N COMMON STOCK | Long | Equity-common | US | $120K | 4K | 0.08 |
| FIRST BANCSHARES INC/THE COMMON STOCK USD1.0 (The First Bancshares Inc.) | Long | Equity-common | US | $50K | 2K | 0.03 |
| FIRST BANK/HAMILTON NJ COMMON STOCK USD.01 | Long | Equity-common | US | $11K | 900 | 0.01 |
| FIRST BUSEY CORP COMMON STOCK USD.001 (First Busey Corporation) | Long | Equity-common | US | $106K | 4K | 0.07 |
| FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01 (First Business Financial Services Inc.) | Long | Equity-common | US | $51K | 1K | 0.03 |
| FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0 (First Commonwealth Financial Corporation) | Long | Equity-common | US | $115K | 8K | 0.07 |
| FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0 (First Community Bankshares Inc.) | Long | Equity-common | US | $81K | 2K | 0.05 |
| FIRST FINANCIAL BANCORP COMMON STOCK (First Financial Bancorp.) | Long | Equity-common | US | $187K | 8K | 0.12 |
| FIRST FINANCIAL CORP/IN COMMON STOCK (First Financial Corporation) | Long | Equity-common | US | $53K | 1K | 0.03 |
| FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD.01 (First Financial Northwest Inc.) | Long | Equity-common | US | $23K | 1K | 0.01 |
| FIRST FOUNDATION INC COMMON STOCK USD.001 (First Foundation Inc.) | Long | Equity-common | US | $29K | 4K | 0.02 |
| FIRST HAWAIIAN INC COMMON STOCK USD.01 (First Hawaiian Inc.) | Long | Equity-common | US | $191K | 9K | 0.12 |
| FIRST HORIZON CORP COMMON STOCK USD.625 (First Horizon Corporation) | Long | Equity-common | US | $402K | 25K | 0.25 |
| FIRST INTERNET BANCORP COMMON STOCK | Long | Equity-common | US | $21K | 777 | 0.01 |
| FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001 (First Interstate BancSystem Inc.) | Long | Equity-common | US | $135K | 5K | 0.08 |
| FIRST MERCHANTS CORP COMMON STOCK (First Merchants Corporation) | Long | Equity-common | US | $182K | 5K | 0.11 |
| FIRST MID BANCSHARES INC COMMON STOCK USD4.0 (First Mid Bancshares Inc.) | Long | Equity-common | US | $52K | 2K | 0.03 |
| FIRST NORTHWEST BANCORP COMMON STOCK | Long | Equity-common | US | $8K | 800 | 0.00 |
| FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1 (The First of Long Island Corporation) | Long | Equity-common | US | $24K | 2K | 0.02 |
| FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01 (First Watch Restaurant Group Inc.) | Long | Equity-common | US | $104K | 6K | 0.07 |
| FIRST WESTERN FINANCIAL INC COMMON STOCK (First Western Financial Inc.) | Long | Equity-common | US | $7K | 421 | 0.00 |
| FIVE POINT HOLDINGS LLC COMMON STOCK | Long | Equity-common | US | $8K | 3K | 0.00 |
| FLEX LTD COMMON STOCK (Flex Ltd.) | Long | Equity-common | US | $212K | 7K | 0.13 |
| FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0 (Flexsteel Industries Inc.) | Long | Equity-common | US | $35K | 1K | 0.02 |
| FLUSHING FINANCIAL CORP COMMON STOCK USD.01 (Flushing Financial Corporation) | Long | Equity-common | US | $38K | 3K | 0.02 |
| FLYWIRE CORP COMMON STOCK USD.0001 (Flywire Corporation) | Long | Equity-common | US | $630K | 38K | 0.40 |
| FNB CORP/PA COMMON STOCK USD.01 (F.N.B. Corporation) | Long | Equity-common | US | $351K | 26K | 0.22 |
| FONAR CORP COMMON STOCK USD.0001 (FONAR Corporation) | Long | Equity-common | US | $7K | 463 | 0.00 |
| FOOT LOCKER INC COMMON STOCK USD.01 (Foot Locker Inc.) | Long | Equity-common | US | $164K | 7K | 0.10 |
| FORESTAR GROUP INC COMMON STOCK USD1.0 (Forestar Group Inc.) | Long | Equity-common | US | $84K | 3K | 0.05 |
| FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01 (Forum Energy Technologies Inc.) | Long | Equity-common | US | $6K | 377 | 0.00 |
| FOSSIL GROUP INC COMMON STOCK USD.01 (Fossil Group Inc.) | Long | Equity-common | US | $5K | 3K | 0.00 |
| FOX FACTORY HOLDING CORP COMMON STOCK USD.001 (Fox Factory Holding Corp.) | Long | Equity-common | US | $420K | 9K | 0.26 |
| FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0 (Frequency Electronics Inc.) | Long | Equity-common | US | $16K | 2K | 0.01 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 (Fresh Del Monte Produce Inc.) | Long | Equity-common | US | $87K | 4K | 0.05 |
| FRIEDMAN INDUSTRIES INC COMMON STOCK USD1.0 (Friedman Industries Incorporated) | Long | Equity-common | US | $23K | 2K | 0.01 |
| FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25 (Frontier Communications Parent Inc.) | Long | Equity-common | US | $248K | 9K | 0.16 |
| FRP HOLDINGS INC COMMON STOCK USD.1 (FRP Holdings Inc.) | Long | Equity-common | US | $53K | 2K | 0.03 |
| FS BANCORP INC COMMON STOCK USD.01 (FS Bancorp Inc.) | Long | Equity-common | US | $15K | 400 | 0.01 |
| FULGENT GENETICS INC COMMON STOCK USD.0001 (Fulgent Genetics Inc.) | Long | Equity-common | US | $47K | 2K | 0.03 |
| FULTON FINANCIAL CORP COMMON STOCK USD2.5 (Fulton Financial Corporation) | Long | Equity-common | US | $234K | 14K | 0.15 |
| FUNDAMENTAL GLOBAL INC COMMON STOCK (Fundamental Global Inc.) | Long | Equity-common | US | $1K | 1K | 0.00 |
| FUNKO INC COMMON STOCK USD.0001 (Funko Inc.) | Long | Equity-common | US | $27K | 3K | 0.02 |
| FUTUREFUEL CORP COMMON STOCK USD.0001 (FutureFuel Corp.) | Long | Equity-common | US | $22K | 4K | 0.01 |
| G-III APPAREL GROUP LTD COMMON STOCK USD.01 (G-III Apparel Group Ltd.) | Long | Equity-common | US | $92K | 3K | 0.06 |
| GANNETT CO INC COMMON STOCK USD.01 (Gannett Co. Inc.) | Long | Equity-common | US | $58K | 13K | 0.04 |
| GAP INC/THE COMMON STOCK USD.05 (The Gap Inc.) | Long | Equity-common | US | $391K | 16K | 0.25 |
| GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01 (Gates Industrial Corporation plc) | Long | Equity-common | US | $861K | 54K | 0.54 |
| GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 (Genco Shipping and Trading Limited) | Long | Equity-common | US | $97K | 5K | 0.06 |
| GENCOR INDUSTRIES INC COMMON STOCK USD.1 (Gencor Industries Inc.) | Long | Equity-common | US | $41K | 2K | 0.03 |
| GENERATION BIO CO COMMON STOCK USD.0001 (Generation Bio Co.) | Long | Equity-common | US | $11K | 4K | 0.01 |
| GENESCO INC COMMON STOCK USD1.0 (Genesco Inc.) | Long | Equity-common | US | $34K | 1K | 0.02 |
| GENIE ENERGY LTD COMMON STOCK (Genie Energy Ltd.) | Long | Equity-common | US | $15K | 1K | 0.01 |
| GENPACT LTD COMMON STOCK USD.01 (Genpact Limited) | Long | Equity-common | US | $73K | 2K | 0.05 |
| GENWORTH FINANCIAL INC COMMON STOCK USD.001 (Genworth Financial Inc.) | Long | Equity-common | US | $219K | 36K | 0.14 |
| GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 (Geospace Technologies Corporation) | Long | Equity-common | US | $5K | 516 | 0.00 |
| GERMAN AMERICAN BANCORP INC COMMON STOCK (German American Bancorp Inc.) | Long | Equity-common | US | $41K | 1K | 0.03 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 (Gibraltar Industries Inc.) | Long | Equity-common | US | $908K | 13K | 0.57 |
| GLATFELTER CORP COMMON STOCK USD.01 (Glatfelter Corporation) | Long | Equity-common | US | $6K | 5K | 0.00 |
| GLOBE LIFE INC COMMON STOCK USD1.0 (Globe Life Inc.) | Long | Equity-common | US | $54K | 653 | 0.03 |
| GLOBUS MEDICAL INC COMMON STOCK USD.001 (Globus Medical Inc.) | Long | Equity-common | US | $629K | 9K | 0.39 |
| GMS INC COMMON STOCK USD.01 (GMS Inc.) | Long | Equity-common | US | $129K | 2K | 0.08 |
| GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01 (Golden Entertainment Inc.) | Long | Equity-common | US | $16K | 515 | 0.01 |
| GOODYEAR TIRE + RUBBER CO/THE COMMON STOCK (The Goodyear Tire and Rubber Company) | Long | Equity-common | US | $253K | 22K | 0.16 |
| GOPRO INC COMMON STOCK USD.0001 (GoPro Inc.) | Long | Equity-common | US | $14K | 10K | 0.01 |
| GORMAN-RUPP CO/THE COMMON STOCK (The Gorman-Rupp Company) | Long | Equity-common | US | $53K | 1K | 0.03 |
| GRAHAM CORP COMMON STOCK USD.1 (Graham Corporation) | Long | Equity-common | US | $9K | 333 | 0.01 |
| GRAHAM HOLDINGS CO COMMON STOCK USD1.0 (Graham Holdings Company) | Long | Equity-common | US | $243K | 347 | 0.15 |
| GRAND CANYON EDUCATION INC COMMON STOCK USD.01 (Grand Canyon Education Inc.) | Long | Equity-common | US | $1M | 8K | 0.72 |
| GRANITE CONSTRUCTION INC COMMON STOCK USD.01 (Granite Construction Incorporated) | Long | Equity-common | US | $232K | 4K | 0.15 |
| GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 (Graphic Packaging Holding Company) | Long | Equity-common | US | $85K | 3K | 0.05 |
| GRAY TELEVISION INC COMMON STOCK (Gray Television Inc.) | Long | Equity-common | US | $34K | 7K | 0.02 |
| GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001 (Great Lakes Dredge and Dock Corporation) | Long | Equity-common | US | $60K | 7K | 0.04 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 (Great Southern Bancorp Inc.) | Long | Equity-common | US | $62K | 1K | 0.04 |
| GREEN BRICK PARTNERS INC COMMON STOCK USD.01 (Green Brick Partners Inc.) | Long | Equity-common | US | $138K | 2K | 0.09 |
| GREEN DOT CORP COMMON STOCK USD.001 (Green Dot Corporation) | Long | Equity-common | US | $33K | 3K | 0.02 |
| GREEN PLAINS INC COMMON STOCK USD.001 (Green Plains Inc.) | Long | Equity-common | US | $54K | 3K | 0.03 |
| GREENBRIER COS INC/THE COMMON STOCK (The Greenbrier Companies Inc.) | Long | Equity-common | US | $140K | 3K | 0.09 |
| GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01 (Greenlight Capital Re Ltd.) | Long | Equity-common | KY | $34K | 3K | 0.02 |
| GREIF INC COMMON STOCK (Greif Inc.) | Long | Equity-common | US | $103K | 2K | 0.06 |
| GREIF INC COMMON STOCK (Greif Inc.) | Long | Equity-common | US | $57K | 913 | 0.04 |
| GROCERY OUTLET HOLDING CORP COMMON STOCK USD.001 (Grocery Outlet Holding Corp.) | Long | Equity-common | US | $150K | 7K | 0.09 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 (Group 1 Automotive Inc.) | Long | Equity-common | US | $402K | 1K | 0.25 |
| GROWGENERATION CORP COMMON STOCK USD.001 (GrowGeneration Corp.) | Long | Equity-common | US | $5K | 3K | 0.00 |
| GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0 (Guaranty Bancshares Inc.) | Long | Equity-common | US | $22K | 693 | 0.01 |
| GUESS? INC COMMON STOCK USD.01 (Guess? Inc.) | Long | Equity-common | CH | $109K | 5K | 0.07 |
| GULF ISLAND FABRICATION INC COMMON STOCK (Gulf Island Fabrication Inc.) | Long | Equity-common | US | $18K | 3K | 0.01 |
| HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01 (The Hain Celestial Group Inc.) | Long | Equity-common | US | $33K | 5K | 0.02 |
| HALLADOR ENERGY CO COMMON STOCK USD.01 (Hallador Energy Company) | Long | Equity-common | US | $13K | 2K | 0.01 |
| HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 (Halozyme Therapeutics Inc.) | Long | Equity-common | US | $661K | 13K | 0.41 |
