John Hancock Group of Funds > John Hancock Variable Insurance Trust
Strategic Equity Allocation Trust
$7.06B
Avg Monthly Net Assets
$7.22B
Total Assets
$1.15M
Total Liabilities
$7.22B
Net Assets
Strategic Equity Allocation 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 one share class
and monthly net assets of $7.06B.
On August 27th, 2024 it reported 3,345 holdings, the largest
being JH COLLATERAL (4.4%), Microsoft Corporation (3.8%) and NVIDIA Corporation (3.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| NAV | C000111804 |
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 | $42K | 4K | 0.00 |
| 1911 GOLD CORP COMMON STOCK (1911 Gold Corporation) | Long | Equity-common | CA | $226.1 | 3K | 0.00 |
| 1ST SOURCE CORP COMMON STOCK (1st Source Corporation) | Long | Equity-common | US | $142K | 3K | 0.00 |
| 23ANDME HOLDING CO COMMON STOCK USD.0001 (23AndMe Holding Co.) | Long | Equity-common | US | $18K | 45K | 0.00 |
| 2SEVENTY BIO INC COMMON STOCK USD.0001 (2Seventy Bio Inc.) | Long | Equity-common | US | $34K | 9K | 0.00 |
| 3D SYSTEMS CORP COMMON STOCK USD.001 (3D Systems Corporation) | Long | Equity-common | US | $64K | 21K | 0.00 |
| 3I GROUP PLC COMMON STOCK GBP.738636 | Long | Equity-common | GB | $5M | 129K | 0.07 |
| 3M CO COMMON STOCK USD.01 (3M Company) | Long | Equity-common | US | $5M | 46K | 0.07 |
| 4D MOLECULAR THERAPEUTICS INC COMMON STOCK USD.0001 (4D Molecular Therapeutics Inc.) | Long | Equity-common | US | $135K | 6K | 0.00 |
| 89BIO INC COMMON STOCK USD.001 (89Bio Inc.) | Long | Equity-common | US | $98K | 12K | 0.00 |
| 8X8 INC COMMON STOCK USD.001 (8x8 Inc.) | Long | Equity-common | US | $41K | 19K | 0.00 |
| 908 DEVICES INC COMMON STOCK (908 Devices Inc.) | Long | Equity-common | US | $18K | 4K | 0.00 |
| A O SMITH CORP COMMON STOCK USD1.0 (A. O. Smith Corporation) | Long | Equity-common | US | $864K | 11K | 0.01 |
| A-MARK PRECIOUS METALS INC COMMON STOCK USD.01 (A-Mark Precious Metals Inc.) | Long | Equity-common | US | $92K | 3K | 0.00 |
| A10 NETWORKS INC COMMON STOCK USD.00001 (A10 Networks Inc.) | Long | Equity-common | US | $156K | 11K | 0.00 |
| AAON INC COMMON STOCK USD.004 (AAON Inc.) | Long | Equity-common | US | $2M | 23K | 0.03 |
| AAR CORP COMMON STOCK USD1.0 (AAR CORP.) | Long | Equity-common | US | $377K | 5K | 0.01 |
| AARON'S CO INC/THE COMMON STOCK USD.5 (The Aaron's Company Inc.) | Long | Equity-common | US | $53K | 5K | 0.00 |
| ABB LTD COMMON STOCK CHF.12 | Long | Equity-common | CH | $12M | 212K | 0.16 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $15M | 145K | 0.21 |
| ABBVIE INC COMMON STOCK USD.01 (AbbVie Inc.) | Long | Equity-common | US | $25M | 147K | 0.35 |
| ABERCROMBIE and FITCH CO COMMON STOCK USD.01 (Abercrombie and Fitch Co.) | Long | Equity-common | US | $1M | 8K | 0.02 |
| ABM INDUSTRIES INC COMMON STOCK USD.01 (ABM Industries Incorporated) | Long | Equity-common | US | $509K | 10K | 0.01 |
| ABN AMRO BANK NV DUTCH CERT EUR1.0 (ABN AMRO Bank N.V.) | Long | Equity-common | NL | $942K | 57K | 0.01 |
| ACADEMY SPORTS and OUTDOORS INC COMMON STOCK USD.01 (Academy Sports and Outdoors Inc.) | Long | Equity-common | US | $596K | 11K | 0.01 |
| ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 (Acadia Healthcare Company Inc.) | Long | Equity-common | US | $1M | 17K | 0.02 |
| ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 (Acadia Pharmaceuticals Inc.) | Long | Equity-common | US | $306K | 19K | 0.00 |
| ACADIA REALTY TRUST REIT USD.001 | Long | Equity-common | US | $259K | 14K | 0.00 |
| ACCEL ENTERTAINMENT INC COMMON STOCK USD.0001 (Accel Entertainment Inc.) | Long | Equity-common | US | $85K | 8K | 0.00 |
| ACCENTURE PLC COMMON STOCK USD.0000225 (Accenture Public Limited Company) | Long | Equity-common | IE | $16M | 53K | 0.22 |
| ACCIONA SA COMMON STOCK EUR1.0 (Acciona S.A.) | Long | Equity-common | ES | $387K | 3K | 0.01 |
| ACCO BRANDS CORP COMMON STOCK USD.01 (ACCO Brands Corporation) | Long | Equity-common | US | $66K | 14K | 0.00 |
| ACCOLADE INC COMMON STOCK (Accolade Inc.) | Long | Equity-common | US | $37K | 10K | 0.00 |
| ACCOR SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $1M | 26K | 0.01 |
| ACCURAY INC COMMON STOCK USD.001 (Accuray Incorporated) | Long | Equity-common | US | $30K | 16K | 0.00 |
| ACELYRIN INC COMMON STOCK USD.00001 (Acelyrin Inc.) | Long | Equity-common | US | $50K | 11K | 0.00 |
| ACI WORLDWIDE INC COMMON STOCK USD.005 (ACI Worldwide Inc.) | Long | Equity-common | US | $663K | 17K | 0.01 |
| ACM RESEARCH INC COMMON STOCK USD.0001 (ACM Research Inc.) | Long | Equity-common | US | $173K | 7K | 0.00 |
| ACNB CORP COMMON STOCK USD2.5 (ACNB Corporation) | Long | Equity-common | US | $52K | 1K | 0.00 |
| ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5 (ACS Actividades de Construccion y Servicios SA.) | Long | Equity-common | ES | $1M | 27K | 0.02 |
| ACTINIUM PHARMACEUTICALS INC COMMON STOCK USD.01 (Actinium Pharmaceuticals Inc.) | Long | Equity-common | US | $36K | 5K | 0.00 |
| ACUITY BRANDS INC COMMON STOCK USD.01 (Acuity Brands Inc.) | Long | Equity-common | US | $1M | 6K | 0.02 |
| ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 (Acushnet Holdings Corp.) | Long | Equity-common | US | $302K | 5K | 0.00 |
| ACV AUCTIONS INC COMMON STOCK USD.001 (ACV Auctions Inc.) | Long | Equity-common | US | $356K | 19K | 0.00 |
| ADAPTHEALTH CORP COMMON STOCK USD.0001 (AdaptHealth Corp.) | Long | Equity-common | US | $157K | 16K | 0.00 |
| ADAPTIVE BIOTECHNOLOGIES CORP COMMON STOCK USD.0001 (Adaptive Biotechnologies Corporation) | Long | Equity-common | US | $69K | 19K | 0.00 |
| ADDUS HOMECARE CORP COMMON STOCK USD.001 (Addus HomeCare Corporation) | Long | Equity-common | US | $288K | 2K | 0.00 |
| ADECCO GROUP AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $741K | 22K | 0.01 |
| ADEIA INC COMMON STOCK (Adeia Inc.) | Long | Equity-common | US | $187K | 17K | 0.00 |
| ADICET BIO INC COMMON STOCK USD.0001 (Adicet Bio Inc.) | Long | Equity-common | US | $11K | 9K | 0.00 |
| ADIDAS AG COMMON STOCK | Long | Equity-common | DE | $5M | 21K | 0.07 |
| ADIENT PLC COMMON STOCK USD.001 (Adient Public Limited Company) | Long | Equity-common | US | $762K | 31K | 0.01 |
| ADMA BIOLOGICS INC COMMON STOCK USD.0001 (ADMA Biologics Inc.) | Long | Equity-common | US | $368K | 33K | 0.01 |
| ADMIRAL GROUP PLC COMMON STOCK GBP.001 | Long | Equity-common | GB | $1M | 35K | 0.02 |
| ADOBE INC COMMON STOCK USD.0001 (Adobe Inc.) | Long | Equity-common | US | $21M | 37K | 0.29 |
| ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 (Adtalem Global Education Inc.) | Long | Equity-common | US | $421K | 6K | 0.01 |
| ADTRAN HOLDINGS INC COMMON STOCK USD.01 (Adtran Holdings Inc.) | Long | Equity-common | US | $71K | 13K | 0.00 |
| ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01 (Advanced Drainage Systems Inc.) | Long | Equity-common | US | $2M | 13K | 0.03 |
| ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001 (Advanced Energy Industries Inc.) | Long | Equity-common | US | $628K | 6K | 0.01 |
| ADVANCED MICRO DEVICES INC COMMON STOCK USD.01 (Advanced Micro Devices Inc.) | Long | Equity-common | US | $22M | 135K | 0.30 |
| ADVANSIX INC COMMON STOCK USD.01 (AdvanSix Inc.) | Long | Equity-common | US | $98K | 4K | 0.00 |
| ADVANTAGE SOLUTIONS INC COMMON STOCK USD.0001 (Advantage Solutions Inc.) | Long | Equity-common | US | $44K | 14K | 0.00 |
| ADVANTEST CORP COMMON STOCK (Advantest Corporation) | Long | Equity-common | JP | $4M | 102K | 0.06 |
| ADYEN NV COMMON STOCK EUR.01 (Adyen N.V.) | Long | Equity-common | NL | $3M | 3K | 0.05 |
| AECOM COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 25K | 0.03 |
| AEGON LTD COMMON STOCK EUR.12 (Aegon Ltd.) | Long | Equity-common | NL | $1M | 180K | 0.02 |
| AEHR TEST SYSTEMS COMMON STOCK USD.01 | Long | Equity-common | US | $48K | 4K | 0.00 |
| AENA SME SA COMMON STOCK EUR10.0 (Aena SME S.A.) | Long | Equity-common | ES | $2M | 10K | 0.03 |
| AEON CO LTD COMMON STOCK (AEON Co.Ltd.) | Long | Equity-common | JP | $2M | 87K | 0.03 |
| AERCAP HOLDINGS NV COMMON STOCK EUR.01 (AerCap Holdings N.V.) | Long | Equity-common | IE | $3M | 27K | 0.04 |
| AEROPORTS DE PARIS SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $559K | 5K | 0.01 |
| AEROVATE THERAPEUTICS INC COMMON STOCK USD.0001 (Aerovate Therapeutics Inc.) | Long | Equity-common | US | $3K | 2K | 0.00 |
| AEROVIRONMENT INC COMMON STOCK USD.0001 (AeroVironment Inc.) | Long | Equity-common | US | $734K | 4K | 0.01 |
| AERSALE CORP COMMON STOCK USD.0001 (AerSale Corporation) | Long | Equity-common | US | $29K | 4K | 0.00 |
| AES CORP/THE COMMON STOCK USD.01 (The AES Corporation) | Long | Equity-common | US | $1M | 58K | 0.01 |
| AFC GAMMA INC REIT USD.01 (AFC Gamma Inc.) | Long | Equity-common | US | $27K | 2K | 0.00 |
| AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01 (Affiliated Managers Group Inc.) | Long | Equity-common | US | $922K | 6K | 0.01 |
| AFLAC INC COMMON STOCK USD.1 (Aflac Incorporated) | Long | Equity-common | US | $4M | 43K | 0.05 |
| AGC INC COMMON STOCK (AGC Inc.) | Long | Equity-common | JP | $844K | 26K | 0.01 |
| AGCO CORP COMMON STOCK USD.01 (AGCO Corporation) | Long | Equity-common | US | $1M | 11K | 0.02 |
| AGEAS SA/NV COMMON STOCK | Long | Equity-common | BE | $966K | 21K | 0.01 |
| AGENUS INC COMMON STOCK USD.01 (Agenus Inc.) | Long | Equity-common | US | $49K | 3K | 0.00 |
| AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 (Agilent Technologies Inc.) | Long | Equity-common | US | $3M | 24K | 0.04 |
| AGILYSYS INC COMMON STOCK USD.3 (Agilysys Inc.) | Long | Equity-common | US | $323K | 3K | 0.00 |
| AGIOS PHARMACEUTICALS INC COMMON STOCK USD.001 (Agios Pharmaceuticals Inc.) | Long | Equity-common | US | $374K | 9K | 0.01 |
| AGREE REALTY CORP REIT USD.0001 (Agree Realty Corporation) | Long | Equity-common | US | $1M | 19K | 0.02 |
| AIA GROUP LTD COMMON STOCK (AIA Group Limited) | Long | Equity-common | HK | $10M | 1M | 0.14 |
| AIB GROUP PLC COMMON STOCK EUR.625 (AIB Group Public Limited Company) | Long | Equity-common | IE | $1M | 226K | 0.02 |
| AIR LIQUIDE SA COMMON STOCK EUR5.5 (L'Air Liquide S.A.) | Long | Equity-common | FR | $13M | 77K | 0.18 |
| AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD1.0 (Air Products and Chemicals Inc.) | Long | Equity-common | US | $5M | 19K | 0.07 |
| AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01 (Air Transport Services Group Inc.) | Long | Equity-common | US | $119K | 9K | 0.00 |
| AIRBNB INC COMMON STOCK USD.0001 (Airbnb Inc.) | Long | Equity-common | US | $6M | 37K | 0.08 |
| AIRBUS SE COMMON STOCK EUR1.0 | Long | Equity-common | FR | $11M | 79K | 0.15 |
| AISIN CORP COMMON STOCK (Aisin Corporation) | Long | Equity-common | JP | $638K | 20K | 0.01 |
| AJINOMOTO CO INC COMMON STOCK (Ajinomoto Co. Inc.) | Long | Equity-common | JP | $2M | 62K | 0.03 |
| AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 (Akamai Technologies Inc.) | Long | Equity-common | US | $1M | 13K | 0.02 |
| AKER BP ASA COMMON STOCK NOK1.0 | Long | Equity-common | NO | $1M | 42K | 0.01 |
| AKERO THERAPEUTICS INC COMMON STOCK USD.0001 (Akero Therapeutics Inc.) | Long | Equity-common | US | $225K | 10K | 0.00 |
| AKOYA BIOSCIENCES INC COMMON STOCK USD.00001 (Akoya Biosciences Inc.) | Long | Equity-common | US | $9K | 4K | 0.00 |
| AKZO NOBEL NV COMMON STOCK EUR.5 (Akzo Nobel N.V.) | Long | Equity-common | NL | $1M | 23K | 0.02 |
| ALAMO GROUP INC COMMON STOCK USD.1 (Alamo Group Inc.) | Long | Equity-common | US | $268K | 2K | 0.00 |
| ALARM.COM HOLDINGS INC COMMON STOCK (Alarm.com Holdings Inc.) | Long | Equity-common | US | $469K | 7K | 0.01 |
| ALBANY INTERNATIONAL CORP COMMON STOCK USD.001 (Albany International Corp.) | Long | Equity-common | US | $408K | 5K | 0.01 |
| ALBEMARLE CORP COMMON STOCK USD.01 (Albemarle Corporation) | Long | Equity-common | US | $964K | 10K | 0.01 |
| ALCOA CORP COMMON STOCK USD.01 (Alcoa Corporation) | Long | Equity-common | US | $1M | 33K | 0.02 |
| ALCON INC COMMON STOCK CHF.04 (Alcon Inc.) | Long | Equity-common | CH | $6M | 66K | 0.08 |
| ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001 (Aldeyra Therapeutics Inc.) | Long | Equity-common | US | $26K | 8K | 0.00 |
| ALECTOR INC COMMON STOCK USD.0001 (Alector Inc.) | Long | Equity-common | US | $49K | 11K | 0.00 |
| ALERUS FINANCIAL CORP COMMON STOCK USD1.0 (Alerus Financial Corporation) | Long | Equity-common | US | $55K | 3K | 0.00 |
| ALEXANDER and BALDWIN INC REIT (Alexander and Baldwin Inc.) | Long | Equity-common | US | $196K | 12K | 0.00 |
| ALEXANDER'S INC REIT USD1.0 (Alexanders Inc) | Long | Equity-common | US | $75K | 334 | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01 (Alexandria Real Estate Equities Inc.) | Long | Equity-common | US | $1M | 13K | 0.02 |
| ALFA LAVAL AB COMMON STOCK SEK2.84 | Long | Equity-common | SE | $2M | 38K | 0.02 |
| ALICO INC COMMON STOCK USD1.0 (Alico Inc.) | Long | Equity-common | US | $28K | 1K | 0.00 |
| ALIGHT INC COMMON STOCK USD.0001 (Alight Inc.) | Long | Equity-common | US | $475K | 64K | 0.01 |
| ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 (Align Technology Inc.) | Long | Equity-common | US | $1M | 6K | 0.02 |
| ALIGNMENT HEALTHCARE INC COMMON STOCK USD.001 (Alignment Healthcare Inc.) | Long | Equity-common | US | $104K | 13K | 0.00 |
| ALKAMI TECHNOLOGY INC COMMON STOCK USD.001 (Alkami Technology Inc.) | Long | Equity-common | US | $178K | 6K | 0.00 |
| ALKERMES PLC COMMON STOCK USD.01 | Long | Equity-common | IE | $620K | 26K | 0.01 |
| ALLAKOS INC COMMON STOCK USD.001 (Allakos Inc.) | Long | Equity-common | US | $12K | 12K | 0.00 |
| ALLEGIANT TRAVEL CO COMMON STOCK USD.001 (Allegiant Travel Company) | Long | Equity-common | US | $122K | 2K | 0.00 |
| ALLEGION PLC COMMON STOCK USD.01 (Allegion Public Limited Company) | Long | Equity-common | IE | $892K | 8K | 0.01 |
| ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01 (Allegro Microsystems Inc.) | Long | Equity-common | US | $374K | 13K | 0.01 |
| ALLETE INC COMMON STOCK (ALLETE Inc.) | Long | Equity-common | US | $1M | 20K | 0.02 |
| ALLIANT ENERGY CORP COMMON STOCK USD.01 (Alliant Energy Corporation) | Long | Equity-common | US | $1M | 22K | 0.02 |
| ALLIANZ SE COMMON STOCK | Long | Equity-common | DE | $14M | 52K | 0.20 |
| ALLIENT INC COMMON STOCK (Allient Inc.) | Long | Equity-common | US | $54K | 2K | 0.00 |
| ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001 (Allogene Therapeutics Inc.) | Long | Equity-common | US | $36K | 15K | 0.00 |
| ALLOVIR INC COMMON STOCK USD.0001 (AlloVir Inc.) | Long | Equity-common | US | $6K | 8K | 0.00 |
| ALLSTATE CORP/THE COMMON STOCK USD.01 (The Allstate Corporation) | Long | Equity-common | US | $3M | 22K | 0.05 |
| ALLY FINANCIAL INC COMMON STOCK USD.01 (Ally Financial Inc.) | Long | Equity-common | US | $2M | 51K | 0.03 |
| ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK (Alpha and Omega Semiconductor Limited) | Long | Equity-common | US | $142K | 4K | 0.00 |
| ALPHA METALLURGICAL RESOURCES COMMON STOCK USD.01 (Alpha Metallurgical Resources Inc.) | Long | Equity-common | US | $502K | 2K | 0.01 |
| ALPHABET INC COMMON STOCK USD.001 (Alphabet Inc.) | Long | Equity-common | US | $89M | 491K | 1.24 |
| ALPHABET INC COMMON STOCK USD.001 (Alphabet Inc.) | Long | Equity-common | US | $75M | 408K | 1.04 |
| ALPHATEC HOLDINGS INC COMMON STOCK USD.0001 (Alphatec Holdings Inc.) | Long | Equity-common | US | $152K | 15K | 0.00 |
| ALPINE INCOME PROPERTY TRUST I REIT USD.01 (Alpine Income Property Trust Inc.) | Long | Equity-common | US | $26K | 2K | 0.00 |
| ALSTOM SA COMMON STOCK EUR7.0 | Long | Equity-common | FR | $773K | 46K | 0.01 |
| ALTA EQUIPMENT GROUP INC COMMON STOCK USD.0001 (Alta Equipment Group Inc.) | Long | Equity-common | US | $31K | 4K | 0.00 |
| ALTAIR ENGINEERING INC COMMON STOCK (Altair Engineering Inc.) | Long | Equity-common | US | $2M | 19K | 0.03 |
| ALTI GLOBAL INC COMMON STOCK USD.0001 (AlTi Global Inc.) | Long | Equity-common | US | $19K | 4K | 0.00 |
| ALTIMMUNE INC COMMON STOCK USD.0001 (Altimmune Inc.) | Long | Equity-common | US | $57K | 9K | 0.00 |
| ALTRIA GROUP INC COMMON STOCK USD.333 (Altria Group Inc.) | Long | Equity-common | US | $7M | 143K | 0.09 |
| ALTUS POWER INC COMMON STOCK USD.0001 (Altus Power Inc.) | Long | Equity-common | US | $39K | 10K | 0.00 |
| ALX ONCOLOGY HOLDINGS INC COMMON STOCK USD.001 (ALX Oncology Holdings Inc.) | Long | Equity-common | US | $26K | 4K | 0.00 |
| AMADEUS IT GROUP SA COMMON STOCK EUR.01 (Amadeus IT Group S.A.) | Long | Equity-common | ES | $4M | 60K | 0.06 |
| AMALGAMATED FINANCIAL CORP COMMON STOCK USD.01 (Amalgamated Financial Corp.) | Long | Equity-common | US | $74K | 3K | 0.00 |
| AMAZON.COM INC COMMON STOCK USD.01 (Amazon.com Inc.) | Long | Equity-common | US | $148M | 765K | 2.05 |
| AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 (Ambac Financial Group Inc.) | Long | Equity-common | US | $92K | 7K | 0.00 |
| AMBARELLA INC COMMON STOCK USD.00045 (Ambarella Inc.) | Long | Equity-common | US | $316K | 6K | 0.00 |
| AMC NETWORKS INC COMMON STOCK (AMC Networks Inc.) | Long | Equity-common | US | $47K | 5K | 0.00 |
| AMCOR PLC COMMON STOCK USD.01 | Long | Equity-common | GB | $1M | 113K | 0.02 |
| AMEDISYS INC COMMON STOCK USD.001 (Amedisys Inc.) | Long | Equity-common | US | $555K | 6K | 0.01 |
| AMERANT BANCORP INC B COMMON STOCK USD.1 (Amerant Bancorp Inc.) | Long | Equity-common | US | $91K | 4K | 0.00 |
| AMEREN CORP COMMON STOCK USD.01 (Ameren Corporation) | Long | Equity-common | US | $2M | 23K | 0.02 |
| AMERESCO INC COMMON STOCK USD.0001 (Ameresco Inc.) | Long | Equity-common | US | $144K | 5K | 0.00 |
| AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01 (America's Car-Mart Inc.) | Long | Equity-common | US | $59K | 984 | 0.00 |
| AMERICAN AIRLINES GROUP INC COMMON STOCK USD.01 (American Airlines Group Inc.) | Long | Equity-common | US | $638K | 56K | 0.01 |
| AMERICAN ASSETS TRUST INC REIT USD.01 (American Assets Trust Inc.) | Long | Equity-common | US | $169K | 8K | 0.00 |
| AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01 (American Axle and Manufacturing Holdings Inc.) | Long | Equity-common | US | $124K | 18K | 0.00 |
| AMERICAN COASTAL INSURANCE COR COMMON STOCK USD.0001 (American Coastal Insurance Corporation) | Long | Equity-common | US | $34K | 3K | 0.00 |
| AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01 (American Eagle Outfitters Inc.) | Long | Equity-common | US | $567K | 28K | 0.01 |
| AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5 (American Electric Power Company Inc.) | Long | Equity-common | US | $4M | 44K | 0.05 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (American Express Company) | Long | Equity-common | US | $11M | 47K | 0.15 |
| AMERICAN FINANCIAL GROUP INC/O COMMON STOCK (American Financial Group Inc.) | Long | Equity-common | US | $1M | 12K | 0.02 |
| AMERICAN HOMES 4 RENT REIT USD.01 | Long | Equity-common | US | $2M | 60K | 0.03 |
| AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5 (American International Group Inc.) | Long | Equity-common | US | $4M | 55K | 0.06 |
| AMERICAN SOFTWARE INC/GA COMMON STOCK USD.1 (American Software Inc.) | Long | Equity-common | US | $50K | 6K | 0.00 |
| AMERICAN STATES WATER CO COMMON STOCK (American States Water Company) | Long | Equity-common | US | $412K | 6K | 0.01 |
| AMERICAN TOWER CORP REIT USD.01 (American Tower Corporation) | Long | Equity-common | US | $8M | 39K | 0.10 |
| AMERICAN VANGUARD CORP COMMON STOCK USD.1 (American Vanguard Corporation) | Long | Equity-common | US | $40K | 5K | 0.00 |
| AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 (American Water Works Company Inc.) | Long | Equity-common | US | $2M | 17K | 0.03 |
| AMERICAN WELL CORP COMMON STOCK USD.01 (American Well Corporation) | Long | Equity-common | US | $13K | 41K | 0.00 |
| AMERICAN WOODMARK CORP COMMON STOCK (American Woodmark Corporation) | Long | Equity-common | US | $187K | 2K | 0.00 |
| AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 (Ameriprise Financial Inc.) | Long | Equity-common | US | $4M | 8K | 0.05 |
| AMERIS BANCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $508K | 10K | 0.01 |
| AMERISAFE INC COMMON STOCK USD.01 (AMERISAFE Inc.) | Long | Equity-common | US | $130K | 3K | 0.00 |
| AMES NATIONAL CORP COMMON STOCK USD2.0 (Ames National Corporation) | Long | Equity-common | US | $30K | 1K | 0.00 |
| AMETEK INC COMMON STOCK USD.01 (AMETEK Inc.) | Long | Equity-common | US | $3M | 19K | 0.04 |
| AMGEN INC COMMON STOCK USD.0001 (Amgen Inc.) | Long | Equity-common | US | $14M | 45K | 0.19 |
| AMICUS THERAPEUTICS INC COMMON STOCK USD.01 (Amicus Therapeutics Inc.) | Long | Equity-common | US | $438K | 44K | 0.01 |
| AMKOR TECHNOLOGY INC COMMON STOCK USD.001 (Amkor Technology Inc.) | Long | Equity-common | US | $1M | 37K | 0.02 |
| AMMO INC COMMON STOCK USD.001 (AMMO Inc.) | Long | Equity-common | US | $28K | 17K | 0.00 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 (AMN Healthcare Services Inc.) | Long | Equity-common | US | $303K | 6K | 0.00 |
| AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 (Amneal Pharmaceuticals Inc.) | Long | Equity-common | US | $123K | 19K | 0.00 |
| AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001 (Amphastar Pharmaceuticals Inc.) | Long | Equity-common | US | $240K | 6K | 0.00 |
| AMPHENOL CORP COMMON STOCK USD.001 (Amphenol Corporation) | Long | Equity-common | US | $7M | 100K | 0.09 |
| AMPLIFON S.P.A. RIGHTS | Long | Equity-common | IT | $0.32 | 17K | 0.00 |
| AMPLIFON SPA COMMON STOCK EUR.02 (Amplifon S.p.A.) | Long | Equity-common | IT | $587K | 17K | 0.01 |
| AMPLIFY ENERGY CORP COMMON STOCK USD.01 (Amplify Energy Corp.) | Long | Equity-common | US | $44K | 7K | 0.00 |
| AMPLITUDE INC COMMON STOCK USD.00001 (Amplitude Inc.) | Long | Equity-common | US | $95K | 11K | 0.00 |
| AMPOL LTD COMMON STOCK (Ampol Limited) | Long | Equity-common | AU | $679K | 32K | 0.01 |
| AMUNDI SA COMMON STOCK EUR2.5 | Long | Equity-common | FR | $526K | 8K | 0.01 |
| AMYLYX PHARMACEUTICALS INC COMMON STOCK USD.0001 (Amylyx Pharmaceuticals Inc.) | Long | Equity-common | US | $16K | 8K | 0.00 |
| ANA HOLDINGS INC COMMON STOCK (ANA Holdings Inc.) | Long | Equity-common | JP | $392K | 21K | 0.01 |
| ANALOG DEVICES INC COMMON STOCK USD.167 (Analog Devices Inc.) | Long | Equity-common | US | $9M | 41K | 0.13 |
| ANAPTYSBIO INC COMMON STOCK USD.001 (AnaptysBio Inc.) | Long | Equity-common | US | $81K | 3K | 0.00 |
| ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001 (Anavex Life Sciences Corp.) | Long | Equity-common | US | $50K | 12K | 0.00 |
| ANDERSONS INC/THE COMMON STOCK (The Andersons Inc.) | Long | Equity-common | US | $249K | 5K | 0.00 |
| ANGEL OAK MORTGAGE REIT INC REIT USD.01 (Angel Oak Mortgage REIT Inc.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| ANGIODYNAMICS INC COMMON STOCK USD.01 (AngioDynamics Inc.) | Long | Equity-common | US | $39K | 6K | 0.00 |
| ANGLO AMERICAN PLC COMMON STOCK USD.54945 | Long | Equity-common | GB | $5M | 168K | 0.07 |
| ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK | Long | Equity-common | BE | $7M | 119K | 0.10 |
| ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 (ANI Pharmaceuticals Inc.) | Long | Equity-common | US | $142K | 2K | 0.00 |
| ANIKA THERAPEUTICS INC COMMON STOCK USD.01 (Anika Therapeutics Inc.) | Long | Equity-common | US | $56K | 2K | 0.00 |
| ANNALY CAPITAL MANAGEMENT IN REIT USD.01 (Annaly Capital Management Inc.) | Long | Equity-common | US | $2M | 93K | 0.02 |
| ANNEXON INC COMMON STOCK (Annexon Inc.) | Long | Equity-common | US | $52K | 11K | 0.00 |
| ANSYS INC COMMON STOCK USD.01 (ANSYS Inc.) | Long | Equity-common | US | $2M | 7K | 0.03 |
| ANTERIX INC COMMON STOCK USD.0001 (Anterix Inc.) | Long | Equity-common | US | $78K | 2K | 0.00 |
| ANTERO MIDSTREAM CORP COMMON STOCK (Antero Midstream Corporation) | Long | Equity-common | US | $933K | 63K | 0.01 |
| ANTERO RESOURCES CORP COMMON STOCK USD.01 (Antero Resources Corporation) | Long | Equity-common | US | $2M | 54K | 0.02 |
| ANTOFAGASTA PLC COMMON STOCK GBP.05 | Long | Equity-common | CL | $1M | 52K | 0.02 |
| ANYWHERE REAL ESTATE INC COMMON STOCK USD.01 (Anywhere Real Estate Inc.) | Long | Equity-common | US | $55K | 17K | 0.00 |
| ANZ GROUP HOLDINGS LTD COMMON STOCK (ANZ Group Holdings Limited) | Long | Equity-common | AU | $7M | 399K | 0.10 |
| AON GLOBAL LTD COMMON STOCK (Aon Public Limited Company) | Long | Equity-common | US | $5M | 18K | 0.07 |
| AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0 (A.P. Moller - Maersk A/S) | Long | Equity-common | DK | $1M | 594 | 0.01 |
| AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0 (A.P. Moller - Maersk A/S) | Long | Equity-common | DK | $682K | 402 | 0.01 |
| APA CORP COMMON STOCK USD.625 (APA Corporation) | Long | Equity-common | US | $1M | 41K | 0.02 |
| APA GROUP STAPLED SECURITY (Australian Pipeline Limited) | Long | Equity-common | AU | $904K | 170K | 0.01 |
| APARTMENT INVESTMENT AND MANAG REIT USD.01 (Apartment Investment and Management Company) | Long | Equity-common | US | $200K | 24K | 0.00 |
| API GROUP CORP COMMON STOCK USD.0001 (APi Group Corporation) | Long | Equity-common | US | $1M | 32K | 0.02 |
| APOGEE ENTERPRISES INC COMMON STOCK USD.333 (Apogee Enterprises Inc.) | Long | Equity-common | US | $205K | 3K | 0.00 |
| APOGEE THERAPEUTICS INC COMMON STOCK USD.00001 (Apogee Therapeutics Inc.) | Long | Equity-common | US | $250K | 6K | 0.00 |
| APOLLO COMMERCIAL REAL ESTATE REIT USD.01 (Apollo Commercial Real Estate Finance Inc.) | Long | Equity-common | US | $214K | 22K | 0.00 |
| APPFOLIO INC COMMON STOCK USD.0001 (AppFolio Inc.) | Long | Equity-common | US | $2M | 7K | 0.02 |
| APPIAN CORP A COMMON STOCK USD.0001 (Appian Corporation) | Long | Equity-common | US | $195K | 6K | 0.00 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT Inc.) | Long | Equity-common | US | $481K | 33K | 0.01 |
| APPLE INC COMMON STOCK USD.00001 (Apple Inc.) | Long | Equity-common | US | $254M | 1M | 3.51 |
| APPLIED DIGITAL CORP COMMON STOCK USD.001 (Applied Digital Corporation) | Long | Equity-common | US | $78K | 13K | 0.00 |
| APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK (Applied Industrial Technologies Inc.) | Long | Equity-common | US | $3M | 13K | 0.04 |
| APPLIED MATERIALS INC COMMON STOCK USD.01 (Applied Materials Inc.) | Long | Equity-common | US | $16M | 69K | 0.23 |
| APTARGROUP INC COMMON STOCK USD.01 (AptarGroup Inc.) | Long | Equity-common | US | $2M | 12K | 0.02 |
| APTIV PLC COMMON STOCK USD.01 | Long | Equity-common | IE | $2M | 22K | 0.02 |
| ARAMARK COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 49K | 0.02 |
| ARBOR REALTY TRUST INC REIT USD.01 (Arbor Realty Trust Inc.) | Long | Equity-common | US | $409K | 28K | 0.01 |
| ARBUTUS BIOPHARMA CORP COMMON STOCK (Arbutus Biopharma Corporation) | Long | Equity-common | US | $68K | 22K | 0.00 |
| ARCADIUM LITHIUM PLC COMMON STOCK USD1.0 | Long | Equity-common | JE | $1M | 349K | 0.02 |
| ARCADIUM LITHIUM PLC COMMON STOCK USD1.0 | Long | Equity-common | US | $118K | 3K | 0.00 |
| ARCBEST CORP COMMON STOCK USD.01 (ArcBest Corporation) | Long | Equity-common | US | $394K | 4K | 0.01 |
| ARCELLX INC COMMON STOCK USD.001 (Arcellx Inc.) | Long | Equity-common | US | $328K | 6K | 0.00 |
| ARCELORMITTAL SA COMMON STOCK (ArcelorMittal S.A.) | Long | Equity-common | LU | $1M | 62K | 0.02 |
| ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 (Arch Capital Group Ltd.) | Long | Equity-common | BM | $3M | 31K | 0.04 |
| ARCH RESOURCES INC COMMON STOCK USD.01 (Arch Resources Inc.) | Long | Equity-common | US | $425K | 3K | 0.01 |
| ARCHER AVIATION INC COMMON STOCK USD.0001 (Archer Aviation Inc.) | Long | Equity-common | US | $83K | 24K | 0.00 |
| ARCHER-DANIELS-MIDLAND CO COMMON STOCK (Archer-Daniels-Midland Company) | Long | Equity-common | US | $2M | 41K | 0.03 |
| ARCHROCK INC COMMON STOCK USD.01 (Archrock Inc.) | Long | Equity-common | US | $430K | 21K | 0.01 |
| ARCOSA INC COMMON STOCK USD.01 (Arcosa Inc.) | Long | Equity-common | US | $628K | 8K | 0.01 |
| ARCTURUS THERAPEUTICS HOLDINGS COMMON STOCK USD.001 (Arcturus Therapeutics Holdings Inc.) | Long | Equity-common | US | $88K | 4K | 0.00 |
| ARCUS BIOSCIENCES INC COMMON STOCK USD.0001 (Arcus Biosciences Inc.) | Long | Equity-common | US | $131K | 9K | 0.00 |
| ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK USD.0001 (Arcutis Biotherapeutics Inc.) | Long | Equity-common | US | $123K | 13K | 0.00 |
| ARDELYX INC COMMON STOCK USD.000001 (Ardelyx Inc.) | Long | Equity-common | US | $264K | 36K | 0.00 |
| ARDMORE SHIPPING CORP COMMON STOCK USD.01 (Ardmore Shipping Corporation) | Long | Equity-common | IE | $150K | 7K | 0.00 |
| ARES COMMERCIAL REAL ESTATE CO REIT USD.01 (Ares Commercial Real Estate Corporation) | Long | Equity-common | US | $54K | 8K | 0.00 |
| ARGAN INC COMMON STOCK USD.15 (Argan Inc.) | Long | Equity-common | US | $154K | 2K | 0.00 |
| ARGENX SE COMMON STOCK | Long | Equity-common | NL | $181K | 417 | 0.00 |
| ARGENX SE COMMON STOCK EUR.1 | Long | Equity-common | NL | $3M | 8K | 0.05 |
| ARIS WATER SOLUTIONS INC COMMON STOCK USD.0000001 (Aris Water Solutions Inc.) | Long | Equity-common | US | $84K | 5K | 0.00 |
| ARISTA NETWORKS INC COMMON STOCK USD.0001 (Arista Networks Inc.) | Long | Equity-common | US | $7M | 21K | 0.10 |
| ARISTOCRAT LEISURE LTD COMMON STOCK (Aristocrat Leisure Limited) | Long | Equity-common | AU | $3M | 76K | 0.03 |
| ARKEMA SA COMMON STOCK EUR10.0 | Long | Equity-common | FR | $693K | 8K | 0.01 |
| ARKO CORP COMMON STOCK USD.0001 (ARKO Corp.) | Long | Equity-common | US | $82K | 13K | 0.00 |
| ARLO TECHNOLOGIES INC COMMON STOCK USD.001 (Arlo Technologies Inc.) | Long | Equity-common | US | $184K | 14K | 0.00 |
| ARMADA HOFFLER PROPERTIES INC REIT USD.01 (Armada Hoffler Properties Inc.) | Long | Equity-common | US | $115K | 10K | 0.00 |
| ARMOUR RESIDENTIAL REIT INC REIT USD.0001 (ARMOUR Residential REIT Inc.) | Long | Equity-common | US | $145K | 7K | 0.00 |
| ARRAY TECHNOLOGIES INC COMMON STOCK USD.001 (Array Technologies Inc.) | Long | Equity-common | US | $241K | 23K | 0.00 |
| ARROW ELECTRONICS INC COMMON STOCK USD1.0 (Arrow Electronics Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| ARROW FINANCIAL CORP COMMON STOCK USD1.0 (Arrow Financial Corporation) | Long | Equity-common | US | $62K | 2K | 0.00 |
| ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001 (Arrowhead Pharmaceuticals Inc.) | Long | Equity-common | US | $1M | 41K | 0.01 |
| ARS PHARMACEUTICALS INC COMMON STOCK USD.0001 (ARS Pharmaceuticals Inc.) | Long | Equity-common | US | $35K | 4K | 0.00 |
| ARTESIAN RESOURCES CORP COMMON STOCK USD1.0 (Artesian Resources Corporation) | Long | Equity-common | US | $55K | 2K | 0.00 |
| ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0 (Arthur J. Gallagher and Co.) | Long | Equity-common | US | $5M | 18K | 0.07 |
| ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01 (Artisan Partners Asset Management Inc.) | Long | Equity-common | US | $386K | 9K | 0.01 |
| ARTIVION INC COMMON STOCK USD.01 (Artivion Inc.) | Long | Equity-common | US | $157K | 6K | 0.00 |
| ARVINAS INC COMMON STOCK USD.001 (Arvinas Inc.) | Long | Equity-common | US | $204K | 8K | 0.00 |
| ASAHI GROUP HOLDINGS LTD COMMON STOCK (Asahi Group Holdings Ltd.) | Long | Equity-common | JP | $2M | 64K | 0.03 |
| ASAHI KASEI CORP COMMON STOCK (Asahi Kasei Corporation) | Long | Equity-common | JP | $1M | 166K | 0.01 |
| ASANA INC COMMON STOCK USD.00001 (Asana Inc.) | Long | Equity-common | US | $174K | 12K | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01 (Asbury Automotive Group Inc.) | Long | Equity-common | US | $731K | 3K | 0.01 |
| ASGN INC COMMON STOCK USD.01 (ASGN Incorporated) | Long | Equity-common | US | $1M | 16K | 0.02 |
| ASHLAND INC COMMON STOCK (Ashland Inc.) | Long | Equity-common | US | $877K | 9K | 0.01 |
| ASHTEAD GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $4M | 58K | 0.05 |
| ASICS CORP COMMON STOCK (ASICS Corporation) | Long | Equity-common | JP | $1M | 86K | 0.02 |
| ASM INTERNATIONAL NV COMMON STOCK EUR.04 (ASM International N.V.) | Long | Equity-common | NL | $5M | 6K | 0.07 |
| ASML HOLDING NV COMMON STOCK EUR.09 (ASML Holding N.V.) | Long | Equity-common | NL | $54M | 53K | 0.75 |
| ASPEN AEROGELS INC COMMON STOCK USD.00001 (Aspen Aerogels Inc.) | Long | Equity-common | US | $189K | 8K | 0.00 |
| ASPEN TECHNOLOGY INC COMMON STOCK USD.0001 | Long | Equity-common | US | $1M | 5K | 0.01 |
| ASR NEDERLAND NV COMMON STOCK EUR.16 (ASR Nederland N.V.) | Long | Equity-common | NL | $1M | 21K | 0.01 |
| ASSA ABLOY AB COMMON STOCK SEK1.0 | Long | Equity-common | SE | $4M | 133K | 0.05 |
| ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001 (AssetMark Financial Holdings Inc.) | Long | Equity-common | US | $118K | 3K | 0.00 |
| ASSOCIATED BANC-CORP COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 50K | 0.01 |
| ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568 | Long | Equity-common | GB | $1M | 45K | 0.02 |
| ASSURANT INC COMMON STOCK USD.01 (Assurant Inc.) | Long | Equity-common | US | $743K | 4K | 0.01 |
| AST SPACEMOBILE INC COMMON STOCK USD.0001 (AST SpaceMobile Inc.) | Long | Equity-common | US | $214K | 18K | 0.00 |
| ASTEC INDUSTRIES INC COMMON STOCK USD.2 (Astec Industries Inc.) | Long | Equity-common | US | $112K | 4K | 0.00 |
| ASTELLAS PHARMA INC COMMON STOCK (Astellas Pharma Inc.) | Long | Equity-common | JP | $2M | 240K | 0.03 |
| ASTRANA HEALTH INC COMMON STOCK USD.001 (Astrana Health Inc.) | Long | Equity-common | US | $273K | 7K | 0.00 |
| ASTRAZENECA PLC COMMON STOCK USD.25 | Long | Equity-common | GB | $32M | 205K | 0.44 |
| ASTRIA THERAPEUTICS INC COMMON STOCK USD.001 (Astria Therapeutics Inc.) | Long | Equity-common | US | $70K | 8K | 0.00 |
| ASTRONICS CORP COMMON STOCK USD.01 (Astronics Corporation) | Long | Equity-common | US | $87K | 4K | 0.00 |
| ASURE SOFTWARE INC COMMON STOCK USD.01 (Asure Software Inc.) | Long | Equity-common | US | $28K | 3K | 0.00 |
| ASX LTD COMMON STOCK (ASX Limited) | Long | Equity-common | AU | $1M | 26K | 0.01 |
| ATandT INC COMMON STOCK USD1.0 (ATandT Inc.) | Long | Equity-common | US | $11M | 599K | 0.16 |
| ATEA PHARMACEUTICALS INC COMMON STOCK USD.001 (Atea Pharmaceuticals Inc.) | Long | Equity-common | US | $45K | 14K | 0.00 |
| ATI INC COMMON STOCK USD.1 (ATI Inc.) | Long | Equity-common | US | $1M | 20K | 0.02 |
| ATKORE INC COMMON STOCK USD.01 (Atkore Inc.) | Long | Equity-common | US | $783K | 6K | 0.01 |
| ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01 (Atlanta Braves Holdings Inc.) | Long | Equity-common | US | $283K | 7K | 0.00 |
| ATLANTA BRAVES HOLDINGS INC COMMON STOCK USD.01 (Atlanta Braves Holdings Inc.) | Long | Equity-common | US | $64K | 2K | 0.00 |
| ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33 (Atlantic Union Bankshares Corporation) | Long | Equity-common | US | $453K | 14K | 0.01 |
| ATLANTICUS HOLDINGS CORP COMMON STOCK (Atlanticus Holdings Corporation) | Long | Equity-common | US | $24K | 848 | 0.00 |
| ATLAS COPCO AB COMMON STOCK SEK.16 | Long | Equity-common | SE | $7M | 356K | 0.09 |
| ATLAS COPCO AB COMMON STOCK SEK.639 | Long | Equity-common | SE | $3M | 207K | 0.05 |
| ATLAS ENERGY SOLUTIONS INC COMMON STOCK (Atlas Energy Solutions Inc.) | Long | Equity-common | US | $53K | 3K | 0.00 |
| ATMOS ENERGY CORP COMMON STOCK (Atmos Energy Corporation) | Long | Equity-common | US | $2M | 13K | 0.02 |
| ATMUS FILTRATION TECHNOLOGIES COMMON STOCK (Atmus Filtration Technologies Inc.) | Long | Equity-common | US | $69K | 2K | 0.00 |
| ATN INTERNATIONAL INC COMMON STOCK USD.01 (ATN International Inc.) | Long | Equity-common | US | $43K | 2K | 0.00 |
| ATOMERA INC COMMON STOCK USD.001 (Atomera Incorporated) | Long | Equity-common | US | $16K | 4K | 0.00 |
| ATRICURE INC COMMON STOCK USD.001 (AtriCure Inc.) | Long | Equity-common | US | $164K | 7K | 0.00 |
| ATRION CORP COMMON STOCK USD.1 (Atrion Corporation) | Long | Equity-common | US | $101K | 224 | 0.00 |
| AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK (Auckland International Airport Limited) | Long | Equity-common | NZ | $820K | 177K | 0.01 |
| AURA BIOSCIENCES INC COMMON STOCK USD.00001 (Aura Biosciences Inc.) | Long | Equity-common | US | $36K | 5K | 0.00 |
| AURINIA PHARMACEUTICALS INC COMMON STOCK (Aurinia Pharmaceuticals Inc.) | Long | Equity-common | CA | $120K | 21K | 0.00 |
| AURIZON HOLDINGS LT SPN ADR COMMON STOCK (Aurizon Holdings Limited) | Long | Equity-common | AU | $593K | 244K | 0.01 |
| AURORA INNOVATION INC COMMON STOCK USD.0001 (Aurora Innovation Inc.) | Long | Equity-common | US | $155K | 56K | 0.00 |
| AUTO TRADER GROUP PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $1M | 119K | 0.02 |
| AUTODESK INC COMMON STOCK USD.01 (Autodesk Inc.) | Long | Equity-common | US | $4M | 18K | 0.06 |
| AUTOLIV INC COMMON STOCK USD1.0 (Autoliv Inc.) | Long | Equity-common | SE | $1M | 13K | 0.02 |
| AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1 (Automatic Data Processing Inc.) | Long | Equity-common | US | $8M | 34K | 0.11 |
| AUTONATION INC COMMON STOCK USD.01 (AutoNation Inc.) | Long | Equity-common | US | $725K | 5K | 0.01 |
| AUTOZONE INC COMMON STOCK USD.01 (AutoZone Inc.) | Long | Equity-common | US | $4M | 1K | 0.06 |
| AVALONBAY COMMUNITIES INC REIT USD.01 (AvalonBay Communities Inc.) | Long | Equity-common | US | $2M | 12K | 0.03 |
| AVANOS MEDICAL INC COMMON STOCK USD.01 (Avanos Medical Inc.) | Long | Equity-common | US | $141K | 7K | 0.00 |
| AVEANNA HEALTHCARE HOLDINGS IN COMMON STOCK USD.01 (Aveanna Healthcare Holdings Inc.) | Long | Equity-common | US | $22K | 8K | 0.00 |
| AVEPOINT INC COMMON STOCK USD.0001 (AvePoint Inc.) | Long | Equity-common | US | $243K | 23K | 0.00 |
| AVERY DENNISON CORP COMMON STOCK USD1.0 (Avery Dennison Corporation) | Long | Equity-common | US | $2M | 7K | 0.02 |
| AVIAT NETWORKS INC COMMON STOCK USD.01 (Aviat Networks Inc.) | Long | Equity-common | US | $48K | 2K | 0.00 |
| AVID BIOSERVICES INC COMMON STOCK USD.001 (Avid Bioservices Inc.) | Long | Equity-common | US | $73K | 10K | 0.00 |
| AVIDITY BIOSCIENCES INC COMMON STOCK (Avidity Biosciences Inc.) | Long | Equity-common | US | $479K | 12K | 0.01 |
| AVIDXCHANGE HOLDINGS INC COMMON STOCK USD.001 (AvidXchange Holdings Inc.) | Long | Equity-common | US | $280K | 23K | 0.00 |
| AVIENT CORP COMMON STOCK USD.01 (Avient Corporation) | Long | Equity-common | US | $1M | 31K | 0.02 |
| AVIS BUDGET GROUP INC COMMON STOCK USD.01 (Avis Budget Group Inc.) | Long | Equity-common | US | $352K | 3K | 0.00 |
| AVISTA CORP COMMON STOCK (Avista Corporation) | Long | Equity-common | US | $408K | 12K | 0.01 |
| AVITA MEDICAL INC COMMON STOCK (AVITA Medical Inc.) | Long | Equity-common | US | $34K | 4K | 0.00 |
| AVIVA PLC COMMON STOCK GBP.3289474 | Long | Equity-common | GB | $2M | 359K | 0.03 |
| AVNET INC COMMON STOCK USD1.0 (Avnet Inc.) | Long | Equity-common | US | $862K | 17K | 0.01 |
| AVOLTA AG COMMON STOCK CHF5.0 | Long | Equity-common | CH | $472K | 12K | 0.01 |
| AXA SA COMMON STOCK EUR2.29 | Long | Equity-common | FR | $8M | 241K | 0.11 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 (Axalta Coating Systems Ltd.) | Long | Equity-common | US | $1M | 41K | 0.02 |
| AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001 (Axcelis Technologies Inc.) | Long | Equity-common | US | $715K | 5K | 0.01 |
| AXOGEN INC COMMON STOCK USD.01 (Axogen Inc.) | Long | Equity-common | US | $51K | 7K | 0.00 |
| AXON ENTERPRISE INC COMMON STOCK USD.00001 (Axon Enterprise Inc.) | Long | Equity-common | US | $2M | 6K | 0.02 |
| AXONICS INC COMMON STOCK USD.0001 (Axonics Inc.) | Long | Equity-common | US | $515K | 8K | 0.01 |
| AXOS FINANCIAL INC COMMON STOCK USD.01 (Axos Financial Inc.) | Long | Equity-common | US | $489K | 9K | 0.01 |
| AXSOME THERAPEUTICS INC COMMON STOCK USD.0001 (Axsome Therapeutics Inc.) | Long | Equity-common | US | $445K | 6K | 0.01 |
| AZENTA INC COMMON STOCK USD.01 | Long | Equity-common | US | $526K | 10K | 0.01 |
| AZRIELI GROUP LTD COMMON STOCK ILS.1 (Azrieli Group Ltd.) | Long | Equity-common | IL | $329K | 6K | 0.00 |
| AZZ INC COMMON STOCK USD1.0 (AZZ Inc.) | Long | Equity-common | US | $296K | 4K | 0.00 |
| B RILEY FINANCIAL INC COMMON STOCK USD.0001 (B. Riley Financial Inc.) | Long | Equity-common | US | $57K | 3K | 0.00 |
| BACHEM HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $409K | 4K | 0.01 |
| BADGER METER INC COMMON STOCK USD1.0 (Badger Meter Inc.) | Long | Equity-common | US | $848K | 5K | 0.01 |
| BAE SYSTEMS PLC COMMON STOCK GBP.025 | Long | Equity-common | GB | $7M | 401K | 0.09 |
| BAKER HUGHES CO COMMON STOCK USD.0001 (Baker Hughes Company) | Long | Equity-common | US | $3M | 83K | 0.04 |
| BAKKT HOLDINGS INC COMMON STOCK USD.0001 (Bakkt Holdings Inc.) | Long | Equity-common | US | $9K | 456 | 0.00 |
| BALCHEM CORP COMMON STOCK USD.0667 (Balchem Corporation) | Long | Equity-common | US | $764K | 5K | 0.01 |
| BALDWIN INSURANCE GROUP INC/ COMMON STOCK USD.01 (The Baldwin Insurance Group Inc.) | Long | Equity-common | US | $332K | 9K | 0.00 |
| BALL CORP COMMON STOCK (Ball Corporation) | Long | Equity-common | US | $2M | 25K | 0.02 |
| BALLY'S CORP COMMON STOCK USD.01 (Bally's Corporation) | Long | Equity-common | US | $59K | 5K | 0.00 |
| BALOISE HOLDING AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $1M | 6K | 0.01 |
| BANC OF CALIFORNIA INC COMMON STOCK USD.01 (Banc of California Inc.) | Long | Equity-common | US | $256K | 20K | 0.00 |
| BANCFIRST CORP COMMON STOCK USD1.0 (BancFirst Corporation) | Long | Equity-common | US | $302K | 3K | 0.00 |
| BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49 (Banco Bilbao Vizcaya Argentaria Sociedad Anonima) | Long | Equity-common | ES | $8M | 774K | 0.11 |
| BANCO BPM SPA COMMON STOCK (Banco BPM S.p.A.) | Long | Equity-common | IT | $1M | 171K | 0.02 |
| BANCO DE SABADELL SA COMMON STOCK EUR.125 (Banco de Sabadell S.A.) | Long | Equity-common | ES | $1M | 721K | 0.02 |
| BANCO LATINOAMERICANO DE COMER COMMON STOCK (Banco Latinoamericano de Comercio Exterior S.A.) | Long | Equity-common | PA | $122K | 4K | 0.00 |
| BANCO SANTANDER SA COMMON STOCK EUR.5 | Long | Equity-common | ES | $10M | 2M | 0.14 |
| BANCORP INC/THE COMMON STOCK USD1.0 (The Bancorp Inc.) | Long | Equity-common | US | $305K | 8K | 0.00 |
| BANDAI NAMCO HOLDINGS INC COMMON STOCK (Bandai Namco Holdings Inc.) | Long | Equity-common | JP | $2M | 79K | 0.02 |
| BandG FOODS INC COMMON STOCK USD.01 (BandG Foods Inc.) | Long | Equity-common | US | $93K | 12K | 0.00 |
| BANDWIDTH INC COMMON STOCK USD.001 (Bandwidth Inc.) | Long | Equity-common | US | $57K | 3K | 0.00 |
| BANK FIRST CORP COMMON STOCK USD1.0 (Bank First Corporation) | Long | Equity-common | US | $124K | 1K | 0.00 |
| BANK HAPOALIM BM COMMON STOCK ILS1.0 (Bank Hapoalim Ltd) | Long | Equity-common | IL | $1M | 168K | 0.02 |
| BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1 (Bank Leumi le-Israel B.M.) | Long | Equity-common | IL | $2M | 202K | 0.02 |
| BANK OF AMERICA CORP COMMON STOCK USD.01 (Bank of America Corporation) | Long | Equity-common | US | $23M | 568K | 0.31 |
| BANK OF HAWAII CORP COMMON STOCK USD.01 (Bank of Hawaii Corporation) | Long | Equity-common | US | $344K | 6K | 0.00 |
| BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0 | Long | Equity-common | IE | $1M | 138K | 0.02 |
| BANK OF MARIN BANCORP COMMON STOCK | Long | Equity-common | US | $40K | 2K | 0.00 |
| BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01 (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $4M | 62K | 0.05 |
| BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0 (The Bank of N.T. Butterfield and Son Limited) | Long | Equity-common | BM | $259K | 7K | 0.00 |
| BANK OZK COMMON STOCK | Long | Equity-common | US | $801K | 20K | 0.01 |
| BANKUNITED INC COMMON STOCK USD.01 (BankUnited Inc.) | Long | Equity-common | US | $331K | 11K | 0.00 |
| BANKWELL FINANCIAL GROUP INC COMMON STOCK (Bankwell Financial Group Inc.) | Long | Equity-common | US | $19K | 765 | 0.00 |
| BANNER CORP COMMON STOCK USD.01 (Banner Corporation) | Long | Equity-common | US | $262K | 5K | 0.00 |
| BANQUE CANTONALE VAUDOISE COMMON STOCK CHF10.0 | Long | Equity-common | CH | $424K | 4K | 0.01 |
| BAR HARBOR BANKSHARES COMMON STOCK USD2.0 | Long | Equity-common | US | $69K | 3K | 0.00 |