| HANCOCK WHITNEY CORP COMMON STOCK USD3.33 (Hancock Whitney Corporation) | Long | Equity-common | US | $361K | 8K | 0.23 |
| HANMI FINANCIAL CORP COMMON STOCK USD.001 (Hanmi Financial Corporation) | Long | Equity-common | US | $52K | 3K | 0.03 |
| HARBORONE BANCORP INC COMMON STOCK USD.01 (HarborOne Bancorp Inc.) | Long | Equity-common | US | $47K | 4K | 0.03 |
| HARLEY-DAVIDSON INC COMMON STOCK USD.01 (Harley-Davidson Inc.) | Long | Equity-common | US | $264K | 8K | 0.17 |
| HARVARD BIOSCIENCE INC COMMON STOCK USD.01 | Long | Equity-common | US | $15K | 5K | 0.01 |
| HAVERTY FURNITURE COS INC COMMON STOCK USD1.0 (Haverty Furniture Companies Inc.) | Long | Equity-common | US | $41K | 2K | 0.03 |
| HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 (Hawaiian Holdings Inc.) | Long | Equity-common | US | $49K | 4K | 0.03 |
| HAYNES INTERNATIONAL INC COMMON STOCK USD.001 (Haynes International Inc.) | Long | Equity-common | US | $66K | 1K | 0.04 |
| HAYWARD HOLDINGS INC COMMON STOCK USD.001 (Hayward Holdings Inc.) | Long | Equity-common | US | $29K | 2K | 0.02 |
| HEALTH CATALYST INC COMMON STOCK USD.001 (Health Catalyst Inc.) | Long | Equity-common | US | $16K | 2K | 0.01 |
| HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01 (Healthcare Services Group Inc.) | Long | Equity-common | US | $23K | 2K | 0.01 |
| HEALTHEQUITY INC COMMON STOCK USD.0001 (HealthEquity Inc.) | Long | Equity-common | US | $778K | 9K | 0.49 |
| HEALTHSTREAM INC COMMON STOCK (HealthStream Inc.) | Long | Equity-common | US | $55K | 2K | 0.03 |
| HEARTLAND EXPRESS INC COMMON STOCK USD.01 (Heartland Express Inc.) | Long | Equity-common | US | $51K | 4K | 0.03 |
| HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 (Heartland Financial USA Inc.) | Long | Equity-common | US | $150K | 3K | 0.09 |
| HECLA MINING CO COMMON STOCK USD.25 (Hecla Mining Company) | Long | Equity-common | US | $204K | 42K | 0.13 |
| HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01 (Heidrick and Struggles International Inc.) | Long | Equity-common | US | $53K | 2K | 0.03 |
| HELEN OF TROY LTD COMMON STOCK USD.1 (Helen of Troy Limited) | Long | Equity-common | US | $115K | 1K | 0.07 |
| HELIOS TECHNOLOGIES INC COMMON STOCK USD.001 (Helios Technologies Inc.) | Long | Equity-common | US | $54K | 1K | 0.03 |
| HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK (Helix Energy Solutions Group Inc.) | Long | Equity-common | US | $169K | 14K | 0.11 |
| HELMERICH and PAYNE INC COMMON STOCK USD.1 (Helmerich and Payne Inc.) | Long | Equity-common | US | $230K | 6K | 0.14 |
| HERITAGE COMMERCE CORP COMMON STOCK | Long | Equity-common | US | $46K | 5K | 0.03 |
| HERITAGE FINANCIAL CORP/WA COMMON STOCK (Heritage Financial Corporation) | Long | Equity-common | US | $51K | 3K | 0.03 |
| HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001 (Heritage Insurance Holdings Inc.) | Long | Equity-common | US | $5K | 657 | 0.00 |
| HERTZ GLOBAL HLDGS INC COMMON STOCK USD.01 (Hertz Global Holdings Inc.) | Long | Equity-common | US | $5K | 1K | 0.00 |
| HEXCEL CORP COMMON STOCK USD.01 (Hexcel Corporation) | Long | Equity-common | US | $726K | 12K | 0.46 |
| HF SINCLAIR CORP COMMON STOCK (HF Sinclair Corporation) | Long | Equity-common | US | $568K | 11K | 0.36 |
| HILLENBRAND INC COMMON STOCK (Hillenbrand Inc.) | Long | Equity-common | US | $596K | 15K | 0.37 |
| HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001 (Hillman Solutions Corp.) | Long | Equity-common | US | $11K | 1K | 0.01 |
| HILLTOP HOLDINGS INC COMMON STOCK USD.01 (Hilltop Holdings Inc.) | Long | Equity-common | US | $142K | 5K | 0.09 |
| HILTON GRAND VACATIONS INC COMMON STOCK USD.01 (Hilton Grand Vacations Inc.) | Long | Equity-common | US | $13K | 324 | 0.01 |
| HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0 (Hingham Institution for Savings The) | Long | Equity-common | US | $12K | 69 | 0.01 |
| HNI CORP COMMON STOCK USD1.0 (HNI Corporation) | Long | Equity-common | US | $85K | 2K | 0.05 |
| HOME BANCORP INC COMMON STOCK USD.01 (Home Bancorp Inc.) | Long | Equity-common | US | $36K | 902 | 0.02 |
| HOME BANCSHARES INC/AR COMMON STOCK USD.01 (Home BancShares Inc.) | Long | Equity-common | US | $132K | 6K | 0.08 |
| HOMESTREET INC COMMON STOCK (HomeStreet Inc.) | Long | Equity-common | US | $21K | 2K | 0.01 |
| HOMETRUST BANCSHARES INC COMMON STOCK (HomeTrust Bancshares Inc.) | Long | Equity-common | US | $17K | 560 | 0.01 |
| HONEST CO INC/THE COMMON STOCK USD.001 (The Honest Company Inc.) | Long | Equity-common | US | $14K | 5K | 0.01 |
| HOOKER FURNISHINGS CORP COMMON STOCK (Hooker Furnishings Corporation) | Long | Equity-common | US | $26K | 2K | 0.02 |
| HOPE BANCORP INC COMMON STOCK USD.001 (Hope Bancorp Inc.) | Long | Equity-common | US | $112K | 10K | 0.07 |
| HORACE MANN EDUCATORS CORP COMMON STOCK USD.001 (Horace Mann Educators Corporation) | Long | Equity-common | US | $108K | 3K | 0.07 |
| HORIZON BANCORP INC/IN COMMON STOCK (Horizon Bancorp Inc.) | Long | Equity-common | US | $58K | 5K | 0.04 |
| HOULIHAN LOKEY INC COMMON STOCK USD.001 (Houlihan Lokey Inc.) | Long | Equity-common | US | $934K | 7K | 0.59 |
| HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01 (Hovnanian Enterprises Inc.) | Long | Equity-common | US | $41K | 292 | 0.03 |
| HOWARD HUGHES HOLDINGS INC COMMON STOCK (Howard Hughes Holdings Inc.) | Long | Equity-common | US | $216K | 3K | 0.14 |
| HUB GROUP INC COMMON STOCK USD.01 (Hub Group Inc.) | Long | Equity-common | US | $208K | 5K | 0.13 |
| HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 (Hudson Technologies Inc.) | Long | Equity-common | US | $23K | 3K | 0.01 |
| HUNTSMAN CORP COMMON STOCK USD.01 (Huntsman Corporation) | Long | Equity-common | US | $346K | 15K | 0.22 |
| HURCO COS INC COMMON STOCK (Hurco Companies Inc.) | Long | Equity-common | US | $16K | 1K | 0.01 |
| HURON CONSULTING GROUP INC COMMON STOCK USD.01 (Huron Consulting Group Inc.) | Long | Equity-common | US | $86K | 876 | 0.05 |
| HYSTER-YALE INC COMMON STOCK USD.01 (Hyster-Yale Inc.) | Long | Equity-common | US | $32K | 466 | 0.02 |
| ICF INTERNATIONAL INC COMMON STOCK USD.001 (ICF International Inc.) | Long | Equity-common | US | $212K | 1K | 0.13 |
| ICHOR HOLDINGS LTD COMMON STOCK USD.0001 (Ichor Holdings Ltd.) | Long | Equity-common | US | $103K | 3K | 0.06 |
| ICU MEDICAL INC COMMON STOCK USD.1 (ICU Medical Inc.) | Long | Equity-common | US | $250K | 2K | 0.16 |
| IES HOLDINGS INC COMMON STOCK USD.01 (IES Holdings Inc.) | Long | Equity-common | US | $164K | 1K | 0.10 |
| IMAX CORP COMMON STOCK (IMAX Corporation) | Long | Equity-common | CA | $13K | 796 | 0.01 |
| INDEPENDENT BANK CORP COMMON STOCK USD.01 (Independent Bank Corp.) | Long | Equity-common | US | $139K | 3K | 0.09 |
| INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0 (Independent Bank Corporation) | Long | Equity-common | US | $49K | 2K | 0.03 |
| INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 (Independent Bank Group Inc.) | Long | Equity-common | US | $157K | 3K | 0.10 |
| INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001 (Information Services Group Inc.) | Long | Equity-common | US | $13K | 4K | 0.01 |
| INGLES MARKETS INC COMMON STOCK USD.05 (Ingles Markets Incorporated) | Long | Equity-common | US | $94K | 1K | 0.06 |
| INGREDION INC COMMON STOCK USD.01 (Ingredion Incorporated) | Long | Equity-common | US | $317K | 3K | 0.20 |
| INNOSPEC INC COMMON STOCK USD.01 (Innospec Inc.) | Long | Equity-common | US | $234K | 2K | 0.15 |
| INNOVIVA INC COMMON STOCK USD.01 (Innoviva Inc.) | Long | Equity-common | US | $118K | 7K | 0.07 |
| INOGEN INC COMMON STOCK USD.001 (Inogen Inc.) | Long | Equity-common | US | $14K | 2K | 0.01 |
| INSMED INC COMMON STOCK USD.01 (Insmed Incorporated) | Long | Equity-common | US | $683K | 10K | 0.43 |
| INSTEEL INDUSTRIES INC COMMON STOCK (Insteel Industries Inc.) | Long | Equity-common | US | $52K | 2K | 0.03 |
| INTAPP INC COMMON STOCK USD.001 (Intapp Inc.) | Long | Equity-common | US | $986K | 27K | 0.62 |
| INTEGER HOLDINGS CORP COMMON STOCK USD.001 (Integer Holdings Corporation) | Long | Equity-common | US | $258K | 2K | 0.16 |
| INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01 (Integra LifeSciences Holdings Corporation) | Long | Equity-common | US | $300K | 10K | 0.19 |
| INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001 (Integral Ad Science Holding Corp.) | Long | Equity-common | US | $23K | 2K | 0.01 |
| INTERFACE INC COMMON STOCK USD.1 (Interface Inc.) | Long | Equity-common | US | $42K | 3K | 0.03 |
| INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0 (International Bancshares Corporation) | Long | Equity-common | US | $268K | 5K | 0.17 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (International Seaways Inc.) | Long | Equity-common | US | $228K | 4K | 0.14 |
| INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1 (The Interpublic Group of Companies Inc.) | Long | Equity-common | US | $258K | 9K | 0.16 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001 (Intra-Cellular Therapies Inc.) | Long | Equity-common | US | $640K | 9K | 0.40 |
| INTREPID POTASH INC COMMON STOCK USD.001 (Intrepid Potash Inc.) | Long | Equity-common | US | $26K | 1K | 0.02 |
| INVESCO LTD COMMON STOCK USD.2 (Invesco Ltd.) | Long | Equity-common | US | $366K | 24K | 0.23 |
| INVESTAR HOLDING CORP COMMON STOCK USD1.0 (Investar Holding Corporation) | Long | Equity-common | US | $8K | 500 | 0.00 |
| INVESTORS TITLE CO COMMON STOCK (Investors Title Company) | Long | Equity-common | US | $34K | 189 | 0.02 |
| IPG PHOTONICS CORP COMMON STOCK USD.0001 (IPG Photonics Corporation) | Long | Equity-common | US | $27K | 325 | 0.02 |
| ITEOS THERAPEUTICS INC COMMON STOCK USD.001 (iTeos Therapeutics Inc.) | Long | Equity-common | US | $23K | 2K | 0.01 |
| J M SMUCKER CO/THE COMMON STOCK (The J. M. Smucker Company) | Long | Equity-common | US | $166K | 2K | 0.10 |
| JACKSON FINANCIAL INC COMMON STOCK USD.01 (Jackson Financial Inc.) | Long | Equity-common | US | $423K | 6K | 0.27 |
| JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002 (James River Group Holdings Ltd.) | Long | Equity-common | BM | $17K | 2K | 0.01 |
| JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5 | Long | Equity-common | GB | $332K | 10K | 0.21 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 (Jazz Pharmaceuticals Public Limited Company) | Long | Equity-common | US | $85K | 796 | 0.05 |
| JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0 (Jefferies Financial Group Inc.) | Long | Equity-common | US | $149K | 3K | 0.09 |
| JELD-WEN HOLDING INC COMMON STOCK USD.01 (JELD-WEN Holding Inc.) | Long | Equity-common | US | $55K | 4K | 0.03 |
| JETBLUE AIRWAYS CORP COMMON STOCK USD.01 (JetBlue Airways Corporation) | Long | Equity-common | US | $137K | 23K | 0.09 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $840K | 84K | 0.53 |
| JOHN WILEY and SONS INC COMMON STOCK USD1.0 (John Wiley and Sons Inc.) | Long | Equity-common | US | $121K | 3K | 0.08 |
| JOHNSON OUTDOORS INC COMMON STOCK USD.05 (Johnson Outdoors Inc.) | Long | Equity-common | US | $33K | 934 | 0.02 |
| JONES LANG LASALLE INC COMMON STOCK USD.01 (Jones Lang LaSalle Incorporated) | Long | Equity-common | US | $499K | 2K | 0.31 |
| JUNIPER NETWORKS INC COMMON STOCK USD.00001 (Juniper Networks Inc.) | Long | Equity-common | US | $235K | 6K | 0.15 |
| KB HOME COMMON STOCK USD1.0 | Long | Equity-common | US | $424K | 6K | 0.27 |
| KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01 (Kearny Financial Corp.) | Long | Equity-common | US | $39K | 6K | 0.02 |
| KELLY SERVICES INC COMMON STOCK USD1.0 (Kelly Services Inc.) | Long | Equity-common | US | $70K | 3K | 0.04 |
| KEMPER CORP COMMON STOCK USD.1 (Kemper Corporation) | Long | Equity-common | US | $59K | 995 | 0.04 |
| KENNAMETAL INC COMMON STOCK USD1.25 (Kennametal Inc.) | Long | Equity-common | US | $149K | 6K | 0.09 |
| KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001 (Kennedy-Wilson Holdings Inc.) | Long | Equity-common | US | $93K | 10K | 0.06 |
| KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD2.5 (Kewaunee Scientific Corporation) | Long | Equity-common | US | $4K | 83 | 0.00 |
| KEY TRONIC CORP COMMON STOCK (Key Tronic Corporation) | Long | Equity-common | US | $8K | 2K | 0.00 |
| KEYCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $11K | 800 | 0.01 |
| KIMBALL ELECTRONICS INC COMMON STOCK (Kimball Electronics Inc.) | Long | Equity-common | US | $67K | 3K | 0.04 |
| KIRBY CORP COMMON STOCK USD.1 (Kirby Corporation) | Long | Equity-common | US | $320K | 3K | 0.20 |
| KNOWLES CORP COMMON STOCK USD.01 (Knowles Corporation) | Long | Equity-common | US | $123K | 7K | 0.08 |
| KODIAK SCIENCES INC COMMON STOCK USD.0001 (Kodiak Sciences Inc.) | Long | Equity-common | US | $3K | 1K | 0.00 |
| KOHL'S CORP COMMON STOCK USD.01 (Kohl's Corporation) | Long | Equity-common | US | $187K | 8K | 0.12 |
| KOPPERS HOLDINGS INC COMMON STOCK USD.01 (Koppers Holdings Inc.) | Long | Equity-common | US | $63K | 2K | 0.04 |
| KORN FERRY COMMON STOCK USD.01 | Long | Equity-common | US | $234K | 3K | 0.15 |
| KOSMOS ENERGY LTD COMMON STOCK USD.01 (Kosmos Energy Ltd.) | Long | Equity-common | US | $21K | 4K | 0.01 |
| KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001 (Kratos Defense and Security Solutions Inc.) | Long | Equity-common | US | $77K | 4K | 0.05 |
| KRISPY KREME INC COMMON STOCK USD.01 (Krispy Kreme Inc.) | Long | Equity-common | US | $298K | 28K | 0.19 |
| KRONOS WORLDWIDE INC COMMON STOCK USD.01 (Kronos Worldwide Inc.) | Long | Equity-common | US | $48K | 4K | 0.03 |
| KRYSTAL BIOTECH INC COMMON STOCK USD.00001 (Krystal Biotech Inc.) | Long | Equity-common | US | $578K | 3K | 0.36 |
| KULICKE and SOFFA INDUSTRIES INC COMMON STOCK (Kulicke and Soffa Industries Inc.) | Long | Equity-common | SG | $236K | 5K | 0.15 |
| KVH INDUSTRIES INC COMMON STOCK USD.01 (KVH Industries Inc.) | Long | Equity-common | US | $4K | 910 | 0.00 |
| L B FOSTER CO COMMON STOCK USD.01 (L.B. Foster Company) | Long | Equity-common | US | $37K | 2K | 0.02 |
| LA-Z-BOY INC COMMON STOCK USD1.0 (La-Z-Boy Incorporated) | Long | Equity-common | US | $127K | 3K | 0.08 |
| LAKELAND INDUSTRIES INC COMMON STOCK USD.01 (Lakeland Industries Inc.) | Long | Equity-common | US | $25K | 1K | 0.02 |
| LANDS' END INC COMMON STOCK USD.01 (Lands' End Inc.) | Long | Equity-common | US | $32K | 2K | 0.02 |
| LAUREATE EDUCATION INC COMMON STOCK USD.001 (Laureate Education Inc.) | Long | Equity-common | US | $159K | 11K | 0.10 |
| LCI INDUSTRIES COMMON STOCK USD.01 | Long | Equity-common | US | $172K | 2K | 0.11 |
| LCNB CORP COMMON STOCK (LCNB Corp.) | Long | Equity-common | US | $8K | 600 | 0.01 |
| LEAR CORP COMMON STOCK USD.01 (Lear Corporation) | Long | Equity-common | US | $155K | 1K | 0.10 |
| LEGACY HOUSING CORP COMMON STOCK USD.001 (Legacy Housing Corporation) | Long | Equity-common | US | $27K | 1K | 0.02 |
| LENDINGCLUB CORP COMMON STOCK USD.01 (LendingClub Corporation) | Long | Equity-common | US | $60K | 7K | 0.04 |
| LENSAR INC COMMON STOCK (LENSAR Inc.) | Long | Equity-common | US | $4K | 783 | 0.00 |
| LGI HOMES INC COMMON STOCK USD.01 (LGI Homes Inc.) | Long | Equity-common | US | $144K | 2K | 0.09 |
| LIBERTY BROADBAND CORP COMMON STOCK USD.01 (Liberty Broadband Corporation) | Long | Equity-common | US | $257K | 5K | 0.16 |
| LIBERTY BROADBAND CORP COMMON STOCK USD.01 (Liberty Broadband Corporation) | Long | Equity-common | US | $39K | 709 | 0.02 |
| LIBERTY ENERGY INC COMMON STOCK (Liberty Energy Inc.) | Long | Equity-common | US | $266K | 13K | 0.17 |
| LIBERTY GLOBAL LTD COMMON STOCK USD.01 (Liberty Global Ltd.) | Long | Equity-common | GB | $43K | 2K | 0.03 |
| LIBERTY GLOBAL LTD COMMON STOCK USD.01 (Liberty Global Ltd.) | Long | Equity-common | GB | $36K | 2K | 0.02 |
| LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01 (Liberty Latin America Ltd.) | Long | Equity-common | US | $109K | 11K | 0.07 |
| LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01 (Liberty Latin America Ltd.) | Long | Equity-common | US | $40K | 4K | 0.03 |
| LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01 | Long | Equity-common | US | $4K | 94 | 0.00 |
| LIBERTY MEDIA CORP-LIBERTY LIV TRACKING STK USD.01 | Long | Equity-common | US | $3K | 89 | 0.00 |
| LIBERTY MEDIA CORP-LIBERTY SIR TRACKING STK (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $123K | 6K | 0.08 |
| LIBERTY MEDIA CORP-LIBERTY SIR TRACKING STK (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $107K | 5K | 0.07 |
| LIFETIME BRANDS INC COMMON STOCK USD.01 (Lifetime Brands Inc.) | Long | Equity-common | US | $25K | 3K | 0.02 |
| LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001 (Ligand Pharmaceuticals Incorporated) | Long | Equity-common | US | $110K | 1K | 0.07 |
| LIMONEIRA CO COMMON STOCK USD.01 (Limoneira Company) | Long | Equity-common | US | $45K | 2K | 0.03 |
| LINCOLN EDUCATIONAL SERVICES C COMMON STOCK (Lincoln Educational Services Corporation) | Long | Equity-common | US | $13K | 1K | 0.01 |
| LIONS GATE ENTERTAINMENT CORP COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $80K | 9K | 0.05 |
| LITHIA MOTORS INC COMMON STOCK (Lithia Motors Inc.) | Long | Equity-common | US | $950K | 4K | 0.60 |
| LIVANOVA PLC COMMON STOCK GBP1.0 | Long | Equity-common | GB | $89K | 2K | 0.06 |
| LIVE OAK BANCSHARES INC COMMON STOCK (Live Oak Bancshares Inc.) | Long | Equity-common | US | $26K | 752 | 0.02 |
| LL FLOORING HOLDINGS INC COMMON STOCK USD.001 (LL Flooring Holdings Inc.) | Long | Equity-common | US | $2K | 1K | 0.00 |
| LSB INDUSTRIES INC COMMON STOCK USD.1 (LSB Industries Inc.) | Long | Equity-common | US | $31K | 4K | 0.02 |
| LSI INDUSTRIES INC COMMON STOCK (LSI Industries Inc.) | Long | Equity-common | US | $60K | 4K | 0.04 |
| LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 (Lumen Technologies Inc.) | Long | Equity-common | US | $25K | 23K | 0.02 |
| LUXFER HOLDINGS PLC COMMON STOCK USD.5 | Long | Equity-common | GB | $21K | 2K | 0.01 |
| M/I HOMES INC COMMON STOCK USD.01 (M/I Homes Inc.) | Long | Equity-common | US | $226K | 2K | 0.14 |
| MACATAWA BANK CORP COMMON STOCK (Macatawa Bank Corporation) | Long | Equity-common | US | $74K | 5K | 0.05 |
| MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001 (MACOM Technology Solutions Holdings Inc.) | Long | Equity-common | US | $1M | 9K | 0.66 |
| MACY'S INC COMMON STOCK USD.01 (Macy's Inc.) | Long | Equity-common | US | $343K | 18K | 0.22 |
| MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01 (Madison Square Garden Entertainment Corp.) | Long | Equity-common | US | $60K | 2K | 0.04 |
| MAGNACHIP SEMICONDUCTOR CORP COMMON STOCK USD.01 (Magnachip Semiconductor Corporation) | Long | Equity-common | KR | $12K | 3K | 0.01 |
| MAGNITE INC COMMON STOCK USD.00001 (Magnite Inc.) | Long | Equity-common | US | $111K | 8K | 0.07 |
| MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001 (Magnolia Oil and Gas Corporation) | Long | Equity-common | US | $766K | 30K | 0.48 |
| MALIBU BOATS INC COMMON STOCK USD.01 (Malibu Boats Inc.) | Long | Equity-common | US | $40K | 1K | 0.03 |
| MANITOWOC CO INC/THE COMMON STOCK USD.01 (The Manitowoc Company Inc.) | Long | Equity-common | US | $39K | 3K | 0.02 |
| MANPOWERGROUP INC COMMON STOCK USD.01 (ManpowerGroup Inc.) | Long | Equity-common | US | $150K | 2K | 0.09 |
| MARCUS and MILLICHAP INC COMMON STOCK USD.0001 (Marcus and Millichap Inc.) | Long | Equity-common | US | $116K | 4K | 0.07 |
| MARCUS CORP/THE COMMON STOCK USD1.0 (The Marcus Corporation) | Long | Equity-common | US | $33K | 3K | 0.02 |
| MARINEMAX INC COMMON STOCK USD.001 (MarineMax Inc.) | Long | Equity-common | US | $65K | 2K | 0.04 |
| MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01 (Marriott Vacations Worldwide Corporation) | Long | Equity-common | US | $129K | 1K | 0.08 |
| MARTEN TRANSPORT LTD COMMON STOCK USD.01 (Marten Transport Ltd.) | Long | Equity-common | US | $117K | 6K | 0.07 |
| MASTERBRAND INC COMMON STOCK USD.01 (MasterBrand Inc.) | Long | Equity-common | US | $33K | 2K | 0.02 |
| MATADOR RESOURCES CO COMMON STOCK USD.01 (Matador Resources Company) | Long | Equity-common | US | $1M | 19K | 0.71 |
| MATERION CORP COMMON STOCK (Materion Corporation) | Long | Equity-common | US | $186K | 2K | 0.12 |
| MATIV HOLDINGS INC COMMON STOCK USD.1 (Mativ Holdings Inc.) | Long | Equity-common | US | $81K | 5K | 0.05 |
| MATSON INC COMMON STOCK (Matson Inc.) | Long | Equity-common | US | $307K | 2K | 0.19 |
| MATTEL INC COMMON STOCK USD1.0 (Mattel Inc.) | Long | Equity-common | US | $23K | 1K | 0.01 |
| MATTERPORT INC COMMON STOCK USD.0001 (Matterport Inc.) | Long | Equity-common | US | $59K | 13K | 0.04 |
| MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0 (Matthews International Corporation) | Long | Equity-common | US | $63K | 3K | 0.04 |
| MAXCYTE INC COMMON STOCK (MaxCyte Inc.) | Long | Equity-common | US | $15K | 4K | 0.01 |
| MAXLINEAR INC COMMON STOCK (MaxLinear Inc.) | Long | Equity-common | US | $20K | 981 | 0.01 |
| MAYVILLE ENGINEERING CO INC COMMON STOCK (Mayville Engineering Company Inc.) | Long | Equity-common | US | $18K | 1K | 0.01 |
| MCGRATH RENTCORP COMMON STOCK | Long | Equity-common | US | $137K | 1K | 0.09 |