| BARCLAYS PLC COMMON STOCK GBP.25 | Long | Equity-common | GB | $5M | 2M | 0.07 |
| BARK INC COMMON STOCK USD.0001 (BARK Inc.) | Long | Equity-common | US | $31K | 17K | 0.00 |
| BARNES GROUP INC COMMON STOCK USD.01 (Barnes Group Inc.) | Long | Equity-common | US | $321K | 8K | 0.00 |
| BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1 (Barratt Developments P L C) | Long | Equity-common | GB | $767K | 129K | 0.01 |
| BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01 (Barrett Business Services Inc.) | Long | Equity-common | US | $130K | 4K | 0.00 |
| BARRY CALLEBAUT AG COMMON STOCK CHF.02 | Long | Equity-common | CH | $771K | 473 | 0.01 |
| BASF SE COMMON STOCK NPV | Long | Equity-common | DE | $6M | 118K | 0.08 |
| BATH and BODY WORKS INC COMMON STOCK USD.5 (Bath and Body Works Inc.) | Long | Equity-common | US | $759K | 19K | 0.01 |
| BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 (Baxter International Inc.) | Long | Equity-common | US | $1M | 44K | 0.02 |
| BAYCOM CORP COMMON STOCK | Long | Equity-common | US | $40K | 2K | 0.00 |
| BAYER AG COMMON STOCK (Bayer Aktiengesellschaft) | Long | Equity-common | DE | $4M | 130K | 0.05 |
| BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0 (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-common | DE | $4M | 42K | 0.06 |
| BAYERISCHE MOTOREN WERKE AG PREFERENCE (Bayerische Motoren Werke Aktiengesellschaft) | Long | Equity-preferred | DE | $690K | 8K | 0.01 |
| BCB BANCORP INC COMMON STOCK (BCB Bancorp Inc.) | Long | Equity-common | US | $25K | 2K | 0.00 |
| BE SEMICONDUCTOR INDUSTRIES NV COMMON STOCK EUR.01 (Be Semiconductor Industries N.V.) | Long | Equity-common | NL | $2M | 10K | 0.02 |
| BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 (Beacon Roofing Supply Inc.) | Long | Equity-common | US | $810K | 9K | 0.01 |
| BEAM THERAPEUTICS INC COMMON STOCK USD.01 (Beam Therapeutics Inc.) | Long | Equity-common | US | $270K | 12K | 0.00 |
| BEAUTY HEALTH CO/THE COMMON STOCK USD.0001 (The Beauty Health Company) | Long | Equity-common | US | $26K | 14K | 0.00 |
| BEAZER HOMES USA INC COMMON STOCK USD.001 (Beazer Homes USA Inc.) | Long | Equity-common | US | $130K | 5K | 0.00 |
| BECHTLE AG COMMON STOCK (Bechtle Aktiengesellschaft) | Long | Equity-common | DE | $511K | 11K | 0.01 |
| BECTON DICKINSON and CO COMMON STOCK USD1.0 (Becton Dickinson and Company) | Long | Equity-common | US | $6M | 24K | 0.08 |
| BEIERSDORF AG COMMON STOCK | Long | Equity-common | DE | $2M | 13K | 0.03 |
| BEIJER REF AB COMMON STOCK SEK.97 | Long | Equity-common | SE | $738K | 48K | 0.01 |
| BEL FUSE INC COMMON STOCK USD.1 (Bel Fuse Inc.) | Long | Equity-common | US | $105K | 2K | 0.00 |
| BELDEN INC COMMON STOCK USD.01 (Belden Inc.) | Long | Equity-common | US | $1M | 14K | 0.02 |
| BELLRING BRANDS INC COMMON STOCK USD.01 (BellRing Brands Inc.) | Long | Equity-common | US | $3M | 45K | 0.04 |
| BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 (Benchmark Electronics Inc.) | Long | Equity-common | US | $224K | 6K | 0.00 |
| BERKELEY GROUP HOLDINGS PLC COMMON STOCK GBP.05414 (The Berkeley Group Holdings plc) | Long | Equity-common | GB | $812K | 14K | 0.01 |
| BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033 (Berkshire Hathaway Inc.) | Long | Equity-common | US | $62M | 151K | 0.85 |
| BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 (Berkshire Hills Bancorp Inc.) | Long | Equity-common | US | $161K | 7K | 0.00 |
| BERRY CORP COMMON STOCK USD.001 (Berry Corporation) | Long | Equity-common | US | $78K | 12K | 0.00 |
| BERRY GLOBAL GROUP INC COMMON STOCK USD.01 (Berry Global Group Inc.) | Long | Equity-common | US | $1M | 21K | 0.02 |
| BEST BUY CO INC COMMON STOCK USD.1 (Best Buy Co. Inc.) | Long | Equity-common | US | $1M | 16K | 0.02 |
| BEYOND INC COMMON STOCK USD.0001 (Beyond Inc.) | Long | Equity-common | US | $92K | 7K | 0.00 |
| BEYOND MEAT INC COMMON STOCK USD.0001 (Beyond Meat Inc.) | Long | Equity-common | US | $66K | 10K | 0.00 |
| BGC GROUP INC COMMON STOCK USD.01 (BGC Group Inc.) | Long | Equity-common | US | $463K | 56K | 0.01 |
| BHP GROUP LTD COMMON STOCK (BHP Group Limited) | Long | Equity-common | AU | $19M | 672K | 0.27 |
| BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 (Big 5 Sporting Goods Corporation) | Long | Equity-common | US | $12K | 4K | 0.00 |
| BIG LOTS INC COMMON STOCK USD.01 (Big Lots Inc.) | Long | Equity-common | US | $9K | 5K | 0.00 |
| BIGBEAR.AI HOLDINGS INC COMMON STOCK USD.0001 (BigBear.ai Holdings Inc.) | Long | Equity-common | US | $11K | 8K | 0.00 |
| BIGCOMMERCE HOLDINGS INC COMMON STOCK USD.0001 (BigCommerce Holdings Inc.) | Long | Equity-common | US | $84K | 10K | 0.00 |
| BIGLARI HOLDINGS INC COMMON STOCK (Biglari Holdings Inc.) | Long | Equity-common | US | $23K | 119 | 0.00 |
| BIO-RAD LABORATORIES INC COMMON STOCK USD.0001 (Bio-Rad Laboratories Inc.) | Long | Equity-common | US | $492K | 2K | 0.01 |
| BIO-TECHNE CORP COMMON STOCK USD.01 (Bio-Techne Corporation) | Long | Equity-common | US | $969K | 14K | 0.01 |
| BIOATLA INC COMMON STOCK USD.0001 (BioAtla Inc.) | Long | Equity-common | US | $10K | 7K | 0.00 |
| BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01 (BioCryst Pharmaceuticals Inc.) | Long | Equity-common | US | $184K | 30K | 0.00 |
| BIOGEN INC COMMON STOCK USD.0005 (Biogen Inc.) | Long | Equity-common | US | $3M | 12K | 0.04 |
| BIOHAVEN LTD COMMON STOCK (Biohaven Ltd.) | Long | Equity-common | US | $369K | 11K | 0.01 |
| BIOLIFE SOLUTIONS INC COMMON STOCK USD.001 (BioLife Solutions Inc.) | Long | Equity-common | US | $117K | 5K | 0.00 |
| BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 (BioMarin Pharmaceutical Inc.) | Long | Equity-common | US | $3M | 35K | 0.04 |
| BIOMEA FUSION INC COMMON STOCK USD.0001 (Biomea Fusion Inc.) | Long | Equity-common | US | $15K | 3K | 0.00 |
| BIOMERIEUX COMMON STOCK | Long | Equity-common | FR | $522K | 5K | 0.01 |
| BIT DIGITAL INC COMMON STOCK USD.01 (Bit Digital Inc.) | Long | Equity-common | US | $44K | 14K | 0.00 |
| BJ'S RESTAURANTS INC COMMON STOCK (BJ's Restaurants Inc.) | Long | Equity-common | US | $122K | 4K | 0.00 |
| BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01 (BJ's Wholesale Club Holdings Inc.) | Long | Equity-common | US | $2M | 25K | 0.03 |
| BKW AG COMMON STOCK CHF2.5 | Long | Equity-common | CH | $447K | 3K | 0.01 |
| BLACK HILLS CORP COMMON STOCK USD1.0 (Black Hills Corporation) | Long | Equity-common | US | $1M | 23K | 0.02 |
| BLACKBAUD INC COMMON STOCK USD.001 (Blackbaud Inc.) | Long | Equity-common | US | $1M | 14K | 0.02 |
| BLACKLINE INC COMMON STOCK USD.01 (BlackLine Inc.) | Long | Equity-common | US | $424K | 9K | 0.01 |
| BLACKROCK INC COMMON STOCK USD.01 (BlackRock Inc.) | Long | Equity-common | US | $9M | 12K | 0.13 |
| BLACKSKY TECHNOLOGY INC COMMON STOCK USD.0001 (BlackSky Technology Inc.) | Long | Equity-common | US | $24K | 22K | 0.00 |
| BLACKSTONE INC COMMON STOCK USD.00001 (Blackstone Inc.) | Long | Equity-common | US | $7M | 60K | 0.10 |
| BLACKSTONE MORTGAGE TRUST INC REIT USD.01 (Blackstone Mortgage Trust Inc.) | Long | Equity-common | US | $461K | 26K | 0.01 |
| BLADE AIR MOBILITY INC COMMON STOCK USD.0001 (Blade Air Mobility Inc.) | Long | Equity-common | US | $32K | 9K | 0.00 |
| BLINK CHARGING CO COMMON STOCK USD.001 (Blink Charging Co.) | Long | Equity-common | US | $25K | 9K | 0.00 |
| BLOOM ENERGY CORP COMMON STOCK USD.0001 (Bloom Energy Corporation) | Long | Equity-common | US | $366K | 30K | 0.01 |
| BLOOMIN' BRANDS INC COMMON STOCK USD.01 (Bloomin' Brands Inc.) | Long | Equity-common | US | $256K | 13K | 0.00 |
| BLUE BIRD CORP COMMON STOCK USD.0001 (Blue Bird Corporation) | Long | Equity-common | US | $215K | 4K | 0.00 |
| BLUE FOUNDRY BANCORP COMMON STOCK USD.01 | Long | Equity-common | US | $37K | 4K | 0.00 |
| BLUEBIRD BIO INC COMMON STOCK USD.01 (bluebird bio Inc.) | Long | Equity-common | US | $29K | 30K | 0.00 |
| BLUELINX HOLDINGS INC COMMON STOCK USD.01 (BlueLinx Holdings Inc.) | Long | Equity-common | US | $120K | 1K | 0.00 |
| BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 (Blueprint Medicines Corporation) | Long | Equity-common | US | $1M | 9K | 0.01 |
| BLUESCOPE STEEL LTD COMMON STOCK (BlueScope Steel Limited) | Long | Equity-common | AU | $797K | 59K | 0.01 |
| BNP PARIBAS SA COMMON STOCK EUR2.0 | Long | Equity-common | FR | $9M | 137K | 0.12 |
| BOC HONG KONG HOLDINGS LTD COMMON STOCK (BOC Hong Kong (Holdings) Limited) | Long | Equity-common | HK | $2M | 491K | 0.02 |
| BOEING CO/THE COMMON STOCK USD5.0 (The Boeing Company) | Long | Equity-common | US | $9M | 48K | 0.12 |
| BOISE CASCADE CO COMMON STOCK USD.01 (Boise Cascade Company) | Long | Equity-common | US | $729K | 6K | 0.01 |
| BOLIDEN AB COMMON STOCK SEK2.11 | Long | Equity-common | SE | $1M | 36K | 0.02 |
| BOLLORE SE COMMON STOCK EUR.16 | Long | Equity-common | FR | $554K | 94K | 0.01 |
| BOOKING HOLDINGS INC COMMON STOCK USD.008 (Booking Holdings Inc.) | Long | Equity-common | US | $11M | 3K | 0.16 |
| BOOT BARN HOLDINGS INC COMMON STOCK USD.0001 (Boot Barn Holdings Inc.) | Long | Equity-common | US | $596K | 5K | 0.01 |
| BORGWARNER INC COMMON STOCK USD.01 (BorgWarner Inc.) | Long | Equity-common | US | $637K | 20K | 0.01 |
| BORR DRILLING LTD COMMON STOCK USD.05 (Borr Drilling Limited) | Long | Equity-common | BM | $219K | 34K | 0.00 |
| BOSTON BEER CO INC/THE COMMON STOCK USD.01 (The Boston Beer Company Inc.) | Long | Equity-common | US | $517K | 2K | 0.01 |
| BOSTON OMAHA CORP COMMON STOCK (Boston Omaha Corporation) | Long | Equity-common | US | $53K | 4K | 0.00 |
| BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 (Boston Scientific Corporation) | Long | Equity-common | US | $9M | 123K | 0.13 |
| BOUYGUES SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $807K | 25K | 0.01 |
| BOWLERO CORP COMMON STOCK USD.0001 (Bowlero Corp.) | Long | Equity-common | US | $39K | 3K | 0.00 |
| BOWMAN CONSULTING GROUP LTD COMMON STOCK USD.01 (Bowman Consulting Group Ltd.) | Long | Equity-common | US | $57K | 2K | 0.00 |
| BOX INC COMMON STOCK USD.0001 (Box Inc.) | Long | Equity-common | US | $574K | 22K | 0.01 |
| BOYD GAMING CORP COMMON STOCK USD.01 (Boyd Gaming Corporation) | Long | Equity-common | US | $688K | 12K | 0.01 |
| BP PLC COMMON STOCK USD.25 (BP P.L.C.) | Long | Equity-common | GB | $13M | 2M | 0.19 |
| BRAEMAR HOTELS and RESORTS INC REIT USD.01 (Braemar Hotels and Resorts Inc.) | Long | Equity-common | US | $31K | 12K | 0.00 |
| BRAMBLES LTD COMMON STOCK (Brambles Limited) | Long | Equity-common | AU | $2M | 185K | 0.02 |
| BRANDYWINE REALTY TRUST REIT USD.01 | Long | Equity-common | US | $113K | 25K | 0.00 |
| BRAZE INC COMMON STOCK USD.0001 (Braze Inc.) | Long | Equity-common | US | $314K | 8K | 0.00 |
| BRC INC COMMON STOCK USD.0001 (B R C Inc.) | Long | Equity-common | US | $44K | 7K | 0.00 |
| BREAD FINANCIAL HOLDINGS INC COMMON STOCK USD.01 (Bread Financial Holdings Inc.) | Long | Equity-common | US | $334K | 7K | 0.00 |
| BRENNTAG SE COMMON STOCK | Long | Equity-common | DE | $1M | 17K | 0.02 |
| BRIDGEBIO PHARMA INC COMMON STOCK (BridgeBio Pharma Inc.) | Long | Equity-common | US | $450K | 18K | 0.01 |
| BRIDGESTONE CORP COMMON STOCK (Bridgestone Corporation) | Long | Equity-common | JP | $3M | 76K | 0.04 |
| BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001 (Bridgewater Bancshares Inc.) | Long | Equity-common | US | $42K | 4K | 0.00 |
| BRIGHTCOVE INC COMMON STOCK USD.001 (Brightcove Inc.) | Long | Equity-common | US | $21K | 9K | 0.00 |
| BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 (Brighthouse Financial Inc.) | Long | Equity-common | US | $499K | 12K | 0.01 |
| BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD.001 (BrightSphere Investment Group Inc.) | Long | Equity-common | US | $117K | 5K | 0.00 |
| BRIGHTSPIRE CAPITAL INC REIT USD.01 (BrightSpire Capital Inc.) | Long | Equity-common | US | $113K | 20K | 0.00 |
| BRIGHTSPRING HEALTH SERVICES I COMMON STOCK USD100.0 (BrightSpring Health Services Inc.) | Long | Equity-common | US | $59K | 5K | 0.00 |
| BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01 (BrightView Holdings Inc.) | Long | Equity-common | US | $86K | 7K | 0.00 |
| BRINK'S CO/THE COMMON STOCK USD1.0 (The Brink's Company) | Long | Equity-common | US | $2M | 15K | 0.02 |
| BRINKER INTERNATIONAL INC COMMON STOCK USD.1 (Brinker International Inc.) | Long | Equity-common | US | $490K | 7K | 0.01 |
| BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1 (Bristol-Myers Squibb Company) | Long | Equity-common | US | $7M | 169K | 0.10 |
| BRISTOW GROUP INC COMMON STOCK USD.01 (Bristow Group Inc.) | Long | Equity-common | US | $122K | 4K | 0.00 |
| BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25 (British American Tobacco p.l.c.) | Long | Equity-common | GB | $8M | 266K | 0.11 |
| BRIXMOR PROPERTY GROUP INC REIT USD.01 (Brixmor Property Group Inc.) | Long | Equity-common | US | $1M | 56K | 0.02 |
| BROADCOM INC COMMON STOCK (Broadcom Inc.) | Long | Equity-common | US | $58M | 36K | 0.81 |
| BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01 (Broadridge Financial Solutions Inc.) | Long | Equity-common | US | $2M | 10K | 0.03 |
| BROADSTONE NET LEASE INC REIT USD.00025 (Broadstone Net Lease Inc.) | Long | Equity-common | US | $459K | 29K | 0.01 |
| BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 (Brookdale Senior Living Inc.) | Long | Equity-common | US | $199K | 29K | 0.00 |
| BROOKFIELD BUSINESS CORP COMMON STOCK (Brookfield Business Corporation) | Long | Equity-common | CA | $78K | 4K | 0.00 |
| BROOKFIELD INFRASTRUCTURE CORP COMMON STOCK (Brookfield Infrastructure Corporation) | Long | Equity-common | CA | $624K | 19K | 0.01 |
| BROOKLINE BANCORP INC COMMON STOCK USD.01 (Brookline Bancorp Inc.) | Long | Equity-common | US | $118K | 14K | 0.00 |
| BROTHER INDUSTRIES LTD COMMON STOCK (Brother Industries Ltd.) | Long | Equity-common | JP | $543K | 31K | 0.01 |
| BROWN + BROWN INC COMMON STOCK USD.1 (Brown and Brown Inc.) | Long | Equity-common | US | $2M | 20K | 0.03 |
| BROWN-FORMAN CORP COMMON STOCK USD.15 (Brown-Forman Corporation) | Long | Equity-common | US | $672K | 16K | 0.01 |
| BRT APARTMENTS CORP REIT USD3.0 (BRT Apartments Corp.) | Long | Equity-common | US | $42K | 2K | 0.00 |
| BRUKER CORP COMMON STOCK USD.01 (Bruker Corporation) | Long | Equity-common | US | $1M | 18K | 0.02 |
| BRUNSWICK CORP/DE COMMON STOCK USD.75 (Brunswick Corporation) | Long | Equity-common | US | $911K | 13K | 0.01 |
| BT GROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $2M | 857K | 0.02 |
| BUCKLE INC/THE COMMON STOCK USD.01 (The Buckle Inc.) | Long | Equity-common | US | $177K | 5K | 0.00 |
| BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01 (Build-A-Bear Workshop Inc.) | Long | Equity-common | US | $48K | 2K | 0.00 |
| BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 (Builders FirstSource Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| BUMBLE INC COMMON STOCK USD.01 (Bumble Inc.) | Long | Equity-common | US | $165K | 16K | 0.00 |
| BUNGE GLOBAL SA COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 11K | 0.02 |
| BUNZL PLC COMMON STOCK GBP.3214286 | Long | Equity-common | GB | $2M | 45K | 0.02 |
| BURBERRY GROUP PLC COMMON STOCK GBP.0005 | Long | Equity-common | GB | $528K | 48K | 0.01 |
| BUREAU VERITAS SA COMMON STOCK EUR.12 | Long | Equity-common | FR | $1M | 42K | 0.02 |
| BURKE and HERBERT FINANCIAL SERV COMMON STOCK (Burke and Herbert Financial Services Corp.) | Long | Equity-common | US | $86K | 2K | 0.00 |
| BURLINGTON STORES INC COMMON STOCK USD.0001 (Burlington Stores Inc.) | Long | Equity-common | US | $3M | 12K | 0.04 |
| BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0 (Business First Bancshares Inc.) | Long | Equity-common | US | $84K | 4K | 0.00 |
| BUTTERFLY NETWORK INC COMMON STOCK USD.0001 (Butterfly Network Inc.) | Long | Equity-common | US | $20K | 24K | 0.00 |
| BWX TECHNOLOGIES INC COMMON STOCK USD.01 (BWX Technologies Inc.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| BXP INC REIT USD.01 (BXP Inc.) | Long | Equity-common | US | $765K | 12K | 0.01 |
| BYLINE BANCORP INC COMMON STOCK USD.01 (Byline Bancorp Inc.) | Long | Equity-common | US | $100K | 4K | 0.00 |
| C3.AI INC COMMON STOCK USD.001 (C3.Ai Inc.) | Long | Equity-common | US | $366K | 13K | 0.01 |
| CABALETTA BIO INC COMMON STOCK USD.00001 (Cabaletta Bio Inc.) | Long | Equity-common | US | $39K | 5K | 0.00 |
| CABOT CORP COMMON STOCK USD1.0 (Cabot Corporation) | Long | Equity-common | US | $2M | 19K | 0.02 |
| CABOT OIL and GAS CORP COMMON STOCK USD.1 (Coterra Energy Inc.) | Long | Equity-common | US | $2M | 60K | 0.02 |
| CACI INTERNATIONAL INC COMMON STOCK USD.1 (CACI International Inc.) | Long | Equity-common | US | $2M | 4K | 0.02 |
| CACTUS INC COMMON STOCK USD.01 (Cactus Inc.) | Long | Equity-common | US | $530K | 10K | 0.01 |
| CADENCE BANK COMMON STOCK USD2.5 | Long | Equity-common | US | $2M | 62K | 0.02 |
| CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01 (Cadence Design Systems Inc.) | Long | Equity-common | US | $7M | 23K | 0.10 |
| CADIZ INC COMMON STOCK USD.01 (Cadiz Inc.) | Long | Equity-common | US | $25K | 8K | 0.00 |
| CADRE HOLDINGS INC COMMON STOCK USD.01 (Cadre Holdings Inc.) | Long | Equity-common | US | $102K | 3K | 0.00 |
| CAESARS ENTERTAINMENT INC COMMON STOCK (Caesars Entertainment Inc.) | Long | Equity-common | US | $738K | 19K | 0.01 |
| CAIXABANK SA COMMON STOCK EUR1.0 (CaixaBank S.A.) | Long | Equity-common | ES | $3M | 497K | 0.04 |
| CAL-MAINE FOODS INC COMMON STOCK USD.01 (Cal-Maine Foods Inc.) | Long | Equity-common | US | $387K | 6K | 0.01 |
| CALAVO GROWERS INC COMMON STOCK USD.001 (Calavo Growers Inc.) | Long | Equity-common | US | $67K | 3K | 0.00 |
| CALEDONIA MINING CORP PLC COMMON STOCK (Caledonia Mining Corporation Plc) | Long | Equity-common | ZA | $31K | 3K | 0.00 |
| CALERES INC COMMON STOCK USD.01 (Caleres Inc.) | Long | Equity-common | US | $178K | 5K | 0.00 |
| CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 (California Resources Corporation) | Long | Equity-common | US | $574K | 11K | 0.01 |
| CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01 | Long | Equity-common | US | $435K | 9K | 0.01 |
| CALIX INC COMMON STOCK (Calix Inc.) | Long | Equity-common | US | $323K | 9K | 0.00 |
| CAMBRIDGE BANCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $82K | 1K | 0.00 |
| CAMDEN NATIONAL CORP COMMON STOCK (Camden National Corporation) | Long | Equity-common | US | $73K | 2K | 0.00 |
| CAMDEN PROPERTY TRUST REIT USD.01 | Long | Equity-common | US | $1M | 9K | 0.01 |
| CAMPBELL SOUP CO COMMON STOCK USD.0375 (Campbell Soup Company) | Long | Equity-common | US | $765K | 17K | 0.01 |
| CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01 (Camping World Holdings Inc.) | Long | Equity-common | US | $113K | 6K | 0.00 |
| CandF FINANCIAL CORP COMMON STOCK USD1.0 (CandF Financial Corporation) | Long | Equity-common | US | $24K | 507 | 0.00 |
| CANNAE HOLDINGS INC COMMON STOCK USD.0001 (Cannae Holdings Inc.) | Long | Equity-common | US | $194K | 11K | 0.00 |
| CANON INC COMMON STOCK (Canon Inc.) | Long | Equity-common | JP | $4M | 133K | 0.05 |
| CANTALOUPE INC COMMON STOCK (Cantaloupe Inc.) | Long | Equity-common | US | $58K | 9K | 0.00 |
| CAPCOM CO LTD COMMON STOCK (Capcom Co. Ltd.) | Long | Equity-common | JP | $869K | 46K | 0.01 |
| CAPGEMINI SE COMMON STOCK EUR8.0 | Long | Equity-common | FR | $4M | 21K | 0.06 |
| CAPITAL BANCORP INC COMMON STOCK USD.01 (Capital Bancorp Inc.) | Long | Equity-common | US | $35K | 2K | 0.00 |
| CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01 (Capital City Bank Group Inc.) | Long | Equity-common | US | $62K | 2K | 0.00 |
| CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 (Capital One Financial Corporation) | Long | Equity-common | US | $4M | 32K | 0.06 |
| CAPITALAND ASCENDAS REIT REIT | Long | Equity-common | SG | $933K | 495K | 0.01 |
| CAPITALAND INTEGRATED COMMERCI REIT (CapitaLand Integrated Commercial Trust) | Long | Equity-common | SG | $1M | 714K | 0.01 |
| CAPITALAND INVESTMENT LTD/SING COMMON STOCK (CAPITALAND INVESTMENT LIMITED) | Long | Equity-common | SG | $674K | 345K | 0.01 |
| CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01 (Capitol Federal Financial Inc.) | Long | Equity-common | US | $114K | 21K | 0.00 |
| CAPRI HOLDINGS LTD COMMON STOCK (Capri Holdings Limited) | Long | Equity-common | GB | $714K | 22K | 0.01 |
| CAR GROUP LTD COMMON STOCK (CAR Group Limited) | Long | Equity-common | AU | $1M | 47K | 0.02 |
| CARDINAL HEALTH INC COMMON STOCK (Cardinal Health Inc.) | Long | Equity-common | US | $2M | 20K | 0.03 |
| CARDLYTICS INC COMMON STOCK USD.0001 (Cardlytics Inc.) | Long | Equity-common | US | $47K | 6K | 0.00 |
| CAREDX INC COMMON STOCK USD.001 (CareDx Inc.) | Long | Equity-common | US | $127K | 8K | 0.00 |
| CARETRUST REIT INC REIT USD.01 (CareTrust REIT Inc.) | Long | Equity-common | US | $382K | 15K | 0.01 |
| CARGO THERAPEUTICS INC COMMON STOCK USD.001 (Cargo Therapeutics Inc.) | Long | Equity-common | US | $54K | 3K | 0.00 |
| CARGURUS INC COMMON STOCK USD.001 (CarGurus Inc.) | Long | Equity-common | US | $394K | 15K | 0.01 |
| CARIBOU BIOSCIENCES INC COMMON STOCK USD.0001 (Caribou Biosciences Inc.) | Long | Equity-common | US | $21K | 13K | 0.00 |
| CARL ZEISS MEDITEC AG COMMON STOCK | Long | Equity-common | DE | $375K | 5K | 0.01 |
| CARLISLE COS INC COMMON STOCK USD1.0 (Carlisle Companies Incorporated) | Long | Equity-common | US | $4M | 9K | 0.05 |
| CARLSBERG AS COMMON STOCK DKK20.0 | Long | Equity-common | DK | $2M | 13K | 0.02 |
| CARLYLE GROUP INC/THE COMMON STOCK USD1.0 (The Carlyle Group Inc.) | Long | Equity-common | US | $2M | 40K | 0.02 |
| CARMAX INC COMMON STOCK USD.5 (CarMax Inc.) | Long | Equity-common | US | $997K | 14K | 0.01 |
| CARNIVAL CORP COMMON STOCK USD.01 (Carnival Corporation) | Long | Equity-common | US | $2M | 87K | 0.02 |
| CARPARTS.COM INC COMMON STOCK USD.001 (CarParts.com Inc.) | Long | Equity-common | US | $10K | 10K | 0.00 |
| CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0 (Carpenter Technology Corporation) | Long | Equity-common | US | $831K | 8K | 0.01 |
| CARREFOUR SA COMMON STOCK EUR2.5 | Long | Equity-common | FR | $1M | 75K | 0.01 |
| CARRIAGE SERVICES INC COMMON STOCK USD.01 (Carriage Services Inc.) | Long | Equity-common | US | $60K | 2K | 0.00 |
| CARRIER GLOBAL CORP COMMON STOCK USD.01 (Carrier Global Corporation) | Long | Equity-common | US | $4M | 70K | 0.06 |
| CARS.COM INC COMMON STOCK USD.01 (Cars.com Inc.) | Long | Equity-common | US | $202K | 10K | 0.00 |
| CARTER BANKSHARES INC COMMON STOCK USD1.0 (Carter Bankshares Inc.) | Long | Equity-common | US | $55K | 4K | 0.00 |
| CARTER'S INC COMMON STOCK USD.01 (Carter's Inc.) | Long | Equity-common | US | $419K | 7K | 0.01 |
| CARTESIAN THERAPEUTICS INC COMMON STOCK (Cartesian Therapeutics Inc.) | Long | Equity-common | US | $4K | 20K | 0.00 |
| CARVANA CO COMMON STOCK USD.001 (Carvana Co.) | Long | Equity-common | US | $2M | 16K | 0.03 |
| CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01 (Casella Waste Systems Inc.) | Long | Equity-common | US | $868K | 9K | 0.01 |
| CASEY'S GENERAL STORES INC COMMON STOCK (Casey's General Stores Inc.) | Long | Equity-common | US | $3M | 7K | 0.04 |
| CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5 (Cass Information Systems Inc.) | Long | Equity-common | US | $93K | 2K | 0.00 |
| CASSAVA SCIENCES INC COMMON STOCK USD.001 (Cassava Sciences Inc.) | Long | Equity-common | US | $76K | 6K | 0.00 |
| CASTLE BIOSCIENCES INC COMMON STOCK USD.001 (Castle Biosciences Inc.) | Long | Equity-common | US | $86K | 4K | 0.00 |
| CATALENT INC COMMON STOCK USD.01 (Catalent Inc.) | Long | Equity-common | US | $874K | 16K | 0.01 |
| CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001 (Catalyst Pharmaceuticals Inc.) | Long | Equity-common | US | $251K | 16K | 0.00 |
| CATERPILLAR INC COMMON STOCK USD1.0 (Caterpillar Inc.) | Long | Equity-common | US | $14M | 41K | 0.19 |
| CATHAY GENERAL BANCORP COMMON STOCK USD.01 | Long | Equity-common | US | $399K | 11K | 0.01 |
| CATO CORP/THE COMMON STOCK USD.033 (The Cato Corporation) | Long | Equity-common | US | $19K | 3K | 0.00 |
| CAVCO INDUSTRIES INC COMMON STOCK USD.01 (Cavco Industries Inc.) | Long | Equity-common | US | $469K | 1K | 0.01 |
| CBIZ INC COMMON STOCK USD.01 (CBIZ Inc.) | Long | Equity-common | US | $543K | 7K | 0.01 |
| CBL and ASSOCIATES PROPERTIES IN REIT USD.01 (CBL and Associates Properties Inc.) | Long | Equity-common | US | $90K | 4K | 0.00 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (Cboe Global Markets Inc.) | Long | Equity-common | US | $2M | 9K | 0.02 |
| CBRE GROUP INC COMMON STOCK USD.01 (CBRE Group Inc.) | Long | Equity-common | US | $2M | 26K | 0.03 |
| CDW CORP/DE COMMON STOCK USD.01 (CDW Corporation) | Long | Equity-common | US | $2M | 11K | 0.03 |
| CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 (CECO Environmental Corp.) | Long | Equity-common | US | $132K | 5K | 0.00 |
| CELANESE CORP COMMON STOCK USD.0001 (Celanese Corporation) | Long | Equity-common | US | $1M | 9K | 0.02 |
| CELCUITY INC COMMON STOCK USD.001 (Celcuity Inc.) | Long | Equity-common | US | $52K | 3K | 0.00 |
| CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 (Celldex Therapeutics Inc.) | Long | Equity-common | US | $350K | 9K | 0.00 |
| CELLNEX TELECOM SA COMMON STOCK EUR.25 (Cellnex Telecom S.A.) | Long | Equity-common | ES | $2M | 66K | 0.03 |
| CELSIUS HOLDINGS INC COMMON STOCK USD.001 (Celsius Holdings Inc.) | Long | Equity-common | US | $2M | 28K | 0.02 |
| CENCORA INC COMMON STOCK USD.01 (Cencora Inc.) | Long | Equity-common | US | $3M | 14K | 0.04 |
| CENTENE CORP COMMON STOCK USD.001 (Centene Corporation) | Long | Equity-common | US | $3M | 44K | 0.04 |
| CENTERPOINT ENERGY INC COMMON STOCK USD.01 (CenterPoint Energy Inc.) | Long | Equity-common | US | $2M | 54K | 0.02 |
| CENTERSPACE REIT | Long | Equity-common | US | $157K | 2K | 0.00 |
| CENTRAL GARDEN and PET CO COMMON STOCK USD.01 (Central Garden and Pet Company) | Long | Equity-common | US | $259K | 8K | 0.00 |
| CENTRAL GARDEN and PET CO COMMON STOCK USD.01 (Central Garden and Pet Company) | Long | Equity-common | US | $66K | 2K | 0.00 |
| CENTRAL JAPAN RAILWAY CO COMMON STOCK (Central Japan Railway Company) | Long | Equity-common | JP | $2M | 102K | 0.03 |
| CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK (Central Pacific Financial Corp.) | Long | Equity-common | US | $84K | 4K | 0.00 |
| CENTRICA PLC COMMON STOCK GBP.061728 | Long | Equity-common | GB | $1M | 708K | 0.02 |
| CENTRUS ENERGY CORP COMMON STOCK USD.1 (Centrus Energy Corp.) | Long | Equity-common | US | $82K | 2K | 0.00 |
| CENTURY ALUMINUM CO COMMON STOCK USD.01 (Century Aluminum Company) | Long | Equity-common | US | $135K | 8K | 0.00 |
| CENTURY CASINOS INC COMMON STOCK USD.01 (Century Casinos Inc.) | Long | Equity-common | US | $14K | 5K | 0.00 |
| CENTURY COMMUNITIES INC COMMON STOCK USD.01 (Century Communities Inc.) | Long | Equity-common | US | $363K | 4K | 0.01 |
| CENTURY THERAPEUTICS INC COMMON STOCK USD.0001 (Century Therapeutics Inc.) | Long | Equity-common | US | $9K | 4K | 0.00 |
| CERENCE INC COMMON STOCK USD.01 (Cerence Inc.) | Long | Equity-common | US | $18K | 6K | 0.00 |
| CEREVEL THERAPEUTICS HLDGS INC COMMON STOCK USD.0001 (Cerevel Therapeutics Holdings Inc.) | Long | Equity-common | US | $443K | 11K | 0.01 |
| CERUS CORP COMMON STOCK USD.001 (Cerus Corporation) | Long | Equity-common | US | $48K | 27K | 0.00 |
| CEVA INC COMMON STOCK USD.001 (CEVA Inc.) | Long | Equity-common | US | $70K | 4K | 0.00 |
| CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 (CF Industries Holdings Inc.) | Long | Equity-common | US | $1M | 15K | 0.02 |
| CG ONCOLOGY INC COMMON STOCK (CG Oncology Inc.) | Long | Equity-common | US | $106K | 3K | 0.00 |
| CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1 (C.H. Robinson Worldwide Inc.) | Long | Equity-common | US | $884K | 10K | 0.01 |
| CHAMPIONX CORP COMMON STOCK USD.01 (ChampionX Corporation) | Long | Equity-common | US | $2M | 66K | 0.03 |
| CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01 (Charles River Laboratories International Inc.) | Long | Equity-common | US | $912K | 4K | 0.01 |
| CHARLES SCHWAB CORP/THE COMMON STOCK USD.01 (The Charles Schwab Corporation) | Long | Equity-common | US | $9M | 125K | 0.13 |
| CHART INDUSTRIES INC COMMON STOCK USD.01 (Chart Industries Inc.) | Long | Equity-common | US | $2M | 14K | 0.03 |
| CHARTER COMMUNICATIONS INC COMMON STOCK USD.001 (Charter Communications Inc.) | Long | Equity-common | US | $2M | 8K | 0.03 |
| CHATHAM LODGING TRUST REIT USD.01 | Long | Equity-common | US | $66K | 8K | 0.00 |
| CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 (Check Point Software Technologies Ltd.) | Long | Equity-common | IL | $2M | 12K | 0.03 |
| CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 (The Cheesecake Factory Incorporated) | Long | Equity-common | US | $294K | 7K | 0.00 |
| CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01 (The Chefs' Warehouse Inc.) | Long | Equity-common | US | $214K | 5K | 0.00 |
| CHEGG INC COMMON STOCK USD.001 (Chegg Inc.) | Long | Equity-common | US | $57K | 18K | 0.00 |
| CHEMED CORP COMMON STOCK USD1.0 (Chemed Corporation) | Long | Equity-common | US | $2M | 3K | 0.02 |
| CHEMOURS CO/THE COMMON STOCK USD.01 (The Chemours Company) | Long | Equity-common | US | $623K | 28K | 0.01 |
| CHEMUNG FINANCIAL CORP COMMON STOCK USD.01 (Chemung Financial Corporation) | Long | Equity-common | US | $19K | 388 | 0.00 |
| CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 (Chesapeake Energy Corporation) | Long | Equity-common | US | $2M | 21K | 0.02 |
| CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 (Chesapeake Utilities Corporation) | Long | Equity-common | US | $349K | 3K | 0.00 |
| CHEVRON CORP COMMON STOCK USD.75 (Chevron Corporation) | Long | Equity-common | US | $22M | 143K | 0.31 |
| CHIBA BANK LTD/THE COMMON STOCK (The Chiba Bank Ltd.) | Long | Equity-common | JP | $630K | 70K | 0.01 |
| CHICAGO ATLANTIC REAL ESTATE F REIT USD.01 (Chicago Atlantic Real Estate Finance Inc.) | Long | Equity-common | US | $41K | 3K | 0.00 |
| CHILDREN'S PLACE INC/THE COMMON STOCK USD.1 (The Children's Place Inc.) | Long | Equity-common | US | $14K | 2K | 0.00 |
| CHIMERA INVESTMENT CORP REIT USD.01 (Chimera Investment Corporation) | Long | Equity-common | US | $151K | 12K | 0.00 |
| CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 (Chipotle Mexican Grill Inc.) | Long | Equity-common | US | $7M | 115K | 0.10 |
| CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF10.0 (Chocoladefabriken Lindt and Spruengli AG) | Long | Equity-common | CH | $2M | 129 | 0.02 |
| CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0 (Chocoladefabriken Lindt and Spruengli AG) | Long | Equity-common | CH | $2M | 14 | 0.02 |
| CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01 (Choice Hotels International Inc.) | Long | Equity-common | US | $527K | 4K | 0.01 |
| CHOICEONE FINANCIAL SERVICES I COMMON STOCK (ChoiceOne Financial Services Inc.) | Long | Equity-common | US | $33K | 1K | 0.00 |
| CHORD ENERGY CORP CHORD ENERGY CORP CW24 (Chord Energy Corporation) | Long | Equity-common | US | $29K | 917 | 0.00 |
| CHORD ENERGY CORP COMMON STOCK (Chord Energy Corporation) | Long | Equity-common | US | $3M | 18K | 0.04 |
| CHORD ENERGY CORP WARRANTS CALL EXP 01SEP25 (Chord Energy Corporation) | Long | Equity-common | US | $11K | 458 | 0.00 |
| CHUBB LTD COMMON STOCK (Chubb Limited) | Long | Equity-common | CH | $9M | 34K | 0.12 |
| CHUBU ELECTRIC POWER CO INC COMMON STOCK (Chubu Electric Power Company Incorpoated) | Long | Equity-common | JP | $1M | 85K | 0.01 |
| CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK (Chugai Pharmaceutical Co. Ltd.) | Long | Equity-common | JP | $3M | 89K | 0.04 |
| CHURCH and DWIGHT CO INC COMMON STOCK USD1.0 (Church and Dwight Co. Inc.) | Long | Equity-common | US | $2M | 20K | 0.03 |
| CHURCHILL DOWNS INC COMMON STOCK (Churchill Downs Incorporated) | Long | Equity-common | US | $2M | 12K | 0.02 |
| CHUY'S HOLDINGS INC COMMON STOCK USD.01 (Chuy's Holdings Inc.) | Long | Equity-common | US | $72K | 3K | 0.00 |
| CIE DE SAINT-GOBAIN SA COMMON STOCK EUR4.0 (Compagnie de Saint-Gobain) | Long | Equity-common | FR | $5M | 60K | 0.07 |
| CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0 (Compagnie Financiere Richemont SA) | Long | Equity-common | CH | $11M | 71K | 0.15 |
| CIE GENERALE DES ETABLISSEMENT COMMON STOCK EUR.5 (Compagnie Generale des Etablissements Michelin) | Long | Equity-common | FR | $3M | 90K | 0.05 |
| CIENA CORP COMMON STOCK USD.01 (Ciena Corporation) | Long | Equity-common | US | $1M | 27K | 0.02 |
| CIGNA GROUP/THE COMMON STOCK USD.01 (The Cigna Group) | Long | Equity-common | US | $8M | 24K | 0.11 |
| CIMPRESS PLC COMMON STOCK EUR.01 (Cimpress Public Limited Company) | Long | Equity-common | IE | $245K | 3K | 0.00 |
| CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 (Cincinnati Financial Corporation) | Long | Equity-common | US | $1M | 12K | 0.02 |
| CINEMARK HOLDINGS INC COMMON STOCK USD.001 (Cinemark Holdings Inc.) | Long | Equity-common | US | $371K | 17K | 0.01 |
| CINTAS CORP COMMON STOCK (Cintas Corporation) | Long | Equity-common | US | $5M | 7K | 0.07 |
| CIPHER MINING INC COMMON STOCK USD1.0 (Cipher Mining Inc.) | Long | Equity-common | US | $28K | 7K | 0.00 |
| CIRRUS LOGIC INC COMMON STOCK USD.001 (Cirrus Logic Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 (Cisco Systems Inc.) | Long | Equity-common | US | $16M | 338K | 0.22 |
| CITIGROUP INC COMMON STOCK USD.01 (Citigroup Inc.) | Long | Equity-common | US | $10M | 159K | 0.14 |
| CITIZENS and NORTHERN CORP COMMON STOCK USD1.0 (Citizens and Northern Corporation) | Long | Equity-common | US | $50K | 3K | 0.00 |
| CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01 (Citizens Financial Group Inc.) | Long | Equity-common | US | $1M | 37K | 0.02 |
| CITIZENS FINANCIAL SERVICES IN COMMON STOCK USD1.0 (Citizens Financial Services Inc.) | Long | Equity-common | US | $28K | 616.1 | 0.00 |
| CITY HOLDING CO COMMON STOCK USD2.5 (City Holding Company) | Long | Equity-common | US | $241K | 2K | 0.00 |
| CITY OFFICE REIT INC REIT USD.01 (City Office REIT Inc.) | Long | Equity-common | CA | $36K | 7K | 0.00 |
| CIVISTA BANCSHARES INC COMMON STOCK (Civista Bancshares Inc.) | Long | Equity-common | US | $42K | 3K | 0.00 |
| CIVITAS RESOURCES INC COMMON STOCK (Civitas Resources Inc.) | Long | Equity-common | US | $2M | 30K | 0.03 |
| CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0 (CK Asset Holdings Limited) | Long | Equity-common | HK | $963K | 257K | 0.01 |
| CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0 (CK Hutchison Holdings Limited) | Long | Equity-common | HK | $2M | 355K | 0.02 |
| CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0 (CK Infrastructure Holdings Limited) | Long | Equity-common | HK | $472K | 83K | 0.01 |
| CLARIANT AG COMMON STOCK CHF1.76 | Long | Equity-common | CH | $451K | 29K | 0.01 |
| CLAROS MORTGAGE TRUST INC COMMON STOCK USD.01 (Claros Mortgage Trust Inc.) | Long | Equity-common | US | $114K | 14K | 0.00 |
| CLARUS CORP COMMON STOCK USD.0001 (Clarus Corporation) | Long | Equity-common | US | $32K | 5K | 0.00 |
| CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001 (Clean Energy Fuels Corp.) | Long | Equity-common | US | $70K | 26K | 0.00 |
| CLEAN HARBORS INC COMMON STOCK USD.01 (Clean Harbors Inc.) | Long | Equity-common | US | $2M | 9K | 0.03 |
| CLEANSPARK INC COMMON STOCK (CleanSpark Inc.) | Long | Equity-common | US | $475K | 30K | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK (Clear Channel Outdoor Holdings Inc.) | Long | Equity-common | US | $82K | 58K | 0.00 |
| CLEAR SECURE INC COMMON STOCK USD.00001 (Clear Secure Inc.) | Long | Equity-common | US | $235K | 13K | 0.00 |
| CLEARFIELD INC COMMON STOCK USD.01 (Clearfield Inc.) | Long | Equity-common | US | $83K | 2K | 0.00 |
| CLEARPOINT NEURO INC COMMON STOCK USD.01 (ClearPoint Neuro Inc.) | Long | Equity-common | US | $24K | 4K | 0.00 |
| CLEARWATER PAPER CORP COMMON STOCK USD.0001 (Clearwater Paper Corporation) | Long | Equity-common | US | $117K | 2K | 0.00 |
| CLEVELAND-CLIFFS INC COMMON STOCK USD.125 (Cleveland-Cliffs Inc.) | Long | Equity-common | US | $1M | 88K | 0.02 |
| CLIMB GLOBAL SOLUTIONS INC COMMON STOCK USD.01 (Climb Global Solutions Inc.) | Long | Equity-common | US | $48K | 759 | 0.00 |
| CLOROX CO/THE COMMON STOCK USD1.0 (The Clorox Company) | Long | Equity-common | US | $1M | 11K | 0.02 |
| CLP HOLDINGS LTD COMMON STOCK (CLP Holdings Limited) | Long | Equity-common | HK | $2M | 218K | 0.02 |
| CME GROUP INC COMMON STOCK USD.01 (CME Group Inc.) | Long | Equity-common | US | $6M | 30K | 0.08 |
| CMS ENERGY CORP COMMON STOCK USD.01 (CMS Energy Corporation) | Long | Equity-common | US | $2M | 25K | 0.02 |
| CNB FINANCIAL CORP/PA COMMON STOCK (CNB Financial Corporation) | Long | Equity-common | US | $68K | 3K | 0.00 |
| CNO FINANCIAL GROUP INC COMMON STOCK USD.01 (CNO Financial Group Inc.) | Long | Equity-common | US | $1M | 37K | 0.01 |
| CNX RESOURCES CORP COMMON STOCK USD.01 (CNX Resources Corporation) | Long | Equity-common | US | $1M | 53K | 0.02 |
| COASTAL FINANCIAL CORP/WA COMMON STOCK (Coastal Financial Corporation) | Long | Equity-common | US | $77K | 2K | 0.00 |
| COCA-COLA CO/THE COMMON STOCK USD.25 (The Coca-Cola Company) | Long | Equity-common | US | $21M | 324K | 0.29 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0 (Coca-Cola Consolidated Inc.) | Long | Equity-common | US | $2M | 2K | 0.02 |
| COCA-COLA EUROPACIFIC PARTNERS COMMON STOCK EUR.01 (Coca-Cola Europacific Partners plc) | Long | Equity-common | GB | $2M | 27K | 0.03 |
| COCA-COLA HBC AG COMMON STOCK CHF6.7 | Long | Equity-common | CH | $989K | 29K | 0.01 |
| COCHLEAR LTD COMMON STOCK (Cochlear Limited) | Long | Equity-common | AU | $2M | 9K | 0.03 |
| CODEXIS INC COMMON STOCK USD.0001 (Codexis Inc.) | Long | Equity-common | US | $34K | 11K | 0.00 |
| CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 (Codorus Valley Bancorp Inc.) | Long | Equity-common | US | $39K | 2K | 0.00 |
| COEUR MINING INC COMMON STOCK USD.01 (Coeur Mining Inc.) | Long | Equity-common | US | $288K | 51K | 0.00 |
| COGENT BIOSCIENCES INC COMMON STOCK USD.001 (Cogent Biosciences Inc.) | Long | Equity-common | US | $113K | 13K | 0.00 |
| COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001 (Cogent Communications Holdings Inc.) | Long | Equity-common | US | $381K | 7K | 0.01 |
| COGNEX CORP COMMON STOCK USD.002 (Cognex Corporation) | Long | Equity-common | US | $1M | 32K | 0.02 |
| COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01 (Cognizant Technology Solutions Corporation) | Long | Equity-common | US | $3M | 41K | 0.04 |
| COHEN and STEERS INC COMMON STOCK USD.01 (Cohen and Steers Inc.) | Long | Equity-common | US | $290K | 4K | 0.00 |
| COHERENT CORP COMMON STOCK (Coherent Corp.) | Long | Equity-common | US | $2M | 25K | 0.02 |
| COHERUS BIOSCIENCES INC COMMON STOCK USD.0001 (Coherus BioSciences Inc.) | Long | Equity-common | US | $29K | 17K | 0.00 |
| COHU INC COMMON STOCK USD1.0 (Cohu Inc.) | Long | Equity-common | US | $238K | 7K | 0.00 |
| COLES GROUP LTD COMMON STOCK (Coles Group Limited) | Long | Equity-common | AU | $2M | 178K | 0.03 |
| COLGATE-PALMOLIVE CO COMMON STOCK USD1.0 (Colgate-Palmolive Company) | Long | Equity-common | US | $7M | 68K | 0.09 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001 (Collegium Pharmaceutical Inc.) | Long | Equity-common | US | $174K | 5K | 0.00 |
| COLONY BANKCORP INC COMMON STOCK USD1.0 (Colony Bankcorp Inc.) | Long | Equity-common | US | $35K | 3K | 0.00 |
| COLOPLAST A/S COMMON STOCK DKK1.0 | Long | Equity-common | DK | $2M | 17K | 0.03 |
| COLUMBIA BANKING SYSTEM INC COMMON STOCK (Columbia Banking System Inc.) | Long | Equity-common | US | $771K | 39K | 0.01 |
| COLUMBIA FINANCIAL INC COMMON STOCK USD.01 (Columbia Financial Inc.) | Long | Equity-common | US | $72K | 5K | 0.00 |
| COLUMBIA SPORTSWEAR CO COMMON STOCK (Columbia Sportswear Company) | Long | Equity-common | US | $494K | 6K | 0.01 |
| COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 (Columbus McKinnon Corporation) | Long | Equity-common | US | $150K | 4K | 0.00 |
| COMCAST CORP COMMON STOCK USD.01 (Comcast Corporation) | Long | Equity-common | US | $13M | 327K | 0.18 |
| COMFORT SYSTEMS USA INC COMMON STOCK USD.01 (Comfort Systems USA Inc.) | Long | Equity-common | US | $4M | 12K | 0.05 |
| COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0 (Commerce Bancshares Inc.) | Long | Equity-common | US | $1M | 22K | 0.02 |
| COMMERCIAL METALS CO COMMON STOCK USD.01 (Commercial Metals Company) | Long | Equity-common | US | $2M | 40K | 0.03 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01 (Commercial Vehicle Group Inc.) | Long | Equity-common | US | $28K | 6K | 0.00 |
| COMMERZBANK AG COMMON STOCK (Commerzbank Aktiengesellschaft) | Long | Equity-common | DE | $2M | 140K | 0.03 |
| COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK | Long | Equity-common | AU | $19M | 222K | 0.26 |
| COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 (CommScope Holding Company Inc.) | Long | Equity-common | US | $42K | 34K | 0.00 |
| COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK USD1.0 (Community Financial System Inc.) | Long | Equity-common | US | $386K | 8K | 0.01 |
| COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 (Community Health Systems Inc.) | Long | Equity-common | US | $70K | 21K | 0.00 |
| COMMUNITY HEALTHCARE TRUST INC REIT USD.01 (Community Healthcare Trust Incorporated) | Long | Equity-common | US | $108K | 5K | 0.00 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 (Community Trust Bancorp Inc.) | Long | Equity-common | US | $106K | 2K | 0.00 |
| COMMUNITY WEST BANCSHARES COMMON STOCK | Long | Equity-common | US | $28K | 2K | 0.00 |
| COMMVAULT SYSTEMS INC COMMON STOCK USD.01 (Commvault Systems Inc.) | Long | Equity-common | US | $2M | 15K | 0.02 |
| COMPASS DIVERSIFIED HOLDINGS COMMON STOCK | Long | Equity-common | US | $217K | 10K | 0.00 |
| COMPASS GROUP PLC COMMON STOCK GBP.1105 | Long | Equity-common | GB | $6M | 226K | 0.09 |
| COMPASS INC COMMON STOCK USD.00001 (Compass Inc.) | Long | Equity-common | US | $162K | 45K | 0.00 |
| COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01 (Compass Minerals International Inc.) | Long | Equity-common | US | $54K | 5K | 0.00 |
| COMPASS THERAPEUTICS INC COMMON STOCK USD.0001 (Compass Therapeutics Inc.) | Long | Equity-common | US | $16K | 16K | 0.00 |
| COMPUTERSHARE LTD COMMON STOCK (Computershare Limited) | Long | Equity-common | AU | $1M | 71K | 0.02 |
| COMSTOCK RESOURCES INC COMMON STOCK USD.5 (Comstock Resources Inc.) | Long | Equity-common | US | $147K | 14K | 0.00 |
| COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1 (Comtech Telecommunications Corp.) | Long | Equity-common | US | $15K | 5K | 0.00 |
| CONAGRA BRANDS INC COMMON STOCK USD5.0 (Conagra Brands Inc.) | Long | Equity-common | US | $1M | 41K | 0.02 |
| CONCENTRIX CORP COMMON STOCK (Concentrix Corporation) | Long | Equity-common | US | $549K | 9K | 0.01 |
| CONCORDIA FINANCIAL GROUP LTD COMMON STOCK (Concordia Financial Group Ltd.) | Long | Equity-common | JP | $825K | 139K | 0.01 |
| CONCRETE PUMPING HOLDINGS INC COMMON STOCK USD.0001 (Concrete Pumping Holdings Inc.) | Long | Equity-common | US | $29K | 5K | 0.00 |
| CONDUENT INC COMMON STOCK USD.01 (Conduent Incorporated) | Long | Equity-common | US | $89K | 27K | 0.00 |
| CONMED CORP COMMON STOCK USD.01 (CONMED Corporation) | Long | Equity-common | US | $324K | 5K | 0.00 |
| CONNECTONE BANCORP INC COMMON STOCK (ConnectOne Bancorp Inc.) | Long | Equity-common | US | $106K | 6K | 0.00 |
| CONOCOPHILLIPS COMMON STOCK USD.01 | Long | Equity-common | US | $11M | 98K | 0.16 |
| CONSENSUS CLOUD SOLUTIONS INC COMMON STOCK USD.01 (Consensus Cloud Solutions Inc.) | Long | Equity-common | US | $55K | 3K | 0.00 |
| CONSOL ENERGY INC COMMON STOCK USD.01 (CONSOL Energy Inc.) | Long | Equity-common | US | $482K | 5K | 0.01 |
| CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01 (Consolidated Communications Holdings Inc.) | Long | Equity-common | US | $51K | 12K | 0.00 |
| CONSOLIDATED EDISON INC COMMON STOCK USD.1 (Consolidated Edison Inc.) | Long | Equity-common | US | $3M | 28K | 0.04 |
| CONSOLIDATED WATER CO LTD COMMON STOCK USD.6 (Consolidated Water Co. Ltd.) | Long | Equity-common | KY | $62K | 2K | 0.00 |
| CONSTELLATION BRANDS INC COMMON STOCK USD.01 (Constellation Brands Inc.) | Long | Equity-common | US | $3M | 13K | 0.05 |
| CONSTELLATION ENERGY CORP COMMON STOCK (Constellation Energy Corporation) | Long | Equity-common | US | $5M | 26K | 0.07 |
| CONSTELLIUM SE COMMON STOCK EUR.02 | Long | Equity-common | FR | $375K | 20K | 0.01 |
| CONSTRUCTION PARTNERS INC COMMON STOCK USD.001 (Construction Partners Inc.) | Long | Equity-common | US | $340K | 6K | 0.00 |
| CONTANGO ORE INC COMMON STOCK USD.001 (Contango ORE Inc.) | Long | Equity-common | US | $23K | 1K | 0.00 |
| CONTEXTLOGIC INC COMMON STOCK USD.0001 (ContextLogic Inc.) | Long | Equity-common | US | $20K | 4K | 0.00 |
| CONTINENTAL AG COMMON STOCK | Long | Equity-common | DE | $826K | 15K | 0.01 |
| CONTRA ADURO BIOTECH I COMMON STOCK | Long | Equity-common | US | $6K | 2K | 0.00 |
| CONTRA ALBIREO PHARMA COMMON STOCK | Long | Equity-common | US | $6K | 3K | 0.00 |
| CONTRA CHINOOK THERAPE COMMON STOCK | Long | Equity-common | US | $4K | 9K | 0.00 |
| CONTRA CINCOR PHARMA I COMMON STOCK | Long | Equity-common | US | $12K | 4K | 0.00 |
| CONTRA ICOSAVAX INC COMMON STOCK | Long | Equity-common | US | $1K | 4K | 0.00 |
| CONTRA INHIBRX INC COMMON STOCK | Long | Equity-common | US | $3K | 5K | 0.00 |
| CONTRA RESOLUTE FOREST COMMON STOCK | Long | Equity-common | US | $10K | 7K | 0.00 |
| COOPER COS INC/THE COMMON STOCK USD.1 (The Cooper Companies Inc.) | Long | Equity-common | US | $1M | 17K | 0.02 |
| COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001 (Cooper-Standard Holdings Inc.) | Long | Equity-common | US | $32K | 3K | 0.00 |
| COPART INC COMMON STOCK (Copart Inc.) | Long | Equity-common | US | $4M | 73K | 0.05 |
| COPT DEFENSE PROPERTIES REIT USD.01 | Long | Equity-common | US | $955K | 38K | 0.01 |
| CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 (Corcept Therapeutics Incorporated) | Long | Equity-common | US | $408K | 13K | 0.01 |
| CORE and MAIN INC COMMON STOCK USD.01 (Core and Main Inc.) | Long | Equity-common | US | $2M | 32K | 0.02 |
| CORE LABORATORIES INC COMMON STOCK USD.01 (Core Laboratories Inc.) | Long | Equity-common | US | $157K | 8K | 0.00 |
| CORECIVIC INC COMMON STOCK USD.01 (Corecivic Inc.) | Long | Equity-common | US | $230K | 18K | 0.00 |
| CORMEDIX INC COMMON STOCK USD.001 (CorMedix Inc.) | Long | Equity-common | US | $40K | 9K | 0.00 |
| CORNING INC COMMON STOCK USD.5 (Corning Incorporated) | Long | Equity-common | US | $2M | 63K | 0.03 |
| CORPAY INC COMMON STOCK USD.001 (Corpay Inc.) | Long | Equity-common | US | $2M | 6K | 0.02 |
| CORSAIR GAMING INC COMMON STOCK (Corsair Gaming Inc.) | Long | Equity-common | US | $66K | 6K | 0.00 |
| CORTEVA INC COMMON STOCK USD.01 (Corteva Inc.) | Long | Equity-common | US | $3M | 58K | 0.04 |
| CORVEL CORP COMMON STOCK USD.0001 (CorVel Corporation) | Long | Equity-common | US | $343K | 1K | 0.00 |
| COSTAMARE INC COMMON STOCK USD.0001 (Costamare Inc.) | Long | Equity-common | MC | $107K | 7K | 0.00 |
| COSTAR GROUP INC COMMON STOCK USD.01 (CoStar Group Inc.) | Long | Equity-common | US | $2M | 34K | 0.03 |
| COSTCO WHOLESALE CORP COMMON STOCK USD.005 (Costco Wholesale Corporation) | Long | Equity-common | US | $32M | 37K | 0.44 |
| COTY INC COMMON STOCK USD.01 (Coty Inc.) | Long | Equity-common | US | $677K | 68K | 0.01 |
| COUCHBASE INC COMMON STOCK USD.00001 (Couchbase Inc.) | Long | Equity-common | US | $102K | 6K | 0.00 |
| COURSERA INC COMMON STOCK USD.00001 (Coursera Inc.) | Long | Equity-common | US | $144K | 20K | 0.00 |
| COUSINS PROPERTIES INC REIT USD1.0 (Cousins Properties Incorporated) | Long | Equity-common | US | $652K | 28K | 0.01 |
| COVENANT LOGISTICS GROUP INC COMMON STOCK USD.01 (Covenant Logistics Group Inc.) | Long | Equity-common | US | $59K | 1K | 0.00 |
| COVESTRO AG COMMON STOCK | Long | Equity-common | DE | $1M | 25K | 0.02 |
| COVIVIO SA/FRANCE REIT EUR3.0 | Long | Equity-common | FR | $320K | 7K | 0.00 |
| CRA INTERNATIONAL INC COMMON STOCK (CRA International Inc.) | Long | Equity-common | US | $192K | 1K | 0.00 |
| CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01 (Cracker Barrel Old Country Store Inc.) | Long | Equity-common | US | $144K | 3K | 0.00 |
| CRANE CO COMMON STOCK USD1.0 (Crane Co.) | Long | Equity-common | US | $1M | 9K | 0.02 |
| CRANE NXT CO COMMON STOCK USD1.0 (Crane NXT Co.) | Long | Equity-common | US | $552K | 9K | 0.01 |
| CRAWFORD and CO COMMON STOCK USD1.0 (Crawford and Company) | Long | Equity-common | US | $20K | 2K | 0.00 |
| CREDIT AGRICOLE SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $2M | 140K | 0.03 |
| CREDO TECHNOLOGY GROUP HOLDING COMMON STOCK USD.00005 (Credo Technology Group Holding Ltd) | Long | Equity-common | US | $582K | 18K | 0.01 |
| CRESCENT ENERGY CO COMMON STOCK USD.0001 (Crescent Energy Company) | Long | Equity-common | US | $145K | 12K | 0.00 |
| CRICUT INC COMMON STOCK USD.001 (Cricut Inc.) | Long | Equity-common | US | $48K | 8K | 0.00 |
| CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001 (Crinetics Pharmaceuticals Inc.) | Long | Equity-common | US | $456K | 10K | 0.01 |
| CROCS INC COMMON STOCK USD.001 (Crocs Inc.) | Long | Equity-common | US | $2M | 11K | 0.02 |
| CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976 (Croda International Public Limited Company) | Long | Equity-common | GB | $875K | 18K | 0.01 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 (Cross Country Healthcare Inc.) | Long | Equity-common | US | $77K | 6K | 0.00 |
| CROSSFIRST BANKSHARES INC COMMON STOCK USD.01 (CrossFirst Bankshares Inc.) | Long | Equity-common | US | $102K | 7K | 0.00 |
| CROWDSTRIKE HOLDINGS INC COMMON STOCK (CrowdStrike Holdings Inc.) | Long | Equity-common | US | $7M | 19K | 0.10 |
| CROWN CASTLE INC REIT USD.01 (Crown Castle Inc.) | Long | Equity-common | US | $4M | 36K | 0.05 |
| CROWN HOLDINGS INC COMMON STOCK USD5.0 (Crown Holdings Inc.) | Long | Equity-common | US | $2M | 22K | 0.02 |
| CRYOPORT INC COMMON STOCK USD.001 (CryoPort Inc.) | Long | Equity-common | US | $46K | 7K | 0.00 |
| CS DISCO INC COMMON STOCK USD.005 (CS Disco Inc.) | Long | Equity-common | US | $26K | 4K | 0.00 |
| CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01 (CSG Systems International Inc.) | Long | Equity-common | US | $200K | 5K | 0.00 |
| CSL LTD COMMON STOCK (CSL Limited) | Long | Equity-common | AU | $13M | 64K | 0.17 |
| CSW INDUSTRIALS INC COMMON STOCK USD.01 (CSW Industrials Inc.) | Long | Equity-common | US | $637K | 2K | 0.01 |
| CSX CORP COMMON STOCK USD1.0 (CSX Corporation) | Long | Equity-common | US | $5M | 163K | 0.08 |
| CTO REALTY GROWTH INC REIT USD.01 (CTO Realty Growth Inc.) | Long | Equity-common | US | $56K | 3K | 0.00 |
| CTS CORP COMMON STOCK (CTS Corporation) | Long | Equity-common | US | $243K | 5K | 0.00 |
| CTS EVENTIM AG and CO KGAA COMMON STOCK (CTS Eventim AG and Co. KGaA) | Long | Equity-common | DE | $689K | 8K | 0.01 |
| CUBESMART REIT USD.01 | Long | Equity-common | US | $2M | 42K | 0.03 |
| CULLEN/FROST BANKERS INC COMMON STOCK USD.01 (Cullen/Frost Bankers Inc.) | Long | Equity-common | US | $1M | 12K | 0.02 |
| CULLINAN THERAPEUTICS INC COMMON STOCK USD.0001 (Cullinan Therapeutics Inc.) | Long | Equity-common | US | $76K | 4K | 0.00 |
| CUMMINS INC COMMON STOCK USD2.5 (Cummins Inc.) | Long | Equity-common | US | $3M | 11K | 0.04 |
| CURTISS-WRIGHT CORP COMMON STOCK USD1.0 (Curtiss-Wright Corporation) | Long | Equity-common | US | $2M | 7K | 0.03 |
| CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01 | Long | Equity-common | US | $268K | 26K | 0.00 |
| CUSTOM TRUCK ONE SOURCE INC COMMON STOCK USD.0001 (Custom Truck One Source Inc.) | Long | Equity-common | US | $41K | 9K | 0.00 |
| CUSTOMERS BANCORP INC COMMON STOCK USD1.0 (Customers Bancorp Inc.) | Long | Equity-common | US | $213K | 4K | 0.00 |
| CVB FINANCIAL CORP COMMON STOCK (CVB Financial Corp.) | Long | Equity-common | US | $352K | 20K | 0.00 |
| CVR ENERGY INC COMMON STOCK USD.01 (CVR Energy Inc.) | Long | Equity-common | US | $120K | 5K | 0.00 |
| CVRX INC COMMON STOCK USD.01 (CVRx Inc.) | Long | Equity-common | US | $22K | 2K | 0.00 |
| CVS HEALTH CORP COMMON STOCK USD.01 (CVS Health Corporation) | Long | Equity-common | US | $6M | 105K | 0.09 |
| CYBERARK SOFTWARE LTD COMMON STOCK ILS.01 (CyberArk Software Ltd.) | Long | Equity-common | IL | $2M | 6K | 0.02 |
| CYTEK BIOSCIENCES INC COMMON STOCK USD.001 (Cytek Biosciences Inc.) | Long | Equity-common | US | $106K | 19K | 0.00 |
| CYTOKINETICS INC COMMON STOCK USD.001 (Cytokinetics Incorporated) | Long | Equity-common | US | $2M | 36K | 0.03 |
| D'IETEREN GROUP COMMON STOCK | Long | Equity-common | BE | $603K | 3K | 0.01 |
| DAI NIPPON PRINTING CO LTD COMMON STOCK (Dai Nippon Printing Co. Ltd.) | Long | Equity-common | JP | $930K | 28K | 0.01 |
| DAI-ICHI LIFE HOLDINGS INC COMMON STOCK (Dai-ichi Life Holdings Inc.) | Long | Equity-common | JP | $3M | 120K | 0.04 |
| DAIFUKU CO LTD COMMON STOCK (Daifuku Co. Ltd.) | Long | Equity-common | JP | $757K | 40K | 0.01 |
| DAIICHI SANKYO CO LTD COMMON STOCK (Daiichi Sankyo Company Limited) | Long | Equity-common | JP | $9M | 245K | 0.12 |
| DAIKIN INDUSTRIES LTD COMMON STOCK (Daikin Industries Ltd.) | Long | Equity-common | JP | $5M | 35K | 0.07 |
| DAILY JOURNAL CORP COMMON STOCK USD.01 (Daily Journal Corporation) | Long | Equity-common | US | $87K | 221 | 0.00 |
| DAIMLER TRUCK HOLDING AG COMMON STOCK | Long | Equity-common | DE | $3M | 71K | 0.04 |
| DAITO TRUST CONSTRUCTION CO LT COMMON STOCK (Daito Trust Construction Co. Ltd.) | Long | Equity-common | JP | $804K | 8K | 0.01 |
| DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK (Daiwa House Industry Co. Ltd.) | Long | Equity-common | JP | $2M | 74K | 0.03 |
| DAIWA SECURITIES GROUP INC COMMON STOCK (Daiwa Securities Group Inc.) | Long | Equity-common | JP | $1M | 177K | 0.02 |
| DAKOTA GOLD CORP COMMON STOCK USD.001 (Dakota Gold Corp.) | Long | Equity-common | US | $28K | 11K | 0.00 |
| DAKTRONICS INC COMMON STOCK (Daktronics Inc.) | Long | Equity-common | US | $77K | 6K | 0.00 |
| DANA INC COMMON STOCK USD.01 (Dana Incorporated) | Long | Equity-common | US | $246K | 20K | 0.00 |
| DANAHER CORP COMMON STOCK USD.01 (Danaher Corporation) | Long | Equity-common | US | $14M | 55K | 0.19 |
| DANIMER SCIENTIFIC INC COMMON STOCK USD.0001 (Danimer Scientific Inc.) | Long | Equity-common | US | $8K | 13K | 0.00 |
| DANIMER SCIENTIFIC INC WARRANTS (Danimer Scientific Inc.) | Long | Equity-common | US | $0 | 4K | – |
| DANONE SA COMMON STOCK EUR.25 | Long | Equity-common | FR | $5M | 85K | 0.07 |
| DANSKE BANK A/S COMMON STOCK DKK10.0 | Long | Equity-common | DK | $3M | 91K | 0.04 |
| DARDEN RESTAURANTS INC COMMON STOCK (Darden Restaurants Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| DARLING INGREDIENTS INC COMMON STOCK USD.01 (Darling Ingredients Inc.) | Long | Equity-common | US | $1M | 30K | 0.02 |
| DASSAULT AVIATION SA COMMON STOCK EUR.8 | Long | Equity-common | FR | $474K | 3K | 0.01 |
| DASSAULT SYSTEMES SE COMMON STOCK EUR.1 | Long | Equity-common | FR | $3M | 89K | 0.05 |
| DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01 (Dave and Buster's Entertainment Inc.) | Long | Equity-common | US | $215K | 5K | 0.00 |
| DAVIDE CAMPARI-MILANO NV COMMON STOCK EUR.01 (Davide Campari-Milano N.V.) | Long | Equity-common | IT | $773K | 82K | 0.01 |
| DAVITA INC COMMON STOCK USD.001 (DaVita Inc.) | Long | Equity-common | US | $642K | 5K | 0.01 |
| DAY ONE BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 (Day One Biopharmaceuticals Inc.) | Long | Equity-common | US | $136K | 10K | 0.00 |
| DAYFORCE INC COMMON STOCK USD.01 (Dayforce Inc.) | Long | Equity-common | US | $666K | 13K | 0.01 |
| DBS GROUP HOLDINGS LTD COMMON STOCK | Long | Equity-common | SG | $7M | 264K | 0.10 |
| DCC PLC COMMON STOCK EUR.25 (DCC Public Limited Company) | Long | Equity-common | IE | $915K | 13K | 0.01 |
| DECKERS OUTDOOR CORP COMMON STOCK USD.01 (Deckers Outdoor Corporation) | Long | Equity-common | US | $2M | 2K | 0.03 |
| DEERE and CO COMMON STOCK USD1.0 (Deere and Company) | Long | Equity-common | US | $8M | 22K | 0.11 |
| DEFINITIVE HEALTHCARE CORP COMMON STOCK USD.001 (Definitive Healthcare Corp.) | Long | Equity-common | US | $42K | 8K | 0.00 |
| DELEK US HOLDINGS INC COMMON STOCK USD.01 (Delek US Holdings Inc.) | Long | Equity-common | US | $244K | 10K | 0.00 |
| DELIVERY HERO SE COMMON STOCK | Long | Equity-common | DE | $604K | 25K | 0.01 |
| DELTA AIR LINES INC COMMON STOCK USD.0001 (Delta Air Lines Inc.) | Long | Equity-common | US | $3M | 53K | 0.03 |
| DELUXE CORP COMMON STOCK USD1.0 (Deluxe Corporation) | Long | Equity-common | US | $149K | 7K | 0.00 |
| DEMANT A/S COMMON STOCK DKK.2 | Long | Equity-common | DK | $571K | 13K | 0.01 |
| DENALI THERAPEUTICS INC COMMON STOCK USD.01 (Denali Therapeutics Inc.) | Long | Equity-common | US | $427K | 18K | 0.01 |
| DENNY'S CORP COMMON STOCK USD.01 (Denny's Corporation) | Long | Equity-common | US | $54K | 8K | 0.00 |
| DENSO CORP COMMON STOCK (Denso Corporation) | Long | Equity-common | JP | $4M | 251K | 0.05 |
| DENTSPLY SIRONA INC COMMON STOCK USD.01 (DENTSPLY SIRONA Inc.) | Long | Equity-common | US | $958K | 38K | 0.01 |
| DENTSU GROUP INC COMMON STOCK (Dentsu Group Inc.) | Long | Equity-common | JP | $680K | 27K | 0.01 |
| DESIGNER BRANDS INC COMMON STOCK (Designer Brands Inc.) | Long | Equity-common | US | $47K | 7K | 0.00 |
| DESKTOP METAL INC COMMON STOCK USD.0001 (Desktop Metal Inc.) | Long | Equity-common | US | $19K | 5K | 0.00 |
| DESTINATION XL GROUP INC COMMON STOCK USD.01 (Destination XL Group Inc.) | Long | Equity-common | US | $32K | 9K | 0.00 |
| DEUTSCHE BANK AG COMMON STOCK (Deutsche Bank Aktiengesellschaft) | Long | Equity-common | DE | $4M | 251K | 0.06 |
| DEUTSCHE BOERSE AG COMMON STOCK (Deutsche Boerse Aktiengesellschaft) | Long | Equity-common | DE | $5M | 25K | 0.07 |
| DEUTSCHE LUFTHANSA AG COMMON STOCK (Deutsche Lufthansa Aktiengesellschaft) | Long | Equity-common | DE | $486K | 79K | 0.01 |
| DEUTSCHE POST AG COMMON STOCK | Long | Equity-common | DE | $5M | 131K | 0.07 |
| DEUTSCHE TELEKOM AG COMMON STOCK | Long | Equity-common | DE | $11M | 430K | 0.15 |
| DEVON ENERGY CORP COMMON STOCK USD.1 (Devon Energy Corporation) | Long | Equity-common | US | $2M | 53K | 0.03 |
| DEXCOM INC COMMON STOCK USD.001 (DexCom Inc.) | Long | Equity-common | US | $4M | 33K | 0.05 |
| DEXUS REIT | Long | Equity-common | AU | $615K | 143K | 0.01 |
| DHI GROUP INC COMMON STOCK USD.01 (DHI Group Inc.) | Long | Equity-common | US | $19K | 9K | 0.00 |
| DHT HOLDINGS INC COMMON STOCK USD.01 (DHT Holdings Inc.) | Long | Equity-common | BM | $246K | 21K | 0.00 |
| DIAGEO PLC COMMON STOCK GBP.2893518 | Long | Equity-common | GB | $9M | 295K | 0.13 |
| DIAMOND HILL INVESTMENT GROUP COMMON STOCK (Diamond Hill Investment Group Inc.) | Long | Equity-common | US | $60K | 423 | 0.00 |
| DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD.0001 (Diamond Offshore Drilling Inc.) | Long | Equity-common | US | $246K | 16K | 0.00 |
| DIAMONDBACK ENERGY INC COMMON STOCK USD.01 (Diamondback Energy Inc.) | Long | Equity-common | US | $3M | 15K | 0.04 |
| DIAMONDROCK HOSPITALITY CO REIT USD.01 (DiamondRock Hospitality Company) | Long | Equity-common | US | $278K | 33K | 0.00 |
| DIASORIN SPA COMMON STOCK EUR1.0 (Diasorin S.P.A.) | Long | Equity-common | IT | $295K | 3K | 0.00 |
| DICK'S SPORTING GOODS INC COMMON STOCK USD.01 (Dick's Sporting Goods Inc.) | Long | Equity-common | US | $2M | 11K | 0.03 |
| DIGI INTERNATIONAL INC COMMON STOCK USD.01 (Digi International Inc.) | Long | Equity-common | US | $130K | 6K | 0.00 |
| DIGIMARC CORP COMMON STOCK USD.001 (Digimarc Corporation) | Long | Equity-common | US | $68K | 2K | 0.00 |
| DIGITAL REALTY TRUST INC REIT USD.01 (Digital Realty Trust Inc.) | Long | Equity-common | US | $4M | 27K | 0.06 |
| DIGITAL TURBINE INC COMMON STOCK USD.0001 (Digital Turbine Inc.) | Long | Equity-common | US | $26K | 16K | 0.00 |
| DIGITALBRIDGE GROUP INC COMMON STOCK USD.01 (DigitalBridge Group Inc.) | Long | Equity-common | US | $344K | 25K | 0.00 |
| DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025 (DigitalOcean Holdings Inc.) | Long | Equity-common | US | $341K | 10K | 0.00 |
| DILLARD'S INC COMMON STOCK (Dillard's Inc.) | Long | Equity-common | US | $230K | 522 | 0.00 |
| DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01 (Dime Community Bancshares Inc.) | Long | Equity-common | US | $112K | 5K | 0.00 |
| DINE BRANDS GLOBAL INC COMMON STOCK USD.01 (Dine Brands Global Inc.) | Long | Equity-common | US | $89K | 2K | 0.00 |
| DIODES INC COMMON STOCK USD.667 (Diodes Incorporated) | Long | Equity-common | US | $502K | 7K | 0.01 |
| DISC MEDICINE INC COMMON STOCK USD.0001 (Disc Medicine Inc.) | Long | Equity-common | US | $66K | 1K | 0.00 |
| DISCO CORP COMMON STOCK (Disco Corporation) | Long | Equity-common | JP | $5M | 12K | 0.06 |
| DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 | Long | Equity-common | US | $3M | 21K | 0.04 |
| DISCOVERY INC COMMON STOCK (Warner Bros. Discovery Inc.) | Long | Equity-common | US | $1M | 191K | 0.02 |
| DISTRIBUTION SOLUTIONS GROUP I COMMON STOCK USD1.0 (Distribution Solutions Group Inc.) | Long | Equity-common | US | $49K | 2K | 0.00 |
| DIVERSIFIED HEALTHCARE TRUST REIT USD.01 | Long | Equity-common | US | $114K | 37K | 0.00 |
| DMC GLOBAL INC COMMON STOCK (DMC Global Inc.) | Long | Equity-common | US | $44K | 3K | 0.00 |
| DNB BANK ASA COMMON STOCK NOK12.5 | Long | Equity-common | NO | $2M | 112K | 0.03 |
| DNOW INC COMMON STOCK USD.01 (DNOW Inc.) | Long | Equity-common | US | $233K | 17K | 0.00 |
| DOCGO INC COMMON STOCK USD.0001 (DocGo Inc.) | Long | Equity-common | US | $39K | 13K | 0.00 |
| DOLBY LABORATORIES INC COMMON STOCK USD.001 (Dolby Laboratories Inc.) | Long | Equity-common | US | $877K | 11K | 0.01 |
| DOLE PLC COMMON STOCK USD.01 | Long | Equity-common | IE | $134K | 11K | 0.00 |
| DOLLAR GENERAL CORP COMMON STOCK USD.875 (Dollar General Corporation) | Long | Equity-common | US | $2M | 18K | 0.03 |
| DOLLAR TREE INC COMMON STOCK USD.01 (Dollar Tree Inc.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| DOMINION ENERGY INC COMMON STOCK (Dominion Energy Inc.) | Long | Equity-common | US | $3M | 70K | 0.05 |
| DOMINO'S PIZZA INC COMMON STOCK USD.01 (Domino's Pizza Inc.) | Long | Equity-common | US | $2M | 3K | 0.02 |
| DOMO INC COMMON STOCK USD.001 (DOMO INC.) | Long | Equity-common | US | $41K | 5K | 0.00 |
| DONALDSON CO INC COMMON STOCK USD5.0 (Donaldson Company Inc.) | Long | Equity-common | US | $2M | 22K | 0.02 |
| DONEGAL GROUP INC COMMON STOCK USD.01 (Donegal Group Inc.) | Long | Equity-common | US | $46K | 4K | 0.00 |
| DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01 (Donnelley Financial Solutions Inc.) | Long | Equity-common | US | $227K | 4K | 0.00 |
| DORIAN LPG LTD COMMON STOCK USD.01 (Dorian LPG Ltd.) | Long | Equity-common | US | $221K | 5K | 0.00 |
| DORMAN PRODUCTS INC COMMON STOCK USD.01 (Dorman Products Inc.) | Long | Equity-common | US | $375K | 4K | 0.01 |
| DOUGLAS DYNAMICS INC COMMON STOCK USD.01 (Douglas Dynamics Inc.) | Long | Equity-common | US | $82K | 3K | 0.00 |
| DOUGLAS ELLIMAN INC COMMON STOCK (Douglas Elliman Inc.) | Long | Equity-common | US | $16K | 13K | 0.00 |
| DOUGLAS EMMETT INC REIT USD.01 (Douglas Emmett Inc.) | Long | Equity-common | US | $330K | 25K | 0.00 |
| DOVER CORP COMMON STOCK USD1.0 (Dover Corporation) | Long | Equity-common | US | $2M | 11K | 0.03 |
| DOW INC COMMON STOCK USD.01 (Dow Inc.) | Long | Equity-common | US | $3M | 58K | 0.04 |
| DOXIMITY INC COMMON STOCK USD.001 (Doximity Inc.) | Long | Equity-common | US | $633K | 23K | 0.01 |
| DR HORTON INC COMMON STOCK USD.01 (D.R. Horton Inc.) | Long | Equity-common | US | $4M | 25K | 0.05 |
| DR ING HC F PORSCHE AG PREFERENCE (Dr. Ing. h.c. F. Porsche Aktiengesellschaft) | Long | Equity-preferred | DE | $1M | 15K | 0.02 |
| DREAM FINDERS HOMES INC COMMON STOCK USD.01 (Dream Finders Homes Inc.) | Long | Equity-common | US | $100K | 4K | 0.00 |
| DRIL-QUIP INC COMMON STOCK USD.01 (Dril-Quip Inc.) | Long | Equity-common | US | $103K | 6K | 0.00 |
| DROPBOX INC COMMON STOCK USD.00001 (Dropbox Inc.) | Long | Equity-common | US | $1M | 45K | 0.01 |
| DSM-FIRMENICH AG COMMON STOCK EUR.01 | Long | Equity-common | CH | $3M | 25K | 0.04 |
| DSV A/S COMMON STOCK DKK1.0 | Long | Equity-common | DK | $3M | 23K | 0.05 |
| DT MIDSTREAM INC COMMON STOCK USD.01 (DT Midstream Inc.) | Long | Equity-common | US | $1M | 18K | 0.02 |
| DTE ENERGY CO COMMON STOCK (DTE Energy Company) | Long | Equity-common | US | $2M | 18K | 0.03 |
| DUCKHORN PORTFOLIO INC/THE COMMON STOCK USD.01 (The Duckhorn Portfolio Inc.) | Long | Equity-common | US | $53K | 7K | 0.00 |
| DUCOMMUN INC COMMON STOCK USD.01 (Ducommun Incorporated) | Long | Equity-common | US | $122K | 2K | 0.00 |
| DUKE ENERGY CORP COMMON STOCK USD.001 (Duke Energy Corporation) | Long | Equity-common | US | $6M | 65K | 0.09 |
| DUOLINGO INC COMMON STOCK USD.0001 (Duolingo Inc.) | Long | Equity-common | US | $2M | 11K | 0.03 |
| DUPONT DE NEMOURS INC COMMON STOCK USD.01 (DuPont de Nemours Inc.) | Long | Equity-common | US | $3M | 35K | 0.04 |
| DXP ENTERPRISES INC/TX COMMON STOCK USD.01 (DXP Enterprises Inc.) | Long | Equity-common | US | $95K | 2K | 0.00 |
| DYCOM INDUSTRIES INC COMMON STOCK USD.3333333 (Dycom Industries Inc.) | Long | Equity-common | US | $751K | 4K | 0.01 |
| DYNATRACE INC COMMON STOCK USD.001 (Dynatrace Inc.) | Long | Equity-common | US | $2M | 45K | 0.03 |
| DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001 (Dynavax Technologies Corporation) | Long | Equity-common | US | $225K | 20K | 0.00 |
| DYNE THERAPEUTICS INC COMMON STOCK USD.0001 (Dyne Therapeutics Inc.) | Long | Equity-common | US | $316K | 9K | 0.00 |
| DYNEX CAPITAL INC REIT USD.01 (Dynex Capital Inc.) | Long | Equity-common | US | $102K | 9K | 0.00 |
| E.ON SE COMMON STOCK | Long | Equity-common | DE | $4M | 298K | 0.05 |
| E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001 (E2open Parent Holdings Inc.) | Long | Equity-common | US | $122K | 27K | 0.00 |
| EAGLE BANCORP INC COMMON STOCK USD.01 (Eagle Bancorp Inc.) | Long | Equity-common | US | $89K | 5K | 0.00 |
| EAGLE MATERIALS INC COMMON STOCK USD.01 (Eagle Materials Inc.) | Long | Equity-common | US | $1M | 6K | 0.02 |
| EAST JAPAN RAILWAY CO COMMON STOCK (East Japan Railway Company) | Long | Equity-common | JP | $2M | 120K | 0.03 |
| EAST WEST BANCORP INC COMMON STOCK USD.001 (East West Bancorp Inc.) | Long | Equity-common | US | $2M | 26K | 0.03 |
| EASTERLY GOVERNMENT PROPERTIES REIT USD.01 (Easterly Government Properties Inc.) | Long | Equity-common | US | $180K | 15K | 0.00 |
| EASTERN BANKSHARES INC COMMON STOCK USD.01 (Eastern Bankshares Inc.) | Long | Equity-common | US | $341K | 24K | 0.00 |
| EASTGROUP PROPERTIES INC REIT (Eastgroup Properties Inc.) | Long | Equity-common | US | $2M | 9K | 0.02 |
| EASTMAN CHEMICAL CO COMMON STOCK USD.01 (Eastman Chemical Company) | Long | Equity-common | US | $989K | 10K | 0.01 |
| EASTMAN KODAK CO COMMON STOCK USD.01 (Eastman Kodak Company) | Long | Equity-common | US | $53K | 10K | 0.00 |
| EATON CORP PLC COMMON STOCK USD.01 (Eaton Corporation Public Limited Company) | Long | Equity-common | US | $10M | 33K | 0.15 |
| EBAY INC COMMON STOCK USD.001 (eBay Inc.) | Long | Equity-common | US | $2M | 42K | 0.03 |
| EBIX INC COMMON STOCK USD.1 (Ebix Inc.) | Long | Equity-common | US | $397.8 | 4K | 0.00 |
| ECHOSTAR CORP COMMON STOCK USD.001 (EchoStar Corporation) | Long | Equity-common | US | $325K | 18K | 0.00 |
| ECOLAB INC COMMON STOCK USD1.0 (Ecolab Inc.) | Long | Equity-common | US | $5M | 21K | 0.07 |
| ECOVYST INC COMMON STOCK (Ecovyst Inc.) | Long | Equity-common | US | $132K | 15K | 0.00 |
| EDENRED SE COMMON STOCK EUR2.0 | Long | Equity-common | FR | $1M | 33K | 0.02 |
| EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01 (Edgewell Personal Care Company) | Long | Equity-common | US | $313K | 8K | 0.00 |
| EDGEWISE THERAPEUTICS INC COMMON STOCK USD.0001 (Edgewise Therapeutics Inc.) | Long | Equity-common | US | $159K | 9K | 0.00 |
| EDISON INTERNATIONAL COMMON STOCK | Long | Equity-common | US | $2M | 31K | 0.03 |
| EDITAS MEDICINE INC COMMON STOCK USD.0001 (Editas Medicine Inc.) | Long | Equity-common | US | $59K | 13K | 0.00 |
| EDP - ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.0 (EDP - Energias de Portugal S.A) | Long | Equity-common | PT | $2M | 416K | 0.02 |
| EDP RENOVAVEIS SA COMMON STOCK EUR5.0 (EDP Renovaveis Sociedad Anonima) | Long | Equity-common | ES | $578K | 41K | 0.01 |
| EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 (Edwards Lifesciences Corporation) | Long | Equity-common | US | $5M | 50K | 0.06 |
| EGAIN CORP COMMON STOCK USD.001 (eGain Corporation) | Long | Equity-common | US | $26K | 4K | 0.00 |
| EHEALTH INC COMMON STOCK USD.001 (eHealth Inc.) | Long | Equity-common | US | $20K | 5K | 0.00 |
| EIFFAGE SA COMMON STOCK EUR4.0 | Long | Equity-common | FR | $895K | 10K | 0.01 |
| EISAI CO LTD COMMON STOCK (Eisai Co. Ltd.) | Long | Equity-common | JP | $1M | 33K | 0.02 |
| EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01 (El Pollo Loco Holdings Inc.) | Long | Equity-common | US | $43K | 4K | 0.00 |
| ELBIT SYSTEMS LTD COMMON STOCK ILS1.0 (Elbit Systems Ltd.) | Long | Equity-common | IL | $615K | 4K | 0.01 |
| ELECTRONIC ARTS INC COMMON STOCK USD.01 (Electronic Arts Inc.) | Long | Equity-common | US | $3M | 20K | 0.04 |
| ELEVANCE HEALTH INC COMMON STOCK USD.01 (Elevance Health Inc.) | Long | Equity-common | US | $11M | 19K | 0.15 |
| ELF BEAUTY INC COMMON STOCK USD.01 (e.l.f. Beauty Inc.) | Long | Equity-common | US | $4M | 19K | 0.05 |
| ELI LILLY and CO COMMON STOCK (Eli Lilly and Company) | Long | Equity-common | US | $60M | 67K | 0.84 |
| ELIA GROUP SA/NV COMMON STOCK (Elia Group NV/SA) | Long | Equity-common | BE | $364K | 4K | 0.01 |
| ELISA OYJ COMMON STOCK (Elisa Corporation) | Long | Equity-common | FI | $863K | 19K | 0.01 |
| ELLINGTON FINANCIAL INC REIT (Ellington Financial Inc.) | Long | Equity-common | US | $141K | 12K | 0.00 |
| ELME COMMUNITIES REIT USD.01 | Long | Equity-common | US | $215K | 13K | 0.00 |
| EMBECTA CORP COMMON STOCK USD.01 (Embecta Corp.) | Long | Equity-common | US | $112K | 9K | 0.00 |
| EMCOR GROUP INC COMMON STOCK USD.01 (EMCOR Group Inc.) | Long | Equity-common | US | $3M | 9K | 0.04 |
| EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 (Emergent BioSolutions Inc.) | Long | Equity-common | US | $44K | 7K | 0.00 |
| EMERSON ELECTRIC CO COMMON STOCK USD.5 (Emerson Electric Co.) | Long | Equity-common | US | $5M | 48K | 0.07 |
| EMIN RUSSELL 2000 0924 | Derivative-equity | US | $22K | – | 0.00 | |
| EMPIRE STATE REALTY TRUST INC REIT USD.01 (Empire State Realty Trust Inc.) | Long | Equity-common | US | $192K | 20K | 0.00 |
| EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 (Employers Holdings Inc.) | Long | Equity-common | US | $173K | 4K | 0.00 |
| EMS-CHEMIE HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $761K | 930 | 0.01 |
| ENACT HOLDINGS INC COMMON STOCK USD.01 (Enact Holdings Inc.) | Long | Equity-common | US | $138K | 5K | 0.00 |
| ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 (Enanta Pharmaceuticals Inc.) | Long | Equity-common | US | $45K | 3K | 0.00 |
| ENCOMPASS HEALTH CORP COMMON STOCK USD.01 (Encompass Health Corporation) | Long | Equity-common | US | $2M | 19K | 0.02 |
| ENCORE CAPITAL GROUP INC COMMON STOCK USD.01 (Encore Capital Group Inc.) | Long | Equity-common | US | $150K | 4K | 0.00 |
| ENCORE ENERGY CORP COMMON STOCK | Long | Equity-common | CA | $90K | 23K | 0.00 |
| ENCORE WIRE CORP COMMON STOCK USD.01 (Encore Wire Corporation) | Long | Equity-common | US | $673K | 2K | 0.01 |
| ENDEAVOUR GROUP LTD/AUSTRALIA COMMON STOCK (Endeavour Group Limited) | Long | Equity-common | AU | $677K | 202K | 0.01 |
| ENDEAVOUR MINING PLC COMMON STOCK USD.01 | Long | Equity-common | GB | $518K | 24K | 0.01 |
| ENDESA SA COMMON STOCK EUR1.2 | Long | Equity-common | ES | $791K | 42K | 0.01 |
| ENEL SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $7M | 1M | 0.10 |
| ENEOS HOLDINGS INC COMMON STOCK (ENEOS Holdings Inc.) | Long | Equity-common | JP | $2M | 382K | 0.03 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings Inc.) | Long | Equity-common | US | $326K | 11K | 0.00 |
| ENERGY FUELS INC/CANADA COMMON STOCK (Energy Fuels Inc.) | Long | Equity-common | US | $149K | 25K | 0.00 |
| ENERGY RECOVERY INC COMMON STOCK USD.001 (Energy Recovery Inc.) | Long | Equity-common | US | $115K | 9K | 0.00 |
| ENERGY VAULT HOLDINGS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $17K | 18K | 0.00 |
| ENERPAC TOOL GROUP CORP COMMON STOCK USD.2 (Enerpac Tool Group Corp.) | Long | Equity-common | US | $322K | 8K | 0.00 |
| ENERSYS COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 14K | 0.02 |
| ENFUSION INC COMMON STOCK USD.001 (Enfusion Inc.) | Long | Equity-common | US | $53K | 6K | 0.00 |
| ENGIE SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $3M | 242K | 0.05 |
| ENHABIT INC COMMON STOCK USD.01 (Enhabit Inc.) | Long | Equity-common | US | $75K | 8K | 0.00 |
| ENI SPA COMMON STOCK | Long | Equity-common | IT | $4M | 283K | 0.06 |
| ENLIVEN THERAPEUTICS INC COMMON STOCK USD.001 (Enliven Therapeutics Inc.) | Long | Equity-common | US | $91K | 4K | 0.00 |
| ENNIS INC COMMON STOCK USD2.5 (Ennis Inc.) | Long | Equity-common | US | $96K | 4K | 0.00 |
| ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 (Enova International Inc.) | Long | Equity-common | US | $278K | 4K | 0.00 |
| ENOVIS CORP COMMON STOCK USD.001 (Enovis Corporation) | Long | Equity-common | US | $418K | 9K | 0.01 |
| ENOVIX CORP COMMON STOCK USD.0001 (Enovix Corporation) | Long | Equity-common | US | $333K | 22K | 0.00 |
| ENPHASE ENERGY INC COMMON STOCK USD.00001 (Enphase Energy Inc.) | Long | Equity-common | US | $1M | 12K | 0.02 |
| ENPRO INC COMMON STOCK USD.01 | Long | Equity-common | US | $472K | 3K | 0.01 |
| ENSIGN GROUP INC COMMON STOCK USD.001 (The Ensign Group Inc.) | Long | Equity-common | US | $1M | 8K | 0.01 |
| ENSTAR GROUP LTD COMMON STOCK USD1.0 (Enstar Group Limited) | Long | Equity-common | BM | $558K | 2K | 0.01 |
| ENTAIN PLC COMMON STOCK EUR.01 | Long | Equity-common | GB | $672K | 85K | 0.01 |
| ENTERGY CORP COMMON STOCK USD.01 (Entergy Corporation) | Long | Equity-common | US | $2M | 18K | 0.03 |
| ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01 (Enterprise Financial Services Corp) | Long | Equity-common | US | $229K | 6K | 0.00 |
| ENTRADA THERAPEUTICS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $46K | 3K | 0.00 |
| ENVESTNET INC COMMON STOCK (Envestnet Inc.) | Long | Equity-common | US | $484K | 8K | 0.01 |
| ENVIRI CORP COMMON STOCK USD1.25 (Enviri Corporation) | Long | Equity-common | US | $106K | 12K | 0.00 |
| ENVISTA HOLDINGS CORP COMMON STOCK USD.01 (Envista Holdings Corporation) | Long | Equity-common | US | $529K | 32K | 0.01 |
| EOG RESOURCES INC COMMON STOCK USD.01 (EOG Resources Inc.) | Long | Equity-common | US | $6M | 48K | 0.08 |
| EOS ENERGY ENTERPRISES INC COMMON STOCK USD.0001 | Long | Equity-common | US | $23K | 18K | 0.00 |
| EPAM SYSTEMS INC COMMON STOCK USD.001 (EPAM Systems Inc.) | Long | Equity-common | US | $934K | 5K | 0.01 |
| EPIROC AB COMMON STOCK SEK.412413 (Epiroc Aktiebolag) | Long | Equity-common | SE | $2M | 87K | 0.02 |
| EPIROC AB COMMON STOCK SEK.412413 (Epiroc Aktiebolag) | Long | Equity-common | SE | $949K | 52K | 0.01 |
| EPLUS INC COMMON STOCK USD.01 (ePlus inc.) | Long | Equity-common | US | $301K | 4K | 0.00 |
| EPR PROPERTIES REIT USD.01 | Long | Equity-common | US | $588K | 14K | 0.01 |
| EQT AB COMMON STOCK SEK.1 | Long | Equity-common | SE | $1M | 50K | 0.02 |
| EQT CORP COMMON STOCK (EQT Corporation) | Long | Equity-common | US | $1M | 38K | 0.02 |
| EQUIFAX INC COMMON STOCK USD1.25 (Equifax Inc.) | Long | Equity-common | US | $2M | 10K | 0.03 |
| EQUINIX INC REIT USD.001 (Equinix Inc.) | Long | Equity-common | US | $6M | 8K | 0.08 |
| EQUINOR ASA COMMON STOCK NOK2.5 | Long | Equity-common | NO | $3M | 119K | 0.05 |
| EQUITABLE HOLDINGS INC COMMON STOCK USD.01 (Equitable Holdings Inc.) | Long | Equity-common | US | $2M | 57K | 0.03 |
| EQUITRANS MIDSTREAM CORP COMMON STOCK (Equitrans Midstream Corporation) | Long | Equity-common | US | $2M | 148K | 0.03 |
| EQUITY BANCSHARES INC COMMON STOCK USD.01 (Equity Bancshares Inc.) | Long | Equity-common | US | $85K | 2K | 0.00 |
| EQUITY COMMONWEALTH REIT USD.01 | Long | Equity-common | US | $313K | 16K | 0.00 |
| EQUITY LIFESTYLE PROPERTIES IN REIT USD.01 (Equity LifeStyle Properties Inc.) | Long | Equity-common | US | $2M | 35K | 0.03 |
| EQUITY RESIDENTIAL REIT USD.01 | Long | Equity-common | US | $2M | 28K | 0.03 |
| ERASCA INC COMMON STOCK USD.0001 (Erasca Inc.) | Long | Equity-common | US | $37K | 16K | 0.00 |
| ERIE INDEMNITY CO COMMON STOCK (Erie Indemnity Company) | Long | Equity-common | US | $2M | 5K | 0.02 |
| ERSTE GROUP BANK AG COMMON STOCK | Long | Equity-common | AT | $2M | 45K | 0.03 |
| ESAB CORP COMMON STOCK USD.001 (ESAB Corporation) | Long | Equity-common | US | $993K | 11K | 0.01 |
| ESCALADE INC COMMON STOCK (Escalade Incorporated) | Long | Equity-common | US | $22K | 2K | 0.00 |
| ESCO TECHNOLOGIES INC COMMON STOCK USD.01 (ESCO Technologies Inc.) | Long | Equity-common | US | $418K | 4K | 0.01 |
| ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01 (Esquire Financial Holdings Inc.) | Long | Equity-common | US | $50K | 1K | 0.00 |
| ESSA BANCORP INC COMMON STOCK USD.01 (ESSA Bancorp Inc.) | Long | Equity-common | US | $29K | 2K | 0.00 |
| ESSENT GROUP LTD COMMON STOCK USD.015 (Essent Group Ltd.) | Long | Equity-common | US | $2M | 36K | 0.03 |
| ESSENTIAL PROPERTIES REALTY TR REIT USD.01 (Essential Properties Realty Trust Inc.) | Long | Equity-common | US | $665K | 24K | 0.01 |
| ESSENTIAL UTILITIES INC COMMON STOCK USD.5 (Essential Utilities Inc.) | Long | Equity-common | US | $2M | 47K | 0.02 |
| ESSEX PROPERTY TRUST INC REIT USD.0001 (Essex Property Trust Inc.) | Long | Equity-common | US | $2M | 6K | 0.02 |
| ESSILORLUXOTTICA SA COMMON STOCK EUR.18 | Long | Equity-common | FR | $8M | 39K | 0.12 |
| ESSITY AB COMMON STOCK SEK3.35 (Essity Aktiebolag) | Long | Equity-common | SE | $2M | 81K | 0.03 |
| ESTEE LAUDER COS INC/THE COMMON STOCK USD.01 (The Estee Lauder Companies Inc.) | Long | Equity-common | US | $2M | 19K | 0.03 |
| ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 (Ethan Allen Interiors Inc.) | Long | Equity-common | US | $95K | 3K | 0.00 |
| ETSY INC COMMON STOCK USD.001 (Etsy Inc.) | Long | Equity-common | US | $608K | 10K | 0.01 |
| EURAZEO SE COMMON STOCK | Long | Equity-common | FR | $482K | 6K | 0.01 |
| EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1 | Long | Equity-common | LU | $897K | 18K | 0.01 |
| EURONET WORLDWIDE INC COMMON STOCK USD.02 (Euronet Worldwide Inc.) | Long | Equity-common | US | $835K | 8K | 0.01 |
| EURONEXT NV COMMON STOCK EUR1.6 (Euronext N.V.) | Long | Equity-common | NL | $987K | 11K | 0.01 |
| EUROPEAN WAX CENTER INC COMMON STOCK USD.00001 (European Wax Center Inc.) | Long | Equity-common | US | $56K | 6K | 0.00 |
| EVANS BANCORP INC COMMON STOCK USD.5 (Evans Bancorp Inc.) | Long | Equity-common | US | $21K | 741 | 0.00 |
| EVE HOLDING INC COMMON STOCK USD.0001 (Eve Holding Inc.) | Long | Equity-common | US | $13K | 3K | 0.00 |
| EVENTBRITE INC COMMON STOCK USD.00001 (Eventbrite Inc.) | Long | Equity-common | US | $62K | 13K | 0.00 |
| EVERBRIDGE INC COMMON STOCK USD.001 (Everbridge Inc.) | Long | Equity-common | US | $220K | 6K | 0.00 |
| EVERCOMMERCE INC COMMON STOCK USD.00001 (EverCommerce Inc.) | Long | Equity-common | US | $46K | 4K | 0.00 |
| EVERCORE INC COMMON STOCK USD.01 (Evercore Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| EVEREST GROUP LTD COMMON STOCK USD.01 (Everest Group Ltd.) | Long | Equity-common | BM | $1M | 4K | 0.02 |
| EVERGY INC COMMON STOCK (Evergy Inc.) | Long | Equity-common | US | $1M | 20K | 0.01 |
| EVERI HOLDINGS INC COMMON STOCK USD.001 (Everi Holdings Inc.) | Long | Equity-common | US | $109K | 13K | 0.00 |
| EVERQUOTE INC COMMON STOCK USD.001 (EverQuote Inc.) | Long | Equity-common | US | $72K | 3K | 0.00 |
| EVERSOURCE ENERGY COMMON STOCK USD5.0 | Long | Equity-common | US | $2M | 28K | 0.02 |
| EVERTEC INC COMMON STOCK USD.01 (EVERTEC Inc.) | Long | Equity-common | PR | $336K | 10K | 0.00 |
| EVGO INC COMMON STOCK USD.0001 (EVgo Inc.) | Long | Equity-common | US | $41K | 17K | 0.00 |
| EVOLENT HEALTH INC COMMON STOCK USD.01 (Evolent Health Inc.) | Long | Equity-common | US | $325K | 17K | 0.00 |
| EVOLUS INC COMMON STOCK USD.00001 (Evolus Inc.) | Long | Equity-common | US | $69K | 6K | 0.00 |
| EVOLUTION AB COMMON STOCK SEK.003 | Long | Equity-common | SE | $3M | 24K | 0.04 |
| EVOLUTION PETROLEUM CORP COMMON STOCK USD.001 (Evolution Petroleum Corporation) | Long | Equity-common | US | $31K | 6K | 0.00 |
| EVOLV TECHNOLOGIES HOLDINGS IN COMMON STOCK USD.0001 (Evolv Technologies Holdings Inc.) | Long | Equity-common | US | $47K | 19K | 0.00 |
| EVONIK INDUSTRIES AG COMMON STOCK | Long | Equity-common | DE | $693K | 34K | 0.01 |
| EW SCRIPPS CO/THE COMMON STOCK USD.01 (The E.W. Scripps Company) | Long | Equity-common | US | $32K | 10K | 0.00 |
| EXCELERATE ENERGY INC COMMON STOCK USD.001 (Excelerate Energy Inc.) | Long | Equity-common | US | $56K | 3K | 0.00 |
| EXELIXIS INC COMMON STOCK USD.001 (Exelixis Inc.) | Long | Equity-common | US | $1M | 54K | 0.02 |
| EXELON CORP COMMON STOCK (Exelon Corporation) | Long | Equity-common | US | $3M | 82K | 0.04 |
| EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 (ExlService Holdings Inc.) | Long | Equity-common | US | $2M | 55K | 0.02 |
| EXOR NV COMMON STOCK EUR.01 (EXOR N.V.) | Long | Equity-common | NL | $1M | 13K | 0.02 |
| EXP WORLD HOLDINGS INC COMMON STOCK USD.00001 (eXp World Holdings Inc.) | Long | Equity-common | US | $124K | 11K | 0.00 |
| EXPEDIA GROUP INC COMMON STOCK USD.001 (Expedia Group Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01 (Expeditors International of Washington Inc.) | Long | Equity-common | US | $1M | 12K | 0.02 |
| EXPENSIFY INC COMMON STOCK USD.0001 (Expensify Inc.) | Long | Equity-common | US | $14K | 10K | 0.00 |
| EXPERIAN PLC COMMON STOCK USD.1 | Long | Equity-common | IE | $6M | 122K | 0.08 |
| EXPONENT INC COMMON STOCK USD.001 (Exponent Inc.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| EXPRO GROUP HOLDINGS NV COMMON STOCK EUR.01 (Expro Group Holdings N.V.) | Long | Equity-common | US | $317K | 14K | 0.00 |
| EXTRA SPACE STORAGE INC REIT USD.01 (Extra Space Storage Inc.) | Long | Equity-common | US | $3M | 17K | 0.04 |
| EXTREME NETWORKS INC COMMON STOCK USD.001 (Extreme Networks Inc.) | Long | Equity-common | US | $263K | 20K | 0.00 |
| EXXON MOBIL CORP COMMON STOCK (Exxon Mobil Corporation) | Long | Equity-common | US | $43M | 375K | 0.60 |
| EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01 (EyePoint Pharmaceuticals Inc.) | Long | Equity-common | US | $49K | 6K | 0.00 |
| F5 INC COMMON STOCK (F5 Inc.) | Long | Equity-common | US | $871K | 5K | 0.01 |
| FABRINET COMMON STOCK USD.01 | Long | Equity-common | TH | $1M | 6K | 0.02 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 (FactSet Research Systems Inc.) | Long | Equity-common | US | $1M | 3K | 0.02 |
| FAIR ISAAC CORP COMMON STOCK USD.01 (Fair Isaac Corporation) | Long | Equity-common | US | $3M | 2K | 0.04 |
| FandG ANNUITIES and LIFE INC COMMON STOCK USD.001 (FandG Annuities and Life Inc.) | Long | Equity-common | US | $112K | 3K | 0.00 |
| FANUC CORP COMMON STOCK (FANUC Corporation) | Long | Equity-common | JP | $3M | 126K | 0.05 |
| FARMERS and MERCHANTS BANCORP IN COMMON STOCK (Farmers and Merchants Bancorp Inc.) | Long | Equity-common | US | $49K | 2K | 0.00 |
| FARMERS NATIONAL BANC CORP COMMON STOCK (Farmers National Banc Corp.) | Long | Equity-common | US | $72K | 6K | 0.00 |
| FARMLAND PARTNERS INC REIT USD.01 (Farmland Partners Inc.) | Long | Equity-common | US | $81K | 7K | 0.00 |
| FARO TECHNOLOGIES INC COMMON STOCK USD.001 (FARO Technologies Inc.) | Long | Equity-common | US | $47K | 3K | 0.00 |
| FAST RETAILING CO LTD COMMON STOCK (Fast Retailing Co. Ltd.) | Long | Equity-common | JP | $6M | 23K | 0.08 |
| FASTENAL CO COMMON STOCK USD.01 (Fastenal Company) | Long | Equity-common | US | $3M | 47K | 0.04 |
| FASTIGHETS AB BALDER COMMON STOCK SEK1.0 | Long | Equity-common | SE | $603K | 88K | 0.01 |
| FASTLY INC COMMON STOCK USD.00002 (Fastly Inc.) | Long | Equity-common | US | $138K | 19K | 0.00 |
| FATE THERAPEUTICS INC COMMON STOCK USD.001 (Fate Therapeutics Inc.) | Long | Equity-common | US | $48K | 15K | 0.00 |
| FB FINANCIAL CORP COMMON STOCK USD1.0 (FB Financial Corporation) | Long | Equity-common | US | $219K | 6K | 0.00 |
| FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0 (Federal Agricultural Mortgage Corporation) | Long | Equity-common | US | $253K | 1K | 0.00 |
| FEDERAL REALTY INVESTMENT TRUS REIT USD.01 (Federal Realty Investment Trust) | Long | Equity-common | US | $638K | 6K | 0.01 |
| FEDERAL SIGNAL CORP COMMON STOCK USD1.0 (Federal Signal Corporation) | Long | Equity-common | US | $771K | 9K | 0.01 |
| FEDERATED HERMES INC COMMON STOCK (Federated Hermes Inc.) | Long | Equity-common | US | $489K | 15K | 0.01 |
| FEDEX CORP COMMON STOCK USD.1 (FedEx Corporation) | Long | Equity-common | US | $6M | 19K | 0.08 |
| FENNEC PHARMACEUTICALS INC COMMON STOCK (Fennec Pharmaceuticals Inc.) | Long | Equity-common | US | $23K | 4K | 0.00 |
| FERRARI NV COMMON STOCK EUR.01 (Ferrari N V) | Long | Equity-common | IT | $7M | 17K | 0.09 |
| FERROVIAL SE COMMON STOCK EUR.01 | Long | Equity-common | NL | $3M | 69K | 0.04 |
| FIBROGEN INC COMMON STOCK USD.01 (FibroGen Inc.) | Long | Equity-common | US | $13K | 15K | 0.00 |
| FIDELIS INSURANCE HOLDINGS LTD COMMON STOCK USD.01 (Fidelis Insurance Holdings Limited) | Long | Equity-common | BM | $123K | 8K | 0.00 |
| FIDELITY DandD BANCORP INC COMMON STOCK (Fidelity D and D Bancorp Inc.) | Long | Equity-common | US | $34K | 773 | 0.00 |
| FIDELITY NATIONAL FINANCIAL IN COMMON STOCK USD.0001 (Fidelity National Financial Inc.) | Long | Equity-common | US | $2M | 48K | 0.03 |
| FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01 (Fidelity National Information Services Inc.) | Long | Equity-common | US | $3M | 46K | 0.05 |
| FIFTH THIRD BANCORP COMMON STOCK | Long | Equity-common | US | $2M | 59K | 0.03 |
| FIGS INC COMMON STOCK USD.0001 (FIGS Inc.) | Long | Equity-common | US | $105K | 20K | 0.00 |
| FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 (Financial Institutions Inc.) | Long | Equity-common | US | $47K | 2K | 0.00 |
| FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33 (Finecobank Banca Fineco S.P.A.) | Long | Equity-common | IT | $1M | 81K | 0.02 |
| FIRST ADVANTAGE CORP COMMON STOCK USD.001 (First Advantage Corporation) | Long | Equity-common | US | $138K | 9K | 0.00 |
| FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001 (First American Financial Corporation) | Long | Equity-common | US | $1M | 19K | 0.01 |
| FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1 (First BanCorp.) | Long | Equity-common | PR | $476K | 26K | 0.01 |
| FIRST BANCORP/SOUTHERN PINES N COMMON STOCK | Long | Equity-common | US | $199K | 6K | 0.00 |
| FIRST BANCSHARES INC/THE COMMON STOCK USD1.0 (The First Bancshares Inc.) | Long | Equity-common | US | $127K | 5K | 0.00 |
| FIRST BANK/HAMILTON NJ COMMON STOCK USD.01 | Long | Equity-common | US | $43K | 3K | 0.00 |
| FIRST BUSEY CORP COMMON STOCK USD.001 (First Busey Corporation) | Long | Equity-common | US | $197K | 8K | 0.00 |
| FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01 (First Business Financial Services Inc.) | Long | Equity-common | US | $50K | 1K | 0.00 |
| FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0 (First Commonwealth Financial Corporation) | Long | Equity-common | US | $222K | 16K | 0.00 |
| FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0 (First Community Bankshares Inc.) | Long | Equity-common | US | $110K | 3K | 0.00 |