| MDU RESOURCES GROUP INC COMMON STOCK USD1.0 (MDU Resources Group Inc.) | Long | Equity-common | US | $215K | 9K | 0.13 |
| MEDPACE HOLDINGS INC COMMON STOCK USD.01 (Medpace Holdings Inc.) | Long | Equity-common | US | $773K | 2K | 0.49 |
| MERCANTILE BANK CORP COMMON STOCK (Mercantile Bank Corporation) | Long | Equity-common | US | $68K | 2K | 0.04 |
| MERCER INTERNATIONAL INC COMMON STOCK USD1.0 (Mercer International Inc.) | Long | Equity-common | CA | $64K | 7K | 0.04 |
| MERCHANTS BANCORP COMMON STOCK | Long | Equity-common | US | $56K | 1K | 0.04 |
| MERCURY GENERAL CORP COMMON STOCK (Mercury General Corporation) | Long | Equity-common | US | $260K | 5K | 0.16 |
| MERCURY SYSTEMS INC COMMON STOCK USD.01 (Mercury Systems Inc.) | Long | Equity-common | US | $97K | 4K | 0.06 |
| MERITAGE HOMES CORP COMMON STOCK USD.01 (Meritage Homes Corporation) | Long | Equity-common | US | $364K | 2K | 0.23 |
| MESA LABORATORIES INC COMMON STOCK (Mesa Laboratories Inc.) | Long | Equity-common | US | $15K | 169 | 0.01 |
| METALLUS INC COMMON STOCK (Metallus Inc.) | Long | Equity-common | US | $75K | 4K | 0.05 |
| METHODE ELECTRONICS INC COMMON STOCK USD.5 (Methode Electronics Inc.) | Long | Equity-common | US | $31K | 3K | 0.02 |
| METROCITY BANKSHARES INC COMMON STOCK (MetroCity Bankshares Inc.) | Long | Equity-common | US | $17K | 637 | 0.01 |
| METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01 (Metropolitan Bank Holding Corp.) | Long | Equity-common | US | $32K | 762 | 0.02 |
| MGIC INVESTMENT CORP COMMON STOCK USD1.0 (MGIC Investment Corporation) | Long | Equity-common | US | $372K | 17K | 0.23 |
| MGP INGREDIENTS INC COMMON STOCK (MGP Ingredients Inc.) | Long | Equity-common | US | $42K | 571 | 0.03 |
| MID PENN BANCORP INC COMMON STOCK USD1.0 (Mid Penn Bancorp Inc.) | Long | Equity-common | US | $26K | 1K | 0.02 |
| MIDLAND STATES BANCORP INC COMMON STOCK USD.01 (Midland States Bancorp Inc.) | Long | Equity-common | US | $35K | 2K | 0.02 |
| MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01 (MidWestOne Financial Group Inc.) | Long | Equity-common | US | $30K | 1K | 0.02 |
| MILLER INDUSTRIES INC/TN COMMON STOCK USD.01 (Miller Industries Inc.) | Long | Equity-common | US | $79K | 1K | 0.05 |
| MILLERKNOLL INC COMMON STOCK USD.2 (MillerKnoll Inc.) | Long | Equity-common | US | $42K | 2K | 0.03 |
| MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 (Minerals Technologies Inc.) | Long | Equity-common | US | $226K | 3K | 0.14 |
| MIRION TECHNOLOGIES INC COMMON STOCK USD.0001 (Mirion Technologies Inc.) | Long | Equity-common | US | $14K | 1K | 0.01 |
| MISSION PRODUCE INC COMMON STOCK USD.001 (Mission Produce Inc.) | Long | Equity-common | US | $32K | 3K | 0.02 |
| MISTRAS GROUP INC COMMON STOCK USD.01 (Mistras Group Inc.) | Long | Equity-common | US | $19K | 2K | 0.01 |
| MITEK SYSTEMS INC COMMON STOCK USD.001 (Mitek Systems Inc.) | Long | Equity-common | US | $21K | 2K | 0.01 |
| MODINE MANUFACTURING CO COMMON STOCK USD.625 (Modine Manufacturing Company) | Long | Equity-common | US | $493K | 5K | 0.31 |
| MOHAWK INDUSTRIES INC COMMON STOCK USD.01 (Mohawk Industries Inc.) | Long | Equity-common | US | $435K | 4K | 0.27 |
| MOLSON COORS BEVERAGE CO COMMON STOCK USD.01 (Molson Coors Beverage Company) | Long | Equity-common | US | $375K | 7K | 0.24 |
| MONARCH CASINO and RESORT INC COMMON STOCK USD.01 (Monarch Casino and Resort Inc.) | Long | Equity-common | US | $73K | 1K | 0.05 |
| MONRO INC COMMON STOCK USD.01 (Monro Inc.) | Long | Equity-common | US | $46K | 2K | 0.03 |
| MONTAUK RENEWABLES INC COMMON STOCK USD.01 (Montauk Renewables Inc.) | Long | Equity-common | US | $11K | 2K | 0.01 |
| MOSAIC CO/THE COMMON STOCK USD.01 (The Mosaic Company) | Long | Equity-common | US | $393K | 14K | 0.25 |
| MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01 (Motorcar Parts of America Inc.) | Long | Equity-common | US | $10K | 2K | 0.01 |
| MOVADO GROUP INC COMMON STOCK USD.01 (Movado Group Inc.) | Long | Equity-common | US | $44K | 2K | 0.03 |
| MP MATERIALS CORP COMMON STOCK USD.0001 (MP Materials Corp.) | Long | Equity-common | US | $29K | 2K | 0.02 |
| MR COOPER GROUP INC COMMON STOCK USD.01 (Mr. Cooper Group Inc.) | Long | Equity-common | US | $251K | 3K | 0.16 |
| MRC GLOBAL INC COMMON STOCK USD.01 (MRC Global Inc.) | Long | Equity-common | US | $35K | 3K | 0.02 |
| MUELLER INDUSTRIES INC COMMON STOCK USD.01 (Mueller Industries Inc.) | Long | Equity-common | US | $255K | 4K | 0.16 |
| MURPHY OIL CORP COMMON STOCK USD1.0 (Murphy Oil Corporation) | Long | Equity-common | US | $438K | 11K | 0.28 |
| MVB FINANCIAL CORP COMMON STOCK USD1.0 (MVB Financial Corp.) | Long | Equity-common | US | $6K | 300 | 0.00 |
| MYERS INDUSTRIES INC COMMON STOCK (Myers Industries Inc.) | Long | Equity-common | US | $8K | 617 | 0.01 |
| MYRIAD GENETICS INC COMMON STOCK USD.01 (Myriad Genetics Inc.) | Long | Equity-common | US | $24K | 993 | 0.02 |
| NABORS INDUSTRIES LTD COMMON STOCK USD.001 (Nabors Industries Ltd.) | Long | Equity-common | US | $38K | 530 | 0.02 |
| NACCO INDUSTRIES INC COMMON STOCK USD1.0 (NACCO Industries Inc.) | Long | Equity-common | US | $19K | 700 | 0.01 |
| NATIONAL BANK HOLDINGS CORP COMMON STOCK (National Bank Holdings Corporation) | Long | Equity-common | US | $52K | 1K | 0.03 |
| NATIONAL BANKSHARES INC COMMON STOCK USD1.25 (National Bankshares Inc.) | Long | Equity-common | US | $18K | 622 | 0.01 |
| NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 (National HealthCare Corporation) | Long | Equity-common | US | $155K | 1K | 0.10 |
| NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0 (National Presto Industries Inc.) | Long | Equity-common | US | $48K | 644 | 0.03 |
| NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01 (National Vision Holdings Inc.) | Long | Equity-common | US | $31K | 2K | 0.02 |
| NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01 (National Western Life Group Inc.) | Long | Equity-common | US | $110K | 221 | 0.07 |
| NATURAL ALTERNATIVES INTERNATI COMMON STOCK USD.01 (Natural Alternatives International Inc.) | Long | Equity-common | US | $1K | 200 | 0.00 |
| NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01 (Natural Gas Services Group Inc.) | Long | Equity-common | US | $53K | 3K | 0.03 |
| NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001 (Natural Grocers by Vitamin Cottage Inc.) | Long | Equity-common | US | $21K | 1K | 0.01 |
| NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK (Nature's Sunshine Products Inc.) | Long | Equity-common | US | $17K | 1K | 0.01 |
| NAVIENT CORP COMMON STOCK USD.01 (Navient Corporation) | Long | Equity-common | US | $179K | 12K | 0.11 |
| NBT BANCORP INC COMMON STOCK USD.01 (NBT Bancorp Inc.) | Long | Equity-common | US | $152K | 4K | 0.10 |
| NCR ATLEOS CORP COMMON STOCK USD.01 (NCR Atleos Corporation) | Long | Equity-common | US | $10K | 382 | 0.01 |
| NEKTAR THERAPEUTICS COMMON STOCK USD.0001 | Long | Equity-common | US | $13K | 11K | 0.01 |
| NELNET INC COMMON STOCK USD.01 (Nelnet Inc.) | Long | Equity-common | US | $267K | 3K | 0.17 |
| NEOGENOMICS INC COMMON STOCK USD.001 (NeoGenomics Inc.) | Long | Equity-common | US | $18K | 1K | 0.01 |
| NETGEAR INC COMMON STOCK USD.001 (Netgear Inc.) | Long | Equity-common | US | $51K | 3K | 0.03 |
| NETSCOUT SYSTEMS INC COMMON STOCK USD.001 (NetScout Systems Inc.) | Long | Equity-common | US | $109K | 6K | 0.07 |
| NEWELL BRANDS INC COMMON STOCK USD1.0 (Newell Brands Inc.) | Long | Equity-common | US | $175K | 27K | 0.11 |
| NEWMARK GROUP INC COMMON STOCK USD.01 (Newmark Group Inc.) | Long | Equity-common | US | $76K | 7K | 0.05 |
| NEWPARK RESOURCES INC COMMON STOCK USD.01 (Newpark Resources Inc.) | Long | Equity-common | US | $56K | 7K | 0.04 |
| NEXA RESOURCES SA COMMON STOCK (Nexa Resources S.A.) | Long | Equity-common | BR | $7K | 900 | 0.00 |
| NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01 (Nexstar Media Group Inc.) | Long | Equity-common | US | $331K | 2K | 0.21 |
| NICHOLAS FINANCIAL INC COMMON STOCK (Nicholas Financial Inc.) | Long | Equity-common | US | $492.75 | 75 | 0.00 |
| NICOLET BANKSHARES INC COMMON STOCK USD.01 (Nicolet Bankshares Inc.) | Long | Equity-common | US | $77K | 928 | 0.05 |
| NL INDUSTRIES INC COMMON STOCK USD.125 (NL Industries Inc.) | Long | Equity-common | US | $20K | 3K | 0.01 |
| NMI HOLDINGS INC COMMON STOCK USD.01 (NMI Holdings Inc.) | Long | Equity-common | US | $198K | 6K | 0.12 |
| NN INC COMMON STOCK USD.01 (NN Inc.) | Long | Equity-common | US | $7K | 2K | 0.00 |
| NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 (Nordic American Tankers Limited) | Long | Equity-common | NO | $56K | 14K | 0.04 |
| NORTHEAST BANK COMMON STOCK USD1.0 | Long | Equity-common | US | $47K | 770 | 0.03 |
| NORTHERN OIL and GAS INC COMMON STOCK USD.001 (Northern Oil and Gas Inc.) | Long | Equity-common | US | $30K | 817 | 0.02 |
| NORTHFIELD BANCORP INC COMMON STOCK USD.01 (Northfield Bancorp Inc.) | Long | Equity-common | US | $46K | 5K | 0.03 |
| NORTHRIM BANCORP INC COMMON STOCK USD1.0 (Northrim BanCorp Inc.) | Long | Equity-common | US | $37K | 647 | 0.02 |
| NORTHWEST BANCSHARES INC COMMON STOCK USD.01 (Northwest Bancshares Inc.) | Long | Equity-common | US | $112K | 10K | 0.07 |
| NORTHWEST PIPE CO COMMON STOCK USD.01 (Northwest Pipe Company) | Long | Equity-common | US | $44K | 1K | 0.03 |
| NORWOOD FINANCIAL CORP COMMON STOCK USD.1 (Norwood Financial Corp.) | Long | Equity-common | US | $30K | 1K | 0.02 |
| NOV INC COMMON STOCK USD.01 (NOV Inc.) | Long | Equity-common | US | $338K | 18K | 0.21 |
| NOVANTA INC COMMON STOCK (Novanta Inc.) | Long | Equity-common | US | $1M | 7K | 0.69 |
| NU SKIN ENTERPRISES INC COMMON STOCK USD.001 (Nu Skin Enterprises Inc.) | Long | Equity-common | US | $31K | 3K | 0.02 |
| NUVATION BIO INC COMMON STOCK USD.0001 (Nuvation Bio Inc.) | Long | Equity-common | US | $27K | 9K | 0.02 |
| NV5 GLOBAL INC COMMON STOCK USD.01 (NV5 Global Inc.) | Long | Equity-common | US | $50K | 533 | 0.03 |
| O-I GLASS INC COMMON STOCK USD.01 (O-I Glass Inc.) | Long | Equity-common | US | $89K | 8K | 0.06 |
| OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 (OceanFirst Financial Corp.) | Long | Equity-common | US | $80K | 5K | 0.05 |
| ODP CORP/THE COMMON STOCK USD.01 (The ODP Corporation) | Long | Equity-common | US | $129K | 3K | 0.08 |
| OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 (Oil States International Inc.) | Long | Equity-common | US | $18K | 4K | 0.01 |
| OIL-DRI CORP OF AMERICA COMMON STOCK USD.1 (Oil-Dri Corporation of America) | Long | Equity-common | US | $34K | 531 | 0.02 |
| OLD NATIONAL BANCORP/IN COMMON STOCK | Long | Equity-common | US | $355K | 21K | 0.22 |
| OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0 (Old Republic International Corporation) | Long | Equity-common | US | $554K | 18K | 0.35 |
| OLD SECOND BANCORP INC COMMON STOCK USD1.0 (Old Second Bancorp Inc.) | Long | Equity-common | US | $50K | 3K | 0.03 |
| OLIN CORP COMMON STOCK USD1.0 (Olin Corporation) | Long | Equity-common | US | $278K | 6K | 0.17 |
| OLO INC COMMON STOCK USD.001 (Olo Inc.) | Long | Equity-common | US | $26K | 6K | 0.02 |
| OLYMPIC STEEL INC COMMON STOCK (Olympic Steel Inc.) | Long | Equity-common | US | $64K | 1K | 0.04 |
| OMNIAB INC - 12.5 EARNOUT COMMON STOCK (OmniAb Operations Inc.) | Long | Equity-common | US | $572.68 | 240 | 0.00 |
| OMNIAB INC - 15.00 EARNOUT COMMON STOCK (OmniAb Operations Inc.) | Long | Equity-common | US | $510.66 | 240 | 0.00 |
| OMNIAB INC COMMON STOCK USD.0001 (OmniAb Inc.) | Long | Equity-common | US | $12K | 3K | 0.01 |
| OMNICELL INC COMMON STOCK USD.001 (Omnicell Inc.) | Long | Equity-common | US | $9K | 344 | 0.01 |
| ON24 INC COMMON STOCK USD.0001 (ON24 Inc.) | Long | Equity-common | US | $16K | 3K | 0.01 |
| ONEMAIN HOLDINGS INC COMMON STOCK USD.01 (OneMain Holdings Inc.) | Long | Equity-common | US | $365K | 8K | 0.23 |
| ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001 (OneSpaWorld Holdings Limited) | Long | Equity-common | BS | $14K | 900 | 0.01 |
| ONITY GROUP INC COMMON STOCK USD.01 (Onity Group Inc.) | Long | Equity-common | US | $8K | 315 | 0.00 |
| OP BANCORP COMMON STOCK | Long | Equity-common | US | $10K | 1K | 0.01 |
| OPENLANE INC COMMON STOCK USD.01 (OPENLANE Inc.) | Long | Equity-common | US | $136K | 8K | 0.09 |
| OPKO HEALTH INC COMMON STOCK USD.01 (OPKO Health Inc.) | Long | Equity-common | US | $10K | 8K | 0.01 |
| OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001 (Oppenheimer Holdings Inc.) | Long | Equity-common | US | $57K | 1K | 0.04 |
| OPTICAL CABLE CORP COMMON STOCK (Optical Cable Corporation) | Long | Equity-common | US | $3K | 931 | 0.00 |
| ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 (OraSure Technologies Inc.) | Long | Equity-common | US | $17K | 4K | 0.01 |
| ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001 (ORIC Pharmaceuticals Inc.) | Long | Equity-common | US | $12K | 2K | 0.01 |
| ORIGIN BANCORP INC COMMON STOCK (Origin Bancorp Inc.) | Long | Equity-common | US | $47K | 1K | 0.03 |
| ORION GROUP HOLDINGS INC COMMON STOCK USD.01 (Orion Group Holdings Inc.) | Long | Equity-common | US | $41K | 4K | 0.03 |
| ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 (Ormat Technologies Inc.) | Long | Equity-common | US | $63K | 878 | 0.04 |
| ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK (Orrstown Financial Services Inc.) | Long | Equity-common | US | $14K | 500 | 0.01 |
| ORTHOFIX MEDICAL INC COMMON STOCK USD.1 (Orthofix Medical Inc.) | Long | Equity-common | US | $29K | 2K | 0.02 |
| OSCAR HEALTH INC COMMON STOCK USD.00001 (Oscar Health Inc.) | Long | Equity-common | US | $59K | 4K | 0.04 |
| OSHKOSH CORP COMMON STOCK USD.01 (Oshkosh Corporation) | Long | Equity-common | US | $59K | 547 | 0.04 |
| OSI SYSTEMS INC COMMON STOCK (OSI Systems Inc.) | Long | Equity-common | US | $173K | 1K | 0.11 |
| OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK (Overseas Shipholding Group Inc.) | Long | Equity-common | US | $34K | 4K | 0.02 |
| OVINTIV INC COMMON STOCK (Ovintiv Inc.) | Long | Equity-common | US | $249K | 5K | 0.16 |
| OWENS and MINOR INC COMMON STOCK USD2.0 (Owens and Minor Inc.) | Long | Equity-common | US | $81K | 6K | 0.05 |
| OXFORD INDUSTRIES INC COMMON STOCK USD1.0 (Oxford Industries Inc.) | Long | Equity-common | US | $552K | 6K | 0.35 |
| PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 (Pacific Premier Bancorp Inc.) | Long | Equity-common | US | $177K | 8K | 0.11 |
| PACIRA BIOSCIENCES INC COMMON STOCK USD.001 (Pacira BioSciences Inc.) | Long | Equity-common | US | $10K | 358 | 0.01 |
| PACTIV EVERGREEN INC COMMON STOCK (Pactiv Evergreen Inc.) | Long | Equity-common | US | $42K | 4K | 0.03 |
| PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01 (P.A.M. Transportation Services Inc.) | Long | Equity-common | US | $36K | 2K | 0.02 |
| PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001 (Pangaea Logistics Solutions Ltd.) | Long | Equity-common | US | $14K | 2K | 0.01 |
| PARK AEROSPACE CORP COMMON STOCK USD.1 (Park Aerospace Corp.) | Long | Equity-common | US | $28K | 2K | 0.02 |
| PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0 (Park-Ohio Holdings Corp.) | Long | Equity-common | US | $19K | 749 | 0.01 |
| PATHWARD FINANCIAL INC COMMON STOCK USD.01 (Pathward Financial Inc.) | Long | Equity-common | US | $108K | 2K | 0.07 |
| PATRICK INDUSTRIES INC COMMON STOCK | Long | Equity-common | US | $243K | 2K | 0.15 |
| PATTERSON COS INC COMMON STOCK USD.01 (Patterson Companies Inc.) | Long | Equity-common | US | $172K | 7K | 0.11 |
| PAYSAFE LTD COMMON STOCK USD.0001 (Paysafe Limited) | Long | Equity-common | GB | $25K | 1K | 0.02 |
| PBF ENERGY INC COMMON STOCK USD.001 (PBF Energy Inc.) | Long | Equity-common | US | $425K | 9K | 0.27 |
| PC CONNECTION INC COMMON STOCK USD.01 (PC Connection Inc.) | Long | Equity-common | US | $154K | 2K | 0.10 |
| PCB BANCORP COMMON STOCK | Long | Equity-common | US | $14K | 836 | 0.01 |
| PDL BIOPHARMA INC COMMON STOCK USD.01 (PDL BioPharma Inc.) | Long | Equity-common | US | $3K | 5K | 0.00 |
| PEABODY ENERGY CORP COMMON STOCK (Peabody Energy Corporation) | Long | Equity-common | US | $214K | 10K | 0.13 |
| PEACE MARK HOLDINGS LTD COMMON STOCK HKD.1 (Peace Mark (Holdings) Limited) | Long | Equity-common | HK | $0.06 | 464K | 0.00 |
| PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK (Peapack-Gladstone Financial Corporation) | Long | Equity-common | US | $37K | 2K | 0.02 |
| PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01 (Pediatrix Medical Group Inc.) | Long | Equity-common | US | $43K | 6K | 0.03 |
| PENN ENTERTAINMENT INC COMMON STOCK USD.01 (PENN Entertainment Inc.) | Long | Equity-common | US | $187K | 10K | 0.12 |
| PENNS WOODS BANCORP INC COMMON STOCK USD5.55 (Penns Woods Bancorp Inc.) | Long | Equity-common | US | $24K | 1K | 0.02 |
| PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001 (PennyMac Financial Services Inc.) | Long | Equity-common | US | $352K | 4K | 0.22 |
| PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 (Penske Automotive Group Inc.) | Long | Equity-common | US | $405K | 3K | 0.25 |
| PEOPLES BANCORP INC/OH COMMON STOCK (Peoples Bancorp Inc.) | Long | Equity-common | US | $86K | 3K | 0.05 |
| PERDOCEO EDUCATION CORP COMMON STOCK USD.01 (Perdoceo Education Corporation) | Long | Equity-common | US | $143K | 7K | 0.09 |
| PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 (Performance Food Group Company) | Long | Equity-common | US | $171K | 3K | 0.11 |
| PERIMETER SOLUTIONS SA COMMON STOCK USD1.0 | Long | Equity-common | LU | $15K | 2K | 0.01 |
| PERMA-PIPE INTERNATIONAL HOLDI COMMON STOCK USD.01 (Perma-Pipe International Holdings Inc.) | Long | Equity-common | US | $10K | 1K | 0.01 |
| PERMIAN RESOURCES CORP COMMON STOCK USD.0001 (Permian Resources Corporation) | Long | Equity-common | US | $981K | 61K | 0.62 |
| PERRIGO CO PLC COMMON STOCK EUR.001 (Perrigo Company Public Limited Company) | Long | Equity-common | IE | $245K | 10K | 0.15 |
| PERSONALIS INC COMMON STOCK (Personalis Inc.) | Long | Equity-common | US | $1K | 1K | 0.00 |
| PETCO HEALTH and WELLNESS CO INC COMMON STOCK USD.001 (Petco Health and Wellness Company Inc.) | Long | Equity-common | US | $5K | 1K | 0.00 |
| PETIQ INC COMMON STOCK USD.001 (PetIQ Inc.) | Long | Equity-common | US | $25K | 1K | 0.02 |
| PETMED EXPRESS INC COMMON STOCK USD.001 (PetMed Express Inc.) | Long | Equity-common | US | $3K | 654 | 0.00 |
| PFD OFG BANCORP COMMON STOCK USD1.0 (OFG Bancorp) | Long | Equity-common | PR | $154K | 4K | 0.10 |
| PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001 (Phathom Pharmaceuticals Inc.) | Long | Equity-common | US | $262K | 25K | 0.16 |
| PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001 (Phibro Animal Health Corporation) | Long | Equity-common | US | $24K | 1K | 0.02 |
| PHINIA INC COMMON STOCK USD.01 (Phinia Inc.) | Long | Equity-common | US | $122K | 3K | 0.08 |
| PHOTRONICS INC COMMON STOCK USD.01 (Photronics Inc.) | Long | Equity-common | US | $145K | 6K | 0.09 |
| PHX MINERALS INC COMMON STOCK USD.01666 (PHX Minerals Inc.) | Long | Equity-common | US | $2K | 557 | 0.00 |
| PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0 (Pinnacle Financial Partners Inc.) | Long | Equity-common | US | $780K | 10K | 0.49 |
| PJT PARTNERS INC COMMON STOCK USD.01 (PJT Partners Inc.) | Long | Equity-common | US | $1M | 10K | 0.66 |
| PLAYA HOTELS and RESORTS NV COMMON STOCK USD.01 (Playa Hotels and Resorts N.V.) | Long | Equity-common | US | $111K | 13K | 0.07 |
| PLEXUS CORP COMMON STOCK USD.01 (Plexus Corp.) | Long | Equity-common | US | $207K | 2K | 0.13 |
| POPULAR INC COMMON STOCK USD.01 (Popular Inc.) | Long | Equity-common | PR | $458K | 5K | 0.29 |
| POST HOLDINGS INC COMMON STOCK USD.01 (Post Holdings Inc.) | Long | Equity-common | US | $419K | 4K | 0.26 |
| POWELL INDUSTRIES INC COMMON STOCK USD.01 (Powell Industries Inc.) | Long | Equity-common | US | $178K | 1K | 0.11 |
| POWER INTEGRATIONS INC COMMON STOCK USD.001 (Power Integrations Inc.) | Long | Equity-common | US | $530K | 8K | 0.33 |
| PRA GROUP INC COMMON STOCK USD.01 (PRA Group Inc.) | Long | Equity-common | US | $60K | 3K | 0.04 |
| PREFERRED BANK/LOS ANGELES CA COMMON STOCK | Long | Equity-common | US | $51K | 672 | 0.03 |
| PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 (Preformed Line Products Company) | Long | Equity-common | US | $61K | 492 | 0.04 |
| PREMIER FINANCIAL CORP COMMON STOCK USD.01 (Premier Financial Corp.) | Long | Equity-common | US | $59K | 3K | 0.04 |
| PREMIER INC COMMON STOCK USD.01 (Premier Inc.) | Long | Equity-common | US | $146K | 8K | 0.09 |
| PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01 (Prestige Consumer Healthcare Inc.) | Long | Equity-common | US | $53K | 777 | 0.03 |
| PRICESMART INC COMMON STOCK USD.0001 (PriceSmart Inc.) | Long | Equity-common | US | $197K | 2K | 0.12 |
| PRIMIS FINANCIAL CORP COMMON STOCK USD.01 (Primis Financial Corp.) | Long | Equity-common | US | $40K | 4K | 0.03 |
| PRIMORIS SERVICES CORP COMMON STOCK USD.0001 (Primoris Services Corporation) | Long | Equity-common | US | $207K | 4K | 0.13 |
| PROASSURANCE CORP COMMON STOCK USD.01 (ProAssurance Corporation) | Long | Equity-common | US | $57K | 5K | 0.04 |
| PROPETRO HOLDING CORP COMMON STOCK (ProPetro Holding Corp.) | Long | Equity-common | US | $82K | 9K | 0.05 |
| PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 (Prosperity Bancshares Inc.) | Long | Equity-common | US | $382K | 6K | 0.24 |
| PROTO LABS INC COMMON STOCK USD.001 (Proto Labs Inc.) | Long | Equity-common | US | $49K | 2K | 0.03 |
| PROVIDENT FINANCIAL HOLDINGS I COMMON STOCK USD.01 (Provident Financial Holdings Inc.) | Long | Equity-common | US | $22K | 2K | 0.01 |
| PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01 (Provident Financial Services Inc.) | Long | Equity-common | US | $174K | 12K | 0.11 |
| PVH CORP COMMON STOCK USD1.0 (PVH Corp.) | Long | Equity-common | US | $437K | 4K | 0.27 |
| QCR HOLDINGS INC COMMON STOCK USD1.0 (QCR Holdings Inc.) | Long | Equity-common | US | $87K | 1K | 0.05 |
| QUAKER CHEMICAL CORP COMMON STOCK USD1.0 (Quaker Chemical Corporation) | Long | Equity-common | US | $667K | 4K | 0.42 |
| QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01 (Quanex Building Products Corporation) | Long | Equity-common | US | $109K | 4K | 0.07 |
| QUANTERIX CORP COMMON STOCK USD.001 (Quanterix Corporation) | Long | Equity-common | US | $11K | 851 | 0.01 |
| QUIDELORTHO CORP COMMON STOCK USD.001 (QuidelOrtho Corporation) | Long | Equity-common | US | $27K | 824 | 0.02 |
| RADIAN GROUP INC COMMON STOCK USD.001 (Radian Group Inc.) | Long | Equity-common | US | $322K | 10K | 0.20 |
| RADIANT LOGISTICS INC COMMON STOCK USD.001 (Radiant Logistics Inc.) | Long | Equity-common | US | $21K | 4K | 0.01 |
| RADIUS RECYCLING INC COMMON STOCK USD1.0 (Radius Recycling Inc.) | Long | Equity-common | US | $47K | 3K | 0.03 |
| RAFAEL HOLDINGS INC COMMON STOCK USD.01 (Rafael Holdings Inc.) | Long | Equity-common | US | $720 | 500 | 0.00 |
| RANGE RESOURCES CORP COMMON STOCK USD.01 (Range Resources Corporation) | Long | Equity-common | US | $342K | 10K | 0.21 |
| RANPAK HOLDINGS CORP COMMON STOCK USD.0001 (Ranpak Holdings Corp.) | Long | Equity-common | US | $12K | 2K | 0.01 |
| RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01 (Rayonier Advanced Materials Inc.) | Long | Equity-common | US | $25K | 5K | 0.02 |
| RBB BANCORP COMMON STOCK | Long | Equity-common | US | $20K | 1K | 0.01 |
| RBC BEARINGS INC COMMON STOCK USD.01 (RBC Bearings Incorporated) | Long | Equity-common | US | $777K | 3K | 0.49 |
| RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01 (RCI Hospitality Holdings Inc.) | Long | Equity-common | US | $17K | 396 | 0.01 |
| RE/MAX HOLDINGS INC COMMON STOCK USD.0001 (RE/MAX Holdings Inc.) | Long | Equity-common | US | $18K | 2K | 0.01 |
| READING INTERNATIONAL INC COMMON STOCK USD.01 (Reading International Inc.) | Long | Equity-common | US | $2K | 1K | 0.00 |
| REGAL REXNORD CORP COMMON STOCK USD.01 (Regal Rexnord Corporation) | Long | Equity-common | US | $275K | 2K | 0.17 |
| REGENXBIO INC COMMON STOCK USD.0001 (REGENXBIO Inc.) | Long | Equity-common | US | $10K | 862 | 0.01 |
| REGIONAL MANAGEMENT CORP COMMON STOCK USD.1 (Regional Management Corp.) | Long | Equity-common | US | $16K | 573 | 0.01 |
| RENASANT CORP COMMON STOCK USD5.0 (Renasant Corporation) | Long | Equity-common | US | $153K | 5K | 0.10 |
| REPUBLIC BANCORP INC/KY COMMON STOCK (Republic Bancorp Inc.) | Long | Equity-common | US | $78K | 1K | 0.05 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 (Resideo Technologies Inc.) | Long | Equity-common | US | $220K | 11K | 0.14 |
| RESOURCES CONNECTION INC COMMON STOCK USD.01 (Resources Connection Inc.) | Long | Equity-common | US | $45K | 4K | 0.03 |
| REV GROUP INC COMMON STOCK USD.001 (REV Group Inc.) | Long | Equity-common | US | $130K | 5K | 0.08 |
| REVOLVE GROUP INC COMMON STOCK USD.001 (Revolve Group Inc.) | Long | Equity-common | US | $315K | 20K | 0.20 |
| REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 (REX American Resources Corporation) | Long | Equity-common | US | $77K | 2K | 0.05 |
| RF INDUSTRIES LTD COMMON STOCK USD.01 (RF Industries Ltd.) | Long | Equity-common | US | $418.8 | 120 | 0.00 |
| RIBBON COMMUNICATIONS INC COMMON STOCK USD.001 (Ribbon Communications Inc.) | Long | Equity-common | US | $28K | 9K | 0.02 |
| RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05 (Richardson Electronics Ltd.) | Long | Equity-common | US | $17K | 1K | 0.01 |
| RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001 (Riley Exploration Permian Inc.) | Long | Equity-common | US | $14K | 491 | 0.01 |
| RIVERVIEW BANCORP INC COMMON STOCK USD.01 (Riverview Bancorp Inc.) | Long | Equity-common | US | $16K | 4K | 0.01 |
| ROCKY BRANDS INC COMMON STOCK (Rocky Brands Inc.) | Long | Equity-common | US | $30K | 802 | 0.02 |
| ROGERS CORP COMMON STOCK USD1.0 (Rogers Corporation) | Long | Equity-common | US | $154K | 1K | 0.10 |
| RPC INC COMMON STOCK USD.1 (RPC Inc.) | Long | Equity-common | US | $115K | 18K | 0.07 |
| RUSH ENTERPRISES INC COMMON STOCK USD.01 (Rush Enterprises Inc.) | Long | Equity-common | US | $225K | 5K | 0.14 |
| RUSH ENTERPRISES INC COMMON STOCK USD.01 (Rush Enterprises Inc.) | Long | Equity-common | US | $66K | 2K | 0.04 |
| RYDER SYSTEM INC COMMON STOCK USD.5 (Ryder System Inc.) | Long | Equity-common | US | $420K | 3K | 0.26 |
| RYERSON HOLDING CORP COMMON STOCK USD.01 (Ryerson Holding Corporation) | Long | Equity-common | US | $50K | 3K | 0.03 |
| RYMAN HOSPITALITY PROPERTIES I REIT USD.01 (Ryman Hospitality Properties Inc.) | Long | Equity-common | US | $608K | 6K | 0.38 |
| SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 (Safety Insurance Group Inc.) | Long | Equity-common | US | $46K | 612 | 0.03 |
| SAGE THERAPEUTICS INC COMMON STOCK USD.0001 (Sage Therapeutics Inc.) | Long | Equity-common | US | $29K | 3K | 0.02 |
| SANDRIDGE ENERGY INC COMMON STOCK USD.001 (SandRidge Energy Inc.) | Long | Equity-common | US | $43K | 3K | 0.03 |
| SandT BANCORP INC COMMON STOCK USD2.5 (SandT Bancorp Inc.) | Long | Equity-common | US | $115K | 3K | 0.07 |
| SANDY SPRING BANCORP INC COMMON STOCK USD1.0 (Sandy Spring Bancorp Inc.) | Long | Equity-common | US | $81K | 3K | 0.05 |
| SANMINA CORP COMMON STOCK USD.01 (Sanmina Corporation) | Long | Equity-common | US | $327K | 5K | 0.21 |
| SCANSOURCE INC COMMON STOCK (ScanSource Inc.) | Long | Equity-common | US | $113K | 3K | 0.07 |
| SCHNEIDER NATIONAL INC COMMON STOCK (Schneider National Inc.) | Long | Equity-common | US | $84K | 3K | 0.05 |
| SCHOLASTIC CORP COMMON STOCK USD.01 (Scholastic Corporation) | Long | Equity-common | US | $99K | 3K | 0.06 |
| SCORPIO TANKERS INC COMMON STOCK USD.01 (Scorpio Tankers Inc.) | Long | Equity-common | MC | $347K | 4K | 0.22 |
| SEABOARD CORP COMMON STOCK USD1.0 (Seaboard Corporation) | Long | Equity-common | US | $183K | 58 | 0.12 |
| SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1 (Seacoast Banking Corporation of Florida) | Long | Equity-common | US | $66K | 3K | 0.04 |
| SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 (SEACOR Marine Holdings Inc.) | Long | Equity-common | US | $33K | 2K | 0.02 |
| SEADRILL LTD COMMON STOCK USD.01 (Seadrill Limited) | Long | Equity-common | BM | $15K | 290 | 0.01 |
| SECUREWORKS CORP COMMON STOCK USD.01 (SecureWorks Corp.) | Long | Equity-common | US | $7K | 1K | 0.00 |
| SEER INC COMMON STOCK USD.00001 (Seer Inc.) | Long | Equity-common | US | $4K | 2K | 0.00 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 (Select Medical Holdings Corporation) | Long | Equity-common | US | $86K | 2K | 0.05 |
| SELECT WATER SOLUTIONS INC COMMON STOCK USD.01 (Select Water Solutions Inc.) | Long | Equity-common | US | $82K | 8K | 0.05 |
| SENECA FOODS CORP COMMON STOCK USD.25 (Seneca Foods Corporation) | Long | Equity-common | US | $36K | 626 | 0.02 |
| SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01 (Sensata Technologies Holding plc) | Long | Equity-common | US | $175K | 5K | 0.11 |
| SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 (Sensient Technologies Corporation) | Long | Equity-common | US | $56K | 756 | 0.04 |
| SFL CORP LTD COMMON STOCK USD.01 (SFL Corporation Ltd.) | Long | Equity-common | NO | $146K | 11K | 0.09 |
| SHENANDOAH TELECOMMUNICATIONS COMMON STOCK (Shenandoah Telecommunications Company) | Long | Equity-common | US | $60K | 4K | 0.04 |
| SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001 (Shoals Technologies Group Inc.) | Long | Equity-common | US | $185K | 30K | 0.12 |
| SHOE CARNIVAL INC COMMON STOCK USD.01 (Shoe Carnival Inc.) | Long | Equity-common | US | $85K | 2K | 0.05 |
| SHORE BANCSHARES INC COMMON STOCK USD.01 (Shore Bancshares Inc.) | Long | Equity-common | US | $33K | 3K | 0.02 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $39K | 2K | 0.02 |
| SIFCO INDUSTRIES INC COMMON STOCK USD1.0 (SIFCO Industries Inc.) | Long | Equity-common | US | $3K | 1K | 0.00 |
| SIGNET JEWELERS LTD COMMON STOCK USD.18 (Signet Jewelers Limited) | Long | Equity-common | US | $329K | 4K | 0.21 |
| SILGAN HOLDINGS INC COMMON STOCK USD.01 (Silgan Holdings Inc.) | Long | Equity-common | US | $70K | 2K | 0.04 |
| SILICON LABORATORIES INC COMMON STOCK USD.0001 (Silicon Laboratories Inc.) | Long | Equity-common | US | $500K | 5K | 0.31 |
| SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01 (Simmons First National Corporation) | Long | Equity-common | US | $162K | 9K | 0.10 |
| SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001 (The Simply Good Foods Company) | Long | Equity-common | US | $128K | 4K | 0.08 |
| SINCLAIR INC COMMON STOCK USD.01 (Sinclair Inc.) | Long | Equity-common | US | $19K | 1K | 0.01 |
| SIRIUSPOINT LTD COMMON STOCK USD.1 (SiriusPoint Ltd.) | Long | Equity-common | BM | $126K | 10K | 0.08 |
| SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01 (SiteOne Landscape Supply Inc.) | Long | Equity-common | US | $748K | 6K | 0.47 |
| SITIO ROYALTIES CORP COMMON STOCK USD.0001 (Sitio Royalties Corp.) | Long | Equity-common | US | $22K | 914 | 0.01 |
| SKYWEST INC COMMON STOCK (SkyWest Inc.) | Long | Equity-common | US | $299K | 4K | 0.19 |
| SM ENERGY CO COMMON STOCK USD.01 (SM Energy Company) | Long | Equity-common | US | $320K | 7K | 0.20 |
| SMARTFINANCIAL INC COMMON STOCK USD1.0 (SmartFinancial Inc.) | Long | Equity-common | US | $21K | 886 | 0.01 |
| SMITH and WESSON BRANDS INC COMMON STOCK USD.001 (Smith and Wesson Brands Inc.) | Long | Equity-common | US | $69K | 5K | 0.04 |
| SOFI TECHNOLOGIES INC COMMON STOCK USD.0001 (SoFi Technologies Inc.) | Long | Equity-common | US | $97K | 15K | 0.06 |
| SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01 (Solaris Oilfield Infrastructure Inc.) | Long | Equity-common | US | $9K | 1K | 0.01 |
| SOLARWINDS CORP COMMON STOCK USD.001 (SolarWinds Corporation) | Long | Equity-common | US | $147K | 12K | 0.09 |