| FIRST FINANCIAL BANCORP COMMON STOCK (First Financial Bancorp.) | Long | Equity-common | US | $321K | 14K | 0.00 |
| FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01 (First Financial Bankshares Inc.) | Long | Equity-common | US | $1M | 44K | 0.02 |
| FIRST FINANCIAL CORP/IN COMMON STOCK (First Financial Corporation) | Long | Equity-common | US | $63K | 2K | 0.00 |
| FIRST FOUNDATION INC COMMON STOCK USD.001 (First Foundation Inc.) | Long | Equity-common | US | $53K | 8K | 0.00 |
| FIRST HORIZON CORP COMMON STOCK USD.625 (First Horizon Corporation) | Long | Equity-common | US | $2M | 101K | 0.02 |
| FIRST INDUSTRIAL REALTY TRUST REIT USD.01 (First Industrial Realty Trust Inc.) | Long | Equity-common | US | $1M | 25K | 0.02 |
| FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK USD.00001 (First Interstate BancSystem Inc.) | Long | Equity-common | US | $354K | 13K | 0.00 |
| FIRST MERCHANTS CORP COMMON STOCK (First Merchants Corporation) | Long | Equity-common | US | $306K | 9K | 0.00 |
| FIRST MID BANCSHARES INC COMMON STOCK USD4.0 (First Mid Bancshares Inc.) | Long | Equity-common | US | $114K | 3K | 0.00 |
| FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1 (The First of Long Island Corporation) | Long | Equity-common | US | $34K | 3K | 0.00 |
| FIRST SOLAR INC COMMON STOCK USD.001 (First Solar Inc.) | Long | Equity-common | US | $2M | 9K | 0.03 |
| FIRST WATCH RESTAURANT GROUP I COMMON STOCK USD.01 (First Watch Restaurant Group Inc.) | Long | Equity-common | US | $63K | 4K | 0.00 |
| FIRST WESTERN FINANCIAL INC COMMON STOCK (First Western Financial Inc.) | Long | Equity-common | US | $22K | 1K | 0.00 |
| FIRSTCASH HOLDINGS INC COMMON STOCK USD.01 (FirstCash Holdings Inc.) | Long | Equity-common | US | $1M | 13K | 0.02 |
| FIRSTENERGY CORP COMMON STOCK USD.1 (FirstEnergy Corp.) | Long | Equity-common | US | $2M | 44K | 0.02 |
| FISCALNOTE HOLDINGS INC COMMON STOCK USD.0001 (FiscalNote Holdings Inc.) | Long | Equity-common | US | $14K | 9K | 0.00 |
| FISERV INC COMMON STOCK USD.01 (Fiserv Inc.) | Long | Equity-common | US | $7M | 49K | 0.10 |
| FISHER and PAYKEL HEALTHCARE COR COMMON STOCK (Fisher and Paykel Healthcare Corporation Limited) | Long | Equity-common | NZ | $1M | 77K | 0.02 |
| FISKER INC COMMON STOCK USD.00001 | Long | Equity-common | US | $515.15 | 32K | 0.00 |
| FIVE BELOW INC COMMON STOCK USD.01 (Five Below Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| FIVE STAR BANCORP COMMON STOCK | Long | Equity-common | US | $45K | 2K | 0.00 |
| FLEX LNG LTD COMMON STOCK USD.1 (FLEX LNG Ltd.) | Long | Equity-common | NO | $123K | 5K | 0.00 |
| FLOOR and DECOR HOLDINGS INC COMMON STOCK USD.001 (Floor and Decor Holdings Inc.) | Long | Equity-common | US | $2M | 20K | 0.03 |
| FLOWERS FOODS INC COMMON STOCK USD.01 (Flowers Foods Inc.) | Long | Equity-common | US | $790K | 36K | 0.01 |
| FLOWSERVE CORP COMMON STOCK USD1.25 (Flowserve Corporation) | Long | Equity-common | US | $1M | 24K | 0.02 |
| FLUENCE ENERGY INC COMMON STOCK USD.00001 (Fluence Energy Inc.) | Long | Equity-common | US | $156K | 9K | 0.00 |
| FLUOR CORP COMMON STOCK USD.01 (Fluor Corporation) | Long | Equity-common | US | $2M | 54K | 0.03 |
| FLUSHING FINANCIAL CORP COMMON STOCK USD.01 (Flushing Financial Corporation) | Long | Equity-common | US | $59K | 4K | 0.00 |
| FLUTTER ENTERTAINMENT PLC COMMON STOCK EUR.09 (Flutter Entertainment Public Limited Company) | Long | Equity-common | IE | $4M | 24K | 0.06 |
| FLYWIRE CORP COMMON STOCK USD.0001 (Flywire Corporation) | Long | Equity-common | US | $272K | 17K | 0.00 |
| FMC CORP COMMON STOCK USD.1 (FMC Corporation) | Long | Equity-common | US | $618K | 11K | 0.01 |
| FNB CORP/PA COMMON STOCK USD.01 (F.N.B. Corporation) | Long | Equity-common | US | $912K | 67K | 0.01 |
| FOGHORN THERAPEUTICS INC COMMON STOCK USD.0001 (Foghorn Therapeutics Inc.) | Long | Equity-common | US | $23K | 4K | 0.00 |
| FOOT LOCKER INC COMMON STOCK USD.01 (Foot Locker Inc.) | Long | Equity-common | US | $319K | 13K | 0.00 |
| FORD MOTOR CO COMMON STOCK USD.01 (Ford Motor Company) | Long | Equity-common | US | $4M | 326K | 0.06 |
| FORESTAR GROUP INC COMMON STOCK USD1.0 (Forestar Group Inc.) | Long | Equity-common | US | $89K | 3K | 0.00 |
| FORGE GLOBAL HOLDINGS INC COMMON STOCK USD.0001 (Forge Global Holdings Inc.) | Long | Equity-common | US | $24K | 17K | 0.00 |
| FORMFACTOR INC COMMON STOCK USD.001 (FormFactor Inc.) | Long | Equity-common | US | $727K | 12K | 0.01 |
| FORRESTER RESEARCH INC COMMON STOCK USD.01 (Forrester Research Inc.) | Long | Equity-common | US | $36K | 2K | 0.00 |
| FORTESCUE LTD COMMON STOCK | Long | Equity-common | AU | $3M | 224K | 0.04 |
| FORTINET INC COMMON STOCK USD.001 (Fortinet Inc.) | Long | Equity-common | US | $3M | 53K | 0.04 |
| FORTIVE CORP COMMON STOCK USD.01 (Fortive Corporation) | Long | Equity-common | US | $2M | 29K | 0.03 |
| FORTUM OYJ COMMON STOCK EUR3.4 | Long | Equity-common | FI | $871K | 59K | 0.01 |
| FORTUNE BRANDS INNOVATIONS INC COMMON STOCK USD.01 (Fortune Brands Innovations Inc.) | Long | Equity-common | US | $2M | 23K | 0.02 |
| FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01 (Forum Energy Technologies Inc.) | Long | Equity-common | US | $26K | 2K | 0.00 |
| FORWARD AIR CORP COMMON STOCK USD.01 (Forward Air Corporation) | Long | Equity-common | US | $78K | 4K | 0.00 |
| FOUR CORNERS PROPERTY TRUST IN REIT USD.0001 (Four Corners Property Trust Inc.) | Long | Equity-common | US | $348K | 14K | 0.00 |
| FOX CORP COMMON STOCK USD.01 (Fox Corporation) | Long | Equity-common | US | $590K | 17K | 0.01 |
| FOX CORP COMMON STOCK USD.01 (Fox Corporation) | Long | Equity-common | US | $363K | 11K | 0.01 |
| FOX FACTORY HOLDING CORP COMMON STOCK USD.001 (Fox Factory Holding Corp.) | Long | Equity-common | US | $322K | 7K | 0.00 |
| FRANKLIN BSP REALTY TRUST INC REIT USD.01 (Franklin BSP Realty Trust Inc.) | Long | Equity-common | US | $163K | 13K | 0.00 |
| FRANKLIN COVEY CO COMMON STOCK USD.05 (Franklin Covey Co.) | Long | Equity-common | US | $70K | 2K | 0.00 |
| FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 (Franklin Electric Co. Inc.) | Long | Equity-common | US | $687K | 7K | 0.01 |
| FRANKLIN RESOURCES INC COMMON STOCK USD.1 (Franklin Resources Inc.) | Long | Equity-common | US | $577K | 26K | 0.01 |
| FREEPORT-MCMORAN INC COMMON STOCK USD.1 (Freeport-McMoRan Inc.) | Long | Equity-common | US | $6M | 120K | 0.08 |
| FRESENIUS MEDICAL CARE AG COMMON STOCK | Long | Equity-common | DE | $1M | 27K | 0.01 |
| FRESENIUS SE and CO KGAA COMMON STOCK (Fresenius SE and Co. KGaA) | Long | Equity-common | DE | $2M | 56K | 0.02 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 (Fresh Del Monte Produce Inc.) | Long | Equity-common | US | $122K | 6K | 0.00 |
| FRESHWORKS INC COMMON STOCK USD.00001 (Freshworks Inc.) | Long | Equity-common | US | $318K | 25K | 0.00 |
| FRONTDOOR INC COMMON STOCK USD.01 (Frontdoor Inc.) | Long | Equity-common | US | $423K | 13K | 0.01 |
| FRONTIER COMMUNICATIONS PARENT COMMON STOCK USD.25 (Frontier Communications Parent Inc.) | Long | Equity-common | US | $1M | 41K | 0.02 |
| FRONTIER GROUP HOLDINGS INC COMMON STOCK USD.001 (Frontier Group Holdings Inc.) | Long | Equity-common | US | $32K | 6K | 0.00 |
| FRP HOLDINGS INC COMMON STOCK USD.1 (FRP Holdings Inc.) | Long | Equity-common | US | $70K | 2K | 0.00 |
| FS BANCORP INC COMMON STOCK USD.01 (FS Bancorp Inc.) | Long | Equity-common | US | $46K | 1K | 0.00 |
| FTAI AVIATION LTD COMMON STOCK USD1.0 (FTAI Aviation Ltd.) | Long | Equity-common | US | $2M | 15K | 0.02 |
| FTAI INFRASTRUCTURE INC COMMON STOCK USD.01 (FTAI Infrastructure Inc.) | Long | Equity-common | US | $133K | 15K | 0.00 |
| FTI CONSULTING INC COMMON STOCK USD.01 (FTI Consulting Inc.) | Long | Equity-common | US | $1M | 6K | 0.02 |
| FUBOTV INC COMMON STOCK (fuboTV Inc.) | Long | Equity-common | US | $54K | 43K | 0.00 |
| FUELCELL ENERGY INC COMMON STOCK USD.0001 (FuelCell Energy Inc.) | Long | Equity-common | US | $45K | 71K | 0.00 |
| FUJI ELECTRIC CO LTD COMMON STOCK (Fuji Electric Co. Ltd.) | Long | Equity-common | JP | $961K | 17K | 0.01 |
| FUJIFILM HOLDINGS CORP COMMON STOCK (FUJIFILM Holdings Corporation) | Long | Equity-common | JP | $3M | 148K | 0.05 |
| FUJITSU LTD COMMON STOCK (Fujitsu Limited) | Long | Equity-common | JP | $4M | 233K | 0.05 |
| FULGENT GENETICS INC COMMON STOCK USD.0001 (Fulgent Genetics Inc.) | Long | Equity-common | US | $66K | 3K | 0.00 |
| FULL HOUSE RESORTS INC COMMON STOCK USD.0001 (Full House Resorts Inc.) | Long | Equity-common | US | $25K | 5K | 0.00 |
| FULTON FINANCIAL CORP COMMON STOCK USD2.5 (Fulton Financial Corporation) | Long | Equity-common | US | $415K | 24K | 0.01 |
| FUNKO INC COMMON STOCK USD.0001 (Funko Inc.) | Long | Equity-common | US | $59K | 6K | 0.00 |
| FUTU HOLDINGS LTD ADR USD.00001 (Futu Holdings Limited) | Long | Equity-common | HK | $487K | 7K | 0.01 |
| FUTUREFUEL CORP COMMON STOCK USD.0001 (FutureFuel Corp.) | Long | Equity-common | US | $25K | 5K | 0.00 |
| G-III APPAREL GROUP LTD COMMON STOCK USD.01 (G-III Apparel Group Ltd.) | Long | Equity-common | US | $177K | 7K | 0.00 |
| GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK (Galaxy Entertainment Group Limited) | Long | Equity-common | HK | $1M | 290K | 0.02 |
| GALP ENERGIA SGPS SA COMMON STOCK EUR1.0 (Galp Energia SGPS S.A.) | Long | Equity-common | PT | $1M | 62K | 0.02 |
| GAMBLING.COM GROUP LTD COMMON STOCK (Gambling.com Group Limited) | Long | Equity-common | JE | $20K | 2K | 0.00 |
| GAMESTOP CORP COMMON STOCK USD.001 (GameStop Corp.) | Long | Equity-common | US | $1M | 50K | 0.02 |
| GAMING AND LEISURE PROPERTIES REIT (Gaming and Leisure Properties Inc.) | Long | Equity-common | US | $2M | 50K | 0.03 |
| GANNETT CO INC COMMON STOCK USD.01 (Gannett Co. Inc.) | Long | Equity-common | US | $112K | 24K | 0.00 |
| GAP INC/THE COMMON STOCK USD.05 (The Gap Inc.) | Long | Equity-common | US | $959K | 40K | 0.01 |
| GARMIN LTD COMMON STOCK CHF.1 (Garmin Ltd.) | Long | Equity-common | CH | $2M | 13K | 0.03 |
| GARTNER INC COMMON STOCK USD.0005 (Gartner Inc.) | Long | Equity-common | US | $3M | 6K | 0.04 |
| GATX CORP COMMON STOCK USD.625 (GATX Corporation) | Long | Equity-common | US | $2M | 12K | 0.02 |
| GCM GROSVENOR INC COMMON STOCK USD.0001 (GCM Grosvenor Inc.) | Long | Equity-common | US | $74K | 8K | 0.00 |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK USD.01 (GE HealthCare Technologies Inc.) | Long | Equity-common | US | $3M | 35K | 0.04 |
| GE VERNOVA INC COMMON STOCK USD.01 (GE VERNOVA INC.) | Long | Equity-common | US | $4M | 23K | 0.05 |
| GEA GROUP AG COMMON STOCK (GEA Group Aktiengesellschaft) | Long | Equity-common | DE | $855K | 21K | 0.01 |
| GEBERIT AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $3M | 4K | 0.04 |
| GECINA SA REIT EUR7.5 | Long | Equity-common | FR | $563K | 6K | 0.01 |
| GEN DIGITAL INC COMMON STOCK USD.01 (Gen Digital Inc.) | Long | Equity-common | US | $1M | 48K | 0.02 |
| GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 (Genco Shipping and Trading Limited) | Long | Equity-common | US | $144K | 7K | 0.00 |
| GENCOR INDUSTRIES INC COMMON STOCK USD.1 (Gencor Industries Inc.) | Long | Equity-common | US | $39K | 2K | 0.00 |
| GENELUX CORP COMMON STOCK USD.001 (Genelux Corporation) | Long | Equity-common | US | $6K | 3K | 0.00 |
| GENERAC HOLDINGS INC COMMON STOCK USD.01 (Generac Holdings Inc.) | Long | Equity-common | US | $699K | 5K | 0.01 |
| GENERAL DYNAMICS CORP COMMON STOCK USD1.0 (General Dynamics Corporation) | Long | Equity-common | US | $6M | 19K | 0.08 |
| GENERAL ELECTRIC CO COMMON STOCK USD.01 (General Electric Company) | Long | Equity-common | US | $15M | 91K | 0.20 |
| GENERAL MILLS INC COMMON STOCK USD.1 (General Mills Inc.) | Long | Equity-common | US | $3M | 47K | 0.04 |
| GENERAL MOTORS CO COMMON STOCK USD.01 (General Motors Company) | Long | Equity-common | US | $4M | 95K | 0.06 |
| GENERALI COMMON STOCK (Generali Italia SPA) | Long | Equity-common | IT | $3M | 135K | 0.05 |
| GENERATION BIO CO COMMON STOCK USD.0001 (Generation Bio Co.) | Long | Equity-common | US | $20K | 7K | 0.00 |
| GENESCO INC COMMON STOCK USD1.0 (Genesco Inc.) | Long | Equity-common | US | $46K | 2K | 0.00 |
| GENIE ENERGY LTD COMMON STOCK (Genie Energy Ltd.) | Long | Equity-common | US | $46K | 3K | 0.00 |
| GENMAB A/S COMMON STOCK DKK1.0 | Long | Equity-common | DK | $2M | 9K | 0.03 |
| GENPACT LTD COMMON STOCK USD.01 (Genpact Limited) | Long | Equity-common | US | $987K | 31K | 0.01 |
| GENTEX CORP COMMON STOCK USD.06 (Gentex Corporation) | Long | Equity-common | US | $1M | 43K | 0.02 |
| GENTHERM INC COMMON STOCK (Gentherm Incorporated) | Long | Equity-common | US | $254K | 5K | 0.00 |
| GENTING SINGAPORE LTD COMMON STOCK USD.1 (Genting Singapore Limited) | Long | Equity-common | SG | $510K | 802K | 0.01 |
| GENUINE PARTS CO COMMON STOCK USD1.0 (Genuine Parts Company) | Long | Equity-common | US | $2M | 11K | 0.02 |
| GENWORTH FINANCIAL INC COMMON STOCK USD.001 (Genworth Financial Inc.) | Long | Equity-common | US | $434K | 72K | 0.01 |
| GEO GROUP INC/THE COMMON STOCK USD.01 (The GEO Group Inc.) | Long | Equity-common | US | $265K | 18K | 0.00 |
| GERMAN AMERICAN BANCORP INC COMMON STOCK (German American Bancorp Inc.) | Long | Equity-common | US | $164K | 5K | 0.00 |
| GERON CORP COMMON STOCK USD.001 (Geron Corporation) | Long | Equity-common | US | $349K | 82K | 0.00 |
| GETINGE AB COMMON STOCK SEK.5 | Long | Equity-common | SE | $515K | 30K | 0.01 |
| GETLINK SE COMMON STOCK EUR.4 (Getlink S.E.) | Long | Equity-common | FR | $664K | 40K | 0.01 |
| GETTY REALTY CORP REIT USD.01 (Getty Realty Corp.) | Long | Equity-common | US | $195K | 7K | 0.00 |
| GEVO INC COMMON STOCK (Gevo Inc.) | Long | Equity-common | US | $23K | 41K | 0.00 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 (Gibraltar Industries Inc.) | Long | Equity-common | US | $325K | 5K | 0.00 |
| GILEAD SCIENCES INC COMMON STOCK USD.001 (Gilead Sciences Inc.) | Long | Equity-common | US | $7M | 104K | 0.10 |
| GIVAUDAN SA COMMON STOCK CHF10.0 | Long | Equity-common | CH | $6M | 1K | 0.08 |
| GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0 | Long | Equity-common | NO | $473K | 27K | 0.01 |
| GLACIER BANCORP INC COMMON STOCK USD.01 (Glacier Bancorp Inc.) | Long | Equity-common | US | $1M | 38K | 0.02 |
| GLADSTONE COMMERCIAL CORP REIT USD.001 (Gladstone Commercial Corporation) | Long | Equity-common | US | $86K | 6K | 0.00 |
| GLADSTONE LAND CORP REIT USD.001 (Gladstone Land Corporation) | Long | Equity-common | US | $70K | 5K | 0.00 |
| GLAUKOS CORP COMMON STOCK USD.001 (Glaukos Corporation) | Long | Equity-common | US | $871K | 7K | 0.01 |
| GLENCORE PLC COMMON STOCK USD.01 | Long | Equity-common | CH | $8M | 1M | 0.11 |
| GLOBAL BUSINESS TRAVEL GROUP I COMMON STOCK USD.00005 (Global Business Travel Group Inc.) | Long | Equity-common | US | $37K | 6K | 0.00 |
| GLOBAL INDUSTRIAL CO COMMON STOCK USD.01 (Global Industrial Company) | Long | Equity-common | US | $66K | 2K | 0.00 |
| GLOBAL MEDICAL REIT INC REIT (Global Medical REIT Inc.) | Long | Equity-common | US | $87K | 10K | 0.00 |
| GLOBAL NET LEASE INC REIT USD.01 (Global Net Lease Inc.) | Long | Equity-common | US | $218K | 30K | 0.00 |
| GLOBAL PAYMENTS INC COMMON STOCK (Global Payments Inc.) | Long | Equity-common | US | $2M | 21K | 0.03 |
| GLOBAL WATER RESOURCES INC COMMON STOCK USD.01 (Global Water Resources Inc.) | Long | Equity-common | US | $21K | 2K | 0.00 |
| GLOBAL-E ONLINE LTD COMMON STOCK | Long | Equity-common | IL | $480K | 13K | 0.01 |
| GLOBALSTAR INC COMMON STOCK USD.0001 (Globalstar Inc.) | Long | Equity-common | US | $122K | 109K | 0.00 |
| GLOBE LIFE INC COMMON STOCK USD1.0 (Globe Life Inc.) | Long | Equity-common | US | $606K | 7K | 0.01 |
| GLOBUS MEDICAL INC COMMON STOCK USD.001 (Globus Medical Inc.) | Long | Equity-common | US | $1M | 21K | 0.02 |
| GMS INC COMMON STOCK USD.01 (GMS Inc.) | Long | Equity-common | US | $502K | 6K | 0.01 |
| GODADDY INC COMMON STOCK USD.001 (GoDaddy Inc.) | Long | Equity-common | US | $2M | 12K | 0.02 |
| GOGO INC COMMON STOCK USD.0001 (Gogo Inc.) | Long | Equity-common | US | $104K | 11K | 0.00 |
| GOLAR LNG LTD COMMON STOCK USD1.0 (Golar LNG Limited) | Long | Equity-common | BM | $486K | 15K | 0.01 |
| GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01 (Golden Entertainment Inc.) | Long | Equity-common | US | $95K | 3K | 0.00 |
| GOLDEN OCEAN GROUP LTD COMMON STOCK USD.05 (Golden Ocean Group Limited) | Long | Equity-common | NO | $263K | 19K | 0.00 |
| GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01 (The Goldman Sachs Group Inc.) | Long | Equity-common | US | $12M | 27K | 0.17 |
| GOODMAN GROUP REIT | Long | Equity-common | AU | $5M | 227K | 0.07 |
| GOODYEAR TIRE + RUBBER CO/THE COMMON STOCK (The Goodyear Tire and Rubber Company) | Long | Equity-common | US | $1M | 96K | 0.02 |
| GOOSEHEAD INSURANCE INC COMMON STOCK USD.01 (Goosehead Insurance Inc.) | Long | Equity-common | US | $192K | 3K | 0.00 |
| GOPRO INC COMMON STOCK USD.0001 (GoPro Inc.) | Long | Equity-common | US | $30K | 21K | 0.00 |
| GORMAN-RUPP CO/THE COMMON STOCK (The Gorman-Rupp Company) | Long | Equity-common | US | $137K | 4K | 0.00 |
| GPT GROUP/THE REIT (The GPT Group) | Long | Equity-common | AU | $677K | 254K | 0.01 |
| GRAB HOLDINGS LTD CL A COMMON STOCK USD.000001 (Grab Holdings Limited) | Long | Equity-common | SG | $989K | 279K | 0.01 |
| GRACO INC COMMON STOCK USD1.0 (Graco Inc.) | Long | Equity-common | US | $2M | 31K | 0.03 |
| GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 (GrafTech International Ltd.) | Long | Equity-common | US | $32K | 33K | 0.00 |
| GRAHAM HOLDINGS CO COMMON STOCK USD1.0 (Graham Holdings Company) | Long | Equity-common | US | $808K | 1K | 0.01 |
| GRAND CANYON EDUCATION INC COMMON STOCK USD.01 (Grand Canyon Education Inc.) | Long | Equity-common | US | $760K | 5K | 0.01 |
| GRANITE CONSTRUCTION INC COMMON STOCK USD.01 (Granite Construction Incorporated) | Long | Equity-common | US | $424K | 7K | 0.01 |
| GRANITE POINT MORTGAGE TRUST I REIT USD.01 (Granite Point Mortgage Trust Inc.) | Long | Equity-common | US | $25K | 8K | 0.00 |
| GRANITE RIDGE RESOURCES INC COMMON STOCK USD.0001 (Granite Ridge Resources Inc.) | Long | Equity-common | US | $35K | 6K | 0.00 |
| GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 (Graphic Packaging Holding Company) | Long | Equity-common | US | $1M | 57K | 0.02 |
| GRAY TELEVISION INC COMMON STOCK (Gray Television Inc.) | Long | Equity-common | US | $70K | 14K | 0.00 |
| GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001 (Great Lakes Dredge and Dock Corporation) | Long | Equity-common | US | $100K | 11K | 0.00 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 (Great Southern Bancorp Inc.) | Long | Equity-common | US | $83K | 1K | 0.00 |
| GREEN BRICK PARTNERS INC COMMON STOCK USD.01 (Green Brick Partners Inc.) | Long | Equity-common | US | $233K | 4K | 0.00 |
| GREEN DOT CORP COMMON STOCK USD.001 (Green Dot Corporation) | Long | Equity-common | US | $74K | 8K | 0.00 |
| GREEN PLAINS INC COMMON STOCK USD.001 (Green Plains Inc.) | Long | Equity-common | US | $143K | 9K | 0.00 |
| GREENBRIER COS INC/THE COMMON STOCK (The Greenbrier Companies Inc.) | Long | Equity-common | US | $236K | 5K | 0.00 |
| GREENE COUNTY BANCORP INC COMMON STOCK USD.1 (Greene County Bancorp Inc.) | Long | Equity-common | US | $44K | 1K | 0.00 |
| GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01 (Greenlight Capital Re Ltd.) | Long | Equity-common | KY | $53K | 4K | 0.00 |
| GREIF INC COMMON STOCK (Greif Inc.) | Long | Equity-common | US | $491K | 9K | 0.01 |
| GREIF INC COMMON STOCK (Greif Inc.) | Long | Equity-common | US | $48K | 771 | 0.00 |
| GRID DYNAMICS HOLDINGS INC COMMON STOCK USD.0001 (Grid Dynamics Holdings Inc.) | Long | Equity-common | US | $92K | 9K | 0.00 |
| GRIFFON CORP COMMON STOCK USD.25 (Griffon Corporation) | Long | Equity-common | US | $386K | 6K | 0.01 |
| GRIFOLS SA COMMON STOCK EUR.25 (Grifols S.A.) | Long | Equity-common | ES | $334K | 40K | 0.00 |
| GRINDR INC COMMON STOCK USD.0001 (Grindr Inc.) | Long | Equity-common | US | $80K | 7K | 0.00 |
| GRITSTONE BIO INC COMMON STOCK USD.0001 (Gritstone bio Inc.) | Long | Equity-common | US | $10K | 15K | 0.00 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 (Group 1 Automotive Inc.) | Long | Equity-common | US | $612K | 2K | 0.01 |
| GROUPE BRUXELLES LAMBERT NV COMMON STOCK | Long | Equity-common | BE | $831K | 12K | 0.01 |
| GROWGENERATION CORP COMMON STOCK USD.001 (GrowGeneration Corp.) | Long | Equity-common | US | $24K | 11K | 0.00 |
| GSK PLC COMMON STOCK GBP.3125 | Long | Equity-common | GB | $11M | 549K | 0.15 |
| GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0 (Guaranty Bancshares Inc.) | Long | Equity-common | US | $41K | 1K | 0.00 |
| GUARDANT HEALTH INC COMMON STOCK USD.00001 (Guardant Health Inc.) | Long | Equity-common | US | $505K | 18K | 0.01 |
| GUESS? INC COMMON STOCK USD.01 (Guess? Inc.) | Long | Equity-common | CH | $89K | 4K | 0.00 |
| GULFPORT ENERGY CORP COMMON STOCK USD.0001 (Gulfport Energy Corporation) | Long | Equity-common | US | $259K | 2K | 0.00 |
| GXO LOGISTICS INC COMMON STOCK USD.01 (GXO Logistics Inc.) | Long | Equity-common | US | $1M | 22K | 0.02 |
| H and M HENNES and MAURITZ AB COMMON STOCK | Long | Equity-common | SE | $1M | 76K | 0.02 |
| HACKETT GROUP INC/THE COMMON STOCK USD.001 (The Hackett Group Inc.) | Long | Equity-common | US | $83K | 4K | 0.00 |
| HAEMONETICS CORP COMMON STOCK USD.01 (Haemonetics Corporation) | Long | Equity-common | US | $1M | 17K | 0.02 |
| HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01 (The Hain Celestial Group Inc.) | Long | Equity-common | US | $96K | 14K | 0.00 |
| HALEON PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $4M | 908K | 0.05 |
| HALLADOR ENERGY CO COMMON STOCK USD.01 (Hallador Energy Company) | Long | Equity-common | US | $26K | 3K | 0.00 |
| HALLIBURTON CO COMMON STOCK USD2.5 (Halliburton Company) | Long | Equity-common | US | $2M | 73K | 0.03 |
| HALMA PLC COMMON STOCK GBP.1 (Halma Public Limited Company) | Long | Equity-common | GB | $2M | 50K | 0.02 |
| HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 (Halozyme Therapeutics Inc.) | Long | Equity-common | US | $2M | 44K | 0.03 |
| HAMAMATSU PHOTONICS KK COMMON STOCK (Hamamatsu Photonics K.K.) | Long | Equity-common | JP | $500K | 19K | 0.01 |
| HAMILTON BEACH BRANDS H COMMON STOCK (Hamilton Beach Brands Holding Company) | Long | Equity-common | US | $15K | 853 | 0.00 |
| HAMILTON LANE INC COMMON STOCK USD.001 (Hamilton Lane Incorporated) | Long | Equity-common | US | $695K | 6K | 0.01 |
| HANCOCK WHITNEY CORP COMMON STOCK USD3.33 (Hancock Whitney Corporation) | Long | Equity-common | US | $1M | 29K | 0.02 |
| HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01 (HandE Equipment Services Inc.) | Long | Equity-common | US | $221K | 5K | 0.00 |
| HandR BLOCK INC COMMON STOCK (HandR Block Inc.) | Long | Equity-common | US | $1M | 26K | 0.02 |
| HANESBRANDS INC COMMON STOCK USD.01 (Hanesbrands Inc.) | Long | Equity-common | US | $272K | 55K | 0.00 |
| HANG SENG BANK LTD COMMON STOCK (Hang Seng Bank Limited) | Long | Equity-common | HK | $1M | 101K | 0.02 |
| HANKYU HANSHIN HOLDINGS INC COMMON STOCK (Hankyu Hanshin Holdings Inc.) | Long | Equity-common | JP | $809K | 30K | 0.01 |
| HANMI FINANCIAL CORP COMMON STOCK USD.001 (Hanmi Financial Corporation) | Long | Equity-common | US | $75K | 4K | 0.00 |
| HANNON ARMSTRONG SUSTAINABLE I REIT USD.01 (Hannon Armstrong Sustainable Infrastructure Capital Inc.) | Long | Equity-common | US | $487K | 16K | 0.01 |
| HANNOVER RUECK SE COMMON STOCK | Long | Equity-common | DE | $2M | 8K | 0.03 |
| HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01 (The Hanover Insurance Group Inc.) | Long | Equity-common | US | $835K | 7K | 0.01 |
| HARBORONE BANCORP INC COMMON STOCK USD.01 (HarborOne Bancorp Inc.) | Long | Equity-common | US | $77K | 7K | 0.00 |
| HARGREAVES LANSDOWN PLC COMMON STOCK GBP.004 | Long | Equity-common | GB | $672K | 47K | 0.01 |
| HARLEY-DAVIDSON INC COMMON STOCK USD.01 (Harley-Davidson Inc.) | Long | Equity-common | US | $760K | 23K | 0.01 |
| HARMONIC INC COMMON STOCK USD.001 (Harmonic Inc.) | Long | Equity-common | US | $202K | 17K | 0.00 |
| HARMONY BIOSCIENCES HOLDINGS I COMMON STOCK USD.00001 (Harmony Biosciences Holdings Inc.) | Long | Equity-common | US | $153K | 5K | 0.00 |
| HARROW INC COMMON STOCK USD.001 (Harrow Inc.) | Long | Equity-common | US | $100K | 5K | 0.00 |
| HARTFORD FINANCIAL SERVICES GR COMMON STOCK USD.01 (The Hartford Financial Services Group Inc.) | Long | Equity-common | US | $2M | 25K | 0.03 |
| HARVARD BIOSCIENCE INC COMMON STOCK USD.01 | Long | Equity-common | US | $20K | 7K | 0.00 |
| HASBRO INC COMMON STOCK USD.5 (Hasbro Inc.) | Long | Equity-common | US | $657K | 11K | 0.01 |
| HAVERTY FURNITURE COS INC COMMON STOCK USD1.0 (Haverty Furniture Companies Inc.) | Long | Equity-common | US | $57K | 2K | 0.00 |
| HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 (Hawaiian Holdings Inc.) | Long | Equity-common | US | $100K | 8K | 0.00 |
| HAWKINS INC COMMON STOCK USD.01 (Hawkins Inc.) | Long | Equity-common | US | $275K | 3K | 0.00 |
| HAYNES INTERNATIONAL INC COMMON STOCK USD.001 (Haynes International Inc.) | Long | Equity-common | US | $116K | 2K | 0.00 |
| HB FULLER CO COMMON STOCK USD1.0 (H.B. Fuller Company) | Long | Equity-common | US | $639K | 8K | 0.01 |
| HBT FINANCIAL INC COMMON STOCK USD.01 (HBT Financial Inc.) | Long | Equity-common | US | $53K | 3K | 0.00 |
| HCA HEALTHCARE INC COMMON STOCK USD.01 (HCA Healthcare Inc.) | Long | Equity-common | US | $5M | 16K | 0.07 |
| HCI GROUP INC COMMON STOCK (HCI Group Inc.) | Long | Equity-common | US | $91K | 989 | 0.00 |
| HEALTH CATALYST INC COMMON STOCK USD.001 (Health Catalyst Inc.) | Long | Equity-common | US | $59K | 9K | 0.00 |
| HEALTHCARE REALTY TRUST INC REIT USD.01 (Healthcare Realty Trust Incorporated) | Long | Equity-common | US | $1M | 70K | 0.02 |
| HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01 (Healthcare Services Group Inc.) | Long | Equity-common | US | $121K | 11K | 0.00 |
| HEALTHEQUITY INC COMMON STOCK USD.0001 (HealthEquity Inc.) | Long | Equity-common | US | $3M | 29K | 0.03 |
| HEALTHPEAK PROPERTIES INC REIT USD1.0 (Healthpeak Properties Inc.) | Long | Equity-common | US | $1M | 59K | 0.02 |
| HEALTHSTREAM INC COMMON STOCK (HealthStream Inc.) | Long | Equity-common | US | $109K | 4K | 0.00 |
| HEARTLAND EXPRESS INC COMMON STOCK USD.01 (Heartland Express Inc.) | Long | Equity-common | US | $96K | 8K | 0.00 |
| HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 (Heartland Financial USA Inc.) | Long | Equity-common | US | $294K | 7K | 0.00 |
| HECLA MINING CO COMMON STOCK USD.25 (Hecla Mining Company) | Long | Equity-common | US | $456K | 94K | 0.01 |
| HEIDELBERG MATERIALS AG COMMON STOCK | Long | Equity-common | DE | $2M | 18K | 0.03 |
| HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01 (Heidrick and Struggles International Inc.) | Long | Equity-common | US | $97K | 3K | 0.00 |
| HEINEKEN HOLDING NV COMMON STOCK EUR1.6 (Heineken Holding N.V.) | Long | Equity-common | NL | $1M | 17K | 0.02 |
| HEINEKEN NV COMMON STOCK EUR1.6 (Heineken N.V.) | Long | Equity-common | NL | $4M | 38K | 0.05 |
| HELEN OF TROY LTD COMMON STOCK USD.1 (Helen of Troy Limited) | Long | Equity-common | US | $751K | 8K | 0.01 |
| HELIOS TECHNOLOGIES INC COMMON STOCK USD.001 (Helios Technologies Inc.) | Long | Equity-common | US | $250K | 5K | 0.00 |
| HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK (Helix Energy Solutions Group Inc.) | Long | Equity-common | US | $268K | 22K | 0.00 |
| HELMERICH and PAYNE INC COMMON STOCK USD.1 (Helmerich and Payne Inc.) | Long | Equity-common | US | $545K | 15K | 0.01 |
| HELVETIA HOLDING AG COMMON STOCK CHF.02 | Long | Equity-common | CH | $665K | 5K | 0.01 |
| HENDERSON LAND DEVELOPMENT CO COMMON STOCK (Henderson Land Development Company Limited) | Long | Equity-common | HK | $516K | 193K | 0.01 |
| HENKEL AG and CO KGAA COMMON STOCK (Henkel AG and Co. KGaA) | Long | Equity-common | DE | $1M | 14K | 0.02 |
| HENKEL AG and CO KGAA PREFERENCE (Henkel AG and Co. KGaA) | Long | Equity-preferred | DE | $2M | 22K | 0.03 |
| HENRY SCHEIN INC COMMON STOCK USD.01 (Henry Schein Inc.) | Long | Equity-common | US | $717K | 11K | 0.01 |
| HERBALIFE LTD COMMON STOCK USD.002 | Long | Equity-common | US | $160K | 15K | 0.00 |
| HERC HOLDINGS INC COMMON STOCK USD.01 (Herc Holdings Inc.) | Long | Equity-common | US | $582K | 4K | 0.01 |
| HERITAGE COMMERCE CORP COMMON STOCK | Long | Equity-common | US | $80K | 9K | 0.00 |
| HERITAGE FINANCIAL CORP/WA COMMON STOCK (Heritage Financial Corporation) | Long | Equity-common | US | $94K | 5K | 0.00 |
| HERMES INTERNATIONAL SCA COMMON STOCK | Long | Equity-common | FR | $10M | 4K | 0.13 |
| HERON THERAPEUTICS INC COMMON STOCK USD.01 (Heron Therapeutics Inc.) | Long | Equity-common | US | $61K | 18K | 0.00 |
| HERSHEY CO/THE COMMON STOCK USD1.0 (The Hershey Company) | Long | Equity-common | US | $2M | 12K | 0.03 |
| HESS CORP COMMON STOCK USD1.0 (Hess Corporation) | Long | Equity-common | US | $3M | 23K | 0.05 |
| HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01 (Hewlett Packard Enterprise Company) | Long | Equity-common | US | $2M | 107K | 0.03 |
| HEXAGON AB COMMON STOCK EUR.22 | Long | Equity-common | SE | $3M | 275K | 0.04 |
| HEXCEL CORP COMMON STOCK USD.01 (Hexcel Corporation) | Long | Equity-common | US | $961K | 15K | 0.01 |
| HF SINCLAIR CORP COMMON STOCK (HF Sinclair Corporation) | Long | Equity-common | US | $1M | 28K | 0.02 |
| HIBBETT INC COMMON STOCK USD.01 (Hibbett Inc.) | Long | Equity-common | US | $164K | 2K | 0.00 |
| HIGHPEAK ENERGY INC COMMON STOCK USD.0001 (HighPeak Energy Inc.) | Long | Equity-common | US | $29K | 2K | 0.00 |
| HIKARI TSUSHIN INC COMMON STOCK (Hikari Tsushin Inc.) | Long | Equity-common | JP | $448K | 2K | 0.01 |
| HIKMA PHARMACEUTICALS PLC COMMON STOCK GBP.1 (Hikma Pharmaceuticals Public Limited Company) | Long | Equity-common | JO | $526K | 22K | 0.01 |
| HILLENBRAND INC COMMON STOCK (Hillenbrand Inc.) | Long | Equity-common | US | $434K | 11K | 0.01 |
| HILLEVAX INC COMMON STOCK USD.0001 (HilleVax Inc.) | Long | Equity-common | US | $58K | 4K | 0.00 |
| HILLMAN SOLUTIONS CORP COMMON STOCK USD.0001 (Hillman Solutions Corp.) | Long | Equity-common | US | $271K | 31K | 0.00 |
| HILLTOP HOLDINGS INC COMMON STOCK USD.01 (Hilltop Holdings Inc.) | Long | Equity-common | US | $225K | 7K | 0.00 |
| HILTON GRAND VACATIONS INC COMMON STOCK USD.01 (Hilton Grand Vacations Inc.) | Long | Equity-common | US | $1M | 25K | 0.01 |
| HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01 (Hilton Worldwide Holdings Inc.) | Long | Equity-common | US | $5M | 21K | 0.06 |
| HIMALAYA SHIPPING LTD COMMON STOCK USD1.0 (Himalaya Shipping Ltd.) | Long | Equity-common | BM | $41K | 5K | 0.00 |
| HIMS and HERS HEALTH INC COMMON STOCK USD.0001 (Hims and Hers Health Inc.) | Long | Equity-common | US | $382K | 19K | 0.01 |
| HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0 (Hingham Institution for Savings The) | Long | Equity-common | US | $47K | 262 | 0.00 |
| HIPPO HOLDINGS INC COMMON STOCK USD.0001 (Hippo Holdings Inc.) | Long | Equity-common | US | $29K | 2K | 0.00 |
| HITACHI CONSTRUCTION MACHINERY COMMON STOCK (Hitachi Construction Machinery Co. Ltd.) | Long | Equity-common | JP | $382K | 14K | 0.01 |
| HITACHI LTD COMMON STOCK (Hitachi Ltd.) | Long | Equity-common | JP | $14M | 615K | 0.19 |
| HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005 (HKT Trust and HKT Limited) | Long | Equity-common | HK | $563K | 502K | 0.01 |
| HNI CORP COMMON STOCK USD1.0 (HNI Corporation) | Long | Equity-common | US | $320K | 7K | 0.00 |
| HOLCIM AG COMMON STOCK CHF2.0 (Holcim Ltd) | Long | Equity-common | CH | $6M | 69K | 0.08 |
| HOLLEY INC COMMON STOCK USD.0001 (Holley Inc.) | Long | Equity-common | US | $28K | 8K | 0.00 |
| HOLMEN AB COMMON STOCK SEK25.0 | Long | Equity-common | SE | $398K | 10K | 0.01 |
| HOLOGIC INC COMMON STOCK USD.01 (Hologic Inc.) | Long | Equity-common | US | $1M | 20K | 0.02 |
| HOME BANCORP INC COMMON STOCK USD.01 (Home Bancorp Inc.) | Long | Equity-common | US | $49K | 1K | 0.00 |
| HOME BANCSHARES INC/AR COMMON STOCK USD.01 (Home BancShares Inc.) | Long | Equity-common | US | $2M | 64K | 0.02 |
| HOME DEPOT INC/THE COMMON STOCK USD.05 (The Home Depot Inc.) | Long | Equity-common | US | $28M | 83K | 0.39 |
| HOMESTREET INC COMMON STOCK (HomeStreet Inc.) | Long | Equity-common | US | $35K | 3K | 0.00 |
| HOMETRUST BANCSHARES INC COMMON STOCK (HomeTrust Bancshares Inc.) | Long | Equity-common | US | $76K | 3K | 0.00 |
| HONDA MOTOR CO LTD COMMON STOCK (Honda Motor Co. Ltd.) | Long | Equity-common | JP | $6M | 595K | 0.09 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 (Honeywell International Inc.) | Long | Equity-common | US | $12M | 54K | 0.16 |
| HONG KONG and CHINA GAS CO LTD COMMON STOCK (The Hong Kong and China Gas Company Limited) | Long | Equity-common | HK | $1M | 1M | 0.02 |
| HONG KONG EXCHANGES and CLEARING COMMON STOCK (Hong Kong Exchanges and Clearing Limited) | Long | Equity-common | HK | $5M | 160K | 0.07 |
| HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1 (Hongkong Land Holdings Limited) | Long | Equity-common | HK | $471K | 146K | 0.01 |
| HOOKER FURNISHINGS CORP COMMON STOCK (Hooker Furnishings Corporation) | Long | Equity-common | US | $25K | 2K | 0.00 |
| HOPE BANCORP INC COMMON STOCK USD.001 (Hope Bancorp Inc.) | Long | Equity-common | US | $187K | 17K | 0.00 |
| HORACE MANN EDUCATORS CORP COMMON STOCK USD.001 (Horace Mann Educators Corporation) | Long | Equity-common | US | $212K | 6K | 0.00 |
| HORIZON BANCORP INC/IN COMMON STOCK (Horizon Bancorp Inc.) | Long | Equity-common | US | $83K | 7K | 0.00 |
| HORMEL FOODS CORP COMMON STOCK USD.01465 (Hormel Foods Corporation) | Long | Equity-common | US | $760K | 25K | 0.01 |
| HOSHIZAKI CORP COMMON STOCK (Hoshizaki Corporation) | Long | Equity-common | JP | $458K | 14K | 0.01 |
| HOST HOTELS and RESORTS INC REIT USD.01 (Host Hotels and Resorts Inc.) | Long | Equity-common | US | $1M | 61K | 0.02 |
| HOULIHAN LOKEY INC COMMON STOCK USD.001 (Houlihan Lokey Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| HOVNANIAN ENTERPRISES INC COMMON STOCK USD.01 (Hovnanian Enterprises Inc.) | Long | Equity-common | US | $106K | 748 | 0.00 |
| HOWMET AEROSPACE INC COMMON STOCK (Howmet Aerospace Inc.) | Long | Equity-common | US | $3M | 32K | 0.03 |
| HOYA CORP COMMON STOCK (Hoya Corporation) | Long | Equity-common | JP | $5M | 47K | 0.08 |
| HP INC COMMON STOCK USD.01 (HP Inc.) | Long | Equity-common | US | $3M | 72K | 0.03 |
| HSBC HOLDINGS PLC COMMON STOCK USD.5 | Long | Equity-common | GB | $22M | 3M | 0.30 |
| HUB GROUP INC COMMON STOCK USD.01 (Hub Group Inc.) | Long | Equity-common | US | $415K | 10K | 0.01 |
| HUBBELL INC COMMON STOCK USD.01 (Hubbell Incorporated) | Long | Equity-common | US | $2M | 5K | 0.02 |
| HUDSON PACIFIC PROPERTIES INC REIT USD.01 (Hudson Pacific Properties Inc.) | Long | Equity-common | US | $104K | 22K | 0.00 |
| HUDSON TECHNOLOGIES INC COMMON STOCK USD.01 (Hudson Technologies Inc.) | Long | Equity-common | US | $59K | 7K | 0.00 |
| HULIC CO LTD COMMON STOCK (Hulic Co.Ltd.) | Long | Equity-common | JP | $452K | 51K | 0.01 |
| HUMACYTE INC COMMON STOCK USD.0001 (Humacyte Inc.) | Long | Equity-common | US | $56K | 12K | 0.00 |
| HUMANA INC COMMON STOCK USD.1666666 (Humana Inc.) | Long | Equity-common | US | $4M | 10K | 0.05 |
| HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01 (Huntington Bancshares Incorporated) | Long | Equity-common | US | $2M | 125K | 0.02 |
| HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01 (Huntington Ingalls Industries Inc.) | Long | Equity-common | US | $839K | 3K | 0.01 |
| HURON CONSULTING GROUP INC COMMON STOCK USD.01 (Huron Consulting Group Inc.) | Long | Equity-common | US | $293K | 3K | 0.00 |
| HUSQVARNA AB COMMON STOCK SEK2.0 | Long | Equity-common | SE | $372K | 46K | 0.01 |
| HYATT HOTELS CORP COMMON STOCK USD.01 (Hyatt Hotels Corporation) | Long | Equity-common | US | $1M | 8K | 0.02 |
| HYLIION HOLDINGS CORP COMMON STOCK USD.0001 (Hyliion Holdings Corp.) | Long | Equity-common | US | $43K | 27K | 0.00 |
| HYSTER-YALE INC COMMON STOCK USD.01 (Hyster-Yale Inc.) | Long | Equity-common | US | $124K | 2K | 0.00 |
| I-80 GOLD CORP COMMON STOCK (i-80 Gold Corp.) | Long | Equity-common | CA | $36K | 34K | 0.00 |
| I3 VERTICALS INC COMMON STOCK USD.0001 (i3 Verticals Inc.) | Long | Equity-common | US | $83K | 4K | 0.00 |
| IBERDROLA SA COMMON STOCK EUR.75 (Iberdrola S.A.) | Long | Equity-common | ES | $10M | 766K | 0.14 |
| IBEX HOLDINGS LTD COMMON STOCK USD.0001 (IBEX Limited) | Long | Equity-common | US | $24K | 2K | 0.00 |
| IBIDEN CO LTD COMMON STOCK (IBIDEN Co. Ltd.) | Long | Equity-common | JP | $611K | 15K | 0.01 |
| ICF INTERNATIONAL INC COMMON STOCK USD.001 (ICF International Inc.) | Long | Equity-common | US | $432K | 3K | 0.01 |
| ICHOR HOLDINGS LTD COMMON STOCK USD.0001 (Ichor Holdings Ltd.) | Long | Equity-common | US | $171K | 4K | 0.00 |
| ICL GROUP LTD COMMON STOCK ILS1.0 | Long | Equity-common | IL | $441K | 103K | 0.01 |
| IDACORP INC COMMON STOCK (IDACORP Inc.) | Long | Equity-common | US | $875K | 9K | 0.01 |
| IDEAYA BIOSCIENCES INC COMMON STOCK (IDEAYA Biosciences Inc.) | Long | Equity-common | US | $345K | 10K | 0.00 |
| IDEMITSU KOSAN CO LTD COMMON STOCK (Idemitsu Kosan Co.Ltd.) | Long | Equity-common | JP | $780K | 120K | 0.01 |
| IDEX CORP COMMON STOCK USD.01 (IDEX Corporation) | Long | Equity-common | US | $1M | 7K | 0.02 |
| IDEXX LABORATORIES INC COMMON STOCK USD.1 (IDEXX Laboratories Inc.) | Long | Equity-common | US | $3M | 7K | 0.05 |
| IDT CORP COMMON STOCK USD.01 (IDT Corporation) | Long | Equity-common | US | $85K | 2K | 0.00 |
| IES HOLDINGS INC COMMON STOCK USD.01 (IES Holdings Inc.) | Long | Equity-common | US | $175K | 1K | 0.00 |
| IGM BIOSCIENCES INC COMMON STOCK USD.01 (IGM Biosciences Inc.) | Long | Equity-common | US | $14K | 2K | 0.00 |
| IHEARTMEDIA INC COMMON STOCK (iHeartMedia Inc.) | Long | Equity-common | US | $20K | 18K | 0.00 |
| ILLINOIS TOOL WORKS INC COMMON STOCK USD.01 (Illinois Tool Works Inc.) | Long | Equity-common | US | $5M | 23K | 0.07 |
| ILLUMINA INC COMMON STOCK USD.01 (Illumina Inc.) | Long | Equity-common | US | $3M | 30K | 0.04 |
| IMAX CORP COMMON STOCK (IMAX Corporation) | Long | Equity-common | CA | $123K | 7K | 0.00 |
| IMCD NV COMMON STOCK EUR.16 (IMCD N.V.) | Long | Equity-common | NL | $1M | 8K | 0.01 |
| IMMERSION CORP COMMON STOCK USD.001 (Immersion Corporation) | Long | Equity-common | US | $42K | 4K | 0.00 |
| IMMUNITYBIO INC COMMON STOCK USD.0001 | Long | Equity-common | US | $130K | 21K | 0.00 |
| IMMUNOVANT INC COMMON STOCK USD.0001 (Immunovant Inc.) | Long | Equity-common | US | $222K | 8K | 0.00 |
| IMPERIAL BRANDS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $3M | 109K | 0.04 |
| IMPINJ INC COMMON STOCK USD.001 (Impinj Inc.) | Long | Equity-common | US | $569K | 4K | 0.01 |
| INARI MEDICAL INC COMMON STOCK USD.001 (Inari Medical Inc.) | Long | Equity-common | US | $399K | 8K | 0.01 |
| INCYTE CORP COMMON STOCK USD.001 (Incyte Corporation) | Long | Equity-common | US | $970K | 16K | 0.01 |
| INDEPENDENCE REALTY TRUST INC REIT USD.01 (Independence Realty Trust Inc.) | Long | Equity-common | US | $1M | 76K | 0.02 |
| INDEPENDENT BANK CORP COMMON STOCK USD.01 (Independent Bank Corp.) | Long | Equity-common | US | $346K | 7K | 0.00 |
| INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0 (Independent Bank Corporation) | Long | Equity-common | US | $83K | 3K | 0.00 |
| INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 (Independent Bank Group Inc.) | Long | Equity-common | US | $256K | 6K | 0.00 |
| INDIE SEMICONDUCTOR INC COMMON STOCK USD.0001 (indie Semiconductor Inc.) | Long | Equity-common | US | $145K | 23K | 0.00 |
| INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03 | Long | Equity-common | ES | $7M | 145K | 0.10 |
| INDUSTRIVARDEN AB COMMON STOCK SEK2.5 (Industrivarden Arsredovisning) | Long | Equity-common | SE | $705K | 21K | 0.01 |
| INDUSTRIVARDEN AB COMMON STOCK SEK2.5 (Industrivarden Arsredovisning) | Long | Equity-common | SE | $557K | 16K | 0.01 |
| INDUTRADE AB COMMON STOCK SEK1.0 | Long | Equity-common | SE | $930K | 36K | 0.01 |
| INFINEON TECHNOLOGIES AG COMMON STOCK | Long | Equity-common | DE | $6M | 173K | 0.09 |
| INFINERA CORP COMMON STOCK USD.001 (Infinera Corporation) | Long | Equity-common | US | $189K | 31K | 0.00 |
| INFORMA PLC COMMON STOCK GBP.001 | Long | Equity-common | GB | $2M | 180K | 0.03 |
| INFORMATION SERVICES GROUP INC COMMON STOCK USD.0001 (Information Services Group Inc.) | Long | Equity-common | US | $20K | 7K | 0.00 |
| INFRASTRUTTURE WIRELESS ITALIA COMMON STOCK (Infrastrutture Wireless Italiane S.p.A.) | Long | Equity-common | IT | $464K | 45K | 0.01 |
| INFUSYSTEM HOLDINGS INC COMMON STOCK USD.0001 (InfuSystem Holdings Inc.) | Long | Equity-common | US | $24K | 3K | 0.00 |
| ING GROEP NV COMMON STOCK EUR.01 (ING Groep N.V.) | Long | Equity-common | NL | $8M | 438K | 0.10 |
| INGERSOLL RAND INC COMMON STOCK USD.01 (Ingersoll Rand Inc.) | Long | Equity-common | US | $3M | 34K | 0.04 |
| INGEVITY CORP COMMON STOCK USD.01 (Ingevity Corporation) | Long | Equity-common | US | $250K | 6K | 0.00 |
| INGLES MARKETS INC COMMON STOCK USD.05 (Ingles Markets Incorporated) | Long | Equity-common | US | $150K | 2K | 0.00 |
| INGREDION INC COMMON STOCK USD.01 (Ingredion Incorporated) | Long | Equity-common | US | $1M | 12K | 0.02 |
| INHIBRX BIOSCIENCES INC COMMON STOCK (Inhibrx Biosciences Inc.) | Long | Equity-common | US | $19K | 1K | 0.00 |
| INMODE LTD COMMON STOCK ILS.01 (InMode Ltd.) | Long | Equity-common | IL | $217K | 12K | 0.00 |
| INNODATA INC COMMON STOCK USD.01 (Innodata Inc.) | Long | Equity-common | US | $64K | 4K | 0.00 |
| INNOSPEC INC COMMON STOCK USD.01 (Innospec Inc.) | Long | Equity-common | US | $480K | 4K | 0.01 |
| INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001 (Innovative Industrial Properties Inc.) | Long | Equity-common | US | $470K | 4K | 0.01 |
| INNOVIVA INC COMMON STOCK USD.01 (Innoviva Inc.) | Long | Equity-common | US | $155K | 9K | 0.00 |
| INOGEN INC COMMON STOCK USD.001 (Inogen Inc.) | Long | Equity-common | US | $34K | 4K | 0.00 |
| INOZYME PHARMA INC COMMON STOCK USD.0001 (Inozyme Pharma Inc.) | Long | Equity-common | US | $32K | 7K | 0.00 |
| INPEX CORP COMMON STOCK (INPEX Corporation) | Long | Equity-common | JP | $2M | 125K | 0.03 |
| INPOST SA COMMON STOCK EUR.01 (InPost S.A.) | Long | Equity-common | PL | $466K | 27K | 0.01 |
| INSIGHT ENTERPRISES INC COMMON STOCK USD.01 (Insight Enterprises Inc.) | Long | Equity-common | US | $867K | 4K | 0.01 |
| INSMED INC COMMON STOCK USD.01 (Insmed Incorporated) | Long | Equity-common | US | $1M | 21K | 0.02 |
| INSPERITY INC COMMON STOCK USD.01 (Insperity Inc.) | Long | Equity-common | US | $1M | 12K | 0.02 |
| INSPIRED ENTERTAINMENT INC COMMON STOCK USD.0001 (Inspired Entertainment Inc.) | Long | Equity-common | US | $35K | 4K | 0.00 |
| INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01 (Installed Building Products Inc.) | Long | Equity-common | US | $754K | 4K | 0.01 |
| INSTEEL INDUSTRIES INC COMMON STOCK (Insteel Industries Inc.) | Long | Equity-common | US | $90K | 3K | 0.00 |
| INSTRUCTURE HOLDINGS INC COMMON STOCK USD.01 (Instructure Holdings Inc.) | Long | Equity-common | US | $72K | 3K | 0.00 |
| INSULET CORP COMMON STOCK USD.001 (Insulet Corporation) | Long | Equity-common | US | $1M | 6K | 0.02 |
| INSURANCE AUSTRALIA GROUP LTD COMMON STOCK (Insurance Australia Group Limited) | Long | Equity-common | AU | $2M | 317K | 0.02 |
| INTAPP INC COMMON STOCK USD.001 (Intapp Inc.) | Long | Equity-common | US | $205K | 6K | 0.00 |
| INTEGER HOLDINGS CORP COMMON STOCK USD.001 (Integer Holdings Corporation) | Long | Equity-common | US | $591K | 5K | 0.01 |
| INTEGRAL AD SCIENCE HOLDING CO COMMON STOCK USD.001 (Integral Ad Science Holding Corp.) | Long | Equity-common | US | $83K | 9K | 0.00 |
| INTEL CORP COMMON STOCK USD.001 (Intel Corporation) | Long | Equity-common | US | $11M | 355K | 0.15 |
| INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001 (Intellia Therapeutics Inc.) | Long | Equity-common | US | $306K | 14K | 0.00 |