| SOLO BRANDS INC COMMON STOCK USD.001 (Solo Brands Inc.) | Long | Equity-common | US | $5K | 2K | 0.00 |
| SONIC AUTOMOTIVE INC COMMON STOCK USD.01 (Sonic Automotive Inc.) | Long | Equity-common | US | $103K | 2K | 0.06 |
| SONOCO PRODUCTS CO COMMON STOCK (Sonoco Products Company) | Long | Equity-common | US | $119K | 2K | 0.08 |
| SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0 (South Plains Financial Inc.) | Long | Equity-common | US | $12K | 443 | 0.01 |
| SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01 (Southern First Bancshares Inc.) | Long | Equity-common | US | $16K | 537 | 0.01 |
| SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01 (Southern Missouri Bancorp Inc.) | Long | Equity-common | US | $46K | 1K | 0.03 |
| SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 (Southside Bancshares Inc.) | Long | Equity-common | US | $34K | 1K | 0.02 |
| SOUTHSTATE CORP COMMON STOCK USD2.5 (SouthState Corporation) | Long | Equity-common | US | $345K | 5K | 0.22 |
| SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 (Southwestern Energy Company) | Long | Equity-common | US | $358K | 53K | 0.23 |
| SPARTANNASH CO COMMON STOCK (SpartanNash Company) | Long | Equity-common | US | $66K | 4K | 0.04 |
| SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01 (Spectrum Brands Holdings Inc.) | Long | Equity-common | US | $236K | 3K | 0.15 |
| SPHERE ENTERTAINMENT CO COMMON STOCK USD.01 (Sphere Entertainment Co.) | Long | Equity-common | US | $82K | 2K | 0.05 |
| SPIRIT AIRLINES INC COMMON STOCK USD.0001 (Spirit Airlines Inc.) | Long | Equity-common | US | $19K | 5K | 0.01 |
| SPOK HOLDINGS INC COMMON STOCK USD.0001 (Spok Holdings Inc.) | Long | Equity-common | US | $30K | 2K | 0.02 |
| SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01 (Sportsman's Warehouse Holdings Inc.) | Long | Equity-common | US | $8K | 3K | 0.00 |
| SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001 (SpringWorks Therapeutics Inc.) | Long | Equity-common | US | $515K | 14K | 0.32 |
| SPX TECHNOLOGIES INC COMMON STOCK USD.01 (SPX Technologies Inc.) | Long | Equity-common | US | $1M | 9K | 0.79 |
| SSC GOVERNMENT MM GVMXX 20301231 00001.0000000000 (State Street Bank and Trust Company) | Long | Short-term investment vehicle | US | $279K | 279K | 0.18 |
| STAG INDUSTRIAL INC REIT USD.01 (STAG Industrial Inc.) | Long | Equity-common | US | $603K | 17K | 0.38 |
| STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0 (Standard Motor Products Inc.) | Long | Equity-common | US | $53K | 2K | 0.03 |
| STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 (Standex International Corporation) | Long | Equity-common | US | $50K | 310 | 0.03 |
| STANLEY BLACK and DECKER INC COMMON STOCK USD2.5 (Stanley Black and Decker Inc.) | Long | Equity-common | US | $380K | 5K | 0.24 |
| STATE STR INSTL INVT TR TREAS MMKT FD INST | Long | Short-term investment vehicle | US | $880K | 880K | 0.55 |
| STEELCASE INC COMMON STOCK (Steelcase Inc.) | Long | Equity-common | US | $85K | 7K | 0.05 |
| STELLAR BANCORP INC COMMON STOCK USD.01 (Stellar Bancorp Inc.) | Long | Equity-common | US | $18K | 783 | 0.01 |
| STEPAN CO COMMON STOCK USD1.0 (Stepan Company) | Long | Equity-common | US | $151K | 2K | 0.09 |
| STERLING INFRASTRUCTURE INC COMMON STOCK USD.01 (Sterling Infrastructure Inc.) | Long | Equity-common | US | $708K | 6K | 0.44 |
| STEWART INFORMATION SERVICES C COMMON STOCK USD1.0 (Stewart Information Services Corporation) | Long | Equity-common | US | $113K | 2K | 0.07 |
| STIFEL FINANCIAL CORP COMMON STOCK USD.15 (Stifel Financial Corp.) | Long | Equity-common | US | $603K | 7K | 0.38 |
| STITCH FIX INC COMMON STOCK USD.00002 (Stitch Fix Inc.) | Long | Equity-common | US | $15K | 4K | 0.01 |
| STONERIDGE INC COMMON STOCK | Long | Equity-common | US | $27K | 2K | 0.02 |
| STONEX GROUP INC COMMON STOCK USD.01 (StoneX Group Inc.) | Long | Equity-common | US | $155K | 2K | 0.10 |
| STRATASYS LTD COMMON STOCK ILS.01 (Stratasys Ltd.) | Long | Equity-common | US | $15K | 2K | 0.01 |
| STRATEGIC EDUCATION INC COMMON STOCK USD.01 (Strategic Education Inc.) | Long | Equity-common | US | $205K | 2K | 0.13 |
| STRATTEC SECURITY CORP COMMON STOCK USD.01 (Strattec Security Corporation) | Long | Equity-common | US | $23K | 924 | 0.01 |
| STRATUS PROPERTIES INC COMMON STOCK USD.01 (Stratus Properties Inc.) | Long | Equity-common | US | $26K | 1K | 0.02 |
| STRIDE INC COMMON STOCK USD.0001 (Stride Inc.) | Long | Equity-common | US | $204K | 3K | 0.13 |
| SUNCOKE ENERGY INC COMMON STOCK USD.01 (SunCoke Energy Inc.) | Long | Equity-common | US | $63K | 6K | 0.04 |
| SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001 (Sunnova Energy International Inc.) | Long | Equity-common | US | $42K | 8K | 0.03 |
| SUNRUN INC COMMON STOCK USD.0001 (Sunrun Inc.) | Long | Equity-common | US | $24K | 2K | 0.01 |
| SUPERIOR GROUP OF COS INC COMMON STOCK (Superior Group of Companies Inc.) | Long | Equity-common | US | $13K | 663 | 0.01 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 (Supernus Pharmaceuticals Inc.) | Long | Equity-common | US | $606K | 23K | 0.38 |
| SWIFT TRANSPORTATION CO COMMON STOCK USD.01 (Knight-Swift Transportation Holdings Inc.) | Long | Equity-common | US | $436K | 9K | 0.27 |
| SYLVAMO CORP COMMON STOCK USD1.0 (Sylvamo Corporation) | Long | Equity-common | US | $21K | 300 | 0.01 |
| SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 (Synovus Financial Corp.) | Long | Equity-common | US | $280K | 7K | 0.18 |
| TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001 (Tactile Systems Technology Inc.) | Long | Equity-common | US | $18K | 2K | 0.01 |
| TALOS ENERGY INC COMMON STOCK (Talos Energy Inc.) | Long | Equity-common | US | $101K | 8K | 0.06 |
| TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 (Taylor Morrison Home Corporation) | Long | Equity-common | US | $436K | 8K | 0.27 |
| TD SYNNEX CORP COMMON STOCK USD.001 (TD SYNNEX Corporation) | Long | Equity-common | US | $642K | 6K | 0.40 |
| TEEKAY CORP COMMON STOCK USD.001 (Teekay Corporation) | Long | Equity-common | BM | $50K | 6K | 0.03 |
| TEEKAY TANKERS LTD COMMON STOCK USD.01 (Teekay Tankers Ltd.) | Long | Equity-common | CA | $191K | 3K | 0.12 |
| TEGNA INC COMMON STOCK USD1.0 (TEGNA Inc.) | Long | Equity-common | US | $134K | 10K | 0.08 |
| TEJON RANCH CO COMMON STOCK USD.5 (Tejon Ranch Co.) | Long | Equity-common | US | $41K | 2K | 0.03 |
| TELADOC HEALTH INC COMMON STOCK USD.001 (Teladoc Health Inc.) | Long | Equity-common | US | $74K | 8K | 0.05 |
| TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01 (Telephone and Data Systems Inc.) | Long | Equity-common | US | $148K | 7K | 0.09 |
| TEREX CORP COMMON STOCK USD.01 (Terex Corporation) | Long | Equity-common | US | $95K | 2K | 0.06 |
| TERRITORIAL BANCORP INC COMMON STOCK USD.01 (Territorial Bancorp Inc.) | Long | Equity-common | US | $14K | 2K | 0.01 |
| TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 (Texas Capital Bancshares Inc.) | Long | Equity-common | US | $210K | 3K | 0.13 |
| THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 (Thermon Group Holdings Inc.) | Long | Equity-common | US | $107K | 3K | 0.07 |
| THOR INDUSTRIES INC COMMON STOCK USD.1 (Thor Industries Inc.) | Long | Equity-common | US | $248K | 3K | 0.16 |
| THOUGHTWORKS HOLDING INC COMMON STOCK USD.001 (Thoughtworks Holding Inc.) | Long | Equity-common | US | $211K | 74K | 0.13 |
| THRYV HOLDINGS INC COMMON STOCK (Thryv Holdings Inc.) | Long | Equity-common | US | $24K | 1K | 0.02 |
| TILLY'S INC COMMON STOCK USD.001 (Tilly's Inc.) | Long | Equity-common | US | $4K | 712 | 0.00 |
| TIMKEN CO/THE COMMON STOCK (The Timken Company) | Long | Equity-common | US | $91K | 1K | 0.06 |
| TIPTREE INC COMMON STOCK USD.001 (Tiptree Inc.) | Long | Equity-common | US | $61K | 4K | 0.04 |
| TITAN INTERNATIONAL INC COMMON STOCK (Titan International Inc.) | Long | Equity-common | US | $29K | 4K | 0.02 |
| TITAN MACHINERY INC COMMON STOCK USD.00001 (Titan Machinery Inc.) | Long | Equity-common | US | $38K | 2K | 0.02 |
| TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 (Tompkins Financial Corporation) | Long | Equity-common | US | $25K | 505 | 0.02 |
| TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694 (Tootsie Roll Industries Inc.) | Long | Equity-common | US | $12K | 380 | 0.01 |
| TOPBUILD CORP COMMON STOCK (TopBuild Corp.) | Long | Equity-common | US | $1M | 3K | 0.67 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01 (Topgolf Callaway Brands Corp.) | Long | Equity-common | US | $239K | 16K | 0.15 |
| TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667 | Long | Equity-common | US | $152K | 6K | 0.10 |
| TRANSOCEAN LTD COMMON STOCK CHF.1 (Transocean Ltd.) | Long | Equity-common | US | $261K | 49K | 0.16 |
| TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 (Travere Therapeutics Inc.) | Long | Equity-common | US | $351K | 43K | 0.22 |
| TREDEGAR CORP COMMON STOCK (Tredegar Corporation) | Long | Equity-common | US | $8K | 2K | 0.00 |
| TREEHOUSE FOODS INC COMMON STOCK USD.01 (TreeHouse Foods Inc.) | Long | Equity-common | US | $162K | 4K | 0.10 |
| TRI POINTE HOMES INC COMMON STOCK USD.01 (Tri Pointe Homes Inc.) | Long | Equity-common | US | $364K | 10K | 0.23 |
| TRICO BANCSHARES COMMON STOCK | Long | Equity-common | US | $56K | 1K | 0.03 |
| TRIMAS CORP COMMON STOCK USD.01 (TriMas Corporation) | Long | Equity-common | US | $47K | 2K | 0.03 |
| TRINITY INDUSTRIES INC COMMON STOCK USD.01 (Trinity Industries Inc.) | Long | Equity-common | US | $239K | 8K | 0.15 |
| TRIUMPH FINANCIAL INC COMMON STOCK USD.01 (Triumph Financial Inc.) | Long | Equity-common | US | $44K | 540 | 0.03 |
| TRONOX HOLDINGS PLC COMMON STOCK USD.01 | Long | Equity-common | US | $211K | 13K | 0.13 |
| TRUBRIDGE INC COMMON STOCK USD.001 (TruBridge Inc.) | Long | Equity-common | US | $11K | 1K | 0.01 |
| TRUEBLUE INC COMMON STOCK (TrueBlue Inc.) | Long | Equity-common | US | $33K | 3K | 0.02 |
| TRUECAR INC COMMON STOCK USD.0001 (TrueCar Inc.) | Long | Equity-common | US | $25K | 8K | 0.02 |
| TRUSTCO BANK CORP NY COMMON STOCK USD1.0 | Long | Equity-common | US | $53K | 2K | 0.03 |
| TRUSTMARK CORP COMMON STOCK (Trustmark Corporation) | Long | Equity-common | US | $148K | 5K | 0.09 |
| TTM TECHNOLOGIES INC COMMON STOCK USD.001 (TTM Technologies Inc.) | Long | Equity-common | US | $207K | 11K | 0.13 |
| TUTOR PERINI CORP COMMON STOCK USD1.0 (Tutor Perini Corporation) | Long | Equity-common | US | $91K | 4K | 0.06 |
| TWILIO INC COMMON STOCK USD.001 (Twilio Inc.) | Long | Equity-common | US | $316K | 6K | 0.20 |
| TWIN DISC INC COMMON STOCK (Twin Disc Incorporated) | Long | Equity-common | US | $19K | 2K | 0.01 |
| UFP INDUSTRIES INC COMMON STOCK (UFP Industries Inc.) | Long | Equity-common | US | $364K | 3K | 0.23 |
| ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 (Ultra Clean Holdings Inc.) | Long | Equity-common | US | $180K | 4K | 0.11 |
| ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD.001 (Ultragenyx Pharmaceutical Inc.) | Long | Equity-common | US | $576K | 14K | 0.36 |
| ULTRALIFE CORP COMMON STOCK USD.1 (Ultralife Corporation) | Long | Equity-common | US | $21K | 2K | 0.01 |
| UMB FINANCIAL CORP COMMON STOCK USD1.0 (UMB Financial Corporation) | Long | Equity-common | US | $109K | 1K | 0.07 |
| UNDER ARMOUR INC COMMON STOCK USD.000333 (Under Armour Inc.) | Long | Equity-common | US | $63K | 9K | 0.04 |
| UNDER ARMOUR INC COMMON STOCK USD.000333 (Under Armour Inc.) | Long | Equity-common | US | $61K | 9K | 0.04 |
| UNIFI INC COMMON STOCK USD.1 (Unifi Inc.) | Long | Equity-common | US | $14K | 2K | 0.01 |
| UNIFIRST CORP/MA COMMON STOCK USD.1 (UniFirst Corporation) | Long | Equity-common | US | $114K | 667 | 0.07 |
| UNITED BANKSHARES INC/WV COMMON STOCK USD2.5 (United Bankshares Inc.) | Long | Equity-common | US | $241K | 7K | 0.15 |
| UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0 (United Community Banks Inc.) | Long | Equity-common | US | $170K | 7K | 0.11 |
| UNITED FIRE GROUP INC COMMON STOCK USD.001 (United Fire Group Inc.) | Long | Equity-common | US | $41K | 2K | 0.03 |
| UNITED NATURAL FOODS INC COMMON STOCK USD.01 (United Natural Foods Inc.) | Long | Equity-common | US | $58K | 4K | 0.04 |
| UNITED STATES CELLULAR CORP COMMON STOCK USD1.0 (United States Cellular Corporation) | Long | Equity-common | US | $217K | 4K | 0.14 |
| UNITED STATES STEEL CORP COMMON STOCK USD1.0 (United States Steel Corporation) | Long | Equity-common | US | $511K | 14K | 0.32 |
| UNITY BANCORP INC COMMON STOCK (Unity Bancorp Inc.) | Long | Equity-common | US | $13K | 430 | 0.01 |
| UNIVERSAL CORP/VA COMMON STOCK (Universal Corporation) | Long | Equity-common | US | $95K | 2K | 0.06 |
| UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01 (Universal Electronics Inc.) | Long | Equity-common | US | $9K | 745 | 0.01 |
| UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01 (Universal Insurance Holdings Inc.) | Long | Equity-common | US | $62K | 3K | 0.04 |
| UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK (Universal Logistics Holdings Inc.) | Long | Equity-common | US | $24K | 600 | 0.02 |
| UNIVERSAL STAINLESS and ALLOY PR COMMON STOCK USD.001 (Universal Stainless and Alloy Products Inc.) | Long | Equity-common | US | $43K | 2K | 0.03 |
| UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001 (Universal Technical Institute Inc.) | Long | Equity-common | US | $49K | 3K | 0.03 |
| UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 (Univest Financial Corporation) | Long | Equity-common | US | $63K | 3K | 0.04 |
| UNUM GROUP COMMON STOCK USD.1 | Long | Equity-common | US | $556K | 11K | 0.35 |
| UPBOUND GROUP INC COMMON STOCK USD.01 (Upbound Group Inc.) | Long | Equity-common | US | $130K | 4K | 0.08 |
| UPLAND SOFTWARE INC COMMON STOCK USD.0001 (Upland Software Inc.) | Long | Equity-common | US | $3K | 1K | 0.00 |
| URBAN ONE INC COMMON STOCK USD.001 (Urban One Inc.) | Long | Equity-common | US | $5K | 3K | 0.00 |
| URBAN OUTFITTERS INC COMMON STOCK USD.0001 (Urban Outfitters Inc.) | Long | Equity-common | US | $108K | 3K | 0.07 |
| US FOODS HOLDING CORP COMMON STOCK USD.01 (US Foods Holding Corp.) | Long | Equity-common | US | $260K | 5K | 0.16 |
| US PHYSICAL THERAPY INC COMMON STOCK USD.01 (U.S. Physical Therapy Inc.) | Long | Equity-common | US | $662K | 7K | 0.42 |
| US SILICA HOLDINGS INC COMMON STOCK USD.01 (U.S. Silica Holdings Inc.) | Long | Equity-common | US | $70K | 5K | 0.04 |
| USANA HEALTH SCIENCES INC COMMON STOCK USD.001 (USANA Health Sciences Inc.) | Long | Equity-common | US | $11K | 245 | 0.01 |
| UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 (Utah Medical Products Inc.) | Long | Equity-common | US | $19K | 289 | 0.01 |
| V2X INC COMMON STOCK USD.01 (V2X Inc.) | Long | Equity-common | US | $49K | 1K | 0.03 |
| VAALCO ENERGY INC COMMON STOCK USD.1 (VAALCO Energy Inc.) | Long | Equity-common | US | $11K | 2K | 0.01 |
| VALLEY NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $186K | 27K | 0.12 |
| VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 (Vanda Pharmaceuticals Inc.) | Long | Equity-common | US | $27K | 5K | 0.02 |
| VAREX IMAGING CORP COMMON STOCK USD.01 (Varex Imaging Corporation) | Long | Equity-common | US | $59K | 4K | 0.04 |
| VERA BRADLEY INC COMMON STOCK (Vera Bradley Inc.) | Long | Equity-common | US | $13K | 2K | 0.01 |
| VERACYTE INC COMMON STOCK USD.001 (Veracyte Inc.) | Long | Equity-common | US | $532K | 25K | 0.33 |
| VERICEL CORP COMMON STOCK (Vericel Corporation) | Long | Equity-common | US | $625K | 14K | 0.39 |
| VERINT SYSTEMS INC COMMON STOCK USD.001 (Verint Systems Inc.) | Long | Equity-common | US | $34K | 1K | 0.02 |
| VERITEX HOLDINGS INC COMMON STOCK USD.01 (Veritex Holdings Inc.) | Long | Equity-common | US | $79K | 4K | 0.05 |
| VF CORP COMMON STOCK (V.F. Corporation) | Long | Equity-common | US | $39K | 3K | 0.02 |
| VIASAT INC COMMON STOCK USD.0001 (Viasat Inc.) | Long | Equity-common | US | $20K | 2K | 0.01 |
| VIATRIS INC COMMON STOCK | Long | Equity-common | US | $535K | 50K | 0.34 |
| VIAVI SOLUTIONS INC COMMON STOCK USD.001 (Viavi Solutions Inc.) | Long | Equity-common | US | $332K | 48K | 0.21 |
| VILLAGE SUPER MARKET INC COMMON STOCK (Village Super Market Inc.) | Long | Equity-common | US | $18K | 685 | 0.01 |
| VIMEO INC COMMON STOCK USD.01 (Vimeo Inc.) | Long | Equity-common | US | $10K | 3K | 0.01 |
| VIRCO MFG. CORP COMMON STOCK USD.01 (Virco Mfg. Corporation) | Long | Equity-common | US | $17K | 1K | 0.01 |
| VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01 (Virtus Investment Partners Inc.) | Long | Equity-common | US | $28K | 126 | 0.02 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 (Vishay Intertechnology Inc.) | Long | Equity-common | US | $234K | 10K | 0.15 |
| VISHAY PRECISION GROUP INC COMMON STOCK (Vishay Precision Group Inc.) | Long | Equity-common | US | $51K | 2K | 0.03 |
| VISTA OUTDOOR INC COMMON STOCK USD.01 (Vista Outdoor Inc.) | Long | Equity-common | US | $184K | 5K | 0.12 |
| VISTEON CORP COMMON STOCK (Visteon Corporation) | Long | Equity-common | US | $61K | 575 | 0.04 |
| VITESSE ENERGY INC COMMON STOCK USD.01 (Vitesse Energy Inc.) | Long | Equity-common | US | $32K | 1K | 0.02 |
| VOXX INTERNATIONAL CORP COMMON STOCK USD.01 (VOXX International Corporation) | Long | Equity-common | US | $10K | 3K | 0.01 |
| VSE CORP COMMON STOCK USD.05 (VSE Corporation) | Long | Equity-common | US | $121K | 1K | 0.08 |
| WABASH NATIONAL CORP COMMON STOCK USD.01 (Wabash National Corporation) | Long | Equity-common | US | $43K | 2K | 0.03 |
| WAFD INC COMMON STOCK USD1.0 (WaFd Inc..) | Long | Equity-common | US | $179K | 6K | 0.11 |
| WALKER and DUNLOP INC COMMON STOCK (Walker and Dunlop Inc.) | Long | Equity-common | US | $60K | 615 | 0.04 |
| WARRIOR MET COAL INC COMMON STOCK USD.01 (Warrior Met Coal Inc.) | Long | Equity-common | US | $238K | 4K | 0.15 |
| WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625 (Washington Trust Bancorp Inc.) | Long | Equity-common | US | $28K | 1K | 0.02 |
| WATERSTONE FINANCIAL INC COMMON STOCK USD.01 (Waterstone Financial Inc.) | Long | Equity-common | US | $40K | 3K | 0.02 |
| WEBSTER FINANCIAL CORP COMMON STOCK USD.01 (Webster Financial Corporation) | Long | Equity-common | US | $342K | 8K | 0.21 |
| WEIS MARKETS INC COMMON STOCK (Weis Markets Inc.) | Long | Equity-common | US | $171K | 3K | 0.11 |
| WERNER ENTERPRISES INC COMMON STOCK USD.01 (Werner Enterprises Inc.) | Long | Equity-common | US | $149K | 4K | 0.09 |
| WESBANCO INC COMMON STOCK USD2.0833 (Wesbanco Inc.) | Long | Equity-common | US | $164K | 6K | 0.10 |
| WESCO INTERNATIONAL INC COMMON STOCK USD.01 (WESCO International Inc.) | Long | Equity-common | US | $452K | 3K | 0.28 |
| WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 (Western Alliance Bancorporation) | Long | Equity-common | US | $168K | 3K | 0.11 |
| WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01 (Western New England Bancorp Inc.) | Long | Equity-common | US | $25K | 4K | 0.02 |
| WESTROCK CO COMMON STOCK USD.01 (WestRock Company) | Long | Equity-common | US | $699K | 14K | 0.44 |
| WEYCO GROUP INC COMMON STOCK USD1.0 (Weyco Group Inc.) | Long | Equity-common | US | $40K | 1K | 0.03 |
| WHIRLPOOL CORP COMMON STOCK USD1.0 (Whirlpool Corporation) | Long | Equity-common | US | $10K | 100 | 0.01 |
| WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0 (White Mountains Insurance Group Ltd.) | Long | Equity-common | US | $373K | 205 | 0.23 |
| WIDEOPENWEST INC COMMON STOCK USD.01 (WideOpenWest Inc.) | Long | Equity-common | US | $6K | 1K | 0.00 |
| WILLDAN GROUP INC COMMON STOCK USD.01 (Willdan Group Inc.) | Long | Equity-common | US | $12K | 400 | 0.01 |
| WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 (Willis Lease Finance Corporation) | Long | Equity-common | US | $28K | 406 | 0.02 |
| WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5 (Winnebago Industries Inc.) | Long | Equity-common | US | $120K | 2K | 0.08 |
| WINTRUST FINANCIAL CORP COMMON STOCK (Wintrust Financial Corporation) | Long | Equity-common | US | $346K | 4K | 0.22 |
| WORLD ACCEPTANCE CORP COMMON STOCK (World Acceptance Corporation) | Long | Equity-common | US | $17K | 141 | 0.01 |
| WORLD KINECT CORP COMMON STOCK USD.01 (World Kinect Corporation) | Long | Equity-common | US | $136K | 5K | 0.09 |
| WORTHINGTON ENTERPRISES INC COMMON STOCK (Worthington Enterprises Inc.) | Long | Equity-common | US | $163K | 3K | 0.10 |
| WORTHINGTON STEEL INC COMMON STOCK USD.0001 (Worthington Steel Inc.) | Long | Equity-common | US | $115K | 3K | 0.07 |
| WSFS FINANCIAL CORP COMMON STOCK USD.01 (WSFS Financial Corporation) | Long | Equity-common | US | $207K | 4K | 0.13 |
| XEROX HOLDINGS CORP COMMON STOCK USD1.0 (Xerox Holdings Corporation) | Long | Equity-common | US | $142K | 12K | 0.09 |
| XPERI INC COMMON STOCK USD.001 (Xperi Inc.) | Long | Equity-common | US | $16K | 2K | 0.01 |
| ZIFF DAVIS INC COMMON STOCK USD.01 (Ziff Davis Inc.) | Long | Equity-common | US | $75K | 1K | 0.05 |
| ZIONS BANCORP NA COMMON STOCK USD.001 (Zions Bancorporation National Association) | Long | Equity-common | US | $319K | 7K | 0.20 |
| ZUMIEZ INC COMMON STOCK (Zumiez Inc.) | Long | Equity-common | US | $35K | 2K | 0.02 |
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