| INTER PARFUMS INC COMMON STOCK USD.001 (Inter Parfums Inc.) | Long | Equity-common | US | $330K | 3K | 0.00 |
| INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01 (Interactive Brokers Group Inc.) | Long | Equity-common | US | $2M | 20K | 0.03 |
| INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01 (Intercontinental Exchange Inc.) | Long | Equity-common | US | $7M | 48K | 0.09 |
| INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213 (InterContinental Hotels Group PLC) | Long | Equity-common | GB | $2M | 22K | 0.03 |
| INTERDIGITAL INC COMMON STOCK USD.01 (InterDigital Inc.) | Long | Equity-common | US | $474K | 4K | 0.01 |
| INTERFACE INC COMMON STOCK USD.1 (Interface Inc.) | Long | Equity-common | US | $128K | 9K | 0.00 |
| INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0 (International Bancshares Corporation) | Long | Equity-common | US | $1M | 18K | 0.01 |
| INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2 (International Business Machines Corporation) | Long | Equity-common | US | $13M | 77K | 0.18 |
| INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125 (International Flavors and Fragrances Inc.) | Long | Equity-common | US | $2M | 21K | 0.03 |
| INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD.1 (International Game Technology PLC) | Long | Equity-common | US | $342K | 17K | 0.00 |
| INTERNATIONAL MONEY EXPRESS IN COMMON STOCK USD.0001 (International Money Express Inc.) | Long | Equity-common | US | $101K | 5K | 0.00 |
| INTERNATIONAL PAPER CO COMMON STOCK USD1.0 (International Paper Company) | Long | Equity-common | US | $1M | 30K | 0.02 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (International Seaways Inc.) | Long | Equity-common | US | $373K | 6K | 0.01 |
| INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1 (The Interpublic Group of Companies Inc.) | Long | Equity-common | US | $959K | 33K | 0.01 |
| INTERTEK GROUP PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $1M | 21K | 0.02 |
| INTESA SANPAOLO SPA COMMON STOCK (Intesa Sanpaolo S.p.A) | Long | Equity-common | IT | $7M | 2M | 0.10 |
| INTEST CORP COMMON STOCK USD.01 (inTEST Corporation) | Long | Equity-common | US | $19K | 2K | 0.00 |
| INTEVAC INC COMMON STOCK (Intevac Inc.) | Long | Equity-common | US | $17K | 4K | 0.00 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001 (Intra-Cellular Therapies Inc.) | Long | Equity-common | US | $995K | 15K | 0.01 |
| INTREPID POTASH INC COMMON STOCK USD.001 (Intrepid Potash Inc.) | Long | Equity-common | US | $39K | 2K | 0.00 |
| INTUIT INC COMMON STOCK USD.01 (Intuit Inc.) | Long | Equity-common | US | $15M | 23K | 0.21 |
| INTUITIVE SURGICAL INC COMMON STOCK USD.001 (Intuitive Surgical Inc.) | Long | Equity-common | US | $13M | 30K | 0.18 |
| INVENTRUST PROPERTIES CORP REIT USD.001 (InvenTrust Properties Corp.) | Long | Equity-common | US | $265K | 11K | 0.00 |
| INVESCO LTD COMMON STOCK USD.2 (Invesco Ltd.) | Long | Equity-common | US | $579K | 39K | 0.01 |
| INVESCO MORTGAGE CAPITAL INC REIT USD.01 (Invesco Mortgage Capital Inc.) | Long | Equity-common | US | $66K | 7K | 0.00 |
| INVESTMENT AB LATOUR COMMON STOCK (Investment Aktiebolaget Latour) | Long | Equity-common | SE | $530K | 20K | 0.01 |
| INVESTOR AB COMMON STOCK SEK6.25 (Investor Aktiebolag) | Long | Equity-common | SE | $6M | 229K | 0.09 |
| INVESTORS TITLE CO COMMON STOCK (Investors Title Company) | Long | Equity-common | US | $33K | 181 | 0.00 |
| INVITATION HOMES INC REIT USD.01 (Invitation Homes Inc.) | Long | Equity-common | US | $2M | 49K | 0.02 |
| IONQ INC COMMON STOCK USD.0001 (IonQ Inc.) | Long | Equity-common | US | $176K | 25K | 0.00 |
| IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666 (Iovance Biotherapeutics Inc.) | Long | Equity-common | US | $295K | 37K | 0.00 |
| IPG PHOTONICS CORP COMMON STOCK USD.0001 (IPG Photonics Corporation) | Long | Equity-common | US | $449K | 5K | 0.01 |
| IPSEN SA COMMON STOCK EUR1.0 | Long | Equity-common | FR | $614K | 5K | 0.01 |
| IQVIA HOLDINGS INC COMMON STOCK USD.01 (IQVIA Holdings Inc.) | Long | Equity-common | US | $3M | 15K | 0.04 |
| IRADIMED CORP COMMON STOCK USD.0001 (Iradimed Corporation) | Long | Equity-common | US | $56K | 1K | 0.00 |
| IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 (iRhythm Technologies Inc.) | Long | Equity-common | US | $511K | 5K | 0.01 |
| IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 (Iridium Communications Inc.) | Long | Equity-common | US | $599K | 22K | 0.01 |
| IROBOT CORP COMMON STOCK USD.01 (iRobot Corporation) | Long | Equity-common | US | $39K | 4K | 0.00 |
| IRON MOUNTAIN INC REIT USD.01 (Iron Mountain Incorporated) | Long | Equity-common | US | $2M | 24K | 0.03 |
| IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001 (Ironwood Pharmaceuticals Inc.) | Long | Equity-common | US | $145K | 22K | 0.00 |
| ISPIRE TECHNOLOGY INC COMMON STOCK USD.0001 (Ispire Technology Inc.) | Long | Equity-common | US | $23K | 3K | 0.00 |
| ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1 (Israel Discount Bank Limited) | Long | Equity-common | IL | $818K | 164K | 0.01 |
| ISUZU MOTORS LTD COMMON STOCK (Isuzu Motors Limited) | Long | Equity-common | JP | $1M | 77K | 0.01 |
| ITEOS THERAPEUTICS INC COMMON STOCK USD.001 (iTeos Therapeutics Inc.) | Long | Equity-common | US | $63K | 4K | 0.00 |
| ITERIS INC COMMON STOCK USD.1 (Iteris Inc.) | Long | Equity-common | US | $30K | 7K | 0.00 |
| ITOCHU CORP COMMON STOCK (ITOCHU Corporation) | Long | Equity-common | JP | $8M | 158K | 0.11 |
| ITRON INC COMMON STOCK (Itron Inc.) | Long | Equity-common | US | $697K | 7K | 0.01 |
| ITT INC COMMON STOCK USD1.0 (ITT Inc.) | Long | Equity-common | US | $2M | 15K | 0.03 |
| IVANHOE ELECTRIC INC / US COMMON STOCK USD.0001 (Ivanhoe Electric Inc.) | Long | Equity-common | US | $98K | 10K | 0.00 |
| J and J SNACK FOODS CORP COMMON STOCK (J and J Snack Foods Corp.) | Long | Equity-common | US | $378K | 2K | 0.01 |
| J M SMUCKER CO/THE COMMON STOCK (The J. M. Smucker Company) | Long | Equity-common | US | $996K | 9K | 0.01 |
| J SAINSBURY PLC COMMON STOCK GBP.285714 | Long | Equity-common | GB | $710K | 221K | 0.01 |
| JABIL INC COMMON STOCK USD.001 (Jabil Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01 (Jack Henry and Associates Inc.) | Long | Equity-common | US | $1M | 6K | 0.01 |
| JACK IN THE BOX INC COMMON STOCK USD.01 (Jack in the Box Inc.) | Long | Equity-common | US | $157K | 3K | 0.00 |
| JACKSON FINANCIAL INC COMMON STOCK USD.01 (Jackson Financial Inc.) | Long | Equity-common | US | $917K | 12K | 0.01 |
| JACOBS SOLUTIONS INC COMMON STOCK | Long | Equity-common | US | $2M | 11K | 0.02 |
| JAKKS PACIFIC INC COMMON STOCK USD.001 (JAKKS Pacific Inc.) | Long | Equity-common | US | $19K | 1K | 0.00 |
| JAMES HARDIE INDUSTRIES PLC CDI EUR.59 | Long | Equity-common | IE | $2M | 58K | 0.03 |
| JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002 (James River Group Holdings Ltd.) | Long | Equity-common | BM | $49K | 6K | 0.00 |
| JAMF HOLDING CORP COMMON STOCK (Jamf Holding Corp.) | Long | Equity-common | US | $182K | 11K | 0.00 |
| JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5 | Long | Equity-common | GB | $802K | 24K | 0.01 |
| JANUS INTERNATIONAL GROUP INC COMMON STOCK USD.0001 (Janus International Group Inc.) | Long | Equity-common | US | $169K | 13K | 0.00 |
| JANUX THERAPEUTICS INC COMMON STOCK USD.001 (Janux Therapeutics Inc.) | Long | Equity-common | US | $123K | 3K | 0.00 |
| JAPAN AIRLINES CO LTD COMMON STOCK (Japan Airlines Co. Ltd.) | Long | Equity-common | JP | $302K | 19K | 0.00 |
| JAPAN EXCHANGE GROUP INC COMMON STOCK (Japan Exchange Group Inc.) | Long | Equity-common | JP | $2M | 66K | 0.02 |
| JAPAN POST BANK CO LTD COMMON STOCK (Japan Post Bank Co.Ltd.) | Long | Equity-common | JP | $2M | 192K | 0.03 |
| JAPAN POST HOLDINGS CO LTD COMMON STOCK (Japan Post Holdings Co. Ltd.) | Long | Equity-common | JP | $3M | 276K | 0.04 |
| JAPAN POST INSURANCE CO LTD COMMON STOCK (Japan Post Insurance Co.Ltd.) | Long | Equity-common | JP | $494K | 25K | 0.01 |
| JAPAN REAL ESTATE INVESTMENT C REIT (Japan Real Estate Investment Corporation) | Long | Equity-common | JP | $537K | 170 | 0.01 |
| JAPAN TOBACCO INC COMMON STOCK (Japan Tobacco Inc.) | Long | Equity-common | JP | $4M | 159K | 0.06 |
| JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25 (Jardine Matheson Holdings Limited) | Long | Equity-common | HK | $739K | 21K | 0.01 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 (Jazz Pharmaceuticals Public Limited Company) | Long | Equity-common | US | $1M | 12K | 0.02 |
| JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01 (J.B. Hunt Transport Services Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| JBG SMITH PROPERTIES REIT USD.01 | Long | Equity-common | US | $240K | 16K | 0.00 |
| JD SPORTS FASHION PLC COMMON STOCK GBP.0025 | Long | Equity-common | GB | $516K | 344K | 0.01 |
| JDE PEET'S NV COMMON STOCK EUR.01 (JDE Peet's N.V.) | Long | Equity-common | NL | $322K | 16K | 0.00 |
| JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0 (Jefferies Financial Group Inc.) | Long | Equity-common | US | $2M | 31K | 0.02 |
| JELD-WEN HOLDING INC COMMON STOCK USD.01 (JELD-WEN Holding Inc.) | Long | Equity-common | US | $173K | 13K | 0.00 |
| JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.0 (Jeronimo Martins SGPS S.A.) | Long | Equity-common | PT | $734K | 38K | 0.01 |
| JETBLUE AIRWAYS CORP COMMON STOCK USD.01 (JetBlue Airways Corporation) | Long | Equity-common | US | $322K | 53K | 0.00 |
| JFE HOLDINGS INC COMMON STOCK (JFE Holdings Inc.) | Long | Equity-common | JP | $1M | 76K | 0.02 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $314M | 31M | 4.35 |
| JOBY AVIATION INC COMMON STOCK USD.0001 (Joby Aviation Inc.) | Long | Equity-common | US | $221K | 43K | 0.00 |
| JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01 (John B. Sanfilippo and Son Inc.) | Long | Equity-common | US | $131K | 1K | 0.00 |
| JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 (John Bean Technologies Corporation) | Long | Equity-common | US | $470K | 5K | 0.01 |
| JOHN MARSHALL BANCORP INC COMMON STOCK (John Marshall Bancorp Inc.) | Long | Equity-common | US | $34K | 2K | 0.00 |
| JOHN WILEY and SONS INC COMMON STOCK USD1.0 (John Wiley and Sons Inc.) | Long | Equity-common | US | $235K | 6K | 0.00 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (Johnson and Johnson) | Long | Equity-common | US | $29M | 201K | 0.41 |
| JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01 (Johnson Controls International Public Limited Company) | Long | Equity-common | US | $4M | 56K | 0.05 |
| JOHNSON OUTDOORS INC COMMON STOCK USD.05 (Johnson Outdoors Inc.) | Long | Equity-common | US | $35K | 1K | 0.00 |
| JONES LANG LASALLE INC COMMON STOCK USD.01 (Jones Lang LaSalle Incorporated) | Long | Equity-common | US | $2M | 9K | 0.03 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JPMorgan Chase and Co.) | Long | Equity-common | US | $49M | 240K | 0.67 |
| JULIUS BAER GROUP LTD COMMON STOCK CHF.02 (Julius Baer Group Ltd.) | Long | Equity-common | CH | $2M | 27K | 0.02 |
| JUNIPER NETWORKS INC COMMON STOCK USD.00001 (Juniper Networks Inc.) | Long | Equity-common | US | $1M | 28K | 0.01 |
| KADANT INC COMMON STOCK USD.01 (Kadant Inc.) | Long | Equity-common | US | $527K | 2K | 0.01 |
| KAISER ALUMINUM CORP COMMON STOCK USD.01 (Kaiser Aluminum Corporation) | Long | Equity-common | US | $216K | 2K | 0.00 |
| KAJIMA CORP COMMON STOCK (Kajima Corporation) | Long | Equity-common | JP | $972K | 56K | 0.01 |
| KALTURA INC COMMON STOCK USD.0001 (Kaltura Inc.) | Long | Equity-common | US | $19K | 16K | 0.00 |
| KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001 (KalVista Pharmaceuticals Inc.) | Long | Equity-common | US | $57K | 5K | 0.00 |
| KANSAI ELECTRIC POWER CO INC/T COMMON STOCK (The Kansai Electric Power Company Incorporated) | Long | Equity-common | JP | $2M | 93K | 0.02 |
| KAO CORP COMMON STOCK (Kao Corporation) | Long | Equity-common | JP | $3M | 62K | 0.03 |
| KARAT PACKAGING INC COMMON STOCK USD.001 (Karat Packaging Inc.) | Long | Equity-common | US | $32K | 1K | 0.00 |
| KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001 (Karyopharm Therapeutics Inc.) | Long | Equity-common | US | $16K | 18K | 0.00 |
| KAWASAKI KISEN KAISHA LTD COMMON STOCK (Kawasaki Kisen Kaisha Ltd.) | Long | Equity-common | JP | $760K | 52K | 0.01 |
| KB HOME COMMON STOCK USD1.0 | Long | Equity-common | US | $2M | 24K | 0.02 |
| KBC GROUP NV COMMON STOCK | Long | Equity-common | BE | $2M | 33K | 0.03 |
| KBR INC COMMON STOCK USD.001 (KBR Inc.) | Long | Equity-common | US | $2M | 25K | 0.02 |
| KDDI CORP COMMON STOCK (KDDI Corporation) | Long | Equity-common | JP | $5M | 198K | 0.07 |
| KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01 (Kearny Financial Corp.) | Long | Equity-common | US | $55K | 9K | 0.00 |
| KEISEI ELECTRIC RAILWAY CO LTD COMMON STOCK (Keisei Electric Railway Co. Ltd.) | Long | Equity-common | JP | $554K | 17K | 0.01 |
| KELLANOVA COMMON STOCK USD.25 | Long | Equity-common | US | $1M | 21K | 0.02 |
| KELLY SERVICES INC COMMON STOCK USD1.0 (Kelly Services Inc.) | Long | Equity-common | US | $104K | 5K | 0.00 |
| KEMPER CORP COMMON STOCK USD.1 (Kemper Corporation) | Long | Equity-common | US | $665K | 11K | 0.01 |
| KENNAMETAL INC COMMON STOCK USD1.25 (Kennametal Inc.) | Long | Equity-common | US | $291K | 12K | 0.00 |
| KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001 (Kennedy-Wilson Holdings Inc.) | Long | Equity-common | US | $182K | 19K | 0.00 |
| KENVUE INC COMMON STOCK USD.01 (Kenvue Inc.) | Long | Equity-common | US | $3M | 159K | 0.04 |
| KEPPEL LTD COMMON STOCK (Keppel Ltd.) | Long | Equity-common | SG | $918K | 193K | 0.01 |
| KERING SA COMMON STOCK EUR4.0 | Long | Equity-common | FR | $4M | 10K | 0.05 |
| KEROS THERAPEUTICS INC COMMON STOCK USD.0001 (Keros Therapeutics Inc.) | Long | Equity-common | US | $178K | 4K | 0.00 |
| KERRY GROUP PLC COMMON STOCK EUR.125 | Long | Equity-common | IE | $2M | 20K | 0.02 |
| KERRY GROUP PLC COMMON STOCK EUR.125 | Long | Equity-common | IE | $98K | 1K | 0.00 |
| KESKO OYJ COMMON STOCK | Long | Equity-common | FI | $637K | 36K | 0.01 |
| KEURIG DR PEPPER INC COMMON STOCK USD.01 (Keurig Dr Pepper Inc.) | Long | Equity-common | US | $3M | 86K | 0.04 |
| KEYCORP COMMON STOCK USD1.0 | Long | Equity-common | US | $1M | 81K | 0.02 |
| KEYENCE CORP COMMON STOCK (Keyence Corporation) | Long | Equity-common | JP | $11M | 26K | 0.16 |
| KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD.01 (Keysight Technologies Inc.) | Long | Equity-common | US | $2M | 14K | 0.03 |
| KFORCE INC COMMON STOCK USD.01 (Kforce Inc.) | Long | Equity-common | US | $184K | 3K | 0.00 |
| KIKKOMAN CORP COMMON STOCK (Kikkoman Corporation) | Long | Equity-common | JP | $1M | 90K | 0.01 |
| KILROY REALTY CORP REIT USD.01 (Kilroy Realty Corporation) | Long | Equity-common | US | $617K | 20K | 0.01 |
| KIMBALL ELECTRONICS INC COMMON STOCK (Kimball Electronics Inc.) | Long | Equity-common | US | $87K | 4K | 0.00 |
| KIMBERLY-CLARK CORP COMMON STOCK USD1.25 (Kimberly-Clark Corporation) | Long | Equity-common | US | $4M | 28K | 0.05 |
| KIMCO REALTY CORP REIT USD.01 (Kimco Realty Corporation) | Long | Equity-common | US | $1M | 57K | 0.02 |
| KINDER MORGAN INC COMMON STOCK USD.01 (Kinder Morgan Inc.) | Long | Equity-common | US | $3M | 161K | 0.04 |
| KINGFISHER PLC COMMON STOCK GBP.157143 | Long | Equity-common | GB | $778K | 248K | 0.01 |
| KINGSPAN GROUP PLC COMMON STOCK EUR.13 (Kingspan Group Public Limited Company) | Long | Equity-common | IE | $2M | 21K | 0.02 |
| KINIKSA PHARMACEUTICALS INTERN COMMON STOCK USD.000273 (Kiniksa Pharmaceuticals International Plc) | Long | Equity-common | US | $91K | 5K | 0.00 |
| KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 (Kinsale Capital Group Inc.) | Long | Equity-common | US | $2M | 4K | 0.02 |
| KINTETSU GROUP HOLDINGS CO LTD COMMON STOCK (Kintetsu Group Holdings Co.Ltd.) | Long | Equity-common | JP | $524K | 24K | 0.01 |
| KIRBY CORP COMMON STOCK USD.1 (Kirby Corporation) | Long | Equity-common | US | $1M | 11K | 0.02 |
| KIRIN HOLDINGS CO LTD COMMON STOCK (Kirin Holdings Company Limited) | Long | Equity-common | JP | $1M | 103K | 0.02 |
| KITE REALTY GROUP TRUST REIT USD.01 | Long | Equity-common | US | $2M | 74K | 0.02 |
| KKR and CO INC COMMON STOCK USD.01 (KKR and Co. Inc.) | Long | Equity-common | US | $6M | 56K | 0.08 |
| KKR REAL ESTATE FINANCE TRUST REIT USD.01 (KKR Real Estate Finance Trust Inc.) | Long | Equity-common | US | $86K | 10K | 0.00 |
| KLA CORP COMMON STOCK USD.001 (KLA Corporation) | Long | Equity-common | US | $9M | 11K | 0.13 |
| KLEPIERRE SA REIT EUR1.4 | Long | Equity-common | FR | $761K | 29K | 0.01 |
| KLX ENERGY SERVICES HOLDINGS I COMMON STOCK USD.01 (KLX Energy Services Holdings Inc.) | Long | Equity-common | US | $9K | 2K | 0.00 |
| KNIFE RIVER CORP COMMON STOCK USD.01 (Knife River Corporation) | Long | Equity-common | US | $1M | 19K | 0.02 |
| KNORR-BREMSE AG COMMON STOCK | Long | Equity-common | DE | $735K | 10K | 0.01 |
| KNOWLES CORP COMMON STOCK USD.01 (Knowles Corporation) | Long | Equity-common | US | $242K | 14K | 0.00 |
| KOBE BUSSAN CO LTD COMMON STOCK (Kobe Bussan Co.Ltd.) | Long | Equity-common | JP | $444K | 20K | 0.01 |
| KODIAK GAS SERVICES INC COMMON STOCK USD.01 (Kodiak Gas Services Inc.) | Long | Equity-common | US | $74K | 3K | 0.00 |
| KODIAK SCIENCES INC COMMON STOCK USD.0001 (Kodiak Sciences Inc.) | Long | Equity-common | US | $12K | 5K | 0.00 |
| KOITO MANUFACTURING CO LTD COMMON STOCK (Koito Manufacturing Co. Ltd.) | Long | Equity-common | JP | $366K | 27K | 0.01 |
| KOMATSU LTD COMMON STOCK (Komatsu Ltd.) | Long | Equity-common | JP | $4M | 123K | 0.05 |
| KONAMI GROUP CORP COMMON STOCK (Konami Group Corporation) | Long | Equity-common | JP | $963K | 13K | 0.01 |
| KONE OYJ COMMON STOCK | Long | Equity-common | FI | $2M | 45K | 0.03 |
| KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25 | Long | Equity-common | NO | $950K | 12K | 0.01 |
| KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01 (Koninklijke Ahold Delhaize N.V.) | Long | Equity-common | NL | $4M | 125K | 0.05 |
| KONINKLIJKE KPN NV COMMON STOCK EUR.04 (Koninklijke KPN N.V.) | Long | Equity-common | NL | $2M | 523K | 0.03 |
| KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2 (Koninklijke Philips N.V.) | Long | Equity-common | NL | $3M | 107K | 0.04 |
| KONTOOR BRANDS INC COMMON STOCK (Kontoor Brands Inc.) | Long | Equity-common | US | $578K | 9K | 0.01 |
| KOPPERS HOLDINGS INC COMMON STOCK USD.01 (Koppers Holdings Inc.) | Long | Equity-common | US | $117K | 3K | 0.00 |
| KORN FERRY COMMON STOCK USD.01 | Long | Equity-common | US | $536K | 8K | 0.01 |
| KOSMOS ENERGY LTD COMMON STOCK USD.01 (Kosmos Energy Ltd.) | Long | Equity-common | US | $394K | 71K | 0.01 |
| KRAFT HEINZ CO/THE COMMON STOCK USD.01 (The Kraft Heinz Company) | Long | Equity-common | US | $2M | 65K | 0.03 |
| KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001 (Kratos Defense and Security Solutions Inc.) | Long | Equity-common | US | $395K | 20K | 0.01 |
| KRISPY KREME INC COMMON STOCK USD.01 (Krispy Kreme Inc.) | Long | Equity-common | US | $147K | 14K | 0.00 |
| KROGER CO/THE COMMON STOCK USD1.0 (The Kroger Co.) | Long | Equity-common | US | $3M | 57K | 0.04 |
| KRONOS WORLDWIDE INC COMMON STOCK USD.01 (Kronos Worldwide Inc.) | Long | Equity-common | US | $44K | 4K | 0.00 |
| KRYSTAL BIOTECH INC COMMON STOCK USD.00001 (Krystal Biotech Inc.) | Long | Equity-common | US | $618K | 3K | 0.01 |
| KUBOTA CORP COMMON STOCK (Kubota Corporation) | Long | Equity-common | JP | $2M | 133K | 0.03 |
| KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0 (Kuehne + Nagel International AG) | Long | Equity-common | CH | $2M | 6K | 0.03 |
| KULICKE and SOFFA INDUSTRIES INC COMMON STOCK (Kulicke and Soffa Industries Inc.) | Long | Equity-common | SG | $421K | 9K | 0.01 |
| KURA ONCOLOGY INC COMMON STOCK USD.0001 (Kura Oncology Inc.) | Long | Equity-common | US | $228K | 11K | 0.00 |
| KURA SUSHI USA INC COMMON STOCK USD.001 (Kura Sushi USA Inc.) | Long | Equity-common | US | $62K | 978 | 0.00 |
| KYMERA THERAPEUTICS INC COMMON STOCK USD.0001 (Kymera Therapeutics Inc.) | Long | Equity-common | US | $186K | 6K | 0.00 |
| KYNDRYL HOLDINGS INC COMMON STOCK USD.01 (Kyndryl Holdings Inc.) | Long | Equity-common | US | $1M | 43K | 0.02 |
| KYOCERA CORP COMMON STOCK (Kyocera Corporation) | Long | Equity-common | JP | $2M | 170K | 0.03 |
| KYOWA KIRIN CO LTD COMMON STOCK (Kyowa Kirin Co. Ltd.) | Long | Equity-common | JP | $613K | 36K | 0.01 |
| L E LUNDBERGFORETAGEN AB COMMON STOCK | Long | Equity-common | SE | $498K | 10K | 0.01 |
| L'OREAL SA COMMON STOCK EUR.2 | Long | Equity-common | FR | $14M | 32K | 0.19 |
| L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0 (L3Harris Technologies Inc.) | Long | Equity-common | US | $4M | 16K | 0.05 |
| LA FRANCAISE DES JEUX SAEM COMMON STOCK | Long | Equity-common | FR | $474K | 14K | 0.01 |
| LA-Z-BOY INC COMMON STOCK USD1.0 (La-Z-Boy Incorporated) | Long | Equity-common | US | $251K | 7K | 0.00 |
| LABCORP HOLDINGS INC COMMON STOCK USD.1 (Labcorp Holdings Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| LADDER CAPITAL CORP REIT USD.001 | Long | Equity-common | US | $197K | 17K | 0.00 |
| LAKELAND FINANCIAL CORP COMMON STOCK (Lakeland Financial Corporation) | Long | Equity-common | US | $236K | 4K | 0.00 |
| LAM RESEARCH CORP COMMON STOCK USD.001 (Lam Research Corporation) | Long | Equity-common | US | $12M | 11K | 0.16 |
| LAMAR ADVERTISING CO REIT USD.001 (Lamar Advertising Company) | Long | Equity-common | US | $2M | 16K | 0.03 |
| LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 (Lamb Weston Holdings Inc.) | Long | Equity-common | US | $1M | 12K | 0.01 |
| LANCASTER COLONY CORP COMMON STOCK (Lancaster Colony Corporation) | Long | Equity-common | US | $1M | 7K | 0.02 |
| LAND SECURITIES GROUP PLC REIT GBP.1066667 | Long | Equity-common | GB | $733K | 94K | 0.01 |
| LANDS' END INC COMMON STOCK USD.01 (Lands' End Inc.) | Long | Equity-common | US | $34K | 3K | 0.00 |
| LANDSEA HOMES CORP COMMON STOCK USD.0001 (Landsea Homes Corporation) | Long | Equity-common | US | $30K | 3K | 0.00 |
| LANDSTAR SYSTEM INC COMMON STOCK USD.01 (Landstar System Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| LANTHEUS HOLDINGS INC COMMON STOCK USD.01 (Lantheus Holdings Inc.) | Long | Equity-common | US | $2M | 23K | 0.03 |
| LARIMAR THERAPEUTICS INC COMMON STOCK USD.01 (Larimar Therapeutics Inc.) | Long | Equity-common | US | $32K | 4K | 0.00 |
| LAS VEGAS SANDS CORP COMMON STOCK USD.001 (Las Vegas Sands Corp.) | Long | Equity-common | US | $1M | 29K | 0.02 |
| LASERTEC CORP COMMON STOCK (Lasertec Corporation) | Long | Equity-common | JP | $2M | 11K | 0.03 |
| LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 (Lattice Semiconductor Corporation) | Long | Equity-common | US | $1M | 25K | 0.02 |
| LAUREATE EDUCATION INC COMMON STOCK USD.001 (Laureate Education Inc.) | Long | Equity-common | US | $307K | 21K | 0.00 |
| LCI INDUSTRIES COMMON STOCK USD.01 | Long | Equity-common | US | $396K | 4K | 0.01 |
| LCNB CORP COMMON STOCK (LCNB Corp.) | Long | Equity-common | US | $25K | 2K | 0.00 |
| LEAR CORP COMMON STOCK USD.01 (Lear Corporation) | Long | Equity-common | US | $1M | 11K | 0.02 |
| LEG IMMOBILIEN SE COMMON STOCK | Long | Equity-common | DE | $803K | 10K | 0.01 |
| LEGACY HOUSING CORP COMMON STOCK USD.001 (Legacy Housing Corporation) | Long | Equity-common | US | $43K | 2K | 0.00 |
| LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025 | Long | Equity-common | GB | $2M | 793K | 0.03 |
| LEGALZOOM.COM INC COMMON STOCK (Legalzoom.com Inc.) | Long | Equity-common | US | $157K | 19K | 0.00 |
| LEGRAND SA COMMON STOCK EUR4.0 | Long | Equity-common | FR | $3M | 35K | 0.05 |
| LEIDOS HOLDINGS INC COMMON STOCK USD.0001 (Leidos Holdings Inc.) | Long | Equity-common | US | $2M | 11K | 0.02 |
| LEMAITRE VASCULAR INC COMMON STOCK USD.01 (LeMaitre Vascular Inc.) | Long | Equity-common | US | $249K | 3K | 0.00 |
| LEMONADE INC COMMON STOCK USD.00001 (Lemonade Inc.) | Long | Equity-common | US | $130K | 8K | 0.00 |
| LENDINGCLUB CORP COMMON STOCK USD.01 (LendingClub Corporation) | Long | Equity-common | US | $148K | 17K | 0.00 |
| LENDINGTREE INC COMMON STOCK USD.01 (LendingTree Inc.) | Long | Equity-common | US | $68K | 2K | 0.00 |
| LENNAR CORP COMMON STOCK USD.1 (Lennar Corporation) | Long | Equity-common | US | $3M | 20K | 0.04 |
| LENNOX INTERNATIONAL INC COMMON STOCK USD.01 (Lennox International Inc.) | Long | Equity-common | US | $3M | 6K | 0.04 |
| LEONARDO DRS INC COMMON STOCK USD.01 (Leonardo DRS Inc.) | Long | Equity-common | US | $268K | 11K | 0.00 |
| LEONARDO FINMECCANICA S.P.A. COMMON STOCK (Leonardo S.p.A.) | Long | Equity-common | IT | $1M | 54K | 0.02 |
| LESLIE'S INC COMMON STOCK USD.001 (Leslie's Inc.) | Long | Equity-common | US | $116K | 28K | 0.00 |
| LEXEO THERAPEUTICS INC COMMON STOCK USD.0001 (Lexeo Therapeutics Inc.) | Long | Equity-common | US | $26K | 2K | 0.00 |
| LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 (Lexicon Pharmaceuticals Inc.) | Long | Equity-common | US | $30K | 18K | 0.00 |
| LGI HOMES INC COMMON STOCK USD.01 (LGI Homes Inc.) | Long | Equity-common | US | $289K | 3K | 0.00 |
| LIBERTY ENERGY INC COMMON STOCK (Liberty Energy Inc.) | Long | Equity-common | US | $531K | 25K | 0.01 |
| LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01 (Liberty Latin America Ltd.) | Long | Equity-common | US | $186K | 19K | 0.00 |
| LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01 (Liberty Latin America Ltd.) | Long | Equity-common | US | $75K | 8K | 0.00 |
| LIFCO AB COMMON STOCK SEK.2 | Long | Equity-common | SE | $848K | 31K | 0.01 |
| LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01 (Life Time Group Holdings Inc.) | Long | Equity-common | US | $129K | 7K | 0.00 |
| LIFESTANCE HEALTH GROUP INC COMMON STOCK USD.01 (Lifestance Health Group Inc.) | Long | Equity-common | US | $82K | 17K | 0.00 |
| LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001 (Ligand Pharmaceuticals Incorporated) | Long | Equity-common | US | $219K | 3K | 0.00 |
| LIGHT and WONDER INC COMMON STOCK USD.001 (Light and Wonder Inc.) | Long | Equity-common | US | $3M | 31K | 0.04 |
| LIGHTWAVE LOGIC INC COMMON STOCK USD.001 (Lightwave Logic Inc.) | Long | Equity-common | US | $57K | 19K | 0.00 |
| LIMBACH HOLDINGS INC COMMON STOCK USD.0001 (Limbach Holdings Inc.) | Long | Equity-common | US | $81K | 1K | 0.00 |
| LIMONEIRA CO COMMON STOCK USD.01 (Limoneira Company) | Long | Equity-common | US | $55K | 3K | 0.00 |
| LINCOLN EDUCATIONAL SERVICES C COMMON STOCK (Lincoln Educational Services Corporation) | Long | Equity-common | US | $43K | 4K | 0.00 |
| LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK (Lincoln Electric Holdings Inc.) | Long | Equity-common | US | $2M | 11K | 0.03 |
| LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001 (Lindblad Expeditions Holdings Inc.) | Long | Equity-common | US | $53K | 6K | 0.00 |
| LINDE PLC COMMON STOCK | Long | Equity-common | US | $18M | 40K | 0.24 |
| LINDSAY CORP COMMON STOCK USD1.0 (Lindsay Corporation) | Long | Equity-common | US | $210K | 2K | 0.00 |
| LINEAGE CELL THERAPEUTICS INC COMMON STOCK (Lineage Cell Therapeutics Inc.) | Long | Equity-common | US | $25K | 25K | 0.00 |
| LINK REIT REIT (Link Real Estate Investment Trust) | Long | Equity-common | HK | $1M | 339K | 0.02 |
| LIONS GATE ENTERTAINMENT CORP COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $167K | 20K | 0.00 |
| LIONS GATE ENTERTAINMENT CORP COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $80K | 9K | 0.00 |
| LIQUIDIA CORP COMMON STOCK USD.001 (Liquidia Corporation) | Long | Equity-common | US | $88K | 7K | 0.00 |
| LIQUIDITY SERVICES INC COMMON STOCK USD.001 (Liquidity Services Inc.) | Long | Equity-common | US | $69K | 3K | 0.00 |
| LITHIA MOTORS INC COMMON STOCK (Lithia Motors Inc.) | Long | Equity-common | US | $1M | 5K | 0.02 |
| LITTELFUSE INC COMMON STOCK USD.01 (Littelfuse Inc.) | Long | Equity-common | US | $1M | 5K | 0.02 |
| LIVANOVA PLC COMMON STOCK GBP1.0 | Long | Equity-common | GB | $1M | 18K | 0.01 |
| LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01 (Live Nation Entertainment Inc.) | Long | Equity-common | US | $1M | 12K | 0.02 |
| LIVE OAK BANCSHARES INC COMMON STOCK (Live Oak Bancshares Inc.) | Long | Equity-common | US | $182K | 5K | 0.00 |
| LIVERAMP HOLDINGS INC COMMON STOCK USD.1 (LiveRamp Holdings Inc.) | Long | Equity-common | US | $317K | 10K | 0.00 |
| LIVEWIRE GROUP INC COMMON STOCK USD.0001 (LiveWire Group Inc.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| LKQ CORP COMMON STOCK USD.01 (LKQ Corporation) | Long | Equity-common | US | $958K | 23K | 0.01 |
| LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $6M | 8M | 0.08 |
| LOCKHEED MARTIN CORP COMMON STOCK USD1.0 (Lockheed Martin Corporation) | Long | Equity-common | US | $8M | 18K | 0.12 |
| LOEWS CORP COMMON STOCK USD.01 (Loews Corporation) | Long | Equity-common | US | $1M | 16K | 0.02 |
| LOGITECH INTERNATIONAL SA COMMON STOCK CHF.25 (Logitech International S.A.) | Long | Equity-common | CH | $2M | 21K | 0.03 |
| LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605 (London Stock Exchange Group PLC) | Long | Equity-common | GB | $7M | 60K | 0.10 |
| LONGBOARD PHARMACEUTICALS INC COMMON STOCK USD.0001 (Longboard Pharmaceuticals Inc.) | Long | Equity-common | US | $100K | 4K | 0.00 |
| LONZA GROUP AG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $5M | 10K | 0.07 |
| LOTTERY CORP LTD/THE COMMON STOCK (The Lottery Corporation Limited) | Long | Equity-common | AU | $994K | 295K | 0.01 |
| LOTUS BAKERIES NV COMMON STOCK | Long | Equity-common | BE | $557K | 54 | 0.01 |
| LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0 (Louisiana-Pacific Corporation) | Long | Equity-common | US | $973K | 12K | 0.01 |
| LOVESAC CO COMMON STOCK USD.00001 (The Lovesac Company) | Long | Equity-common | US | $47K | 2K | 0.00 |
| LOWE'S COS INC COMMON STOCK USD.5 (Lowe`s Companies Inc.) | Long | Equity-common | US | $11M | 48K | 0.15 |
| LSB INDUSTRIES INC COMMON STOCK USD.1 (LSB Industries Inc.) | Long | Equity-common | US | $68K | 8K | 0.00 |
| LSI INDUSTRIES INC COMMON STOCK (LSI Industries Inc.) | Long | Equity-common | US | $68K | 5K | 0.00 |
| LTC PROPERTIES INC REIT USD.01 (LTC Properties Inc.) | Long | Equity-common | US | $214K | 6K | 0.00 |
| LULULEMON ATHLETICA INC COMMON STOCK USD.005 (Lululemon Athletica Inc.) | Long | Equity-common | CA | $3M | 10K | 0.04 |
| LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 (Lumen Technologies Inc.) | Long | Equity-common | US | $174K | 158K | 0.00 |
| LUMENTUM HOLDINGS INC COMMON STOCK USD.001 (Lumentum Holdings Inc.) | Long | Equity-common | US | $638K | 13K | 0.01 |
| LUMINAR TECHNOLOGIES INC COMMON STOCK USD.0001 (Luminar Technologies Inc.) | Long | Equity-common | US | $64K | 43K | 0.00 |
| LUNA INNOVATIONS INC COMMON STOCK USD.001 (Luna Innovations Incorporated) | Long | Equity-common | US | $18K | 6K | 0.00 |
| LUXFER HOLDINGS PLC COMMON STOCK USD.5 | Long | Equity-common | GB | $56K | 5K | 0.00 |
| LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3 (LVMH Moet Hennessy Louis Vuitton) | Long | Equity-common | FR | $28M | 37K | 0.39 |
| LXP INDUSTRIAL TRUST REIT USD.0001 | Long | Equity-common | US | $406K | 44K | 0.01 |
| LY CORP COMMON STOCK (LY Corporation) | Long | Equity-common | JP | $856K | 354K | 0.01 |
| LYELL IMMUNOPHARMA INC COMMON STOCK USD.0001 (Lyell Immunopharma Inc.) | Long | Equity-common | US | $43K | 30K | 0.00 |
| LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04 (LyondellBasell Industries N.V.) | Long | Equity-common | US | $2M | 22K | 0.03 |
| M/I HOMES INC COMMON STOCK USD.01 (M/I Homes Inc.) | Long | Equity-common | US | $509K | 4K | 0.01 |
| M3 INC COMMON STOCK (M3 Inc.) | Long | Equity-common | JP | $560K | 59K | 0.01 |
| MACATAWA BANK CORP COMMON STOCK (Macatawa Bank Corporation) | Long | Equity-common | US | $76K | 5K | 0.00 |
| MACERICH CO/THE REIT USD.01 (The Macerich Company) | Long | Equity-common | US | $516K | 33K | 0.01 |
| MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001 (MACOM Technology Solutions Holdings Inc.) | Long | Equity-common | US | $2M | 19K | 0.03 |
| MACQUARIE GROUP LTD COMMON STOCK (Macquarie Group Limited) | Long | Equity-common | AU | $7M | 48K | 0.09 |
| MACROGENICS INC COMMON STOCK USD.01 (MacroGenics Inc.) | Long | Equity-common | US | $40K | 9K | 0.00 |
| MACY'S INC COMMON STOCK USD.01 (Macy's Inc.) | Long | Equity-common | US | $979K | 51K | 0.01 |
| MADISON SQUARE GARDEN ENTERTAI COMMON STOCK USD.01 (Madison Square Garden Entertainment Corp.) | Long | Equity-common | US | $209K | 6K | 0.00 |
| MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001 (Madrigal Pharmaceuticals Inc.) | Long | Equity-common | US | $644K | 2K | 0.01 |
| MAGNITE INC COMMON STOCK USD.00001 (Magnite Inc.) | Long | Equity-common | US | $279K | 21K | 0.00 |
| MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001 (Magnolia Oil and Gas Corporation) | Long | Equity-common | US | $700K | 28K | 0.01 |
| MAKITA CORP COMMON STOCK (Makita Corporation) | Long | Equity-common | JP | $813K | 30K | 0.01 |
| MALIBU BOATS INC COMMON STOCK USD.01 (Malibu Boats Inc.) | Long | Equity-common | US | $112K | 3K | 0.00 |
| MandG PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $770K | 300K | 0.01 |
| MandT BANK CORP COMMON STOCK USD.5 (MandT Bank Corporation) | Long | Equity-common | US | $2M | 14K | 0.03 |
| MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 (Manhattan Associates Inc.) | Long | Equity-common | US | $3M | 11K | 0.04 |
| MANITOWOC CO INC/THE COMMON STOCK USD.01 (The Manitowoc Company Inc.) | Long | Equity-common | US | $62K | 5K | 0.00 |
| MANNKIND CORP COMMON STOCK USD.01 (MannKind Corporation) | Long | Equity-common | US | $218K | 42K | 0.00 |
| MANPOWERGROUP INC COMMON STOCK USD.01 (ManpowerGroup Inc.) | Long | Equity-common | US | $617K | 9K | 0.01 |
| MARATHON DIGITAL HOLDINGS INC COMMON STOCK USD.001 (Marathon Digital Holdings Inc.) | Long | Equity-common | US | $686K | 35K | 0.01 |
| MARATHON OIL CORP COMMON STOCK USD1.0 (Marathon Oil Corporation) | Long | Equity-common | US | $1M | 46K | 0.02 |
| MARATHON PETROLEUM CORP COMMON STOCK USD.01 (Marathon Petroleum Corporation) | Long | Equity-common | US | $5M | 30K | 0.07 |
| MARCUS and MILLICHAP INC COMMON STOCK USD.0001 (Marcus and Millichap Inc.) | Long | Equity-common | US | $118K | 4K | 0.00 |
| MARCUS CORP/THE COMMON STOCK USD1.0 (The Marcus Corporation) | Long | Equity-common | US | $47K | 4K | 0.00 |
| MARINEMAX INC COMMON STOCK USD.001 (MarineMax Inc.) | Long | Equity-common | US | $111K | 3K | 0.00 |
| MARINUS PHARMACEUTICALS INC COMMON STOCK USD.001 (Marinus Pharmaceuticals Inc.) | Long | Equity-common | US | $10K | 8K | 0.00 |
| MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 (MarketAxess Holdings Inc.) | Long | Equity-common | US | $654K | 3K | 0.01 |
| MARQETA INC COMMON STOCK USD.0001 (Marqeta Inc.) | Long | Equity-common | US | $410K | 75K | 0.01 |
| MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01 (Marriott International Inc.) | Long | Equity-common | US | $5M | 20K | 0.07 |
| MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01 (Marriott Vacations Worldwide Corporation) | Long | Equity-common | US | $529K | 6K | 0.01 |
| MARSH and MCLENNAN COS INC COMMON STOCK USD1.0 (Marsh and McLennan Companies Inc.) | Long | Equity-common | US | $9M | 41K | 0.12 |
| MARTEN TRANSPORT LTD COMMON STOCK USD.01 (Marten Transport Ltd.) | Long | Equity-common | US | $167K | 9K | 0.00 |
| MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01 (Martin Marietta Materials Inc.) | Long | Equity-common | US | $3M | 5K | 0.04 |
| MARUBENI CORP COMMON STOCK (Marubeni Corporation) | Long | Equity-common | JP | $4M | 189K | 0.05 |
| MASCO CORP COMMON STOCK USD1.0 (Masco Corporation) | Long | Equity-common | US | $1M | 19K | 0.02 |
| MASIMO CORP COMMON STOCK USD.001 (Masimo Corporation) | Long | Equity-common | US | $1M | 8K | 0.01 |
| MASTEC INC COMMON STOCK USD.1 (MasTec Inc.) | Long | Equity-common | US | $1M | 11K | 0.02 |
| MASTERBRAND INC COMMON STOCK USD.01 (MasterBrand Inc.) | Long | Equity-common | US | $289K | 20K | 0.00 |
| MASTERCARD INC COMMON STOCK USD.0001 (Mastercard Incorporated) | Long | Equity-common | US | $30M | 69K | 0.42 |
| MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01 (MasterCraft Boat Holdings Inc.) | Long | Equity-common | US | $49K | 3K | 0.00 |
| MATADOR RESOURCES CO COMMON STOCK USD.01 (Matador Resources Company) | Long | Equity-common | US | $2M | 39K | 0.03 |
| MATCH GROUP INC COMMON STOCK USD.001 (Match Group Inc.) | Long | Equity-common | US | $710K | 23K | 0.01 |
| MATERION CORP COMMON STOCK (Materion Corporation) | Long | Equity-common | US | $339K | 3K | 0.00 |
| MATIV HOLDINGS INC COMMON STOCK USD.1 (Mativ Holdings Inc.) | Long | Equity-common | US | $153K | 9K | 0.00 |
| MATSON INC COMMON STOCK (Matson Inc.) | Long | Equity-common | US | $698K | 5K | 0.01 |
| MATSUKIYOCOCOKARA and CO COMMON STOCK (MatsukiyoCocokara and Co.) | Long | Equity-common | JP | $653K | 45K | 0.01 |
| MATTEL INC COMMON STOCK USD1.0 (Mattel Inc.) | Long | Equity-common | US | $1M | 64K | 0.01 |
| MATTERPORT INC COMMON STOCK USD.0001 (Matterport Inc.) | Long | Equity-common | US | $186K | 42K | 0.00 |
| MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0 (Matthews International Corporation) | Long | Equity-common | US | $115K | 5K | 0.00 |
| MAUI LAND and PINEAPPLE CO INC COMMON STOCK (Maui Land and Pineapple Company Inc.) | Long | Equity-common | US | $31K | 1K | 0.00 |
| MAXCYTE INC COMMON STOCK (MaxCyte Inc.) | Long | Equity-common | US | $59K | 15K | 0.00 |
| MAXEON SOLAR TECHNOLOGIES LTD COMMON STOCK (Maxeon Solar Technologies Ltd.) | Long | Equity-common | SG | $4K | 5K | 0.00 |
| MAXIMUS INC COMMON STOCK (Maximus Inc.) | Long | Equity-common | US | $2M | 21K | 0.02 |
| MAXLINEAR INC COMMON STOCK (MaxLinear Inc.) | Long | Equity-common | US | $239K | 12K | 0.00 |
| MAYVILLE ENGINEERING CO INC COMMON STOCK (Mayville Engineering Company Inc.) | Long | Equity-common | US | $27K | 2K | 0.00 |
| MAZDA MOTOR CORP COMMON STOCK (Mazda Motor Corporation) | Long | Equity-common | JP | $727K | 75K | 0.01 |
| MBIA INC COMMON STOCK USD1.0 (MBIA Inc.) | Long | Equity-common | US | $41K | 8K | 0.00 |
| MCCORMICK and CO INC/MD COMMON STOCK USD.01 (McCormick and Company Incorporated) | Long | Equity-common | US | $2M | 22K | 0.02 |
| MCDONALD'S CORP COMMON STOCK USD.01 (McDonald's Corporation) | Long | Equity-common | US | $15M | 60K | 0.21 |
| MCDONALD'S HOLDINGS CO JAPAN L COMMON STOCK (McDonald's Holdings Company (Japan) Ltd.) | Long | Equity-common | JP | $452K | 11K | 0.01 |
| MCGRATH RENTCORP COMMON STOCK | Long | Equity-common | US | $407K | 4K | 0.01 |
| MCKESSON CORP COMMON STOCK USD.01 (McKesson Corporation) | Long | Equity-common | US | $6M | 11K | 0.09 |
| MDU RESOURCES GROUP INC COMMON STOCK USD1.0 (MDU Resources Group Inc.) | Long | Equity-common | US | $948K | 38K | 0.01 |
| MEDIAALPHA INC COMMON STOCK USD.01 (MediaAlpha Inc.) | Long | Equity-common | US | $46K | 3K | 0.00 |
| MEDIBANK PVT LTD COMMON STOCK (Medibank Private Limited) | Long | Equity-common | AU | $905K | 365K | 0.01 |
| MEDIFAST INC COMMON STOCK USD.001 (Medifast Inc.) | Long | Equity-common | US | $35K | 2K | 0.00 |
| MEDIOBANCA BANCA DI CREDITO FI COMMON STOCK (MEDIOBANCA - Banca di Credito finanziario S.P.A.) | Long | Equity-common | IT | $990K | 68K | 0.01 |
| MEDPACE HOLDINGS INC COMMON STOCK USD.01 (Medpace Holdings Inc.) | Long | Equity-common | US | $2M | 4K | 0.02 |
| MEDTRONIC PLC COMMON STOCK USD.1 (Medtronic Public Limited Company) | Long | Equity-common | IE | $9M | 111K | 0.12 |
| MEIJI HOLDINGS CO LTD COMMON STOCK (Meiji Holdings Co.Ltd.) | Long | Equity-common | JP | $673K | 31K | 0.01 |
| MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001 | Long | Equity-common | US | $25K | 6K | 0.00 |
| MELROSE INDUSTRIES PLC COMMON STOCK GBP.07619048 | Long | Equity-common | GB | $1M | 174K | 0.02 |
| MERCANTILE BANK CORP COMMON STOCK (Mercantile Bank Corporation) | Long | Equity-common | US | $108K | 3K | 0.00 |
| MERCEDES-BENZ GROUP AG COMMON STOCK NPV | Long | Equity-common | DE | $7M | 106K | 0.10 |
| MERCHANTS BANCORP COMMON STOCK | Long | Equity-common | US | $101K | 3K | 0.00 |
| MERCK and CO INC COMMON STOCK USD.5 (Merck and Co. Inc.) | Long | Equity-common | US | $26M | 212K | 0.36 |
| MERCK KGAA COMMON STOCK | Long | Equity-common | DE | $3M | 17K | 0.04 |
| MERCURY GENERAL CORP COMMON STOCK (Mercury General Corporation) | Long | Equity-common | US | $228K | 4K | 0.00 |
| MERCURY NZ LTD COMMON STOCK (Mercury NZ Limited) | Long | Equity-common | NZ | $369K | 92K | 0.01 |
| MERIDIAN ENERGY LTD COMMON STOCK (Meridian Energy Limited) | Long | Equity-common | NZ | $657K | 172K | 0.01 |
| MERIDIANLINK INC COMMON STOCK USD.001 (MeridianLink Inc.) | Long | Equity-common | US | $86K | 4K | 0.00 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (Merit Medical Systems Inc.) | Long | Equity-common | US | $753K | 9K | 0.01 |
| MERITAGE HOMES CORP COMMON STOCK USD.01 (Meritage Homes Corporation) | Long | Equity-common | US | $910K | 6K | 0.01 |
| MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD.01 (Merrimack Pharmaceuticals Inc.) | Long | Equity-common | US | $45.45 | 2K | 0.00 |
| MERSANA THERAPEUTICS INC COMMON STOCK USD.0001 (Mersana Therapeutics Inc.) | Long | Equity-common | US | $36K | 18K | 0.00 |
| MESA LABORATORIES INC COMMON STOCK (Mesa Laboratories Inc.) | Long | Equity-common | US | $74K | 855 | 0.00 |
| META PLATFORMS INC COMMON STOCK USD.000006 (Meta Platforms Inc.) | Long | Equity-common | US | $92M | 183K | 1.28 |
| METALLUS INC COMMON STOCK (Metallus Inc.) | Long | Equity-common | US | $137K | 7K | 0.00 |
| METHODE ELECTRONICS INC COMMON STOCK USD.5 (Methode Electronics Inc.) | Long | Equity-common | US | $57K | 5K | 0.00 |
| METLIFE INC COMMON STOCK USD.01 (MetLife Inc.) | Long | Equity-common | US | $3M | 50K | 0.05 |
| METROCITY BANKSHARES INC COMMON STOCK (MetroCity Bankshares Inc.) | Long | Equity-common | US | $83K | 3K | 0.00 |
| METROPOLITAN BANK HOLDING CORP COMMON STOCK USD.01 (Metropolitan Bank Holding Corp.) | Long | Equity-common | US | $67K | 2K | 0.00 |
| METSO OYJ COMMON STOCK | Long | Equity-common | FI | $876K | 82K | 0.01 |
| METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01 (Mettler-Toledo International Inc.) | Long | Equity-common | US | $2M | 2K | 0.03 |
| MFA FINANCIAL INC REIT USD.01 (MFA Financial Inc.) | Long | Equity-common | US | $165K | 16K | 0.00 |
| MGE ENERGY INC COMMON STOCK USD1.0 (MGE Energy Inc.) | Long | Equity-common | US | $433K | 6K | 0.01 |
| MGIC INVESTMENT CORP COMMON STOCK USD1.0 (MGIC Investment Corporation) | Long | Equity-common | US | $1M | 49K | 0.01 |
| MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 | Long | Equity-common | US | $918K | 21K | 0.01 |
| MGP INGREDIENTS INC COMMON STOCK (MGP Ingredients Inc.) | Long | Equity-common | US | $183K | 2K | 0.00 |
| MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 (Microchip Technology Incorporated) | Long | Equity-common | US | $4M | 45K | 0.06 |
| MICRON TECHNOLOGY INC COMMON STOCK USD.1 (Micron Technology Inc.) | Long | Equity-common | US | $12M | 92K | 0.17 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (Microsoft Corporation) | Long | Equity-common | US | $277M | 621K | 3.85 |
| MICROSTRATEGY INC COMMON STOCK USD.001 (MicroStrategy Incorporated) | Long | Equity-common | US | $3M | 2K | 0.04 |
| MICROVAST HOLDINGS INC COMMON STOCK USD.0001 (Microvast Holdings Inc.) | Long | Equity-common | US | $16K | 34K | 0.00 |
| MICROVISION INC COMMON STOCK USD.001 (MicroVision Inc.) | Long | Equity-common | US | $31K | 29K | 0.00 |
| MID PENN BANCORP INC COMMON STOCK USD1.0 (Mid Penn Bancorp Inc.) | Long | Equity-common | US | $57K | 3K | 0.00 |
| MID-AMERICA APARTMENT COMMUNIT REIT USD.01 (Mid-America Apartment Communities Inc.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| MIDDLEBY CORP/THE COMMON STOCK USD.01 (The Middleby Corporation) | Long | Equity-common | US | $1M | 10K | 0.02 |
| MIDDLEFIELD BANC CORP COMMON STOCK (Middlefield Banc Corp.) | Long | Equity-common | US | $32K | 1K | 0.00 |
| MIDDLESEX WATER CO COMMON STOCK (Middlesex Water Company) | Long | Equity-common | US | $142K | 3K | 0.00 |
| MIDLAND STATES BANCORP INC COMMON STOCK USD.01 (Midland States Bancorp Inc.) | Long | Equity-common | US | $67K | 3K | 0.00 |
| MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01 (MidWestOne Financial Group Inc.) | Long | Equity-common | US | $52K | 2K | 0.00 |
| MILLER INDUSTRIES INC/TN COMMON STOCK USD.01 (Miller Industries Inc.) | Long | Equity-common | US | $87K | 2K | 0.00 |
| MILLERKNOLL INC COMMON STOCK USD.2 (MillerKnoll Inc.) | Long | Equity-common | US | $302K | 11K | 0.00 |
| MIMEDX GROUP INC COMMON STOCK USD.001 (MiMedx Group Inc.) | Long | Equity-common | US | $123K | 18K | 0.00 |
| MINEBEA MITSUMI INC COMMON STOCK (MINEBEA MITSUMI Inc.) | Long | Equity-common | JP | $991K | 48K | 0.01 |
| MINERAL RESOURCES LTD COMMON STOCK (Mineral Resources Limited) | Long | Equity-common | AU | $833K | 23K | 0.01 |
| MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 (Minerals Technologies Inc.) | Long | Equity-common | US | $414K | 5K | 0.01 |
| MINERALYS THERAPEUTICS INC COMMON STOCK USD.0001 (Mineralys Therapeutics Inc.) | Long | Equity-common | US | $54K | 5K | 0.00 |
| MINI MSCI EAFE 0924 | Derivative-equity | US | $688K | – | 0.01 | |
| MIRION TECHNOLOGIES INC COMMON STOCK USD.0001 (Mirion Technologies Inc.) | Long | Equity-common | US | $332K | 31K | 0.00 |
| MIRUM PHARMACEUTICALS INC COMMON STOCK (Mirum Pharmaceuticals Inc.) | Long | Equity-common | US | $133K | 4K | 0.00 |
| MIRVAC GROUP REIT | Long | Equity-common | AU | $651K | 523K | 0.01 |
| MISSION PRODUCE INC COMMON STOCK USD.001 (Mission Produce Inc.) | Long | Equity-common | US | $77K | 8K | 0.00 |
| MISTRAS GROUP INC COMMON STOCK USD.01 (Mistras Group Inc.) | Long | Equity-common | US | $32K | 4K | 0.00 |
| MITEK SYSTEMS INC COMMON STOCK USD.001 (Mitek Systems Inc.) | Long | Equity-common | US | $74K | 7K | 0.00 |
| MITSUBISHI CHEMICAL GROUP CORP COMMON STOCK (Mitsubishi Chemical Group Corporation) | Long | Equity-common | JP | $1M | 180K | 0.01 |
| MITSUBISHI CORP COMMON STOCK (Mitsubishi Corporation) | Long | Equity-common | JP | $9M | 443K | 0.12 |
| MITSUBISHI ELECTRIC CORP COMMON STOCK (Mitsubishi Electric Corporation) | Long | Equity-common | JP | $4M | 256K | 0.06 |
| MITSUBISHI ESTATE CO LTD COMMON STOCK (Mitsubishi Estate Company Limited) | Long | Equity-common | JP | $2M | 149K | 0.03 |
| MITSUBISHI HC CAPITAL INC COMMON STOCK (Mitsubishi HC Capital Inc.) | Long | Equity-common | JP | $708K | 107K | 0.01 |
| MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK (Mitsubishi Heavy Industries Ltd.) | Long | Equity-common | JP | $5M | 425K | 0.06 |
| MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK (Mitsubishi UFJ Financial Group Inc.) | Long | Equity-common | JP | $16M | 1M | 0.22 |
| MITSUI and CO LTD COMMON STOCK (Mitsui and Co. Ltd.) | Long | Equity-common | JP | $8M | 341K | 0.11 |
| MITSUI CHEMICALS INC COMMON STOCK (Mitsui Chemicals Inc.) | Long | Equity-common | JP | $627K | 23K | 0.01 |
| MITSUI FUDOSAN CO LTD COMMON STOCK (Mitsui Fudosan Co. Ltd.) | Long | Equity-common | JP | $3M | 354K | 0.05 |
| MITSUI OSK LINES LTD COMMON STOCK (Mitsui O.S.K. Lines Ltd.) | Long | Equity-common | JP | $1M | 46K | 0.02 |
| MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1 (Bank Mizrahi Tefahot Ltd.) | Long | Equity-common | IL | $696K | 21K | 0.01 |
| MIZUHO FINANCIAL GROUP INC COMMON STOCK (Mizuho Financial Group Inc.) | Long | Equity-common | JP | $7M | 320K | 0.09 |
| MKS INSTRUMENTS INC COMMON STOCK (MKS Instruments Inc.) | Long | Equity-common | US | $2M | 12K | 0.02 |
| MODERNA INC COMMON STOCK USD.0001 (Moderna Inc.) | Long | Equity-common | US | $3M | 28K | 0.05 |
| MODINE MANUFACTURING CO COMMON STOCK USD.625 (Modine Manufacturing Company) | Long | Equity-common | US | $799K | 8K | 0.01 |
| MODIVCARE INC COMMON STOCK USD.001 (ModivCare Inc.) | Long | Equity-common | US | $51K | 2K | 0.00 |
| MOELIS and CO COMMON STOCK USD.01 (Moelis and Company) | Long | Equity-common | US | $585K | 10K | 0.01 |
| MOHAWK INDUSTRIES INC COMMON STOCK USD.01 (Mohawk Industries Inc.) | Long | Equity-common | US | $517K | 5K | 0.01 |
| MOLINA HEALTHCARE INC COMMON STOCK USD.001 (Molina Healthcare Inc.) | Long | Equity-common | US | $1M | 5K | 0.02 |
| MOLSON COORS BEVERAGE CO COMMON STOCK USD.01 (Molson Coors Beverage Company) | Long | Equity-common | US | $810K | 16K | 0.01 |
| MONARCH CASINO and RESORT INC COMMON STOCK USD.01 (Monarch Casino and Resort Inc.) | Long | Equity-common | US | $136K | 2K | 0.00 |
| MONCLER SPA COMMON STOCK (Moncler S.p.A.) | Long | Equity-common | IT | $2M | 29K | 0.02 |
| MONDAY.COM LTD COMMON STOCK (monday.com Ltd.) | Long | Equity-common | IL | $1M | 5K | 0.02 |
| MONDEE HOLDINGS INC COMMON STOCK USD.001 (Mondee Holdings Inc.) | Long | Equity-common | US | $18K | 8K | 0.00 |
| MONDELEZ INTERNATIONAL INC COMMON STOCK (Mondelez International Inc.) | Long | Equity-common | US | $7M | 112K | 0.10 |
| MONDI PLC COMMON STOCK EUR.2 | Long | Equity-common | GB | $1M | 59K | 0.02 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 (Monolithic Power Systems Inc.) | Long | Equity-common | US | $3M | 4K | 0.05 |
| MONOTARO CO LTD COMMON STOCK (MonotaRO Co. Ltd.) | Long | Equity-common | JP | $389K | 33K | 0.01 |
| MONRO INC COMMON STOCK USD.01 (Monro Inc.) | Long | Equity-common | US | $118K | 5K | 0.00 |
| MONSTER BEVERAGE CORP COMMON STOCK USD.005 (Monster Beverage Corporation) | Long | Equity-common | US | $3M | 59K | 0.04 |
| MONTAUK RENEWABLES INC COMMON STOCK USD.01 (Montauk Renewables Inc.) | Long | Equity-common | US | $61K | 11K | 0.00 |
| MONTE ROSA THERAPEUTICS INC COMMON STOCK USD.0001 (Monte Rosa Therapeutics Inc.) | Long | Equity-common | US | $20K | 5K | 0.00 |
| MONTROSE ENVIRONMENTAL GROUP I COMMON STOCK USD.000004 (Montrose Environmental Group Inc.) | Long | Equity-common | US | $194K | 4K | 0.00 |
| MOODY'S CORP COMMON STOCK USD.01 (Moody's Corporation) | Long | Equity-common | US | $6M | 13K | 0.08 |
| MOOG INC COMMON STOCK USD1.0 (Moog Inc.) | Long | Equity-common | US | $735K | 4K | 0.01 |
| MORGAN STANLEY COMMON STOCK USD.01 | Long | Equity-common | US | $10M | 105K | 0.14 |
| MORNINGSTAR INC COMMON STOCK (Morningstar Inc.) | Long | Equity-common | US | $1M | 5K | 0.02 |
| MORPHIC HOLDING INC COMMON STOCK USD.0001 (Morphic Holding Inc.) | Long | Equity-common | US | $196K | 6K | 0.00 |
| MOSAIC CO/THE COMMON STOCK USD.01 (The Mosaic Company) | Long | Equity-common | US | $813K | 28K | 0.01 |
| MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 (Motorola Solutions Inc.) | Long | Equity-common | US | $5M | 14K | 0.07 |
| MOVADO GROUP INC COMMON STOCK USD.01 (Movado Group Inc.) | Long | Equity-common | US | $57K | 2K | 0.00 |
| MOWI ASA COMMON STOCK NOK7.5 | Long | Equity-common | NO | $1M | 62K | 0.01 |
| MP MATERIALS CORP COMMON STOCK USD.0001 (MP Materials Corp.) | Long | Equity-common | US | $316K | 25K | 0.00 |
| MR COOPER GROUP INC COMMON STOCK USD.01 (Mr. Cooper Group Inc.) | Long | Equity-common | US | $810K | 10K | 0.01 |
| MRC GLOBAL INC COMMON STOCK USD.01 (MRC Global Inc.) | Long | Equity-common | US | $169K | 13K | 0.00 |
| MSA SAFETY INC COMMON STOCK (MSA Safety Incorporated) | Long | Equity-common | US | $1M | 7K | 0.02 |
| MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK (MSandAD Insurance Group Holdings Inc.) | Long | Equity-common | JP | $4M | 171K | 0.05 |
| MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001 (MSC Industrial Direct Co. Inc.) | Long | Equity-common | US | $670K | 8K | 0.01 |
| MSCI INC COMMON STOCK USD.01 (MSCI Inc.) | Long | Equity-common | US | $3M | 7K | 0.04 |
| MTR CORP LTD COMMON STOCK (MTR Corporation Limited) | Long | Equity-common | HK | $650K | 206K | 0.01 |
| MTU AERO ENGINES AG COMMON STOCK | Long | Equity-common | DE | $2M | 7K | 0.03 |
| MUELLER INDUSTRIES INC COMMON STOCK USD.01 (Mueller Industries Inc.) | Long | Equity-common | US | $985K | 17K | 0.01 |
| MUELLER WATER PRODUCTS INC COMMON STOCK USD.01 (Mueller Water Products Inc.) | Long | Equity-common | US | $429K | 24K | 0.01 |
| MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK (Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen) | Long | Equity-common | DE | $9M | 18K | 0.13 |
| MULTIPLAN CORP COMMON STOCK (Multiplan Corporation) | Long | Equity-common | US | $23K | 60K | 0.00 |
| MURATA MANUFACTURING CO LTD COMMON STOCK (Murata Manufacturing Co. Ltd.) | Long | Equity-common | JP | $5M | 228K | 0.07 |
| MURPHY OIL CORP COMMON STOCK USD1.0 (Murphy Oil Corporation) | Long | Equity-common | US | $2M | 50K | 0.03 |
| MURPHY USA INC COMMON STOCK USD.01 (Murphy USA Inc.) | Long | Equity-common | US | $2M | 3K | 0.02 |
| MVB FINANCIAL CORP COMMON STOCK USD1.0 (MVB Financial Corp.) | Long | Equity-common | US | $35K | 2K | 0.00 |
| MYERS INDUSTRIES INC COMMON STOCK (Myers Industries Inc.) | Long | Equity-common | US | $76K | 6K | 0.00 |
| MYR GROUP INC COMMON STOCK USD.01 (MYR Group Inc.) | Long | Equity-common | US | $344K | 3K | 0.00 |
| MYRIAD GENETICS INC COMMON STOCK USD.01 (Myriad Genetics Inc.) | Long | Equity-common | US | $316K | 13K | 0.00 |
| N-ABLE INC/US COMMON STOCK USD.001 (N-able Inc.) | Long | Equity-common | US | $167K | 11K | 0.00 |
| NABORS INDUSTRIES LTD COMMON STOCK USD.001 (Nabors Industries Ltd.) | Long | Equity-common | US | $100K | 1K | 0.00 |
| NABORS INDUSTRIES LTD NABORS INDUSTRIES LTD CW26 (Nabors Industries Ltd.) | Long | Equity-common | US | $3K | 480 | 0.00 |
| NACCO INDUSTRIES INC COMMON STOCK USD1.0 (NACCO Industries Inc.) | Long | Equity-common | US | $18K | 665 | 0.00 |
| NANO-X IMAGING LTD COMMON STOCK ILS.01 | Long | Equity-common | IL | $59K | 8K | 0.00 |
| NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01 (Napco Security Technologies Inc.) | Long | Equity-common | US | $271K | 5K | 0.00 |
| NASDAQ INC COMMON STOCK USD.01 (Nasdaq Inc.) | Long | Equity-common | US | $2M | 33K | 0.03 |
| NATHAN'S FAMOUS INC COMMON STOCK USD.01 (Nathan's Famous Inc.) | Long | Equity-common | US | $38K | 555 | 0.00 |
| NATIONAL AUSTRALIA BANK LTD COMMON STOCK (National Australia Bank Limited) | Long | Equity-common | AU | $10M | 411K | 0.14 |
| NATIONAL BANK HOLDINGS CORP COMMON STOCK (National Bank Holdings Corporation) | Long | Equity-common | US | $221K | 6K | 0.00 |
| NATIONAL BANKSHARES INC COMMON STOCK USD1.25 (National Bankshares Inc.) | Long | Equity-common | US | $26K | 927 | 0.00 |
| NATIONAL BEVERAGE CORP COMMON STOCK USD.01 (National Beverage Corp.) | Long | Equity-common | US | $191K | 4K | 0.00 |
| NATIONAL FUEL GAS CO COMMON STOCK USD1.0 (National Fuel Gas Company) | Long | Equity-common | US | $923K | 17K | 0.01 |
| NATIONAL GRID PLC COMMON STOCK GBP.1243129 | Long | Equity-common | GB | $7M | 637K | 0.10 |
| NATIONAL HEALTH INVESTORS INC REIT USD.01 (National Health Investors Inc.) | Long | Equity-common | US | $437K | 6K | 0.01 |
| NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 (National HealthCare Corporation) | Long | Equity-common | US | $211K | 2K | 0.00 |
| NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0 (National Presto Industries Inc.) | Long | Equity-common | US | $62K | 825 | 0.00 |
| NATIONAL RESEARCH CORP COMMON STOCK USD.001 (National Research Corporation) | Long | Equity-common | US | $54K | 2K | 0.00 |
| NATIONAL STORAGE AFFILIATES TR REIT USD.01 (National Storage Affiliates Trust) | Long | Equity-common | US | $532K | 13K | 0.01 |
| NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01 (National Vision Holdings Inc.) | Long | Equity-common | US | $159K | 12K | 0.00 |
| NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01 (National Western Life Group Inc.) | Long | Equity-common | US | $179K | 360 | 0.00 |
| NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001 (Natural Grocers by Vitamin Cottage Inc.) | Long | Equity-common | US | $29K | 1K | 0.00 |
| NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK (Nature's Sunshine Products Inc.) | Long | Equity-common | US | $33K | 2K | 0.00 |
| NATWEST GROUP PLC COMMON STOCK GBP1.0769 | Long | Equity-common | GB | $3M | 867K | 0.05 |
| NAVIENT CORP COMMON STOCK USD.01 (Navient Corporation) | Long | Equity-common | US | $176K | 12K | 0.00 |
| NAVITAS SEMICONDUCTOR CORP COMMON STOCK USD.0001 (Navitas Semiconductor Corporation) | Long | Equity-common | US | $67K | 17K | 0.00 |
| NBT BANCORP INC COMMON STOCK USD.01 (NBT Bancorp Inc.) | Long | Equity-common | US | $275K | 7K | 0.00 |
| NEC CORP COMMON STOCK (NEC Corporation) | Long | Equity-common | JP | $3M | 33K | 0.04 |
| NELNET INC COMMON STOCK USD.01 (Nelnet Inc.) | Long | Equity-common | US | $196K | 2K | 0.00 |
| NEMETSCHEK SE COMMON STOCK | Long | Equity-common | DE | $747K | 8K | 0.01 |
| NEOGEN CORP COMMON STOCK USD.16 (Neogen Corporation) | Long | Equity-common | US | $1M | 70K | 0.02 |
| NEOGENOMICS INC COMMON STOCK USD.001 (NeoGenomics Inc.) | Long | Equity-common | US | $275K | 20K | 0.00 |
| NERDWALLET INC COMMON STOCK USD.0001 (NerdWallet Inc.) | Long | Equity-common | US | $78K | 5K | 0.00 |
| NERDY INC COMMON STOCK USD.0001 (Nerdy Inc.) | Long | Equity-common | US | $17K | 10K | 0.00 |
| NESTE OYJ COMMON STOCK | Long | Equity-common | FI | $1M | 56K | 0.01 |
| NESTLE SA COMMON STOCK CHF.1 (Nestle S.A.) | Long | Equity-common | CH | $36M | 354K | 0.50 |
| NETAPP INC COMMON STOCK USD.001 (NetApp Inc.) | Long | Equity-common | US | $2M | 17K | 0.03 |
| NETFLIX INC COMMON STOCK USD.001 (Netflix Inc.) | Long | Equity-common | US | $24M | 36K | 0.34 |
| NETGEAR INC COMMON STOCK USD.001 (Netgear Inc.) | Long | Equity-common | US | $75K | 5K | 0.00 |
| NETSCOUT SYSTEMS INC COMMON STOCK USD.001 (NetScout Systems Inc.) | Long | Equity-common | US | $199K | 11K | 0.00 |
| NETSTREIT CORP REIT USD.01 (Netstreit Corp.) | Long | Equity-common | US | $171K | 11K | 0.00 |
| NEUMORA THERAPEUTICS INC COMMON STOCK USD.0001 (Neumora Therapeutics Inc.) | Long | Equity-common | US | $24K | 2K | 0.00 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 (Neurocrine Biosciences Inc.) | Long | Equity-common | US | $3M | 19K | 0.04 |
| NEVRO CORP COMMON STOCK USD.001 (Nevro Corp.) | Long | Equity-common | US | $49K | 6K | 0.00 |
| NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 (New Jersey Resources Corporation) | Long | Equity-common | US | $1M | 33K | 0.02 |
| NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01 (New York Community Bancorp Inc.) | Long | Equity-common | US | $465K | 144K | 0.01 |
| NEW YORK MORTGAGE TRUST INC REIT USD.02 (New York Mortgage Trust Inc.) | Long | Equity-common | US | $87K | 15K | 0.00 |
| NEW YORK TIMES CO/THE COMMON STOCK USD.1 (The New York Times Company) | Long | Equity-common | US | $2M | 30K | 0.02 |
| NEWMARK GROUP INC COMMON STOCK USD.01 (Newmark Group Inc.) | Long | Equity-common | US | $218K | 21K | 0.00 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $660K | 1K | 0.01 |
| NEWMONT CORP COMMON STOCK USD1.6 (Newmont Corporation) | Long | Equity-common | US | $4M | 96K | 0.06 |
| NEWPARK RESOURCES INC COMMON STOCK USD.01 (Newpark Resources Inc.) | Long | Equity-common | US | $99K | 12K | 0.00 |
| NEWS CORP COMMON STOCK (News Corporation) | Long | Equity-common | US | $280K | 10K | 0.00 |
| NEWS CORP COMMON STOCK USD.01 (News Corporation) | Long | Equity-common | US | $902K | 33K | 0.01 |
| NEWTEKONE INC COMMON STOCK USD.02 (NewtekOne Inc.) | Long | Equity-common | US | $50K | 4K | 0.00 |
| NEXI SPA COMMON STOCK | Long | Equity-common | IT | $477K | 78K | 0.01 |
| NEXON CO LTD COMMON STOCK (NEXON Co. Ltd.) | Long | Equity-common | JP | $829K | 45K | 0.01 |
| NEXPOINT DIVERSIFIED REAL ESTA REIT USD.001 | Long | Equity-common | US | $32K | 6K | 0.00 |
| NEXPOINT REAL ESTATE FINANCE I REIT USD.01 (Nexpoint Real Estate Finance Inc.) | Long | Equity-common | US | $16K | 1K | 0.00 |
| NEXPOINT RESIDENTIAL TRUST INC REIT USD.01 (NexPoint Residential Trust Inc.) | Long | Equity-common | US | $140K | 4K | 0.00 |
| NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01 (Nexstar Media Group Inc.) | Long | Equity-common | US | $959K | 6K | 0.01 |
| NEXT PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $2M | 16K | 0.03 |
| NEXTDECADE CORP COMMON STOCK USD.0001 (NextDecade Corporation) | Long | Equity-common | US | $101K | 13K | 0.00 |
| NEXTDOOR HOLDINGS INC COMMON STOCK USD.0001 (Nextdoor Holdings Inc.) | Long | Equity-common | US | $69K | 25K | 0.00 |
| NEXTERA ENERGY INC COMMON STOCK USD.01 (NextEra Energy Inc.) | Long | Equity-common | US | $12M | 172K | 0.17 |
| NEXTNAV INC COMMON STOCK USD.0001 (NextNav Inc.) | Long | Equity-common | US | $69K | 8K | 0.00 |
| NEXTRACKER INC COMMON STOCK USD.0001 (Nextracker Inc.) | Long | Equity-common | US | $2M | 42K | 0.03 |
| NIBE INDUSTRIER AB COMMON STOCK SEK.03906 | Long | Equity-common | SE | $847K | 201K | 0.01 |
| NICE LTD COMMON STOCK ILS1.0 (Nice Ltd.) | Long | Equity-common | IL | $1M | 8K | 0.02 |
| NICOLET BANKSHARES INC COMMON STOCK USD.01 (Nicolet Bankshares Inc.) | Long | Equity-common | US | $166K | 2K | 0.00 |
| NIDEC CORP COMMON STOCK (Nidec Corporation) | Long | Equity-common | JP | $2M | 55K | 0.03 |
| NIKE INC COMMON STOCK (NIKE Inc.) | Long | Equity-common | US | $8M | 101K | 0.11 |
| NIKOLA CORP COMMON STOCK USD.0001 (Nikola Corporation) | Long | Equity-common | US | $28K | 3K | 0.00 |
| NINTENDO CO LTD COMMON STOCK (Nintendo Co. Ltd.) | Long | Equity-common | JP | $7M | 138K | 0.10 |
| NIPPON BUILDING FUND INC REIT (Nippon Building Fund Inc.) | Long | Equity-common | JP | $712K | 203 | 0.01 |
| NIPPON EXPRESS HOLDINGS INC COMMON STOCK (Nippon Express Holdings Inc.) | Long | Equity-common | JP | $445K | 10K | 0.01 |
| NIPPON PAINT HOLDINGS CO LTD COMMON STOCK (Nippon Paint Holdings Co. Ltd.) | Long | Equity-common | JP | $822K | 126K | 0.01 |
| NIPPON PROLOGIS REIT INC REIT (Nippon Prologis REIT Inc.) | Long | Equity-common | JP | $470K | 301 | 0.01 |
| NIPPON SANSO HOLDINGS CORP COMMON STOCK (Nippon Sanso Holdings Corporation) | Long | Equity-common | JP | $682K | 23K | 0.01 |
| NIPPON STEEL CORP COMMON STOCK (Nippon Steel Corporation) | Long | Equity-common | JP | $2M | 113K | 0.03 |
| NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK (Nippon Telegraph and Telephone Corporation) | Long | Equity-common | JP | $4M | 4M | 0.05 |
| NIPPON YUSEN KK COMMON STOCK (Nippon Yusen Kabushiki Kaisha) | Long | Equity-common | JP | $2M | 61K | 0.02 |
| NISOURCE INC COMMON STOCK USD.01 (NiSource Inc.) | Long | Equity-common | US | $1M | 36K | 0.01 |
| NISSAN CHEMICAL CORP COMMON STOCK (Nissan Chemical Corporation) | Long | Equity-common | JP | $526K | 17K | 0.01 |
| NISSAN MOTOR CO LTD COMMON STOCK (Nissan Motor Co. Ltd.) | Long | Equity-common | JP | $1M | 311K | 0.01 |
| NISSIN FOODS HOLDINGS CO LTD COMMON STOCK (Nissin Foods Holdings Co. Ltd.) | Long | Equity-common | JP | $676K | 27K | 0.01 |
| NITORI HOLDINGS CO LTD COMMON STOCK (Nitori Holdings Co. Ltd.) | Long | Equity-common | JP | $1M | 11K | 0.02 |
| NITTO DENKO CORP COMMON STOCK (Nitto Denko Corporation) | Long | Equity-common | JP | $2M | 19K | 0.02 |
| NKARTA INC COMMON STOCK (Nkarta Inc.) | Long | Equity-common | US | $28K | 5K | 0.00 |
| NLIGHT INC COMMON STOCK (nLight Inc.) | Long | Equity-common | US | $80K | 7K | 0.00 |
| NMC HEALTH PLC COMMON STOCK GBP.1 | Long | Equity-common | AE | $0.03 | 20K | 0.00 |
| NMI HOLDINGS INC COMMON STOCK USD.01 (NMI Holdings Inc.) | Long | Equity-common | US | $427K | 13K | 0.01 |
| NN GROUP NV COMMON STOCK EUR.12 (NN Group N.V.) | Long | Equity-common | NL | $2M | 36K | 0.02 |
| NNN REIT INC REIT USD.01 (NNN REIT Inc.) | Long | Equity-common | US | $1M | 34K | 0.02 |
| NOBLE CORP PLC COMMON STOCK USD.00001 (Noble Corporation plc) | Long | Equity-common | US | $779K | 17K | 0.01 |
| NOKIA OYJ COMMON STOCK | Long | Equity-common | FI | $3M | 707K | 0.04 |
| NOMURA HOLDINGS INC COMMON STOCK (Nomura Holdings Inc.) | Long | Equity-common | JP | $2M | 398K | 0.03 |
| NOMURA REAL ESTATE HOLDINGS IN COMMON STOCK (Nomura Real Estate Holdings Inc.) | Long | Equity-common | JP | $367K | 15K | 0.01 |
| NOMURA REAL ESTATE MASTER FUND REIT (Nomura Real Estate Master Fund. Inc.) | Long | Equity-common | JP | $472K | 531 | 0.01 |
| NOMURA RESEARCH INSTITUTE LTD COMMON STOCK (Nomura Research Institute Ltd.) | Long | Equity-common | JP | $1M | 50K | 0.02 |
| NORDEA BANK ABP COMMON STOCK EUR1.0 | Long | Equity-common | FI | $5M | 418K | 0.07 |
| NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 (Nordic American Tankers Limited) | Long | Equity-common | NO | $124K | 31K | 0.00 |
| NORDSON CORP COMMON STOCK (Nordson Corporation) | Long | Equity-common | US | $1M | 5K | 0.02 |
| NORDSTROM INC COMMON STOCK (Nordstrom Inc.) | Long | Equity-common | US | $385K | 18K | 0.01 |
| NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 (Norfolk Southern Corporation) | Long | Equity-common | US | $4M | 19K | 0.06 |
| NORSK HYDRO ASA COMMON STOCK NOK1.098 | Long | Equity-common | NO | $1M | 176K | 0.02 |
| NORTHEAST BANK COMMON STOCK USD1.0 | Long | Equity-common | US | $66K | 1K | 0.00 |
| NORTHEAST COMMUNITY BANCORP IN COMMON STOCK (Northeast Community Bancorp Inc.) | Long | Equity-common | US | $31K | 2K | 0.00 |
| NORTHERN OIL and GAS INC COMMON STOCK USD.001 (Northern Oil and Gas Inc.) | Long | Equity-common | US | $506K | 14K | 0.01 |
| NORTHERN STAR RESOURCES LTD COMMON STOCK | Long | Equity-common | AU | $1M | 152K | 0.02 |
| NORTHERN TRUST CORP COMMON STOCK USD1.666666 (Northern Trust Corporation) | Long | Equity-common | US | $1M | 16K | 0.02 |
| NORTHFIELD BANCORP INC COMMON STOCK USD.01 (Northfield Bancorp Inc.) | Long | Equity-common | US | $58K | 6K | 0.00 |
| NORTHRIM BANCORP INC COMMON STOCK USD1.0 (Northrim BanCorp Inc.) | Long | Equity-common | US | $50K | 867 | 0.00 |
| NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 (Northrop Grumman Corporation) | Long | Equity-common | US | $5M | 12K | 0.07 |
| NORTHWEST BANCSHARES INC COMMON STOCK USD.01 (Northwest Bancshares Inc.) | Long | Equity-common | US | $223K | 19K | 0.00 |
| NORTHWEST NATURAL HOLDING CO COMMON STOCK (Northwest Natural Holding Company) | Long | Equity-common | US | $202K | 6K | 0.00 |
| NORTHWEST PIPE CO COMMON STOCK USD.01 (Northwest Pipe Company) | Long | Equity-common | US | $53K | 2K | 0.00 |
| NORTHWESTERN ENERGY GROUP INC COMMON STOCK USD.01 (Northwestern Energy Group Inc.) | Long | Equity-common | US | $1M | 21K | 0.01 |
| NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001 (Norwegian Cruise Line Holdings Ltd.) | Long | Equity-common | US | $688K | 37K | 0.01 |
| NORWOOD FINANCIAL CORP COMMON STOCK USD.1 (Norwood Financial Corp.) | Long | Equity-common | US | $29K | 1K | 0.00 |
| NOV INC COMMON STOCK USD.01 (NOV Inc.) | Long | Equity-common | US | $1M | 73K | 0.02 |
| NOVAGOLD RESOURCES INC COMMON STOCK (Novagold Resources Inc.) | Long | Equity-common | CA | $132K | 38K | 0.00 |
| NOVANTA INC COMMON STOCK (Novanta Inc.) | Long | Equity-common | US | $2M | 12K | 0.03 |
| NOVARTIS AG COMMON STOCK CHF.49 | Long | Equity-common | CH | $28M | 261K | 0.39 |
| NOVAVAX INC COMMON STOCK USD.01 (Novavax Inc.) | Long | Equity-common | US | $231K | 18K | 0.00 |
| NOVO NORDISK A/S COMMON STOCK DKK.1 | Long | Equity-common | DK | $62M | 433K | 0.86 |
| NOVONESIS NOVOZYMES B COMMON STOCK DKK2.0 (Novonesis (Novozymes) B) | Long | Equity-common | DK | $3M | 49K | 0.04 |
| NRG ENERGY INC COMMON STOCK USD.01 (NRG Energy Inc.) | Long | Equity-common | US | $1M | 17K | 0.02 |
| NTT DATA GROUP CORP COMMON STOCK (NTT DATA Group Corporation) | Long | Equity-common | JP | $1M | 84K | 0.02 |
| NU SKIN ENTERPRISES INC COMMON STOCK USD.001 (Nu Skin Enterprises Inc.) | Long | Equity-common | US | $81K | 8K | 0.00 |
| NUCOR CORP COMMON STOCK USD.4 (Nucor Corporation) | Long | Equity-common | US | $3M | 20K | 0.04 |
| NURIX THERAPEUTICS INC COMMON STOCK (Nurix Therapeutics Inc.) | Long | Equity-common | US | $168K | 8K | 0.00 |
| NUSCALE POWER CORP COMMON STOCK USD.0001 (NuScale Power Corporation) | Long | Equity-common | US | $109K | 9K | 0.00 |
| NUVALENT INC COMMON STOCK USD.0001 (Nuvalent Inc.) | Long | Equity-common | US | $312K | 4K | 0.00 |
| NUVATION BIO INC COMMON STOCK USD.0001 (Nuvation Bio Inc.) | Long | Equity-common | US | $84K | 29K | 0.00 |
| NUVECTIS PHARMA INC COMMON STOCK USD.00001 (Nuvectis Pharma Inc.) | Long | Equity-common | US | $9K | 1K | 0.00 |
| NV5 GLOBAL INC COMMON STOCK USD.01 (NV5 Global Inc.) | Long | Equity-common | US | $200K | 2K | 0.00 |
| NVE CORP COMMON STOCK USD.01 (NVE Corporation) | Long | Equity-common | US | $54K | 729 | 0.00 |
| NVENT ELECTRIC PLC COMMON STOCK USD.01 | Long | Equity-common | GB | $2M | 31K | 0.03 |
| NVIDIA CORP COMMON STOCK USD.001 (NVIDIA Corporation) | Long | Equity-common | US | $254M | 2M | 3.52 |
| NVR INC COMMON STOCK USD.01 (NVR Inc.) | Long | Equity-common | US | $2M | 260 | 0.03 |
| NXP SEMICONDUCTORS NV COMMON STOCK (NXP Semiconductors N.V.) | Long | Equity-common | NL | $6M | 21K | 0.08 |
| O-I GLASS INC COMMON STOCK USD.01 (O-I Glass Inc.) | Long | Equity-common | US | $267K | 24K | 0.00 |
| O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01 (O'Reilly Automotive Inc.) | Long | Equity-common | US | $5M | 5K | 0.07 |
| OAK VALLEY BANCORP COMMON STOCK (Oak Valley Bancorp.) | Long | Equity-common | US | $33K | 1K | 0.00 |
| OBAYASHI CORP COMMON STOCK (Obayashi Corporation) | Long | Equity-common | JP | $1M | 86K | 0.01 |
| OBIC CO LTD COMMON STOCK (OBIC Co. Ltd.) | Long | Equity-common | JP | $1M | 9K | 0.02 |
| OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 (Occidental Petroleum Corporation) | Long | Equity-common | US | $3M | 55K | 0.05 |
| OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25 (Oceaneering International Inc.) | Long | Equity-common | US | $367K | 16K | 0.01 |
| OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 (OceanFirst Financial Corp.) | Long | Equity-common | US | $141K | 9K | 0.00 |
| OCI NV COMMON STOCK EUR.02 (OCI N.V.) | Long | Equity-common | NL | $342K | 14K | 0.00 |
| OCULAR THERAPEUTIX INC COMMON STOCK USD.0001 (Ocular Therapeutix Inc.) | Long | Equity-common | US | $122K | 18K | 0.00 |
| ODP CORP/THE COMMON STOCK USD.01 (The ODP Corporation) | Long | Equity-common | US | $191K | 5K | 0.00 |
| OFFICE PROPERTIES INCOME TRUST REIT USD.01 | Long | Equity-common | US | $17K | 8K | 0.00 |
| OGE ENERGY CORP COMMON STOCK USD.01 (OGE Energy Corp.) | Long | Equity-common | US | $1M | 37K | 0.02 |
| OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 (Oil States International Inc.) | Long | Equity-common | US | $43K | 10K | 0.00 |
| OIL-DRI CORP OF AMERICA COMMON STOCK USD.1 (Oil-Dri Corporation of America) | Long | Equity-common | US | $49K | 759 | 0.00 |
| OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1 (Old Dominion Freight Line Inc.) | Long | Equity-common | US | $3M | 15K | 0.04 |
| OLD NATIONAL BANCORP/IN COMMON STOCK | Long | Equity-common | US | $2M | 107K | 0.03 |
| OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0 (Old Republic International Corporation) | Long | Equity-common | US | $1M | 47K | 0.02 |
| OLD SECOND BANCORP INC COMMON STOCK USD1.0 (Old Second Bancorp Inc.) | Long | Equity-common | US | $109K | 7K | 0.00 |
| OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001 (Olema Pharmaceuticals Inc.) | Long | Equity-common | US | $43K | 4K | 0.00 |
| OLIN CORP COMMON STOCK USD1.0 (Olin Corporation) | Long | Equity-common | US | $1M | 22K | 0.01 |
| OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001 (Ollie's Bargain Outlet Holdings Inc.) | Long | Equity-common | US | $1M | 11K | 0.02 |
| OLO INC COMMON STOCK USD.001 (Olo Inc.) | Long | Equity-common | US | $76K | 17K | 0.00 |
| OLYMPIC STEEL INC COMMON STOCK (Olympic Steel Inc.) | Long | Equity-common | US | $66K | 1K | 0.00 |
| OLYMPUS CORP COMMON STOCK (Olympus Corporation) | Long | Equity-common | JP | $2M | 153K | 0.03 |
| OMEGA FLEX INC COMMON STOCK USD.01 (Omega Flex Inc.) | Long | Equity-common | US | $31K | 607 | 0.00 |
| OMEGA HEALTHCARE INVESTORS INC REIT USD.1 (Omega Healthcare Investors Inc.) | Long | Equity-common | US | $2M | 46K | 0.02 |
| OMEGA THERAPEUTICS INC COMMON STOCK USD.001 (Omega Therapeutics Inc.) | Long | Equity-common | US | $8K | 4K | 0.00 |
| OMEROS CORP COMMON STOCK USD.01 (Omeros Corporation) | Long | Equity-common | US | $42K | 10K | 0.00 |
| OMNIAB INC - 12.5 EARNOUT COMMON STOCK (OmniAb Operations Inc.) | Long | Equity-common | US | $2K | 967 | 0.00 |
| OMNIAB INC - 15.00 EARNOUT COMMON STOCK (OmniAb Operations Inc.) | Long | Equity-common | US | $2K | 967 | 0.00 |
| OMNIAB INC COMMON STOCK USD.0001 (OmniAb Inc.) | Long | Equity-common | US | $55K | 15K | 0.00 |
| OMNICELL INC COMMON STOCK USD.001 (Omnicell Inc.) | Long | Equity-common | US | $189K | 7K | 0.00 |
| OMNICOM GROUP INC COMMON STOCK USD.15 (Omnicom Group Inc.) | Long | Equity-common | US | $1M | 16K | 0.02 |
| OMRON CORP COMMON STOCK (OMRON Corporation) | Long | Equity-common | JP | $805K | 23K | 0.01 |
| OMV AG COMMON STOCK (OMV Aktiengesellschaft) | Long | Equity-common | AT | $849K | 20K | 0.01 |
| ON SEMICONDUCTOR CORP COMMON STOCK USD.01 (ON Semiconductor Corporation) | Long | Equity-common | US | $2M | 35K | 0.03 |
| ON24 INC COMMON STOCK USD.0001 (ON24 Inc.) | Long | Equity-common | US | $28K | 5K | 0.00 |
| ONE GAS INC COMMON STOCK (ONE Gas Inc.) | Long | Equity-common | US | $1M | 19K | 0.02 |
| ONE GROUP HOSPITALITY INC/THE COMMON STOCK USD.0001 (The ONE Group Hospitality Inc.) | Long | Equity-common | US | $14K | 3K | 0.00 |
| ONE LIBERTY PROPERTIES INC REIT USD1.0 (One Liberty Properties Inc.) | Long | Equity-common | US | $57K | 2K | 0.00 |
| ONEOK INC COMMON STOCK USD.01 (ONEOK Inc.) | Long | Equity-common | US | $4M | 49K | 0.06 |
| ONESPAN INC COMMON STOCK USD.001 (OneSpan Inc.) | Long | Equity-common | US | $86K | 7K | 0.00 |
| ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001 (OneSpaWorld Holdings Limited) | Long | Equity-common | BS | $200K | 13K | 0.00 |
| ONEWATER MARINE INC COMMON STOCK USD.01 (OneWater Marine Inc.) | Long | Equity-common | US | $54K | 2K | 0.00 |
| ONITY GROUP INC COMMON STOCK USD.01 (Onity Group Inc.) | Long | Equity-common | US | $24K | 1K | 0.00 |
| ONO PHARMACEUTICAL CO LTD COMMON STOCK (Ono Pharmaceutical Co. Ltd.) | Long | Equity-common | JP | $677K | 50K | 0.01 |
| ONTO INNOVATION INC COMMON STOCK (Onto Innovation Inc.) | Long | Equity-common | US | $4M | 17K | 0.05 |
| OOMA INC COMMON STOCK (Ooma Inc.) | Long | Equity-common | US | $42K | 4K | 0.00 |
| OPEN LENDING CORP COMMON STOCK (Open Lending Corporation) | Long | Equity-common | US | $91K | 16K | 0.00 |
| OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001 (Opendoor Technologies Inc.) | Long | Equity-common | US | $159K | 86K | 0.00 |
| OPENLANE INC COMMON STOCK USD.01 (OPENLANE Inc.) | Long | Equity-common | US | $278K | 17K | 0.00 |
| OPKO HEALTH INC COMMON STOCK USD.01 (OPKO Health Inc.) | Long | Equity-common | US | $80K | 64K | 0.00 |
| OPTIMIZERX CORP COMMON STOCK USD.001 (OptimizeRx Corporation) | Long | Equity-common | US | $24K | 2K | 0.00 |
| OPTINOSE INC COMMON STOCK USD.001 (Optinose Inc.) | Long | Equity-common | US | $11K | 10K | 0.00 |
| OPTION CARE HEALTH INC COMMON STOCK USD.0001 (Option Care Health Inc.) | Long | Equity-common | US | $2M | 58K | 0.02 |
| ORACLE CORP COMMON STOCK USD.01 (Oracle Corporation) | Long | Equity-common | US | $19M | 133K | 0.26 |
| ORACLE CORP JAPAN COMMON STOCK (Oracle Corporation Japan) | Long | Equity-common | JP | $352K | 5K | 0.00 |
| ORANGE COUNTY BANCORP INC COMMON STOCK USD.5 (Orange County Bancorp Inc.) | Long | Equity-common | US | $44K | 824 | 0.00 |
| ORANGE SA COMMON STOCK EUR4.0 | Long | Equity-common | FR | $2M | 247K | 0.03 |
| ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 (OraSure Technologies Inc.) | Long | Equity-common | US | $48K | 11K | 0.00 |
| ORCHESTRA BIOMED HOLDINGS INC COMMON STOCK USD.0001 (Orchestra Biomed Holdings Inc.) | Long | Equity-common | US | $20K | 2K | 0.00 |
| ORCHID ISLAND CAPITAL INC REIT USD.01 (Orchid Island Capital Inc.) | Long | Equity-common | US | $67K | 8K | 0.00 |
| ORGANOGENESIS HOLDINGS INC COMMON STOCK USD.0001 (Organogenesis Holdings Inc.) | Long | Equity-common | US | $30K | 11K | 0.00 |
| ORIC PHARMACEUTICALS INC COMMON STOCK USD.0001 (ORIC Pharmaceuticals Inc.) | Long | Equity-common | US | $42K | 6K | 0.00 |
| ORICA LTD COMMON STOCK (Orica Limited) | Long | Equity-common | AU | $765K | 64K | 0.01 |
| ORIENTAL LAND CO LTD/JAPAN COMMON STOCK (Oriental Land Co. Ltd.) | Long | Equity-common | JP | $4M | 145K | 0.06 |
| ORIGIN BANCORP INC COMMON STOCK (Origin Bancorp Inc.) | Long | Equity-common | US | $146K | 5K | 0.00 |
| ORIGIN ENERGY LTD COMMON STOCK (Origin Energy Limited) | Long | Equity-common | AU | $2M | 228K | 0.02 |
| ORION OFFICE REIT INC REIT USD.01 | Long | Equity-common | US | $29K | 8K | 0.00 |
| ORION OYJ COMMON STOCK EUR.65 | Long | Equity-common | FI | $610K | 14K | 0.01 |
| ORION SA COMMON STOCK (ORION S.A.) | Long | Equity-common | US | $189K | 9K | 0.00 |
| ORIX CORP COMMON STOCK (ORIX Corporation) | Long | Equity-common | JP | $3M | 153K | 0.05 |
| ORKLA ASA COMMON STOCK NOK1.25 | Long | Equity-common | NO | $754K | 93K | 0.01 |
| ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 (Ormat Technologies Inc.) | Long | Equity-common | US | $1M | 18K | 0.02 |
| ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK (Orrstown Financial Services Inc.) | Long | Equity-common | US | $46K | 2K | 0.00 |
| ORSTED AS COMMON STOCK DKK10.0 (Orsted A/S) | Long | Equity-common | DK | $1M | 25K | 0.02 |
| ORTHOFIX MEDICAL INC COMMON STOCK USD.1 (Orthofix Medical Inc.) | Long | Equity-common | US | $77K | 6K | 0.00 |
| ORTHOPEDIATRICS CORP COMMON STOCK USD.00025 (OrthoPediatrics Corp.) | Long | Equity-common | US | $75K | 3K | 0.00 |
| OSAKA GAS CO LTD COMMON STOCK (Osaka Gas Co. Ltd.) | Long | Equity-common | JP | $1M | 49K | 0.01 |
| OSCAR HEALTH INC COMMON STOCK USD.00001 (Oscar Health Inc.) | Long | Equity-common | US | $386K | 24K | 0.01 |
| OSHKOSH CORP COMMON STOCK USD.01 (Oshkosh Corporation) | Long | Equity-common | US | $1M | 12K | 0.02 |
| OSI SYSTEMS INC COMMON STOCK (OSI Systems Inc.) | Long | Equity-common | US | $342K | 2K | 0.00 |
| OTIS WORLDWIDE CORP COMMON STOCK USD.01 (Otis Worldwide Corporation) | Long | Equity-common | US | $3M | 34K | 0.04 |
| OTSUKA CORP COMMON STOCK (Otsuka Corporation) | Long | Equity-common | JP | $583K | 30K | 0.01 |
| OTSUKA HOLDINGS CO LTD COMMON STOCK (Otsuka Holdings Co. Ltd.) | Long | Equity-common | JP | $2M | 55K | 0.03 |
| OTTER TAIL CORP COMMON STOCK USD5.0 (Otter Tail Corporation) | Long | Equity-common | US | $561K | 6K | 0.01 |
| OUTBRAIN INC COMMON STOCK USD.001 (Outbrain Inc.) | Long | Equity-common | US | $32K | 6K | 0.00 |
| OUTFRONT MEDIA INC REIT USD.01 (OUTFRONT Media Inc.) | Long | Equity-common | US | $325K | 23K | 0.00 |
| OUTSET MEDICAL INC COMMON STOCK USD.001 (Outset Medical Inc.) | Long | Equity-common | US | $31K | 8K | 0.00 |
| OVERSEA-CHINESE BANKING CORP L COMMON STOCK (Oversea-Chinese Banking Corporation Limited) | Long | Equity-common | SG | $5M | 449K | 0.07 |
| OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK (Overseas Shipholding Group Inc.) | Long | Equity-common | US | $88K | 10K | 0.00 |
| OVID THERAPEUTICS INC COMMON STOCK USD.001 (Ovid Therapeutics Inc.) | Long | Equity-common | US | $8K | 11K | 0.00 |
| OVINTIV INC COMMON STOCK (Ovintiv Inc.) | Long | Equity-common | US | $2M | 46K | 0.03 |
| OWENS and MINOR INC COMMON STOCK USD2.0 (Owens and Minor Inc.) | Long | Equity-common | US | $156K | 12K | 0.00 |
| OWENS CORNING COMMON STOCK USD.001 | Long | Equity-common | US | $3M | 16K | 0.04 |
| OXFORD INDUSTRIES INC COMMON STOCK USD1.0 (Oxford Industries Inc.) | Long | Equity-common | US | $232K | 2K | 0.00 |
| P10 INC COMMON STOCK USD.001 (P10 Inc.) | Long | Equity-common | US | $62K | 7K | 0.00 |
| PACCAR INC COMMON STOCK USD1.0 | Long | Equity-common | US | $5M | 44K | 0.06 |
| PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001 (Pacific Biosciences of California Inc.) | Long | Equity-common | US | $54K | 39K | 0.00 |
| PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 (Pacific Premier Bancorp Inc.) | Long | Equity-common | US | $335K | 15K | 0.00 |
| PACIRA BIOSCIENCES INC COMMON STOCK USD.001 (Pacira BioSciences Inc.) | Long | Equity-common | US | $204K | 7K | 0.00 |
| PACKAGING CORP OF AMERICA COMMON STOCK USD.01 (Packaging Corporation of America) | Long | Equity-common | US | $1M | 8K | 0.02 |
| PACTIV EVERGREEN INC COMMON STOCK (Pactiv Evergreen Inc.) | Long | Equity-common | US | $70K | 6K | 0.00 |
| PAGERDUTY INC COMMON STOCK USD.000005 (PagerDuty Inc.) | Long | Equity-common | US | $320K | 14K | 0.00 |
| PAGSEGURO DIGITAL LTD COMMON STOCK USD.000025 (PagSeguro Digital Ltd.) | Long | Equity-common | BR | $359K | 31K | 0.00 |
| PALO ALTO NETWORKS INC COMMON STOCK USD.0001 (Palo Alto Networks Inc.) | Long | Equity-common | US | $9M | 27K | 0.13 |
| PALOMAR HOLDINGS INC COMMON STOCK USD.0001 (Palomar Holdings Inc.) | Long | Equity-common | US | $309K | 4K | 0.00 |
| PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01 (P.A.M. Transportation Services Inc.) | Long | Equity-common | US | $16K | 935 | 0.00 |
| PAN AMERICAN SILVER CORP RIGHT (Pan American Silver Corp.) | Long | Equity-common | CA | $25K | 55K | 0.00 |
| PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK (Pan Pacific International Holdings Corporation) | Long | Equity-common | JP | $1M | 50K | 0.02 |
| PANASONIC HOLDINGS CORP COMMON STOCK (Panasonic Holdings Corporation) | Long | Equity-common | JP | $3M | 309K | 0.04 |
| PANDORA A/S COMMON STOCK DKK.01 | Long | Equity-common | DK | $2M | 11K | 0.02 |
| PANGAEA LOGISTICS SOLUTIONS LT COMMON STOCK USD.0001 (Pangaea Logistics Solutions Ltd.) | Long | Equity-common | US | $44K | 6K | 0.00 |
| PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01 (Papa John's International Inc.) | Long | Equity-common | US | $238K | 5K | 0.00 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01 (Par Pacific Holdings Inc.) | Long | Equity-common | US | $217K | 9K | 0.00 |
| PAR TECHNOLOGY CORP COMMON STOCK USD.02 (PAR Technology Corporation) | Long | Equity-common | US | $193K | 4K | 0.00 |
| PARAGON 28 INC COMMON STOCK USD.01 (Paragon 28 Inc.) | Long | Equity-common | US | $50K | 7K | 0.00 |
| PARAMOUNT GROUP INC REIT USD.01 (Paramount Group Inc.) | Long | Equity-common | US | $132K | 29K | 0.00 |
| PARK AEROSPACE CORP COMMON STOCK USD.1 (Park Aerospace Corp.) | Long | Equity-common | US | $40K | 3K | 0.00 |
| PARK HOTELS and RESORTS INC REIT USD.01 (Park Hotels and Resorts Inc.) | Long | Equity-common | US | $584K | 39K | 0.01 |
| PARK NATIONAL CORP COMMON STOCK (Park National Corporation) | Long | Equity-common | US | $315K | 2K | 0.00 |
| PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0 (Park-Ohio Holdings Corp.) | Long | Equity-common | US | $37K | 1K | 0.00 |
| PARKER-HANNIFIN CORP COMMON STOCK USD.5 (Parker-Hannifin Corporation) | Long | Equity-common | US | $5M | 11K | 0.08 |
| PARSONS CORP COMMON STOCK USD1.0 (Parsons Corporation) | Long | Equity-common | US | $520K | 6K | 0.01 |
| PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $4M | 3K | 0.05 |
| PATHWARD FINANCIAL INC COMMON STOCK USD.01 (Pathward Financial Inc.) | Long | Equity-common | US | $227K | 4K | 0.00 |
| PATRIA INVESTMENTS LTD COMMON STOCK USD.0001 (Patria Investments Limited) | Long | Equity-common | KY | $102K | 8K | 0.00 |
| PATRICK INDUSTRIES INC COMMON STOCK | Long | Equity-common | US | $347K | 3K | 0.00 |
| PATTERSON COS INC COMMON STOCK USD.01 (Patterson Companies Inc.) | Long | Equity-common | US | $320K | 13K | 0.00 |
| PATTERSON-UTI ENERGY INC COMMON STOCK USD.01 (Patterson-UTI Energy Inc.) | Long | Equity-common | US | $569K | 55K | 0.01 |
| PAYCHEX INC COMMON STOCK USD.01 (Paychex Inc.) | Long | Equity-common | US | $3M | 27K | 0.04 |
| PAYCOM SOFTWARE INC COMMON STOCK USD.01 (Paycom Software Inc.) | Long | Equity-common | US | $591K | 4K | 0.01 |
| PAYLOCITY HOLDING CORP COMMON STOCK USD.001 (Paylocity Holding Corporation) | Long | Equity-common | US | $1M | 8K | 0.01 |
| PAYONEER GLOBAL INC COMMON STOCK USD.01 (Payoneer Global Inc.) | Long | Equity-common | US | $229K | 41K | 0.00 |
| PAYPAL HOLDINGS INC COMMON STOCK (PayPal Holdings Inc.) | Long | Equity-common | US | $5M | 87K | 0.07 |
| PAYSAFE LTD COMMON STOCK USD.0001 (Paysafe Limited) | Long | Equity-common | GB | $98K | 6K | 0.00 |
| PBF ENERGY INC COMMON STOCK USD.001 (PBF Energy Inc.) | Long | Equity-common | US | $2M | 37K | 0.02 |
| PC CONNECTION INC COMMON STOCK USD.01 (PC Connection Inc.) | Long | Equity-common | US | $115K | 2K | 0.00 |
| PCB BANCORP COMMON STOCK | Long | Equity-common | US | $31K | 2K | 0.00 |
| PDF SOLUTIONS INC COMMON STOCK USD.00015 (PDF Solutions Inc.) | Long | Equity-common | US | $175K | 5K | 0.00 |
| PDL BIOPHARMA INC COMMON STOCK USD.01 (PDL BioPharma Inc.) | Long | Equity-common | US | $14K | 23K | 0.00 |
| PDS BIOTECHNOLOGY CORP COMMON STOCK USD.00033 (PDS Biotechnology Corporation) | Long | Equity-common | US | $15K | 5K | 0.00 |
| PEABODY ENERGY CORP COMMON STOCK (Peabody Energy Corporation) | Long | Equity-common | US | $391K | 18K | 0.01 |
| PEAKSTONE REALTY TRUST REIT | Long | Equity-common | US | $59K | 6K | 0.00 |
| PEAPACK-GLADSTONE FINANCIAL CO COMMON STOCK (Peapack-Gladstone Financial Corporation) | Long | Equity-common | US | $59K | 3K | 0.00 |
| PEARSON PLC COMMON STOCK GBP.25 | Long | Equity-common | GB | $1M | 81K | 0.01 |
| PEBBLEBROOK HOTEL TRUST REIT USD.01 | Long | Equity-common | US | $252K | 18K | 0.00 |
| PEDIATRIX MEDICAL GROUP INC COMMON STOCK USD.01 (Pediatrix Medical Group Inc.) | Long | Equity-common | US | $104K | 14K | 0.00 |
| PENNANT GROUP INC/THE COMMON STOCK USD.001 (The Pennant Group Inc.) | Long | Equity-common | US | $103K | 4K | 0.00 |
| PENNS WOODS BANCORP INC COMMON STOCK USD5.55 (Penns Woods Bancorp Inc.) | Long | Equity-common | US | $19K | 948 | 0.00 |
| PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001 (PennyMac Financial Services Inc.) | Long | Equity-common | US | $373K | 4K | 0.01 |
| PENNYMAC MORTGAGE INVESTMENT T REIT USD.01 (PennyMac Mortgage Investment Trust) | Long | Equity-common | US | $185K | 13K | 0.00 |
| PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 (Penske Automotive Group Inc.) | Long | Equity-common | US | $535K | 4K | 0.01 |
| PENTAIR PLC COMMON STOCK USD.01 (Pentair Public Limited Company) | Long | Equity-common | GB | $1M | 14K | 0.02 |
| PENUMBRA INC COMMON STOCK USD.001 (Penumbra Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| PEOPLES BANCORP INC/OH COMMON STOCK (Peoples Bancorp Inc.) | Long | Equity-common | US | $167K | 6K | 0.00 |
| PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0 (Peoples Financial Services Corp.) | Long | Equity-common | US | $51K | 1K | 0.00 |
| PEPGEN INC COMMON STOCK USD.0001 (PepGen Inc.) | Long | Equity-common | US | $25K | 2K | 0.00 |
| PEPSICO INC COMMON STOCK USD.017 (PepsiCo Inc.) | Long | Equity-common | US | $19M | 115K | 0.26 |
| PERDOCEO EDUCATION CORP COMMON STOCK USD.01 (Perdoceo Education Corporation) | Long | Equity-common | US | $222K | 10K | 0.00 |
| PERELLA WEINBERG PARTNERS COMMON STOCK USD.0001 | Long | Equity-common | US | $105K | 6K | 0.00 |
| PERFICIENT INC COMMON STOCK USD.001 (Perficient Inc.) | Long | Equity-common | US | $397K | 5K | 0.01 |
| PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 (Performance Food Group Company) | Long | Equity-common | US | $2M | 29K | 0.03 |
| PERFORMANT FINANCIAL CORP COMMON STOCK USD.01 (Performant Financial Corporation) | Long | Equity-common | US | $35K | 12K | 0.00 |
| PERIMETER SOLUTIONS SA COMMON STOCK USD1.0 | Long | Equity-common | LU | $189K | 24K | 0.00 |
| PERMIAN RESOURCES CORP COMMON STOCK USD.0001 (Permian Resources Corporation) | Long | Equity-common | US | $3M | 162K | 0.04 |
| PERNOD RICARD SA COMMON STOCK EUR1.55 | Long | Equity-common | FR | $4M | 27K | 0.05 |
| PERPETUA RESOURCES CORP COMMON STOCK (Perpetua Resources Corp.) | Long | Equity-common | US | $36K | 7K | 0.00 |
| PERRIGO CO PLC COMMON STOCK EUR.001 (Perrigo Company Public Limited Company) | Long | Equity-common | IE | $648K | 25K | 0.01 |
| PERSIMMON PLC COMMON STOCK GBP.1 (Persimmon Public Limited Company) | Long | Equity-common | GB | $719K | 42K | 0.01 |
| PETIQ INC COMMON STOCK USD.001 (PetIQ Inc.) | Long | Equity-common | US | $94K | 4K | 0.00 |
| PETMED EXPRESS INC COMMON STOCK USD.001 (PetMed Express Inc.) | Long | Equity-common | US | $15K | 4K | 0.00 |
| PFD OFG BANCORP COMMON STOCK USD1.0 (OFG Bancorp) | Long | Equity-common | PR | $264K | 7K | 0.00 |
| PFIZER INC COMMON STOCK USD.05 (Pfizer Inc.) | Long | Equity-common | US | $13M | 473K | 0.18 |
| PGandE CORP COMMON STOCK (PGandE Corporation) | Long | Equity-common | US | $3M | 177K | 0.04 |
| PHATHOM PHARMACEUTICALS INC COMMON STOCK USD.0001 (Phathom Pharmaceuticals Inc.) | Long | Equity-common | US | $53K | 5K | 0.00 |
| PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001 (Phibro Animal Health Corporation) | Long | Equity-common | US | $66K | 4K | 0.00 |
| PHILIP MORRIS INTERNATIONAL IN COMMON STOCK (Philip Morris International Inc.) | Long | Equity-common | US | $13M | 130K | 0.18 |
| PHILLIPS 66 COMMON STOCK | Long | Equity-common | US | $5M | 35K | 0.07 |
| PHILLIPS EDISON and CO INC REIT USD.01 (Phillips Edison and Company Inc.) | Long | Equity-common | US | $595K | 18K | 0.01 |
| PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $612K | 93K | 0.01 |
| PHOTRONICS INC COMMON STOCK USD.01 (Photronics Inc.) | Long | Equity-common | US | $232K | 9K | 0.00 |
| PHREESIA INC COMMON STOCK USD.01 (Phreesia Inc.) | Long | Equity-common | US | $172K | 8K | 0.00 |
| PIEDMONT LITHIUM INC COMMON STOCK USD.0001 (Piedmont Lithium Inc.) | Long | Equity-common | US | $29K | 3K | 0.00 |
| PIEDMONT OFFICE REALTY TRUST I REIT USD.01 (Piedmont Office Realty Trust Inc.) | Long | Equity-common | US | $132K | 18K | 0.00 |
| PILBARA MINERALS LTD COMMON STOCK (Pilbara Minerals Limited) | Long | Equity-common | AU | $771K | 379K | 0.01 |
| PILGRIM'S PRIDE CORP COMMON STOCK USD.01 (Pilgrim's Pride Corporation) | Long | Equity-common | US | $287K | 7K | 0.00 |
| PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0 (Pinnacle Financial Partners Inc.) | Long | Equity-common | US | $1M | 14K | 0.02 |
| PINNACLE WEST CAPITAL CORP COMMON STOCK (Pinnacle West Capital Corporation) | Long | Equity-common | US | $745K | 10K | 0.01 |
| PIPER SANDLER COS COMMON STOCK USD.01 (Piper Sandler Companies) | Long | Equity-common | US | $611K | 3K | 0.01 |
| PITNEY BOWES INC COMMON STOCK USD1.0 (Pitney Bowes Inc.) | Long | Equity-common | US | $137K | 27K | 0.00 |
| PJT PARTNERS INC COMMON STOCK USD.01 (PJT Partners Inc.) | Long | Equity-common | US | $394K | 4K | 0.01 |
| PLANET FITNESS INC COMMON STOCK (Planet Fitness Inc.) | Long | Equity-common | US | $1M | 16K | 0.02 |
| PLANET LABS PBC COMMON STOCK USD.0001 | Long | Equity-common | US | $52K | 28K | 0.00 |
| PLAYAGS INC COMMON STOCK USD.01 (PlayAGS Inc.) | Long | Equity-common | US | $66K | 6K | 0.00 |
| PLAYSTUDIOS INC COMMON STOCK USD.0001 (Playstudios Inc.) | Long | Equity-common | US | $30K | 14K | 0.00 |
| PLEXUS CORP COMMON STOCK USD.01 (Plexus Corp.) | Long | Equity-common | US | $438K | 4K | 0.01 |
| PLIANT THERAPEUTICS INC COMMON STOCK (Pliant Therapeutics Inc.) | Long | Equity-common | US | $97K | 9K | 0.00 |
| PLUMAS BANCORP COMMON STOCK | Long | Equity-common | US | $38K | 1K | 0.00 |
| PLYMOUTH INDUSTRIAL REIT INC REIT USD.01 (Plymouth Industrial REIT Inc.) | Long | Equity-common | US | $152K | 7K | 0.00 |
| PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0 (The PNC Financial Services Group Inc.) | Long | Equity-common | US | $5M | 33K | 0.07 |
| PNM RESOURCES INC COMMON STOCK (PNM Resources Inc.) | Long | Equity-common | US | $1M | 30K | 0.02 |
| POLARIS INC COMMON STOCK USD.01 (Polaris Inc.) | Long | Equity-common | US | $771K | 10K | 0.01 |
| PONCE FINANCIAL GROUP INC COMMON STOCK USD.01 (Ponce Financial Group Inc.) | Long | Equity-common | US | $32K | 4K | 0.00 |
| POOL CORP COMMON STOCK USD.001 (Pool Corporation) | Long | Equity-common | US | $1M | 3K | 0.01 |
| PORSCHE AUTOMOBIL HOLDING SE PREFERENCE | Long | Equity-preferred | DE | $916K | 20K | 0.01 |
| PORTILLO'S INC COMMON STOCK USD.01 (Portillo's Inc.) | Long | Equity-common | US | $71K | 7K | 0.00 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (Portland General Electric Company) | Long | Equity-common | US | $2M | 35K | 0.02 |
| POSEIDA THERAPEUTICS INC COMMON STOCK (Poseida Therapeutics Inc.) | Long | Equity-common | US | $30K | 10K | 0.00 |
| POST HOLDINGS INC COMMON STOCK USD.01 (Post Holdings Inc.) | Long | Equity-common | US | $970K | 9K | 0.01 |
| POSTAL REALTY TRUST INC REIT USD.01 (Postal Realty Trust Inc.) | Long | Equity-common | US | $38K | 3K | 0.00 |
| POSTE ITALIANE SPA COMMON STOCK EUR1.0 | Long | Equity-common | IT | $771K | 61K | 0.01 |
| POTBELLY CORP COMMON STOCK USD.01 (Potbelly Corporation) | Long | Equity-common | US | $32K | 4K | 0.00 |
| POTLATCHDELTIC CORP REIT USD1.0 (PotlatchDeltic Corporation) | Long | Equity-common | US | $1M | 27K | 0.01 |
| POWELL INDUSTRIES INC COMMON STOCK USD.01 (Powell Industries Inc.) | Long | Equity-common | US | $203K | 1K | 0.00 |
| POWER ASSETS HOLDINGS LTD COMMON STOCK (Power Assets Holdings Limited) | Long | Equity-common | HK | $992K | 184K | 0.01 |
| POWER INTEGRATIONS INC COMMON STOCK USD.001 (Power Integrations Inc.) | Long | Equity-common | US | $1M | 19K | 0.02 |
| POWERSCHOOL HOLDINGS INC COMMON STOCK USD.0001 (Powerschool Holdings Inc.) | Long | Equity-common | US | $194K | 9K | 0.00 |
| PPG INDUSTRIES INC COMMON STOCK USD1.66666 (PPG Industries Inc.) | Long | Equity-common | US | $2M | 19K | 0.03 |
| PPL CORP COMMON STOCK USD.01 (PPL Corporation) | Long | Equity-common | US | $2M | 63K | 0.02 |
| PRA GROUP INC COMMON STOCK USD.01 (PRA Group Inc.) | Long | Equity-common | US | $120K | 6K | 0.00 |
| PRECIGEN INC COMMON STOCK (Precigen Inc.) | Long | Equity-common | US | $35K | 22K | 0.00 |
| PREFERRED BANK/LOS ANGELES CA COMMON STOCK | Long | Equity-common | US | $138K | 2K | 0.00 |
| PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0 (Preformed Line Products Company) | Long | Equity-common | US | $53K | 425 | 0.00 |
| PREMIER FINANCIAL CORP COMMON STOCK USD.01 (Premier Financial Corp.) | Long | Equity-common | US | $112K | 5K | 0.00 |
| PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01 (Prestige Consumer Healthcare Inc.) | Long | Equity-common | US | $536K | 8K | 0.01 |
| PRICESMART INC COMMON STOCK USD.0001 (PriceSmart Inc.) | Long | Equity-common | US | $317K | 4K | 0.00 |
| PRIME MEDICINE INC COMMON STOCK USD.00001 (Prime Medicine Inc.) | Long | Equity-common | US | $36K | 7K | 0.00 |
| PRIMERICA INC COMMON STOCK (Primerica Inc.) | Long | Equity-common | US | $2M | 6K | 0.02 |
| PRIMIS FINANCIAL CORP COMMON STOCK USD.01 (Primis Financial Corp.) | Long | Equity-common | US | $35K | 3K | 0.00 |
| PRIMO WATER CORP COMMON STOCK (Primo Water Corporation) | Long | Equity-common | US | $529K | 24K | 0.01 |
| PRIMORIS SERVICES CORP COMMON STOCK USD.0001 (Primoris Services Corporation) | Long | Equity-common | US | $413K | 8K | 0.01 |
| PRINCETON BANCORP INC COMMON STOCK (Princeton Bancorp Inc.) | Long | Equity-common | US | $19K | 583 | 0.00 |
| PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01 (Principal Financial Group Inc.) | Long | Equity-common | US | $1M | 17K | 0.02 |
| PRIVIA HEALTH GROUP INC COMMON STOCK USD.01 (Privia Health Group Inc.) | Long | Equity-common | US | $304K | 17K | 0.00 |
| PRO MEDICUS LTD COMMON STOCK (Pro Medicus Limited) | Long | Equity-common | AU | $723K | 8K | 0.01 |
| PROASSURANCE CORP COMMON STOCK USD.01 (ProAssurance Corporation) | Long | Equity-common | US | $103K | 8K | 0.00 |
| PROCEPT BIOROBOTICS CORP COMMON STOCK USD.00001 (PROCEPT BioRobotics Corporation) | Long | Equity-common | US | $380K | 6K | 0.01 |
| PROCTER and GAMBLE CO/THE COMMON STOCK (The Procter and Gamble Company) | Long | Equity-common | US | $33M | 197K | 0.45 |
| PROFRAC HOLDING CORP COMMON STOCK USD.01 (ProFrac Holding Corp.) | Long | Equity-common | US | $33K | 4K | 0.00 |
| PROG HOLDINGS INC COMMON STOCK USD.5 (PROG Holdings Inc.) | Long | Equity-common | US | $235K | 7K | 0.00 |
| PROGRESS SOFTWARE CORP COMMON STOCK USD.01 (Progress Software Corporation) | Long | Equity-common | US | $361K | 7K | 0.01 |
| PROGRESSIVE CORP/THE COMMON STOCK USD1.0 (The Progressive Corporation) | Long | Equity-common | US | $10M | 49K | 0.14 |
| PROGYNY INC COMMON STOCK USD.0001 (Progyny Inc.) | Long | Equity-common | US | $791K | 28K | 0.01 |
| PROLOGIS INC REIT USD.01 (Prologis Inc.) | Long | Equity-common | US | $9M | 77K | 0.12 |
| PROPETRO HOLDING CORP COMMON STOCK (ProPetro Holding Corp.) | Long | Equity-common | US | $132K | 15K | 0.00 |
| PROS HOLDINGS INC COMMON STOCK USD.001 (PROS Holdings Inc.) | Long | Equity-common | US | $198K | 7K | 0.00 |
| PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 (Prosperity Bancshares Inc.) | Long | Equity-common | US | $1M | 18K | 0.02 |
| PROSUS NV COMMON STOCK EUR.05 (Prosus N.V.) | Long | Equity-common | NL | $7M | 188K | 0.09 |
| PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001 (Protagonist Therapeutics Inc.) | Long | Equity-common | US | $309K | 9K | 0.00 |
| PROTHENA CORP PLC COMMON STOCK USD.01 (Prothena Corporation Public Limited Company) | Long | Equity-common | IE | $139K | 7K | 0.00 |
| PROTO LABS INC COMMON STOCK USD.001 (Proto Labs Inc.) | Long | Equity-common | US | $126K | 4K | 0.00 |
| PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01 (Provident Financial Services Inc.) | Long | Equity-common | US | $284K | 20K | 0.00 |
| PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 (Prudential Financial Inc.) | Long | Equity-common | US | $4M | 30K | 0.05 |
| PRUDENTIAL PLC COMMON STOCK GBP.05 (Prudential Public Limited Company) | Long | Equity-common | HK | $3M | 364K | 0.05 |
| PRYSMIAN SPA COMMON STOCK EUR.1 (Prysmian S.p.A.) | Long | Equity-common | IT | $2M | 35K | 0.03 |
| PTC INC COMMON STOCK USD.01 (PTC Inc.) | Long | Equity-common | US | $2M | 10K | 0.03 |
| PTC THERAPEUTICS INC COMMON STOCK USD.001 (PTC Therapeutics Inc.) | Long | Equity-common | US | $344K | 11K | 0.00 |
| PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK (Public Service Enterprise Group Incorporated) | Long | Equity-common | US | $3M | 41K | 0.04 |
| PUBLIC STORAGE REIT USD.1 | Long | Equity-common | US | $4M | 13K | 0.05 |
| PUBLICIS GROUPE SA COMMON STOCK EUR.4 | Long | Equity-common | FR | $3M | 30K | 0.04 |
| PUBMATIC INC COMMON STOCK USD.0001 (Pubmatic Inc.) | Long | Equity-common | US | $135K | 7K | 0.00 |
| PULMONX CORP COMMON STOCK USD.001 (Pulmonx Corporation) | Long | Equity-common | US | $39K | 6K | 0.00 |
| PULSE BIOSCIENCES INC COMMON STOCK USD.001 (Pulse Biosciences Inc.) | Long | Equity-common | US | $28K | 3K | 0.00 |
| PULTEGROUP INC COMMON STOCK USD.01 (PulteGroup Inc.) | Long | Equity-common | US | $2M | 17K | 0.03 |
| PUMA SE COMMON STOCK | Long | Equity-common | DE | $643K | 14K | 0.01 |
| PURE CYCLE CORP COMMON STOCK USD.0033 (Pure Cycle Corporation) | Long | Equity-common | US | $39K | 4K | 0.00 |
| PURE STORAGE INC COMMON STOCK USD.0001 (Pure Storage Inc.) | Long | Equity-common | US | $4M | 57K | 0.05 |
| PURECYCLE TECHNOLOGIES INC COMMON STOCK USD.0001 (PureCycle Technologies Inc.) | Long | Equity-common | US | $114K | 19K | 0.00 |
| PVH CORP COMMON STOCK USD1.0 (PVH Corp.) | Long | Equity-common | US | $1M | 10K | 0.02 |
| Q2 HOLDINGS INC COMMON STOCK USD.0001 (Q2 Holdings Inc.) | Long | Equity-common | US | $526K | 9K | 0.01 |
| QANTAS AIRWAYS LTD COMMON STOCK (Qantas Airways Limited) | Long | Equity-common | AU | $412K | 106K | 0.01 |
| QBE INSURANCE GROUP LTD COMMON STOCK (QBE Insurance Group Limited) | Long | Equity-common | AU | $2M | 199K | 0.03 |
| QCR HOLDINGS INC COMMON STOCK USD1.0 (QCR Holdings Inc.) | Long | Equity-common | US | $153K | 3K | 0.00 |
| QIAGEN NV COMMON STOCK EUR.01 (Qiagen N.V.) | Long | Equity-common | NL | $1M | 29K | 0.02 |
| QORVO INC COMMON STOCK USD.0001 (Qorvo Inc.) | Long | Equity-common | US | $964K | 8K | 0.01 |
| QUAD/GRAPHICS INC COMMON STOCK USD.025 (Quad/Graphics Inc.) | Long | Equity-common | US | $27K | 5K | 0.00 |
| QUAKER CHEMICAL CORP COMMON STOCK USD1.0 (Quaker Chemical Corporation) | Long | Equity-common | US | $364K | 2K | 0.01 |
| QUALCOMM INC COMMON STOCK USD.0001 (QUALCOMM Incorporated) | Long | Equity-common | US | $19M | 93K | 0.26 |
| QUALYS INC COMMON STOCK USD.001 (Qualys Inc.) | Long | Equity-common | US | $2M | 13K | 0.02 |
| QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01 (Quanex Building Products Corporation) | Long | Equity-common | US | $143K | 5K | 0.00 |
| QUANTA SERVICES INC COMMON STOCK USD.00001 (Quanta Services Inc.) | Long | Equity-common | US | $3M | 12K | 0.04 |
| QUANTERIX CORP COMMON STOCK USD.001 (Quanterix Corporation) | Long | Equity-common | US | $73K | 6K | 0.00 |
| QUANTUM-SI INC COMMON STOCK USD.0001 (Quantum-Si Incorporated) | Long | Equity-common | US | $18K | 17K | 0.00 |
| QUEST DIAGNOSTICS INC COMMON STOCK USD.01 (Quest Diagnostics Incorporated) | Long | Equity-common | US | $1M | 10K | 0.02 |
| QUIDELORTHO CORP COMMON STOCK USD.001 (QuidelOrtho Corporation) | Long | Equity-common | US | $305K | 9K | 0.00 |
| QUINSTREET INC COMMON STOCK USD.001 (QuinStreet Inc.) | Long | Equity-common | US | $136K | 8K | 0.00 |
| QUIPT HOME MEDICAL CORP COMMON STOCK (Quipt Home Medical Corp.) | Long | Equity-common | US | $24K | 7K | 0.00 |
| R1 RCM INC COMMON STOCK USD.01 (R1 RCM Inc.) | Long | Equity-common | US | $461K | 37K | 0.01 |
| RACKSPACE TECHNOLOGY INC COMMON STOCK USD.01 (Rackspace Technology Inc.) | Long | Equity-common | US | $31K | 11K | 0.00 |
| RADIAN GROUP INC COMMON STOCK USD.001 (Radian Group Inc.) | Long | Equity-common | US | $747K | 24K | 0.01 |
| RADIANT LOGISTICS INC COMMON STOCK USD.001 (Radiant Logistics Inc.) | Long | Equity-common | US | $30K | 5K | 0.00 |
| RADIUS HEALTH I COMMON STOCK | Long | Equity-common | US | $655.28 | 8K | 0.00 |
| RADIUS RECYCLING INC COMMON STOCK USD1.0 (Radius Recycling Inc.) | Long | Equity-common | US | $60K | 4K | 0.00 |
| RADNET INC COMMON STOCK USD.0001 (RadNet Inc.) | Long | Equity-common | US | $550K | 9K | 0.01 |
| RAKUTEN GROUP INC COMMON STOCK (Rakuten Group Inc.) | Long | Equity-common | JP | $1M | 199K | 0.01 |
| RALPH LAUREN CORP COMMON STOCK USD.01 (Ralph Lauren Corporation) | Long | Equity-common | US | $588K | 3K | 0.01 |
| RAMACO RESOURCES INC COMMON STOCK (Ramaco Resources Inc.) | Long | Equity-common | US | $46K | 4K | 0.00 |
| RAMBUS INC COMMON STOCK USD.001 (Rambus Inc.) | Long | Equity-common | US | $2M | 37K | 0.03 |
| RAMSAY HEALTH CARE LTD COMMON STOCK (Ramsay Health Care Limited) | Long | Equity-common | AU | $769K | 24K | 0.01 |
| RANDSTAD NV COMMON STOCK EUR.1 (Randstad N.V.) | Long | Equity-common | NL | $653K | 14K | 0.01 |
| RANGE RESOURCES CORP COMMON STOCK USD.01 (Range Resources Corporation) | Long | Equity-common | US | $2M | 45K | 0.02 |
| RANGER ENERGY SERVICES INC COMMON STOCK (Ranger Energy Services Inc.) | Long | Equity-common | US | $25K | 2K | 0.00 |
| RANPAK HOLDINGS CORP COMMON STOCK USD.0001 (Ranpak Holdings Corp.) | Long | Equity-common | US | $44K | 7K | 0.00 |
| RAPID7 INC COMMON STOCK USD.01 (Rapid7 Inc.) | Long | Equity-common | US | $406K | 9K | 0.01 |
| RAPT THERAPEUTICS INC COMMON STOCK (RAPT Therapeutics Inc.) | Long | Equity-common | US | $14K | 5K | 0.00 |
| RATIONAL AG COMMON STOCK | Long | Equity-common | DE | $562K | 678 | 0.01 |
| RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 (Raymond James Financial Inc.) | Long | Equity-common | US | $2M | 15K | 0.03 |
| RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01 (Rayonier Advanced Materials Inc.) | Long | Equity-common | US | $61K | 11K | 0.00 |
| RAYONIER INC REIT (Rayonier Inc.) | Long | Equity-common | US | $738K | 25K | 0.01 |
| RB GLOBAL INC COMMON STOCK (RB Global Inc.) | Long | Equity-common | US | $3M | 34K | 0.04 |
| RBB BANCORP COMMON STOCK | Long | Equity-common | US | $46K | 2K | 0.00 |
| RBC BEARINGS INC COMMON STOCK USD.01 (RBC Bearings Incorporated) | Long | Equity-common | US | $1M | 5K | 0.02 |
| RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01 (RCI Hospitality Holdings Inc.) | Long | Equity-common | US | $62K | 1K | 0.00 |
| RE/MAX HOLDINGS INC COMMON STOCK USD.0001 (RE/MAX Holdings Inc.) | Long | Equity-common | US | $24K | 3K | 0.00 |
| REA GROUP LTD COMMON STOCK | Long | Equity-common | AU | $915K | 7K | 0.01 |
| READY CAPITAL CORP REIT USD.0001 (Ready Capital Corporation) | Long | Equity-common | US | $203K | 25K | 0.00 |
| REALTY INCOME CORP REIT USD1.0 (Realty Income Corporation) | Long | Equity-common | US | $4M | 74K | 0.05 |
| RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $5M | 94K | 0.07 |
| RECORDATI INDUSTRIA CHIMICA E COMMON STOCK EUR.125 (Recordati Industria Chimica e Farmaceutica S.p.A) | Long | Equity-common | IT | $721K | 14K | 0.01 |
| RECRUIT HOLDINGS CO LTD COMMON STOCK (Recruit Holdings Co. Ltd.) | Long | Equity-common | JP | $11M | 197K | 0.15 |
| RECURSION PHARMACEUTICALS INC COMMON STOCK USD.00001 (Recursion Pharmaceuticals Inc.) | Long | Equity-common | US | $160K | 21K | 0.00 |
| RED RIVER BANCSHARES INC COMMON STOCK (Red River Bancshares Inc.) | Long | Equity-common | US | $37K | 769 | 0.00 |
| RED ROBIN GOURMET BURGERS INC COMMON STOCK USD.001 (Red Robin Gourmet Burgers Inc.) | Long | Equity-common | US | $22K | 3K | 0.00 |
| RED ROCK RESORTS INC COMMON STOCK USD.01 (Red Rock Resorts Inc.) | Long | Equity-common | US | $396K | 7K | 0.01 |
| RED VIOLET INC COMMON STOCK USD.001 (Red Violet Inc.) | Long | Equity-common | US | $45K | 2K | 0.00 |
| REDEIA CORP SA COMMON STOCK EUR.5 (Redeia Corporacion S.A.) | Long | Equity-common | ES | $941K | 54K | 0.01 |
| REDFIN CORP COMMON STOCK (Redfin Corporation) | Long | Equity-common | US | $104K | 17K | 0.00 |
| REDWOOD TRUST INC REIT USD.01 (Redwood Trust Inc.) | Long | Equity-common | US | $119K | 18K | 0.00 |
| REECE LTD COMMON STOCK (Reece Limited) | Long | Equity-common | AU | $501K | 30K | 0.01 |
| REGAL REXNORD CORP COMMON STOCK USD.01 (Regal Rexnord Corporation) | Long | Equity-common | US | $2M | 12K | 0.02 |
| REGENCY CENTERS CORP REIT USD.01 (Regency Centers Corporation) | Long | Equity-common | US | $879K | 14K | 0.01 |
| REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001 (Regeneron Pharmaceuticals Inc.) | Long | Equity-common | US | $9M | 9K | 0.13 |
| REGENXBIO INC COMMON STOCK USD.0001 (REGENXBIO Inc.) | Long | Equity-common | US | $74K | 6K | 0.00 |
| REGIONAL MANAGEMENT CORP COMMON STOCK USD.1 (Regional Management Corp.) | Long | Equity-common | US | $43K | 2K | 0.00 |
| REGIONS FINANCIAL CORP COMMON STOCK USD.01 (Regions Financial Corporation) | Long | Equity-common | US | $1M | 73K | 0.02 |
| REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01 (Reinsurance Group of America Incorporated) | Long | Equity-common | US | $3M | 12K | 0.03 |
| RELAY THERAPEUTICS INC COMMON STOCK USD.001 (Relay Therapeutics Inc.) | Long | Equity-common | US | $93K | 14K | 0.00 |
| RELIANCE INC COMMON STOCK USD.001 (Reliance Inc.) | Long | Equity-common | US | $3M | 11K | 0.04 |
| RELX PLC COMMON STOCK GBP.00144397 | Long | Equity-common | GB | $11M | 249K | 0.16 |
| REMITLY GLOBAL INC COMMON STOCK USD.0001 (Remitly Global Inc.) | Long | Equity-common | US | $252K | 21K | 0.00 |
| REMY COINTREAU SA COMMON STOCK EUR1.6 | Long | Equity-common | FR | $257K | 3K | 0.00 |
| RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 (Renaissancere Holdings Ltd.) | Long | Equity-common | BM | $2M | 10K | 0.03 |
| RENASANT CORP COMMON STOCK USD5.0 (Renasant Corporation) | Long | Equity-common | US | $263K | 9K | 0.00 |
| RENAULT SA COMMON STOCK EUR3.81 | Long | Equity-common | FR | $1M | 25K | 0.02 |
| RENESAS ELECTRONICS CORP COMMON STOCK (Renesas Electronics Corporation) | Long | Equity-common | JP | $4M | 198K | 0.05 |
| RENTOKIL INITIAL PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $2M | 335K | 0.03 |
| REPAY HOLDINGS CORP COMMON STOCK USD.0001 (Repay Holdings Corporation) | Long | Equity-common | US | $137K | 13K | 0.00 |
| REPLIGEN CORP COMMON STOCK USD.01 (Repligen Corporation) | Long | Equity-common | US | $1M | 10K | 0.02 |
| REPLIMUNE GROUP INC COMMON STOCK USD.001 (Replimune Group Inc.) | Long | Equity-common | US | $77K | 9K | 0.00 |
| REPSOL SA COMMON STOCK EUR1.0 (Repsol S.A.) | Long | Equity-common | ES | $3M | 161K | 0.04 |
| REPUBLIC BANCORP INC/KY COMMON STOCK (Republic Bancorp Inc.) | Long | Equity-common | US | $72K | 1K | 0.00 |
| REPUBLIC SERVICES INC COMMON STOCK USD.01 (Republic Services Inc.) | Long | Equity-common | US | $3M | 17K | 0.05 |
| RESERVOIR MEDIA INC COMMON STOCK USD.0001 (Reservoir Media Inc.) | Long | Equity-common | US | $23K | 3K | 0.00 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 (Resideo Technologies Inc.) | Long | Equity-common | US | $445K | 23K | 0.01 |
| RESMED INC COMMON STOCK USD.004 (ResMed Inc.) | Long | Equity-common | US | $2M | 12K | 0.03 |
| RESONA HOLDINGS INC COMMON STOCK (Resona Holdings Inc.) | Long | Equity-common | JP | $2M | 280K | 0.03 |
| RESOURCES CONNECTION INC COMMON STOCK USD.01 (Resources Connection Inc.) | Long | Equity-common | US | $60K | 5K | 0.00 |
| RETAIL OPPORTUNITY INVESTMENTS REIT USD.0001 (Retail Opportunity Investments Corp.) | Long | Equity-common | US | $237K | 19K | 0.00 |
| REV GROUP INC COMMON STOCK USD.001 (REV Group Inc.) | Long | Equity-common | US | $124K | 5K | 0.00 |
| REVANCE THERAPEUTICS INC COMMON STOCK USD.001 (Revance Therapeutics Inc.) | Long | Equity-common | US | $35K | 14K | 0.00 |
| REVOLUTION MEDICINES INC COMMON STOCK (Revolution Medicines Inc.) | Long | Equity-common | US | $868K | 22K | 0.01 |
| REVOLVE GROUP INC COMMON STOCK USD.001 (Revolve Group Inc.) | Long | Equity-common | US | $101K | 6K | 0.00 |
| REVVITY INC COMMON STOCK USD1.0 (Revvity Inc.) | Long | Equity-common | US | $1M | 11K | 0.02 |
| REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 (REX American Resources Corporation) | Long | Equity-common | US | $111K | 2K | 0.00 |
| REXEL SA COMMON STOCK EUR5.0 | Long | Equity-common | FR | $773K | 30K | 0.01 |
| REXFORD INDUSTRIAL REALTY INC REIT USD.01 (Rexford Industrial Realty Inc.) | Long | Equity-common | US | $2M | 40K | 0.02 |
| RGC RESOURCES INC COMMON STOCK USD5.0 (RGC Resources Inc.) | Long | Equity-common | US | $25K | 1K | 0.00 |
| RH COMMON STOCK USD.0001 | Long | Equity-common | US | $698K | 3K | 0.01 |
| RHEINMETALL AG COMMON STOCK | Long | Equity-common | DE | $3M | 6K | 0.04 |
| RHYTHM PHARMACEUTICALS INC COMMON STOCK (Rhythm Pharmaceuticals Inc.) | Long | Equity-common | US | $334K | 8K | 0.00 |
| RIBBON COMMUNICATIONS INC COMMON STOCK USD.001 (Ribbon Communications Inc.) | Long | Equity-common | US | $50K | 15K | 0.00 |
| RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05 (Richardson Electronics Ltd.) | Long | Equity-common | US | $27K | 2K | 0.00 |
| RICOH CO LTD COMMON STOCK (Ricoh Company Ltd.) | Long | Equity-common | JP | $623K | 73K | 0.01 |
| RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 (Rigel Pharmaceuticals Inc.) | Long | Equity-common | US | $24K | 3K | 0.00 |
| RILEY EXPLORATION PERMIAN INC COMMON STOCK USD.001 (Riley Exploration Permian Inc.) | Long | Equity-common | US | $43K | 2K | 0.00 |
| RIMINI STREET INC COMMON STOCK (Rimini Street Inc.) | Long | Equity-common | US | $28K | 9K | 0.00 |
| RING ENERGY INC COMMON STOCK (Ring Energy Inc.) | Long | Equity-common | US | $37K | 22K | 0.00 |
| RIO TINTO LTD COMMON STOCK (Rio Tinto Limited) | Long | Equity-common | AU | $4M | 49K | 0.05 |
| RIO TINTO PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $10M | 149K | 0.14 |
| RIOT PLATFORMS INC COMMON STOCK (Riot Platforms Inc.) | Long | Equity-common | US | $279K | 31K | 0.00 |
| RLI CORP COMMON STOCK USD1.0 (RLI Corp.) | Long | Equity-common | US | $1M | 7K | 0.01 |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $229K | 24K | 0.00 |
| RMR GROUP INC/THE COMMON STOCK (The RMR Group Inc.) | Long | Equity-common | US | $55K | 2K | 0.00 |
| ROCHE HOLDING AG COMMON STOCK | Long | Equity-common | CH | $26M | 93K | 0.36 |
| ROCHE HOLDING AG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $1M | 4K | 0.02 |
| ROCKET LAB USA INC COMMON STOCK USD.0001 (Rocket Lab USA Inc.) | Long | Equity-common | US | $209K | 44K | 0.00 |
| ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01 (Rocket Pharmaceuticals Inc.) | Long | Equity-common | US | $209K | 10K | 0.00 |
| ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 (Rockwell Automation Inc.) | Long | Equity-common | US | $3M | 9K | 0.04 |
| ROCKWOOL A/S COMMON STOCK DKK10.0 | Long | Equity-common | DK | $500K | 1K | 0.01 |
| ROCKY BRANDS INC COMMON STOCK (Rocky Brands Inc.) | Long | Equity-common | US | $39K | 1K | 0.00 |
| ROGERS CORP COMMON STOCK USD1.0 (Rogers Corporation) | Long | Equity-common | US | $323K | 3K | 0.00 |
| ROHM CO LTD COMMON STOCK (Rohm Company Limited) | Long | Equity-common | JP | $584K | 44K | 0.01 |
| ROIVANT SCIENCES LTD COMMON STOCK USD.0000001 (Roivant Sciences Ltd.) | Long | Equity-common | US | $663K | 63K | 0.01 |
| ROLLINS INC COMMON STOCK USD1.0 (Rollins Inc.) | Long | Equity-common | US | $1M | 24K | 0.02 |
| ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2 | Long | Equity-common | GB | $6M | 1M | 0.09 |
| ROPER TECHNOLOGIES INC COMMON STOCK USD.01 (Roper Technologies Inc.) | Long | Equity-common | US | $5M | 9K | 0.07 |
| ROSS STORES INC COMMON STOCK USD.01 (Ross Stores Inc.) | Long | Equity-common | US | $4M | 28K | 0.06 |
| ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 (Royal Caribbean Cruises Ltd.) | Long | Equity-common | US | $3M | 20K | 0.04 |
| ROYAL GOLD INC COMMON STOCK USD.01 (Royal Gold Inc.) | Long | Equity-common | US | $2M | 12K | 0.02 |
| RPC INC COMMON STOCK USD.1 (RPC Inc.) | Long | Equity-common | US | $81K | 13K | 0.00 |
| RPM INTERNATIONAL INC COMMON STOCK USD.01 (RPM International Inc.) | Long | Equity-common | US | $3M | 24K | 0.04 |
| RTX CORP COMMON STOCK USD1.0 (RTX Corporation) | Long | Equity-common | US | $11M | 111K | 0.15 |
| RUSH ENTERPRISES INC COMMON STOCK USD.01 (Rush Enterprises Inc.) | Long | Equity-common | US | $401K | 10K | 0.01 |
| RUSH ENTERPRISES INC COMMON STOCK USD.01 (Rush Enterprises Inc.) | Long | Equity-common | US | $58K | 1K | 0.00 |
| RUSH STREET INTERACTIVE INC COMMON STOCK USD.0001 (Rush Street Interactive Inc.) | Long | Equity-common | US | $91K | 9K | 0.00 |
| RWE AG COMMON STOCK (RWE Aktiengesellschaft) | Long | Equity-common | DE | $3M | 84K | 0.04 |
| RXO INC COMMON STOCK USD.01 (RXO Inc.) | Long | Equity-common | US | $471K | 18K | 0.01 |
| RXSIGHT INC COMMON STOCK USD.001 (RxSight Inc.) | Long | Equity-common | US | $269K | 4K | 0.00 |
| RYAN SPECIALTY HOLDINGS INC COMMON STOCK USD.001 (Ryan Specialty Holdings Inc.) | Long | Equity-common | US | $1M | 20K | 0.02 |
| RYDER SYSTEM INC COMMON STOCK USD.5 (Ryder System Inc.) | Long | Equity-common | US | $1M | 8K | 0.01 |
| RYERSON HOLDING CORP COMMON STOCK USD.01 (Ryerson Holding Corporation) | Long | Equity-common | US | $86K | 4K | 0.00 |
| RYMAN HOSPITALITY PROPERTIES I REIT USD.01 (Ryman Hospitality Properties Inc.) | Long | Equity-common | US | $897K | 9K | 0.01 |
| SAAB AB COMMON STOCK | Long | Equity-common | SE | $1M | 42K | 0.01 |
| SABRA HEALTHCARE REIT REIT USD.01 (Sabra Health Care REIT Inc.) | Long | Equity-common | US | $1M | 79K | 0.02 |
| SABRE CORP COMMON STOCK USD.01 (Sabre Corporation) | Long | Equity-common | US | $138K | 52K | 0.00 |
| SAFE BULKERS INC COMMON STOCK USD.001 (Safe Bulkers Inc.) | Long | Equity-common | MC | $53K | 9K | 0.00 |
| SAFEHOLD INC REIT USD.001 | Long | Equity-common | US | $150K | 8K | 0.00 |
| SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 (Safety Insurance Group Inc.) | Long | Equity-common | US | $167K | 2K | 0.00 |
| SAFRAN SA COMMON STOCK EUR.2 | Long | Equity-common | FR | $10M | 45K | 0.13 |
| SAGAX AB COMMON STOCK SEK1.75 (AB Sagax) | Long | Equity-common | SE | $746K | 29K | 0.01 |
| SAGE GROUP PLC/THE COMMON STOCK GBP.01051948 (The Sage Group Plc.) | Long | Equity-common | GB | $2M | 133K | 0.03 |
| SAGE THERAPEUTICS INC COMMON STOCK USD.0001 (Sage Therapeutics Inc.) | Long | Equity-common | US | $91K | 8K | 0.00 |
| SAGIMET BIOSCIENCES INC COMMON STOCK USD.0001 (Sagimet Biosciences Inc.) | Long | Equity-common | US | $13K | 4K | 0.00 |
| SAIA INC COMMON STOCK USD.001 (Saia Inc.) | Long | Equity-common | US | $2M | 5K | 0.03 |
| SALESFORCE INC COMMON STOCK USD.001 (Salesforce Inc.) | Long | Equity-common | US | $21M | 81K | 0.29 |
| SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 (Sally Beauty Holdings Inc.) | Long | Equity-common | US | $178K | 17K | 0.00 |
| SALMAR ASA COMMON STOCK NOK.25 | Long | Equity-common | NO | $459K | 9K | 0.01 |
| SAMPO OYJ COMMON STOCK | Long | Equity-common | FI | $3M | 60K | 0.04 |
| SANA BIOTECHNOLOGY INC COMMON STOCK USD.0001 (Sana Biotechnology Inc.) | Long | Equity-common | US | $86K | 16K | 0.00 |
| SANARA MEDTECH INC COMMON STOCK USD.001 (Sanara Medtech Inc.) | Long | Equity-common | US | $21K | 727 | 0.00 |
| SANDOZ GROUP AG COMMON STOCK CHF.05 | Long | Equity-common | CH | $2M | 54K | 0.03 |
| SandP GLOBAL INC COMMON STOCK USD1.0 (SandP Global Inc.) | Long | Equity-common | US | $12M | 27K | 0.17 |
| SandP MID 400 EMINI 0924 | Derivative-equity | US | $-61K | – | -0.00 | |
| SandP500 EMINI FUT 0924 | Derivative-equity | US | $-16K | – | -0.00 | |
| SANDRIDGE ENERGY INC COMMON STOCK USD.001 (SandRidge Energy Inc.) | Long | Equity-common | US | $60K | 5K | 0.00 |
| SANDS CHINA LTD COMMON STOCK USD.01 (Sands China Ltd.) | Long | Equity-common | MO | $669K | 322K | 0.01 |
| SandT BANCORP INC COMMON STOCK USD2.5 (SandT Bancorp Inc.) | Long | Equity-common | US | $197K | 6K | 0.00 |
| SANDVIK AB COMMON STOCK SEK1.2 | Long | Equity-common | SE | $3M | 141K | 0.04 |
| SANDY SPRING BANCORP INC COMMON STOCK USD1.0 (Sandy Spring Bancorp Inc.) | Long | Equity-common | US | $169K | 7K | 0.00 |
| SANMINA CORP COMMON STOCK USD.01 (Sanmina Corporation) | Long | Equity-common | US | $578K | 9K | 0.01 |
| SANOFI SA COMMON STOCK EUR2.0 | Long | Equity-common | FR | $15M | 151K | 0.20 |
| SANTOS LTD COMMON STOCK (Santos Limited) | Long | Equity-common | AU | $2M | 431K | 0.03 |
| SAP SE COMMON STOCK | Long | Equity-common | DE | $28M | 138K | 0.39 |
| SAPIENS INTERNATIONAL CORP NV COMMON STOCK EUR.01 (Sapiens International Corporation N.V.) | Long | Equity-common | IL | $163K | 5K | 0.00 |
| SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001 (Sarepta Therapeutics Inc.) | Long | Equity-common | US | $3M | 18K | 0.04 |
| SARTORIUS AG PREFERENCE (Sartorius Aktiengesellschaft) | Long | Equity-preferred | DE | $813K | 3K | 0.01 |
| SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2 (Sartorius Stedim Biotech S.A.) | Long | Equity-common | FR | $640K | 4K | 0.01 |
| SAUL CENTERS INC REIT USD.01 (Saul Centers Inc.) | Long | Equity-common | US | $76K | 2K | 0.00 |
| SAVARA INC COMMON STOCK USD.001 (Savara Inc.) | Long | Equity-common | US | $61K | 15K | 0.00 |
| SAVERS VALUE VILLAGE INC COMMON STOCK USD.000001 (Savers Value Village Inc.) | Long | Equity-common | US | $50K | 4K | 0.00 |
| SBA COMMUNICATIONS CORP REIT USD.01 (SBA Communications Corporation) | Long | Equity-common | US | $2M | 9K | 0.02 |
| SBI HOLDINGS INC COMMON STOCK (SBI Holdings Inc.) | Long | Equity-common | JP | $914K | 36K | 0.01 |
| SCANSOURCE INC COMMON STOCK (ScanSource Inc.) | Long | Equity-common | US | $170K | 4K | 0.00 |
| SCENTRE GROUP REIT (Scentre Group Limited) | Long | Equity-common | AU | $1M | 689K | 0.02 |
| SCHINDLER HOLDING AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $1M | 5K | 0.02 |
| SCHINDLER HOLDING AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $776K | 3K | 0.01 |
| SCHLUMBERGER NV COMMON STOCK USD.01 (Schlumberger N.V.) | Long | Equity-common | US | $6M | 120K | 0.08 |
| SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0 | Long | Equity-common | FR | $17M | 72K | 0.24 |
| SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001 (Scholar Rock Holding Corporation) | Long | Equity-common | US | $74K | 9K | 0.00 |
| SCHOLASTIC CORP COMMON STOCK USD.01 (Scholastic Corporation) | Long | Equity-common | US | $151K | 4K | 0.00 |
| SCHRODERS PLC COMMON STOCK GBP.2 | Long | Equity-common | GB | $489K | 107K | 0.01 |
| SCHRODINGER INC/UNITED STATES COMMON STOCK USD.01 (Schrodinger Inc.) | Long | Equity-common | US | $163K | 8K | 0.00 |
| SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001 (Science Applications International Corporation) | Long | Equity-common | US | $1M | 9K | 0.02 |
| SCILEX HOLDING CO COMMON STOCK USD.0001 (Scilex Holding Company) | Long | Equity-common | US | $17K | 9K | 0.00 |
| SCORPIO TANKERS INC COMMON STOCK USD.01 (Scorpio Tankers Inc.) | Long | Equity-common | MC | $602K | 7K | 0.01 |
| SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01 (The Scotts Miracle-Gro Company) | Long | Equity-common | US | $507K | 8K | 0.01 |
| SCOUT24 SE COMMON STOCK | Long | Equity-common | DE | $760K | 10K | 0.01 |
| SCPHARMACEUTICALS INC COMMON STOCK (scPharmaceuticals Inc.) | Long | Equity-common | US | $22K | 5K | 0.00 |
| SCREEN HOLDINGS CO LTD COMMON STOCK (SCREEN Holdings Co. Ltd.) | Long | Equity-common | JP | $977K | 11K | 0.01 |
| SCSK CORP COMMON STOCK (SCSK Corporation) | Long | Equity-common | JP | $415K | 21K | 0.01 |
| SEA LTD ADR USD.0005 (Sea Limited) | Long | Equity-common | SG | $3M | 49K | 0.05 |
| SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1 (Seacoast Banking Corporation of Florida) | Long | Equity-common | US | $307K | 13K | 0.00 |
| SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01 (SEACOR Marine Holdings Inc.) | Long | Equity-common | US | $51K | 4K | 0.00 |
| SEADRILL LTD COMMON STOCK USD.01 (Seadrill Limited) | Long | Equity-common | BM | $389K | 8K | 0.01 |
| SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001 (Seagate Technology Holdings Public Limited Company) | Long | Equity-common | US | $2M | 17K | 0.02 |
| SEB SA COMMON STOCK EUR1.0 (SEB S.A.) | Long | Equity-common | FR | $339K | 3K | 0.00 |
| SECOM CO LTD COMMON STOCK (SECOM Co. Ltd.) | Long | Equity-common | JP | $2M | 28K | 0.02 |
| SECURITAS AB COMMON STOCK SEK1.0 | Long | Equity-common | SE | $646K | 65K | 0.01 |
| SEEK LTD COMMON STOCK (SEEK Limited) | Long | Equity-common | AU | $670K | 47K | 0.01 |
| SEGRO PLC REIT GBP.1 (Segro Public Limited Company) | Long | Equity-common | GB | $2M | 169K | 0.03 |
| SEI INVESTMENTS CO COMMON STOCK USD.01 (SEI Investments Company) | Long | Equity-common | US | $1M | 18K | 0.02 |
| SEIKO EPSON CORP COMMON STOCK (Seiko Epson Corporation) | Long | Equity-common | JP | $598K | 38K | 0.01 |
| SEKISUI CHEMICAL CO LTD COMMON STOCK (Sekisui Chemical Co. Ltd.) | Long | Equity-common | JP | $702K | 51K | 0.01 |
| SEKISUI HOUSE LTD COMMON STOCK (Sekisui House Ltd.) | Long | Equity-common | JP | $2M | 79K | 0.02 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 (Select Medical Holdings Corporation) | Long | Equity-common | US | $567K | 16K | 0.01 |
| SELECT WATER SOLUTIONS INC COMMON STOCK USD.01 (Select Water Solutions Inc.) | Long | Equity-common | US | $133K | 12K | 0.00 |
| SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0 (Selective Insurance Group Inc.) | Long | Equity-common | US | $2M | 21K | 0.03 |
| SELECTQUOTE INC COMMON STOCK USD.01 (SelectQuote Inc.) | Long | Equity-common | US | $65K | 24K | 0.00 |
| SEMBCORP INDUSTRIES LTD COMMON STOCK | Long | Equity-common | SG | $419K | 118K | 0.01 |
| SEMLER SCIENTIFIC INC COMMON STOCK USD.001 (Semler Scientific Inc.) | Long | Equity-common | US | $28K | 805 | 0.00 |
| SEMPRA COMMON STOCK | Long | Equity-common | US | $4M | 53K | 0.06 |
| SEMRUSH HOLDINGS INC COMMON STOCK USD.00001 (SEMrush Holdings Inc.) | Long | Equity-common | US | $64K | 5K | 0.00 |
| SEMTECH CORP COMMON STOCK USD.01 (Semtech Corporation) | Long | Equity-common | US | $299K | 10K | 0.00 |
| SENECA FOODS CORP COMMON STOCK USD.25 (Seneca Foods Corporation) | Long | Equity-common | US | $46K | 801 | 0.00 |
| SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01 (Sensata Technologies Holding plc) | Long | Equity-common | US | $1M | 28K | 0.01 |
| SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 (Sensient Technologies Corporation) | Long | Equity-common | US | $488K | 7K | 0.01 |
| SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0 (Service Corporation International) | Long | Equity-common | US | $2M | 27K | 0.03 |
| SERVICE PROPERTIES TRUST REIT USD.01 | Long | Equity-common | US | $132K | 26K | 0.00 |
| SERVICENOW INC COMMON STOCK USD.001 (ServiceNow Inc.) | Long | Equity-common | US | $13M | 17K | 0.19 |
| SERVISFIRST BANCSHARES INC COMMON STOCK USD.001 (ServisFirst Bancshares Inc.) | Long | Equity-common | US | $499K | 8K | 0.01 |
| SES AI CORP COMMON STOCK USD.0001 (SES AI Corporation) | Long | Equity-common | US | $28K | 23K | 0.00 |
| SEVEN and I HOLDINGS CO LTD COMMON STOCK (Seven and i Holdings Co. Ltd.) | Long | Equity-common | JP | $4M | 297K | 0.05 |
| SEVEN GROUP HOLDINGS LTD COMMON STOCK (Seven Group Holdings Limited) | Long | Equity-common | AU | $660K | 26K | 0.01 |
| SEVERN TRENT PLC COMMON STOCK GBP.9789 | Long | Equity-common | GB | $1M | 36K | 0.01 |
| SFL CORP LTD COMMON STOCK USD.01 (SFL Corporation Ltd.) | Long | Equity-common | NO | $246K | 18K | 0.00 |
| SG HOLDINGS CO LTD COMMON STOCK (SG Holdings Co. Ltd.) | Long | Equity-common | JP | $392K | 42K | 0.01 |
| SGS SA COMMON STOCK CHF.04 | Long | Equity-common | CH | $2M | 20K | 0.02 |
| SHAKE SHACK INC COMMON STOCK USD.01 (Shake Shack Inc.) | Long | Equity-common | US | $526K | 6K | 0.01 |
| SHARECARE INC COMMON STOCK USD.0001 (Sharecare Inc.) | Long | Equity-common | US | $70K | 52K | 0.00 |
| SHELL PLC COMMON STOCK EUR.07 | Long | Equity-common | GB | $30M | 849K | 0.42 |
| SHENANDOAH TELECOMMUNICATIONS COMMON STOCK (Shenandoah Telecommunications Company) | Long | Equity-common | US | $125K | 8K | 0.00 |
| SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0 (The Sherwin-Williams Company) | Long | Equity-common | US | $6M | 19K | 0.08 |
| SHIMADZU CORP COMMON STOCK (Shimadzu Corporation) | Long | Equity-common | JP | $787K | 31K | 0.01 |
| SHIMANO INC COMMON STOCK (Shimano Inc.) | Long | Equity-common | JP | $2M | 10K | 0.02 |
| SHIN-ETSU CHEMICAL CO LTD COMMON STOCK (Shin-Etsu Chemical Co. Ltd.) | Long | Equity-common | JP | $9M | 239K | 0.13 |
| SHIONOGI and CO LTD COMMON STOCK (Shionogi and Co. Ltd.) | Long | Equity-common | JP | $1M | 33K | 0.02 |
| SHISEIDO CO LTD COMMON STOCK (Shiseido Company Limited) | Long | Equity-common | JP | $2M | 53K | 0.02 |
| SHIZUOKA FINANCIAL GROUP INC COMMON STOCK (Shizuoka Financial Group Inc.) | Long | Equity-common | JP | $562K | 58K | 0.01 |
| SHOALS TECHNOLOGIES GROUP INC COMMON STOCK USD.00001 (Shoals Technologies Group Inc.) | Long | Equity-common | US | $166K | 27K | 0.00 |
| SHOE CARNIVAL INC COMMON STOCK USD.01 (Shoe Carnival Inc.) | Long | Equity-common | US | $110K | 3K | 0.00 |
| SHORE BANCSHARES INC COMMON STOCK USD.01 (Shore Bancshares Inc.) | Long | Equity-common | US | $56K | 5K | 0.00 |
| SHUTTERSTOCK INC COMMON STOCK USD.01 (Shutterstock Inc.) | Long | Equity-common | US | $146K | 4K | 0.00 |
| SHYFT GROUP INC/THE COMMON STOCK USD.01 (The Shyft Group Inc.) | Long | Equity-common | US | $67K | 6K | 0.00 |
| SI-BONE INC COMMON STOCK USD.0001 (SI-BONE Inc.) | Long | Equity-common | US | $81K | 6K | 0.00 |
| SIEMENS AG COMMON STOCK (Siemens Aktiengesellschaft) | Long | Equity-common | DE | $19M | 101K | 0.26 |
| SIEMENS ENERGY AG COMMON STOCK | Long | Equity-common | DE | $2M | 79K | 0.03 |
| SIEMENS HEALTHINEERS AG COMMON STOCK | Long | Equity-common | DE | $2M | 37K | 0.03 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $50K | 2K | 0.00 |
| SIG GROUP AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $745K | 41K | 0.01 |
| SIGA TECHNOLOGIES INC COMMON STOCK USD.0001 (SIGA Technologies Inc.) | Long | Equity-common | US | $62K | 8K | 0.00 |
| SIGHT SCIENCES INC COMMON STOCK USD.001 (Sight Sciences Inc.) | Long | Equity-common | US | $24K | 4K | 0.00 |
| SIGNET JEWELERS LTD COMMON STOCK USD.18 (Signet Jewelers Limited) | Long | Equity-common | US | $610K | 7K | 0.01 |
| SIKA AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $6M | 20K | 0.08 |
| SILGAN HOLDINGS INC COMMON STOCK USD.01 (Silgan Holdings Inc.) | Long | Equity-common | US | $636K | 15K | 0.01 |
| SILICON LABORATORIES INC COMMON STOCK USD.0001 (Silicon Laboratories Inc.) | Long | Equity-common | US | $1M | 11K | 0.02 |
| SILK ROAD MEDICAL INC COMMON STOCK USD.001 (Silk Road Medical Inc.) | Long | Equity-common | US | $172K | 6K | 0.00 |
| SILVERBOW RESOURCES INC COMMON STOCK (SilverBow Resources Inc.) | Long | Equity-common | US | $126K | 3K | 0.00 |
| SILVERCREST ASSET MANAGEMENT G COMMON STOCK USD.01 (Silvercrest Asset Management Group Inc.) | Long | Equity-common | US | $32K | 2K | 0.00 |
| SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01 (Simmons First National Corporation) | Long | Equity-common | US | $336K | 19K | 0.00 |
| SIMON PROPERTY GROUP INC REIT USD.0001 (Simon Property Group Inc.) | Long | Equity-common | US | $4M | 27K | 0.06 |
| SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001 (The Simply Good Foods Company) | Long | Equity-common | US | $507K | 14K | 0.01 |
| SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 (Simpson Manufacturing Co. Inc.) | Long | Equity-common | US | $2M | 14K | 0.03 |
| SIMULATIONS PLUS INC COMMON STOCK USD.001 (Simulations Plus Inc.) | Long | Equity-common | US | $117K | 2K | 0.00 |
| SINCLAIR INC COMMON STOCK USD.01 (Sinclair Inc.) | Long | Equity-common | US | $65K | 5K | 0.00 |
| SINGAPORE AIRLINES LTD COMMON STOCK (Singapore Airlines Limited) | Long | Equity-common | SG | $1M | 197K | 0.01 |
| SINGAPORE EXCHANGE LTD COMMON STOCK (Singapore Exchange Limited) | Long | Equity-common | SG | $792K | 114K | 0.01 |
| SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK (Singapore Technologies Engineering Ltd) | Long | Equity-common | SG | $659K | 207K | 0.01 |
| SINGAPORE TELECOMMUNICATIONS L COMMON STOCK (Singapore Telecommunications Limited) | Long | Equity-common | SG | $2M | 859K | 0.02 |
| SINGAPORE TELECOMMUNICATIONS L COMMON STOCK (Singapore Telecommunications Limited) | Long | Equity-common | SG | $523K | 259K | 0.01 |
| SINO LAND CO LTD COMMON STOCK (Sino Land Company Limited) | Long | Equity-common | HK | $531K | 516K | 0.01 |
| SIRIUSPOINT LTD COMMON STOCK USD.1 (SiriusPoint Ltd.) | Long | Equity-common | BM | $136K | 11K | 0.00 |
| SITC INTERNATIONAL HOLDINGS CO COMMON STOCK HKD.1 (SITC International Holdings Company Limited) | Long | Equity-common | HK | $482K | 178K | 0.01 |
| SITE CENTERS CORP REIT USD.1 (SITE Centers Corp.) | Long | Equity-common | US | $423K | 29K | 0.01 |
| SITIME CORP COMMON STOCK USD.0001 (Sitime Corporation) | Long | Equity-common | US | $335K | 3K | 0.00 |
| SITIO ROYALTIES CORP COMMON STOCK USD.0001 (Sitio Royalties Corp.) | Long | Equity-common | US | $301K | 13K | 0.00 |
| SIX FLAGS ENTERTAINMENT CORP/D COMMON STOCK (Six Flags Entertainment Corporation) | Long | Equity-common | US | $369K | 11K | 0.01 |
| SJW GROUP COMMON STOCK USD.001 | Long | Equity-common | US | $265K | 5K | 0.00 |
| SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0 (Skandinaviska Enskilda Banken AB) | Long | Equity-common | SE | $3M | 210K | 0.04 |
| SKANSKA AB COMMON STOCK | Long | Equity-common | SE | $814K | 45K | 0.01 |
| SKECHERS USA INC COMMON STOCK USD.001 (Skechers U.S.A. Inc.) | Long | Equity-common | US | $2M | 25K | 0.02 |
| SKF AB COMMON STOCK SEK2.5 (SKF Aktiebolaget) | Long | Equity-common | SE | $908K | 45K | 0.01 |
| SKYLINE CHAMPION CORP COMMON STOCK USD.028 (Skyline Champion Corporation) | Long | Equity-common | US | $564K | 8K | 0.01 |
| SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01 (Skyward Specialty Insurance Group Inc.) | Long | Equity-common | US | $137K | 4K | 0.00 |
| SKYWATER TECHNOLOGY INC COMMON STOCK USD.01 (SkyWater Technology Inc.) | Long | Equity-common | US | $22K | 3K | 0.00 |
| SKYWEST INC COMMON STOCK (SkyWest Inc.) | Long | Equity-common | US | $509K | 6K | 0.01 |
| SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 (Skyworks Solutions Inc.) | Long | Equity-common | US | $1M | 14K | 0.02 |
| SKYX PLATFORMS CORP COMMON STOCK (SKYX Platforms Corp.) | Long | Equity-common | US | $10K | 11K | 0.00 |
| SL GREEN REALTY CORP REIT USD.01 (SL Green Realty Corp.) | Long | Equity-common | US | $568K | 10K | 0.01 |
| SLEEP NUMBER CORP COMMON STOCK USD.01 (Sleep Number Corporation) | Long | Equity-common | US | $34K | 4K | 0.00 |
| SLM CORP COMMON STOCK USD.2 (SLM Corporation) | Long | Equity-common | US | $846K | 41K | 0.01 |
| SM ENERGY CO COMMON STOCK USD.01 (SM Energy Company) | Long | Equity-common | US | $788K | 18K | 0.01 |
| SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01 (SMART Global Holdings Inc.) | Long | Equity-common | US | $179K | 8K | 0.00 |
| SMARTFINANCIAL INC COMMON STOCK USD1.0 (SmartFinancial Inc.) | Long | Equity-common | US | $66K | 3K | 0.00 |
| SMARTRENT INC COMMON STOCK USD.0001 | Long | Equity-common | US | $68K | 28K | 0.00 |
| SMC CORP COMMON STOCK (SMC Corporation) | Long | Equity-common | JP | $4M | 8K | 0.05 |
| SMITH and NEPHEW PLC COMMON STOCK USD.2 | Long | Equity-common | GB | $1M | 116K | 0.02 |
| SMITH and WESSON BRANDS INC COMMON STOCK USD.001 (Smith and Wesson Brands Inc.) | Long | Equity-common | US | $107K | 7K | 0.00 |
| SMITHS GROUP PLC COMMON STOCK GBP.375 | Long | Equity-common | GB | $990K | 46K | 0.01 |
| SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001 (Smurfit Kappa Group Public Limited Company) | Long | Equity-common | IE | $2M | 35K | 0.02 |
| SNAM SPA COMMON STOCK (Snam S.p.A.) | Long | Equity-common | IT | $1M | 267K | 0.02 |
| SNAP-ON INC COMMON STOCK USD1.0 (Snap-on Incorporated) | Long | Equity-common | US | $1M | 5K | 0.02 |
| SOCIETE GENERALE SA COMMON STOCK EUR1.25 | Long | Equity-common | FR | $2M | 96K | 0.03 |
| SODEXO SA COMMON STOCK EUR4.0 (Sodexo S.A.) | Long | Equity-common | FR | $1M | 12K | 0.01 |
| SOFINA SA COMMON STOCK | Long | Equity-common | BE | $465K | 2K | 0.01 |
| SOFTBANK CORP COMMON STOCK (SoftBank Corp.) | Long | Equity-common | JP | $5M | 378K | 0.06 |
| SOFTBANK GROUP CORP COMMON STOCK (SoftBank Group Corp.) | Long | Equity-common | JP | $9M | 136K | 0.12 |
| SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01 (Solaris Oilfield Infrastructure Inc.) | Long | Equity-common | US | $35K | 4K | 0.00 |
| SOLARWINDS CORP COMMON STOCK USD.001 (SolarWinds Corporation) | Long | Equity-common | US | $96K | 8K | 0.00 |
| SOLID POWER INC COMMON STOCK USD.0001 (Solid Power Inc.) | Long | Equity-common | US | $45K | 27K | 0.00 |
| SOLVENTUM CORP COMMON STOCK (Solventum Corporation) | Long | Equity-common | US | $629K | 12K | 0.01 |
| SOMPO HOLDINGS INC COMMON STOCK (Sompo Holdings Inc.) | Long | Equity-common | JP | $3M | 118K | 0.04 |
| SONIC AUTOMOTIVE INC COMMON STOCK USD.01 (Sonic Automotive Inc.) | Long | Equity-common | US | $126K | 2K | 0.00 |
| SONIC HEALTHCARE LTD COMMON STOCK (Sonic Healthcare Limited) | Long | Equity-common | AU | $1M | 60K | 0.01 |
| SONOCO PRODUCTS CO COMMON STOCK (Sonoco Products Company) | Long | Equity-common | US | $923K | 18K | 0.01 |
| SONOS INC COMMON STOCK USD.001 (Sonos Inc.) | Long | Equity-common | US | $291K | 20K | 0.00 |
| SONOVA HOLDING AG COMMON STOCK CHF.05 | Long | Equity-common | CH | $2M | 7K | 0.03 |
| SONY GROUP CORP COMMON STOCK (Sony Group Corporation) | Long | Equity-common | JP | $14M | 166K | 0.20 |
| SOTERA HEALTH CO COMMON STOCK USD.01 (Sotera Health Company) | Long | Equity-common | US | $274K | 23K | 0.00 |
| SOUNDHOUND AI INC COMMON STOCK USD.0001 (Soundhound AI Inc.) | Long | Equity-common | US | $86K | 22K | 0.00 |
| SOUNDTHINKING INC COMMON STOCK (SoundThinking Inc.) | Long | Equity-common | US | $20K | 2K | 0.00 |
| SOUTH PLAINS FINANCIAL INC COMMON STOCK USD1.0 (South Plains Financial Inc.) | Long | Equity-common | US | $48K | 2K | 0.00 |
| SOUTH32 LTD COMMON STOCK (South32 Limited) | Long | Equity-common | AU | $1M | 600K | 0.02 |
| SOUTHERN CO/THE COMMON STOCK USD5.0 (The Southern Company) | Long | Equity-common | US | $7M | 92K | 0.10 |
| SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01 (Southern First Bancshares Inc.) | Long | Equity-common | US | $38K | 1K | 0.00 |
| SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01 (Southern Missouri Bancorp Inc.) | Long | Equity-common | US | $69K | 2K | 0.00 |
| SOUTHERN STATES BANCSHARES INC COMMON STOCK USD5.0 (Southern States Bancshares Inc.) | Long | Equity-common | US | $33K | 1K | 0.00 |
| SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 (Southside Bancshares Inc.) | Long | Equity-common | US | $124K | 4K | 0.00 |
| SOUTHSTATE CORP COMMON STOCK USD2.5 (SouthState Corporation) | Long | Equity-common | US | $2M | 26K | 0.03 |
| SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 (Southwest Airlines Co.) | Long | Equity-common | US | $1M | 51K | 0.02 |
| SOUTHWEST GAS HOLDINGS INC COMMON STOCK (Southwest Gas Holdings Inc.) | Long | Equity-common | US | $1M | 21K | 0.02 |
| SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 (Southwestern Energy Company) | Long | Equity-common | US | $1M | 204K | 0.02 |
| SPARK NEW ZEALAND LTD COMMON STOCK (Spark New Zealand Limited) | Long | Equity-common | NZ | $610K | 240K | 0.01 |
| SPARTANNASH CO COMMON STOCK (SpartanNash Company) | Long | Equity-common | US | $100K | 5K | 0.00 |
| SPHERE ENTERTAINMENT CO COMMON STOCK USD.01 (Sphere Entertainment Co.) | Long | Equity-common | US | $143K | 4K | 0.00 |
| SPIRAX GROUP PLC COMMON STOCK GBP.269231 | Long | Equity-common | GB | $1M | 10K | 0.01 |
| SPIRE INC COMMON STOCK USD1.0 (Spire Inc.) | Long | Equity-common | US | $1M | 19K | 0.02 |
| SPIRIT AIRLINES INC COMMON STOCK USD.0001 (Spirit Airlines Inc.) | Long | Equity-common | US | $62K | 17K | 0.00 |
| SPOK HOLDINGS INC COMMON STOCK USD.0001 (Spok Holdings Inc.) | Long | Equity-common | US | $38K | 3K | 0.00 |
| SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01 (Sportsman's Warehouse Holdings Inc.) | Long | Equity-common | US | $17K | 7K | 0.00 |
| SPRINGWORKS THERAPEUTICS INC COMMON STOCK USD.0001 (SpringWorks Therapeutics Inc.) | Long | Equity-common | US | $394K | 10K | 0.01 |
| SPRINKLR INC COMMON STOCK USD.00003 (Sprinklr Inc.) | Long | Equity-common | US | $161K | 17K | 0.00 |
| SPROUT SOCIAL INC COMMON STOCK USD.0001 (Sprout Social Inc.) | Long | Equity-common | US | $263K | 7K | 0.00 |
| SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 (Sprouts Farmers Market Inc.) | Long | Equity-common | US | $3M | 34K | 0.04 |
| SPS COMMERCE INC COMMON STOCK USD.001 (SPS Commerce Inc.) | Long | Equity-common | US | $1M | 6K | 0.01 |
| SPX TECHNOLOGIES INC COMMON STOCK USD.01 (SPX Technologies Inc.) | Long | Equity-common | US | $973K | 7K | 0.01 |
| SQUARESPACE INC COMMON STOCK USD.0001 (Squarespace Inc.) | Long | Equity-common | US | $338K | 8K | 0.00 |
| SSE PLC COMMON STOCK GBP.5 | Long | Equity-common | GB | $3M | 145K | 0.05 |
| ST JOE CO/THE COMMON STOCK (The St. Joe Company) | Long | Equity-common | US | $293K | 5K | 0.00 |
| STAAR SURGICAL CO COMMON STOCK USD.01 (STAAR Surgical Company) | Long | Equity-common | US | $358K | 8K | 0.00 |
| STAG INDUSTRIAL INC REIT USD.01 (STAG Industrial Inc.) | Long | Equity-common | US | $1M | 34K | 0.02 |
| STAGWELL INC COMMON STOCK USD.00001 (Stagwell Inc.) | Long | Equity-common | US | $87K | 13K | 0.00 |
| STANDARD CHARTERED PLC COMMON STOCK USD.5 | Long | Equity-common | GB | $3M | 293K | 0.04 |
| STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0 (Standard Motor Products Inc.) | Long | Equity-common | US | $90K | 3K | 0.00 |
| STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 (Standex International Corporation) | Long | Equity-common | US | $292K | 2K | 0.00 |
| STANLEY BLACK and DECKER INC COMMON STOCK USD2.5 (Stanley Black and Decker Inc.) | Long | Equity-common | US | $1M | 13K | 0.01 |
| STAR BULK CARRIERS CORP COMMON STOCK USD.01 (Star Bulk Carriers Corp.) | Long | Equity-common | GR | $94K | 4K | 0.00 |
| STAR HOLDINGS COMMON STOCK USD.001 | Long | Equity-common | US | $31K | 3K | 0.00 |
| STARBUCKS CORP COMMON STOCK USD.001 (Starbucks Corporation) | Long | Equity-common | US | $7M | 95K | 0.10 |
| STARWOOD PROPERTY TRUST INC REIT USD.01 (Starwood Property Trust Inc.) | Long | Equity-common | US | $1M | 56K | 0.01 |
| STATE STREET CORP COMMON STOCK USD1.0 (State Street Corporation) | Long | Equity-common | US | $2M | 24K | 0.03 |
| STEEL DYNAMICS INC COMMON STOCK USD.005 (Steel Dynamics Inc.) | Long | Equity-common | US | $2M | 12K | 0.02 |
| STEELCASE INC COMMON STOCK (Steelcase Inc.) | Long | Equity-common | US | $189K | 15K | 0.00 |
| STELLANTIS NV COMMON STOCK EUR.01 (Stellantis N.V.) | Long | Equity-common | NL | $6M | 294K | 0.08 |
| STELLAR BANCORP INC COMMON STOCK USD.01 (Stellar Bancorp Inc.) | Long | Equity-common | US | $176K | 8K | 0.00 |
| STEM INC COMMON STOCK USD.0001 (Stem Inc.) | Long | Equity-common | US | $26K | 24K | 0.00 |
| STEPAN CO COMMON STOCK USD1.0 (Stepan Company) | Long | Equity-common | US | $280K | 3K | 0.00 |
| STEPSTONE GROUP INC COMMON STOCK USD.001 (StepStone Group Inc.) | Long | Equity-common | US | $389K | 8K | 0.01 |
| STERICYCLE INC COMMON STOCK USD.01 (Stericycle Inc.) | Long | Equity-common | US | $999K | 17K | 0.01 |
| STERIS PLC COMMON STOCK USD75.0 | Long | Equity-common | US | $2M | 8K | 0.02 |
| STERLING CHECK CORP COMMON STOCK USD.01 (Sterling Check Corp.) | Long | Equity-common | US | $78K | 5K | 0.00 |
| STERLING INFRASTRUCTURE INC COMMON STOCK USD.01 (Sterling Infrastructure Inc.) | Long | Equity-common | US | $551K | 5K | 0.01 |
| STEVEN MADDEN LTD COMMON STOCK USD.0001 (Steven Madden Ltd.) | Long | Equity-common | US | $490K | 12K | 0.01 |
| STEWART INFORMATION SERVICES C COMMON STOCK USD1.0 (Stewart Information Services Corporation) | Long | Equity-common | US | $256K | 4K | 0.00 |
| STIFEL FINANCIAL CORP COMMON STOCK USD.15 (Stifel Financial Corp.) | Long | Equity-common | US | $2M | 19K | 0.02 |
| STITCH FIX INC COMMON STOCK USD.00002 (Stitch Fix Inc.) | Long | Equity-common | US | $62K | 15K | 0.00 |
| STMICROELECTRONICS NV COMMON STOCK EUR1.04 (STMicroelectronics N.V.) | Long | Equity-common | CH | $4M | 90K | 0.05 |
| STOCK YARDS BANCORP INC COMMON STOCK (Stock Yards Bancorp Inc.) | Long | Equity-common | US | $214K | 4K | 0.00 |
| STOCKLAND REIT | Long | Equity-common | AU | $876K | 316K | 0.01 |
| STOKE THERAPEUTICS INC COMMON STOCK (Stoke Therapeutics Inc.) | Long | Equity-common | US | $67K | 5K | 0.00 |
| STONECO LTD COMMON STOCK USD.000079365 (StoneCo Ltd.) | Long | Equity-common | BR | $541K | 45K | 0.01 |
| STONERIDGE INC COMMON STOCK | Long | Equity-common | US | $66K | 4K | 0.00 |
| STONEX GROUP INC COMMON STOCK USD.01 (StoneX Group Inc.) | Long | Equity-common | US | $316K | 4K | 0.00 |
| STORA ENSO OYJ COMMON STOCK EUR1.7 | Long | Equity-common | FI | $1M | 77K | 0.01 |
| STRATEGIC EDUCATION INC COMMON STOCK USD.01 (Strategic Education Inc.) | Long | Equity-common | US | $389K | 4K | 0.01 |
| STRAUMANN HOLDING AG COMMON STOCK CHF.01 | Long | Equity-common | CH | $2M | 15K | 0.03 |
| STRIDE INC COMMON STOCK USD.0001 (Stride Inc.) | Long | Equity-common | US | $466K | 7K | 0.01 |
| STRYKER CORP COMMON STOCK USD.1 (Stryker Corporation) | Long | Equity-common | US | $10M | 28K | 0.13 |
| STURM RUGER and CO INC COMMON STOCK USD1.0 (Sturm Ruger and Company Inc.) | Long | Equity-common | US | $120K | 3K | 0.00 |
| SUBARU CORP COMMON STOCK (Subaru Corporation) | Long | Equity-common | JP | $2M | 80K | 0.02 |
| SUMCO CORP COMMON STOCK (SUMCO Corporation) | Long | Equity-common | JP | $671K | 46K | 0.01 |
| SUMITOMO CORP COMMON STOCK (Sumitomo Corporation) | Long | Equity-common | JP | $3M | 138K | 0.05 |
| SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK (Sumitomo Electric Industries Ltd.) | Long | Equity-common | JP | $1M | 95K | 0.02 |
| SUMITOMO METAL MINING CO LTD COMMON STOCK (Sumitomo Metal Mining Co. Ltd.) | Long | Equity-common | JP | $996K | 33K | 0.01 |
| SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK (Sumitomo Mitsui Financial Group Inc.) | Long | Equity-common | JP | $11M | 166K | 0.15 |
| SUMITOMO MITSUI TRUST HOLDINGS COMMON STOCK (Sumitomo Mitsui Trust Holdings Inc.) | Long | Equity-common | JP | $2M | 87K | 0.03 |
| SUMITOMO REALTY and DEVELOPMENT COMMON STOCK (Sumitomo Realty and Development Co. Ltd.) | Long | Equity-common | JP | $1M | 38K | 0.02 |
| SUMMIT HOTEL PROPERTIES INC REIT (Summit Hotel Properties Inc.) | Long | Equity-common | US | $98K | 16K | 0.00 |
| SUMMIT MATERIALS INC COMMON STOCK USD.01 (Summit Materials Inc.) | Long | Equity-common | US | $675K | 18K | 0.01 |
| SUMMIT THERAPEUTICS INC COMMON STOCK USD.01 (Summit Therapeutics Inc.) | Long | Equity-common | US | $152K | 20K | 0.00 |
| SUN COUNTRY AIRLINES HOLDINGS COMMON STOCK USD.01 (Sun Country Airlines Holdings Inc.) | Long | Equity-common | US | $72K | 6K | 0.00 |
| SUN HUNG KAI PROPERTIES LTD COMMON STOCK (Sun Hung Kai Properties Limited) | Long | Equity-common | HK | $2M | 192K | 0.02 |
| SUNCOKE ENERGY INC COMMON STOCK USD.01 (SunCoke Energy Inc.) | Long | Equity-common | US | $133K | 14K | 0.00 |
| SUNCORP GROUP LTD COMMON STOCK (Suncorp Group Limited) | Long | Equity-common | AU | $2M | 169K | 0.03 |
| SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001 (Sunnova Energy International Inc.) | Long | Equity-common | US | $92K | 17K | 0.00 |
| SUNOPTA INC COMMON STOCK (SunOpta Inc.) | Long | Equity-common | US | $83K | 15K | 0.00 |
| SUNPOWER CORP COMMON STOCK USD.001 (SunPower Corporation) | Long | Equity-common | US | $42K | 14K | 0.00 |
| SUNSTONE HOTEL INVESTORS INC REIT USD.01 (Sunstone Hotel Investors Inc.) | Long | Equity-common | US | $340K | 33K | 0.00 |
| SUNTORY BEVERAGE and FOOD LTD COMMON STOCK (Suntory Beverage and Food Limited) | Long | Equity-common | JP | $655K | 18K | 0.01 |
| SUPER GROUP SGHC LTD COMMON STOCK (Super Group (SGHC) Limited) | Long | Equity-common | GG | $72K | 22K | 0.00 |
| SUPER MICRO COMPUTER INC COMMON STOCK USD.001 (Super Micro Computer Inc.) | Long | Equity-common | US | $10M | 12K | 0.13 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 (Supernus Pharmaceuticals Inc.) | Long | Equity-common | US | $206K | 8K | 0.00 |
| SURGERY PARTNERS INC COMMON STOCK USD.01 (Surgery Partners Inc.) | Long | Equity-common | US | $278K | 12K | 0.00 |
| SURMODICS INC COMMON STOCK USD.05 (Surmodics Inc.) | Long | Equity-common | US | $88K | 2K | 0.00 |
| SUTRO BIOPHARMA INC COMMON STOCK USD.001 (Sutro Biopharma Inc.) | Long | Equity-common | US | $32K | 11K | 0.00 |
| SUZUKI MOTOR CORP COMMON STOCK (Suzuki Motor Corporation) | Long | Equity-common | JP | $2M | 208K | 0.03 |
| SVENSKA CELLULOSA AB SP ADR COMMON STOCK (Svenska Cellulosa Aktiebolaget SCA) | Long | Equity-common | SE | $1M | 80K | 0.02 |
| SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55 | Long | Equity-common | SE | $2M | 193K | 0.03 |
| SWATCH GROUP AG/THE COMMON STOCK CHF.45 (The Swatch Group AG) | Long | Equity-common | CH | $285K | 7K | 0.00 |
| SWATCH GROUP AG/THE COMMON STOCK CHF2.25 (The Swatch Group AG) | Long | Equity-common | CH | $786K | 4K | 0.01 |
| SWEDBANK AB COMMON STOCK | Long | Equity-common | SE | $2M | 113K | 0.03 |
| SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK SEK.55 | Long | Equity-common | SE | $691K | 26K | 0.01 |
| SWEETGREEN INC COMMON STOCK USD.001 (Sweetgreen Inc.) | Long | Equity-common | US | $455K | 15K | 0.01 |
| SWIFT TRANSPORTATION CO COMMON STOCK USD.01 (Knight-Swift Transportation Holdings Inc.) | Long | Equity-common | US | $1M | 30K | 0.02 |
| SWIRE PACIFIC LTD COMMON STOCK (Swire Pacific Limited) | Long | Equity-common | HK | $495K | 56K | 0.01 |
| SWIRE PROPERTIES LTD COMMON STOCK (Swire Properties Limited) | Long | Equity-common | HK | $247K | 155K | 0.00 |
| SWISS LIFE HOLDING AG COMMON STOCK CHF.1 (Swiss Life Holding Ltd) | Long | Equity-common | CH | $3M | 4K | 0.04 |
| SWISS PRIME SITE AG COMMON STOCK CHF2.0 | Long | Equity-common | CH | $970K | 10K | 0.01 |
| SWISS RE AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $5M | 40K | 0.07 |
| SWISSCOM AG COMMON STOCK CHF1.0 | Long | Equity-common | CH | $2M | 3K | 0.03 |
| SYENSQO SA COMMON STOCK | Long | Equity-common | BE | $877K | 10K | 0.01 |
| SYLVAMO CORP COMMON STOCK USD1.0 (Sylvamo Corporation) | Long | Equity-common | US | $388K | 6K | 0.01 |
| SYMRISE AG COMMON STOCK | Long | Equity-common | DE | $2M | 18K | 0.03 |
| SYNAPTICS INC COMMON STOCK USD.001 (Synaptics Incorporated) | Long | Equity-common | US | $1M | 13K | 0.02 |
| SYNCHRONY FINANCIAL COMMON STOCK USD.001 | Long | Equity-common | US | $2M | 32K | 0.02 |
| SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001 (Syndax Pharmaceuticals Inc.) | Long | Equity-common | US | $245K | 12K | 0.00 |
| SYNOPSYS INC COMMON STOCK USD.01 (Synopsys Inc.) | Long | Equity-common | US | $8M | 13K | 0.11 |
| SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 (Synovus Financial Corp.) | Long | Equity-common | US | $1M | 27K | 0.02 |
| SYSCO CORP COMMON STOCK USD1.0 (Sysco Corporation) | Long | Equity-common | US | $3M | 41K | 0.04 |
| SYSMEX CORP COMMON STOCK (Sysmex Corporation) | Long | Equity-common | JP | $1M | 67K | 0.01 |
| T ROWE PRICE GROUP INC COMMON STOCK USD.2 (T. Rowe Price Group Inc.) | Long | Equity-common | US | $2M | 18K | 0.03 |
| T-MOBILE US INC COMMON STOCK USD.0001 (T-Mobile US Inc.) | Long | Equity-common | US | $8M | 43K | 0.11 |
| TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001 (Tactile Systems Technology Inc.) | Long | Equity-common | US | $46K | 4K | 0.00 |
| TAISEI CORP COMMON STOCK (Taisei Corporation) | Long | Equity-common | JP | $820K | 22K | 0.01 |
| TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01 (Take-Two Interactive Software Inc.) | Long | Equity-common | US | $2M | 13K | 0.03 |
| TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK (Takeda Pharmaceutical Company Limited) | Long | Equity-common | JP | $5M | 210K | 0.08 |
| TALANX AG COMMON STOCK (Talanx Aktiengesellschaft) | Long | Equity-common | DE | $682K | 9K | 0.01 |
| TALOS ENERGY INC COMMON STOCK (Talos Energy Inc.) | Long | Equity-common | US | $210K | 17K | 0.00 |
| TandD HOLDINGS INC COMMON STOCK (TandD Holdings Inc.) | Long | Equity-common | JP | $1M | 65K | 0.02 |
| TANGER INC REIT USD.01 | Long | Equity-common | US | $424K | 16K | 0.01 |
| TANGO THERAPEUTICS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $64K | 7K | 0.00 |
| TAPESTRY INC COMMON STOCK USD.01 (Tapestry Inc.) | Long | Equity-common | US | $844K | 20K | 0.01 |
| TARGA RESOURCES CORP COMMON STOCK USD.001 (Targa Resources Corp.) | Long | Equity-common | US | $2M | 18K | 0.03 |
| TARGET CORP COMMON STOCK USD.0833 (Target Corporation) | Long | Equity-common | US | $6M | 39K | 0.08 |
| TARGET HOSPITALITY CORP COMMON STOCK USD.0001 (Target Hospitality Corp.) | Long | Equity-common | US | $46K | 5K | 0.00 |
| TARSUS PHARMACEUTICALS INC COMMON STOCK USD.0001 (Tarsus Pharmaceuticals Inc.) | Long | Equity-common | US | $127K | 5K | 0.00 |
| TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 (Taylor Morrison Home Corporation) | Long | Equity-common | US | $2M | 35K | 0.03 |
| TAYLOR WIMPEY PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $840K | 469K | 0.01 |
| TD SYNNEX CORP COMMON STOCK USD.001 (TD SYNNEX Corporation) | Long | Equity-common | US | $2M | 14K | 0.02 |
| TDK CORP COMMON STOCK (TDK Corporation) | Long | Equity-common | JP | $3M | 52K | 0.04 |
| TE CONNECTIVITY LTD COMMON STOCK CHF.57 (TE Connectivity Ltd.) | Long | Equity-common | US | $4M | 26K | 0.05 |
| TECHTARGET INC COMMON STOCK USD.001 (TechTarget Inc.) | Long | Equity-common | US | $123K | 4K | 0.00 |
| TECHTRONIC INDUSTRIES CO LTD COMMON STOCK (Techtronic Industries Company Limited) | Long | Equity-common | HK | $2M | 182K | 0.03 |
| TEEKAY CORP COMMON STOCK USD.001 (Teekay Corporation) | Long | Equity-common | BM | $86K | 10K | 0.00 |
| TEEKAY TANKERS LTD COMMON STOCK USD.01 (Teekay Tankers Ltd.) | Long | Equity-common | CA | $260K | 4K | 0.00 |
| TEGNA INC COMMON STOCK USD1.0 (TEGNA Inc.) | Long | Equity-common | US | $876K | 63K | 0.01 |
| TEJON RANCH CO COMMON STOCK USD.5 (Tejon Ranch Co.) | Long | Equity-common | US | $62K | 4K | 0.00 |
| TELE2 AB COMMON STOCK SEK1.25 | Long | Equity-common | SE | $718K | 71K | 0.01 |
| TELECOM ITALIA SPA/MILANO COMMON STOCK | Long | Equity-common | IT | $316K | 1M | 0.00 |
| TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 (Teledyne Technologies Incorporated) | Long | Equity-common | US | $2M | 4K | 0.02 |
| TELEFLEX INC COMMON STOCK USD1.0 (Teleflex Incorporated) | Long | Equity-common | US | $850K | 4K | 0.01 |
| TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0 (Telefonaktiebolaget LM Ericsson) | Long | Equity-common | SE | $2M | 368K | 0.03 |
| TELEFONICA SA COMMON STOCK EUR1.0 (Telefonica S.A.) | Long | Equity-common | ES | $3M | 610K | 0.04 |
| TELENOR ASA COMMON STOCK NOK6.0 | Long | Equity-common | NO | $953K | 83K | 0.01 |
| TELEPERFORMANCE SE COMMON STOCK EUR2.5 | Long | Equity-common | FR | $755K | 7K | 0.01 |
| TELEPHONE AND DATA SYSTEMS INC COMMON STOCK USD.01 (Telephone and Data Systems Inc.) | Long | Equity-common | US | $318K | 15K | 0.00 |
| TELIA CO AB COMMON STOCK SEK3.2 (Telia Company AB) | Long | Equity-common | SE | $838K | 313K | 0.01 |
| TELLURIAN INC COMMON STOCK USD.01 (Tellurian Inc.) | Long | Equity-common | US | $62K | 89K | 0.00 |
| TELSTRA GROUP LTD COMMON STOCK (Telstra Group Limited) | Long | Equity-common | AU | $1M | 536K | 0.02 |
| TEMENOS AG COMMON STOCK CHF5.0 | Long | Equity-common | CH | $584K | 8K | 0.01 |
| TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD.01 (Tempur Sealy International Inc.) | Long | Equity-common | US | $2M | 32K | 0.02 |
| TENABLE HOLDINGS INC COMMON STOCK USD.01 (Tenable Holdings Inc.) | Long | Equity-common | US | $772K | 18K | 0.01 |
| TENARIS SA COMMON STOCK USD1.0 (Tenaris S.A.) | Long | Equity-common | LU | $963K | 63K | 0.01 |
| TENAYA THERAPEUTICS INC COMMON STOCK USD.0001 (Tenaya Therapeutics Inc.) | Long | Equity-common | US | $24K | 8K | 0.00 |
| TENET HEALTHCARE CORP COMMON STOCK USD.05 (Tenet Healthcare Corporation) | Long | Equity-common | US | $2M | 18K | 0.03 |
| TENNANT CO COMMON STOCK USD.375 (Tennant Company) | Long | Equity-common | US | $278K | 3K | 0.00 |
| TERADATA CORP COMMON STOCK USD.01 (Teradata Corporation) | Long | Equity-common | US | $619K | 18K | 0.01 |
| TERADYNE INC COMMON STOCK USD.125 (Teradyne Inc.) | Long | Equity-common | US | $2M | 13K | 0.03 |
| TERAWULF INC COMMON STOCK USD.001 (Terawulf Inc.) | Long | Equity-common | US | $99K | 22K | 0.00 |
| TEREX CORP COMMON STOCK USD.01 (Terex Corporation) | Long | Equity-common | US | $1M | 23K | 0.02 |
| TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22 (Terna S.p.A.) | Long | Equity-common | IT | $1M | 187K | 0.02 |
| TERNS PHARMACEUTICALS INC COMMON STOCK USD.0001 (Terns Pharmaceuticals Inc.) | Long | Equity-common | US | $49K | 7K | 0.00 |
| TERRAN ORBITAL CORP COMMON STOCK | Long | Equity-common | US | $13K | 16K | 0.00 |
| TERRENO REALTY CORP REIT USD.01 (Terreno Realty Corporation) | Long | Equity-common | US | $755K | 13K | 0.01 |
| TERUMO CORP COMMON STOCK (Terumo Corporation) | Long | Equity-common | JP | $3M | 178K | 0.04 |
| TESCO PLC COMMON STOCK GBP.0633333 | Long | Equity-common | GB | $4M | 933K | 0.05 |
| TESLA INC COMMON STOCK USD.001 (Tesla Inc.) | Long | Equity-common | US | $46M | 232K | 0.64 |
| TETRA TECH INC COMMON STOCK USD.01 (Tetra Tech Inc.) | Long | Equity-common | US | $2M | 10K | 0.03 |
| TETRA TECHNOLOGIES INC COMMON STOCK USD.01 (TETRA Technologies Inc.) | Long | Equity-common | US | $67K | 19K | 0.00 |
| TEVA PHARMACEUTICAL INDUSTRIES ADR (Teva Pharmaceutical Industries Limited) | Long | Equity-common | IL | $2M | 149K | 0.03 |
| TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 (Texas Capital Bancshares Inc.) | Long | Equity-common | US | $979K | 16K | 0.01 |
| TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 (Texas Instruments Incorporated) | Long | Equity-common | US | $15M | 76K | 0.21 |
| TEXAS PACIFIC LAND CORP COMMON STOCK USD.01 (Texas Pacific Land Corporation) | Long | Equity-common | US | $3M | 3K | 0.04 |
| TEXAS ROADHOUSE INC COMMON STOCK USD.001 (Texas Roadhouse Inc.) | Long | Equity-common | US | $2M | 12K | 0.03 |
| TEXTRON INC COMMON STOCK USD.125 (Textron Inc.) | Long | Equity-common | US | $1M | 16K | 0.02 |
| TG THERAPEUTICS INC COMMON STOCK USD.001 (TG Therapeutics Inc.) | Long | Equity-common | US | $383K | 22K | 0.01 |
| THALES SA COMMON STOCK EUR3.0 | Long | Equity-common | FR | $2M | 13K | 0.03 |
| THERAVANCE BIOPHARMA INC COMMON STOCK USD.00001 (Theravance Biopharma Inc.) | Long | Equity-common | KY | $69K | 8K | 0.00 |
| THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 (Thermo Fisher Scientific Inc.) | Long | Equity-common | US | $18M | 32K | 0.24 |
| THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 (Thermon Group Holdings Inc.) | Long | Equity-common | US | $160K | 5K | 0.00 |
| THIRD COAST BANCSHARES INC COMMON STOCK USD1.0 (Third Coast Bancshares Inc.) | Long | Equity-common | US | $43K | 2K | 0.00 |
| THIRD HARMONIC BIO INC COMMON STOCK USD.0001 (Third Harmonic Bio Inc.) | Long | Equity-common | US | $41K | 3K | 0.00 |
| THOR INDUSTRIES INC COMMON STOCK USD.1 (Thor Industries Inc.) | Long | Equity-common | US | $923K | 10K | 0.01 |
| THOUGHTWORKS HOLDING INC COMMON STOCK USD.001 (Thoughtworks Holding Inc.) | Long | Equity-common | US | $41K | 14K | 0.00 |
| THREDUP INC COMMON STOCK USD.0001 (ThredUp Inc.) | Long | Equity-common | US | $22K | 13K | 0.00 |
| THRYV HOLDINGS INC COMMON STOCK (Thryv Holdings Inc.) | Long | Equity-common | US | $90K | 5K | 0.00 |
| TIDEWATER INC COMMON STOCK (Tidewater Inc.) | Long | Equity-common | US | $688K | 7K | 0.01 |
| TILE SHOP HOLDINGS INC COMMON STOCK USD.0001 (Tile Shop Holdings Inc.) | Long | Equity-common | US | $33K | 5K | 0.00 |
| TILLY'S INC COMMON STOCK USD.001 (Tilly's Inc.) | Long | Equity-common | US | $25K | 4K | 0.00 |
| TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01 (Timberland Bancorp Inc.) | Long | Equity-common | US | $33K | 1K | 0.00 |
| TIMKEN CO/THE COMMON STOCK (The Timken Company) | Long | Equity-common | US | $961K | 12K | 0.01 |
| TINGO GROUP INC COMMON STOCK USD.001 (Tingo Group Inc.) | Long | Equity-common | US | $391.68 | 20K | 0.00 |
| TIPTREE INC COMMON STOCK USD.001 (Tiptree Inc.) | Long | Equity-common | US | $62K | 4K | 0.00 |
| TIS INC COMMON STOCK | Long | Equity-common | JP | $548K | 28K | 0.01 |
| TITAN INTERNATIONAL INC COMMON STOCK (Titan International Inc.) | Long | Equity-common | US | $60K | 8K | 0.00 |
| TITAN MACHINERY INC COMMON STOCK USD.00001 (Titan Machinery Inc.) | Long | Equity-common | US | $54K | 3K | 0.00 |
| TJX COS INC/THE COMMON STOCK USD1.0 (The TJX Companies Inc.) | Long | Equity-common | US | $10M | 95K | 0.14 |
| TKO GROUP HOLDINGS INC COMMON STOCK USD.00001 (TKO Group Holdings Inc.) | Long | Equity-common | US | $1M | 11K | 0.02 |
| TOHO CO LTD/TOKYO COMMON STOCK (Toho Co. Ltd.) | Long | Equity-common | JP | $434K | 15K | 0.01 |
| TOKIO MARINE HOLDINGS INC COMMON STOCK (Tokio Marine Holdings Inc.) | Long | Equity-common | JP | $9M | 249K | 0.13 |
| TOKYO ELECTRC POWER COMPANY HO COMMON STOCK (Tokyo Electric Power Company Holdings Incorporated) | Long | Equity-common | JP | $1M | 202K | 0.02 |
| TOKYO ELECTRON LTD COMMON STOCK (Tokyo Electron Limited) | Long | Equity-common | JP | $14M | 63K | 0.19 |
| TOKYO GAS CO LTD COMMON STOCK (Tokyo Gas Co. Ltd.) | Long | Equity-common | JP | $1M | 48K | 0.01 |
| TOKYU CORP COMMON STOCK (Tokyu Corporation) | Long | Equity-common | JP | $732K | 66K | 0.01 |
| TOLL BROTHERS INC COMMON STOCK USD.01 (Toll Brothers Inc.) | Long | Equity-common | US | $2M | 19K | 0.03 |
| TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 (Tompkins Financial Corporation) | Long | Equity-common | US | $109K | 2K | 0.00 |
| TOPBUILD CORP COMMON STOCK (TopBuild Corp.) | Long | Equity-common | US | $2M | 6K | 0.03 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK USD.01 (Topgolf Callaway Brands Corp.) | Long | Equity-common | US | $342K | 22K | 0.00 |
| TOPPAN HOLDINGS INC COMMON STOCK (Toppan Inc.) | Long | Equity-common | JP | $846K | 31K | 0.01 |
| TORAY INDUSTRIES INC COMMON STOCK (Toray Industries Inc.) | Long | Equity-common | JP | $872K | 184K | 0.01 |
| TORO CO/THE COMMON STOCK USD1.0 (The Toro Company) | Long | Equity-common | US | $2M | 19K | 0.03 |
| TOTALENERGIES SE COMMON STOCK EUR2.5 | Long | Equity-common | FR | $19M | 285K | 0.26 |
| TOTO LTD COMMON STOCK (TOTO Ltd.) | Long | Equity-common | JP | $442K | 19K | 0.01 |
| TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667 | Long | Equity-common | US | $299K | 11K | 0.00 |
| TOWNSQUARE MEDIA INC COMMON STOCK USD.01 (Townsquare Media Inc.) | Long | Equity-common | US | $19K | 2K | 0.00 |
| TOYOTA INDUSTRIES CORP COMMON STOCK (Toyota Industries Corporation) | Long | Equity-common | JP | $2M | 19K | 0.02 |
| TOYOTA MOTOR CORP COMMON STOCK (Toyota Motor Corporation) | Long | Equity-common | JP | $29M | 1M | 0.40 |
| TOYOTA TSUSHO CORP COMMON STOCK (Toyota Tsusho Corporation) | Long | Equity-common | JP | $2M | 84K | 0.02 |
| TPG RE FINANCE TRUST INC REIT USD.001 (TPG RE Finance Trust Inc.) | Long | Equity-common | US | $101K | 12K | 0.00 |
| TPI COMPOSITES INC COMMON STOCK USD.01 (TPI Composites Inc.) | Long | Equity-common | US | $29K | 7K | 0.00 |
| TRACTOR SUPPLY CO COMMON STOCK USD.008 (Tractor Supply Company) | Long | Equity-common | US | $2M | 9K | 0.03 |
| TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 (Trane Technologies Public Limited Company) | Long | Equity-common | IE | $6M | 19K | 0.09 |
| TRANSCAT INC COMMON STOCK USD.5 (Transcat Inc.) | Long | Equity-common | US | $152K | 1K | 0.00 |
| TRANSDIGM GROUP INC COMMON STOCK USD.01 (TransDigm Group Incorporated) | Long | Equity-common | US | $6M | 5K | 0.08 |
| TRANSMEDICS GROUP INC COMMON STOCK (TransMedics Group Inc.) | Long | Equity-common | US | $741K | 5K | 0.01 |
| TRANSURBAN GROUP STAPLED SECURITY | Long | Equity-common | AU | $3M | 410K | 0.05 |
| TRAVEL + LEISURE CO COMMON STOCK USD.01 (Travel + Leisure Co.) | Long | Equity-common | US | $594K | 13K | 0.01 |
| TRAVELERS COS INC/THE COMMON STOCK (The Travelers Companies Inc.) | Long | Equity-common | US | $4M | 19K | 0.05 |
| TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 (Travere Therapeutics Inc.) | Long | Equity-common | US | $100K | 12K | 0.00 |
| TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001 (Treace Medical Concepts Inc.) | Long | Equity-common | US | $50K | 8K | 0.00 |
| TREASURY WINE ESTATES LTD COMMON STOCK (Treasury Wine Estates Limited) | Long | Equity-common | AU | $890K | 108K | 0.01 |
| TREDEGAR CORP COMMON STOCK (Tredegar Corporation) | Long | Equity-common | US | $20K | 4K | 0.00 |
| TREEHOUSE FOODS INC COMMON STOCK USD.01 (TreeHouse Foods Inc.) | Long | Equity-common | US | $292K | 8K | 0.00 |
| TRELLEBORG AB COMMON STOCK SEK25.0 | Long | Equity-common | SE | $1M | 29K | 0.02 |
| TREND MICRO INC/JAPAN COMMON STOCK (Trend Micro Incorporated) | Long | Equity-common | JP | $723K | 18K | 0.01 |
| TREVI THERAPEUTICS INC COMMON STOCK (Trevi Therapeutics Inc.) | Long | Equity-common | US | $19K | 6K | 0.00 |
| TREX CO INC COMMON STOCK USD.01 (Trex Company Inc.) | Long | Equity-common | US | $1M | 20K | 0.02 |
| TRI POINTE HOMES INC COMMON STOCK USD.01 (Tri Pointe Homes Inc.) | Long | Equity-common | US | $547K | 15K | 0.01 |
| TRICO BANCSHARES COMMON STOCK | Long | Equity-common | US | $192K | 5K | 0.00 |
| TRIMAS CORP COMMON STOCK USD.01 (TriMas Corporation) | Long | Equity-common | US | $176K | 7K | 0.00 |
| TRIMBLE INC COMMON STOCK USD.001 (Trimble Inc.) | Long | Equity-common | US | $1M | 19K | 0.01 |
| TRINET GROUP INC COMMON STOCK USD.000025 (TriNet Group Inc.) | Long | Equity-common | US | $495K | 5K | 0.01 |
| TRINITY INDUSTRIES INC COMMON STOCK USD.01 (Trinity Industries Inc.) | Long | Equity-common | US | $375K | 13K | 0.01 |
| TRINSEO PLC COMMON STOCK (Trinseo Public Limited Company) | Long | Equity-common | US | $14K | 6K | 0.00 |
| TRIUMPH FINANCIAL INC COMMON STOCK USD.01 (Triumph Financial Inc.) | Long | Equity-common | US | $283K | 3K | 0.00 |
| TRIUMPH GROUP INC COMMON STOCK USD.001 (Triumph Group Inc.) | Long | Equity-common | US | $154K | 10K | 0.00 |
| TRONOX HOLDINGS PLC COMMON STOCK USD.01 | Long | Equity-common | US | $287K | 18K | 0.00 |
| TRUBRIDGE INC COMMON STOCK USD.001 (TruBridge Inc.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| TRUEBLUE INC COMMON STOCK (TrueBlue Inc.) | Long | Equity-common | US | $52K | 5K | 0.00 |
| TRUECAR INC COMMON STOCK USD.0001 (TrueCar Inc.) | Long | Equity-common | US | $43K | 14K | 0.00 |
| TRUIST FINANCIAL CORP COMMON STOCK USD5.0 (Truist Financial Corporation) | Long | Equity-common | US | $4M | 111K | 0.06 |
| TRUPANION INC COMMON STOCK USD.00001 (Trupanion Inc.) | Long | Equity-common | US | $183K | 6K | 0.00 |
| TRUSTCO BANK CORP NY COMMON STOCK USD1.0 | Long | Equity-common | US | $88K | 3K | 0.00 |
| TRUSTMARK CORP COMMON STOCK (Trustmark Corporation) | Long | Equity-common | US | $288K | 10K | 0.00 |
| TRYG A/S COMMON STOCK DKK5.0 | Long | Equity-common | DK | $1M | 46K | 0.01 |
| TTEC HOLDINGS INC COMMON STOCK USD.01 (TTEC Holdings Inc.) | Long | Equity-common | US | $20K | 3K | 0.00 |
| TTM TECHNOLOGIES INC COMMON STOCK USD.001 (TTM Technologies Inc.) | Long | Equity-common | US | $310K | 16K | 0.00 |
| TUCOWS INC COMMON STOCK (Tucows Inc.) | Long | Equity-common | CA | $34K | 2K | 0.00 |
| TURNING POINT BRANDS INC COMMON STOCK USD.01 (Turning Point Brands Inc.) | Long | Equity-common | US | $90K | 3K | 0.00 |
| TURTLE BEACH CORP COMMON STOCK (Turtle Beach Corporation) | Long | Equity-common | US | $41K | 3K | 0.00 |
| TUTOR PERINI CORP COMMON STOCK USD1.0 (Tutor Perini Corporation) | Long | Equity-common | US | $153K | 7K | 0.00 |
| TWIST BIOSCIENCE CORP COMMON STOCK USD.00001 (Twist Bioscience Corporation) | Long | Equity-common | US | $433K | 9K | 0.01 |
| TWO HARBORS INVESTMENT CORP REIT CNY1.0 (Two Harbors Investment Corp.) | Long | Equity-common | US | $197K | 15K | 0.00 |
| TYLER TECHNOLOGIES INC COMMON STOCK USD.01 (Tyler Technologies Inc.) | Long | Equity-common | US | $2M | 4K | 0.03 |
| TYRA BIOSCIENCES INC COMMON STOCK USD.0001 (Tyra Biosciences Inc.) | Long | Equity-common | US | $39K | 2K | 0.00 |
| TYSON FOODS INC COMMON STOCK USD.1 (Tyson Foods Inc.) | Long | Equity-common | US | $1M | 23K | 0.02 |
| UBER TECHNOLOGIES INC COMMON STOCK USD.00001 (Uber Technologies Inc.) | Long | Equity-common | US | $13M | 174K | 0.18 |
| UBS GROUP AG COMMON STOCK USD.1 | Long | Equity-common | CH | $13M | 436K | 0.18 |
| UCB SA COMMON STOCK | Long | Equity-common | BE | $2M | 17K | 0.03 |
| UDEMY INC COMMON STOCK USD.00001 (Udemy Inc.) | Long | Equity-common | US | $118K | 14K | 0.00 |
| UDR INC REIT USD.01 (UDR Inc.) | Long | Equity-common | US | $1M | 26K | 0.01 |
| UFP INDUSTRIES INC COMMON STOCK (UFP Industries Inc.) | Long | Equity-common | US | $2M | 21K | 0.03 |
| UFP TECHNOLOGIES INC COMMON STOCK USD.01 (UFP Technologies Inc.) | Long | Equity-common | US | $288K | 1K | 0.00 |
| UGI CORP COMMON STOCK (UGI Corporation) | Long | Equity-common | US | $889K | 39K | 0.01 |
| ULTA BEAUTY INC COMMON STOCK (Ulta Beauty Inc.) | Long | Equity-common | US | $1M | 4K | 0.02 |
| ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 (Ultra Clean Holdings Inc.) | Long | Equity-common | US | $338K | 7K | 0.00 |
| UMB FINANCIAL CORP COMMON STOCK USD1.0 (UMB Financial Corporation) | Long | Equity-common | US | $1M | 15K | 0.02 |
| UMH PPTYS INC REIT USD.1 (UMH Properties Inc.) | Long | Equity-common | US | $159K | 10K | 0.00 |
| UMICORE SA COMMON STOCK | Long | Equity-common | BE | $418K | 28K | 0.01 |
| UNDER ARMOUR INC COMMON STOCK USD.000333 (Under Armour Inc.) | Long | Equity-common | US | $233K | 35K | 0.00 |
| UNDER ARMOUR INC COMMON STOCK USD.000333 (Under Armour Inc.) | Long | Equity-common | US | $231K | 35K | 0.00 |
| UNIBAIL-RODAMCO-WESTFIELD REIT EUR5.0 (Unibail-Rodamco-Westfield SE) | Long | Equity-common | FR | $1M | 16K | 0.02 |
| UNICHARM CORP COMMON STOCK (Unicharm Corporation) | Long | Equity-common | JP | $2M | 53K | 0.02 |
| UNICREDIT SPA COMMON STOCK (UniCredit S.p.A.) | Long | Equity-common | IT | $7M | 201K | 0.10 |
| UNIFIRST CORP/MA COMMON STOCK USD.1 (UniFirst Corporation) | Long | Equity-common | US | $399K | 2K | 0.01 |
| UNILEVER PLC COMMON STOCK GBP.00031111 | Long | Equity-common | GB | $18M | 332K | 0.25 |
| UNION PACIFIC CORP COMMON STOCK USD2.5 (Union Pacific Corporation) | Long | Equity-common | US | $12M | 51K | 0.16 |
| UNISYS CORP COMMON STOCK USD.01 (Unisys Corporation) | Long | Equity-common | US | $43K | 10K | 0.00 |
| UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 (United Airlines Holdings Inc.) | Long | Equity-common | US | $1M | 28K | 0.02 |
| UNITED BANKSHARES INC/WV COMMON STOCK USD2.5 (United Bankshares Inc.) | Long | Equity-common | US | $1M | 45K | 0.02 |
| UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0 (United Community Banks Inc.) | Long | Equity-common | US | $451K | 18K | 0.01 |
| UNITED FIRE GROUP INC COMMON STOCK USD.001 (United Fire Group Inc.) | Long | Equity-common | US | $81K | 4K | 0.00 |
| UNITED NATURAL FOODS INC COMMON STOCK USD.01 (United Natural Foods Inc.) | Long | Equity-common | US | $119K | 9K | 0.00 |
| UNITED OVERSEAS BANK LTD COMMON STOCK (United Overseas Bank Limited) | Long | Equity-common | SG | $4M | 168K | 0.05 |
| UNITED PARCEL SERVICE INC COMMON STOCK USD.01 (United Parcel Service Inc.) | Long | Equity-common | US | $8M | 61K | 0.12 |
| UNITED PARKS and RESORTS INC COMMON STOCK USD.01 (United Parks and Resorts Inc.) | Long | Equity-common | US | $299K | 6K | 0.00 |
| UNITED RENTALS INC COMMON STOCK USD.01 (United Rentals Inc.) | Long | Equity-common | US | $4M | 6K | 0.05 |
| UNITED STATES LIME and MINERALS COMMON STOCK USD.1 (United States Lime and Minerals Inc.) | Long | Equity-common | US | $121K | 331 | 0.00 |
| UNITED STATES STEEL CORP COMMON STOCK USD1.0 (United States Steel Corporation) | Long | Equity-common | US | $2M | 41K | 0.02 |
| UNITED THERAPEUTICS CORP COMMON STOCK USD.01 (United Therapeutics Corporation) | Long | Equity-common | US | $3M | 8K | 0.04 |
| UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05 | Long | Equity-common | GB | $1M | 90K | 0.02 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UnitedHealth Group Incorporated) | Long | Equity-common | US | $39M | 77K | 0.54 |
| UNITI GROUP INC REIT USD.0001 (Uniti Group Inc.) | Long | Equity-common | US | $108K | 37K | 0.00 |
| UNITIL CORP COMMON STOCK (Unitil Corporation) | Long | Equity-common | US | $135K | 3K | 0.00 |
| UNITY BANCORP INC COMMON STOCK (Unity Bancorp Inc.) | Long | Equity-common | US | $39K | 1K | 0.00 |
| UNIVERSAL CORP/VA COMMON STOCK (Universal Corporation) | Long | Equity-common | US | $179K | 4K | 0.00 |
| UNIVERSAL DISPLAY CORP COMMON STOCK USD.01 (Universal Display Corporation) | Long | Equity-common | US | $2M | 8K | 0.02 |
| UNIVERSAL HEALTH REALTY INCOME REIT USD.01 (Universal Health Realty Income Trust) | Long | Equity-common | US | $85K | 2K | 0.00 |
| UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01 (Universal Health Services Inc.) | Long | Equity-common | US | $971K | 5K | 0.01 |
| UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01 (Universal Insurance Holdings Inc.) | Long | Equity-common | US | $68K | 4K | 0.00 |
| UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK (Universal Logistics Holdings Inc.) | Long | Equity-common | US | $47K | 1K | 0.00 |
| UNIVERSAL MUSIC GROUP NV COMMON STOCK EUR10.0 (Universal Music Group N.V.) | Long | Equity-common | NL | $3M | 109K | 0.04 |
| UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001 (Universal Technical Institute Inc.) | Long | Equity-common | US | $80K | 5K | 0.00 |
| UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 (Univest Financial Corporation) | Long | Equity-common | US | $102K | 4K | 0.00 |
| UNUM GROUP COMMON STOCK USD.1 | Long | Equity-common | US | $2M | 33K | 0.02 |
| UPBOUND GROUP INC COMMON STOCK USD.01 (Upbound Group Inc.) | Long | Equity-common | US | $254K | 8K | 0.00 |
| UPM-KYMMENE OYJ COMMON STOCK | Long | Equity-common | FI | $2M | 71K | 0.03 |
| UPSTART HOLDINGS INC COMMON STOCK USD.0001 (Upstart Holdings Inc.) | Long | Equity-common | US | $268K | 11K | 0.00 |
| UPWORK INC COMMON STOCK USD.0001 (Upwork Inc.) | Long | Equity-common | US | $209K | 19K | 0.00 |
| URANIUM ENERGY CORP COMMON STOCK USD.001 (Uranium Energy Corp.) | Long | Equity-common | US | $353K | 59K | 0.00 |
| URBAN EDGE PROPERTIES REIT USD.01 | Long | Equity-common | US | $322K | 17K | 0.00 |
| URBAN OUTFITTERS INC COMMON STOCK USD.0001 (Urban Outfitters Inc.) | Long | Equity-common | US | $408K | 10K | 0.01 |
| UROGEN PHARMA LTD COMMON STOCK USD.01 (UroGen Pharma Ltd.) | Long | Equity-common | US | $73K | 4K | 0.00 |
| US BANCORP COMMON STOCK USD.01 (U.S. Bancorp) | Long | Equity-common | US | $5M | 130K | 0.07 |
| US FOODS HOLDING CORP COMMON STOCK USD.01 (US Foods Holding Corp.) | Long | Equity-common | US | $2M | 42K | 0.03 |
| US PHYSICAL THERAPY INC COMMON STOCK USD.01 (U.S. Physical Therapy Inc.) | Long | Equity-common | US | $218K | 2K | 0.00 |
| US SILICA HOLDINGS INC COMMON STOCK USD.01 (U.S. Silica Holdings Inc.) | Long | Equity-common | US | $179K | 12K | 0.00 |
| USANA HEALTH SCIENCES INC COMMON STOCK USD.001 (USANA Health Sciences Inc.) | Long | Equity-common | US | $84K | 2K | 0.00 |
| USCB FINANCIAL HOLDINGS INC COMMON STOCK (USCB Financial Holdings Inc.) | Long | Equity-common | US | $26K | 2K | 0.00 |
| UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01 (Utah Medical Products Inc.) | Long | Equity-common | US | $38K | 569 | 0.00 |
| UTZ BRANDS INC COMMON STOCK USD.0001 (Utz Brands Inc.) | Long | Equity-common | US | $186K | 11K | 0.00 |
| V2X INC COMMON STOCK USD.01 (V2X Inc.) | Long | Equity-common | US | $95K | 2K | 0.00 |
| VAALCO ENERGY INC COMMON STOCK USD.1 (VAALCO Energy Inc.) | Long | Equity-common | US | $104K | 17K | 0.00 |
| VAIL RESORTS INC COMMON STOCK USD.01 (Vail Resorts Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| VALARIS LTD COMMON STOCK USD.01 (Valaris Limited) | Long | Equity-common | US | $2M | 21K | 0.02 |
| VALERO ENERGY CORP COMMON STOCK USD.01 (Valero Energy Corporation) | Long | Equity-common | US | $4M | 27K | 0.06 |
| VALLEY NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $1M | 146K | 0.01 |
| VALMONT INDUSTRIES INC COMMON STOCK USD1.0 (Valmont Industries Inc.) | Long | Equity-common | US | $1M | 4K | 0.01 |
| VALVOLINE INC COMMON STOCK USD.01 (Valvoline Inc.) | Long | Equity-common | US | $1M | 24K | 0.01 |
| VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 (Vanda Pharmaceuticals Inc.) | Long | Equity-common | US | $54K | 10K | 0.00 |
| VAREX IMAGING CORP COMMON STOCK USD.01 (Varex Imaging Corporation) | Long | Equity-common | US | $87K | 6K | 0.00 |
| VARONIS SYSTEMS INC COMMON STOCK USD.001 (Varonis Systems Inc.) | Long | Equity-common | US | $805K | 17K | 0.01 |
| VAT GROUP AG COMMON STOCK CHF.1 | Long | Equity-common | CH | $2M | 4K | 0.03 |
| VAXCYTE INC COMMON STOCK USD.001 (Vaxcyte Inc.) | Long | Equity-common | US | $1M | 16K | 0.02 |
| VECTOR GROUP LTD COMMON STOCK USD.1 (Vector Group Ltd.) | Long | Equity-common | US | $240K | 23K | 0.00 |
| VEECO INSTRUMENTS INC COMMON STOCK USD.01 (Veeco Instruments Inc.) | Long | Equity-common | US | $368K | 8K | 0.01 |
| VELOCITY FINANCIAL INC COMMON STOCK (Velocity Financial Inc.) | Long | Equity-common | US | $24K | 1K | 0.00 |
| VENTAS INC REIT USD.25 (Ventas Inc.) | Long | Equity-common | US | $2M | 35K | 0.02 |
| VENTYX BIOSCIENCES INC COMMON STOCK USD.0001 (Ventyx Biosciences Inc.) | Long | Equity-common | US | $18K | 8K | 0.00 |
| VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0 | Long | Equity-common | FR | $3M | 91K | 0.04 |
| VERA BRADLEY INC COMMON STOCK (Vera Bradley Inc.) | Long | Equity-common | US | $25K | 4K | 0.00 |
| VERA THERAPEUTICS INC COMMON STOCK USD.001 (Vera Therapeutics Inc.) | Long | Equity-common | US | $223K | 6K | 0.00 |
| VERACYTE INC COMMON STOCK USD.001 (Veracyte Inc.) | Long | Equity-common | US | $245K | 11K | 0.00 |
| VERALTO CORP COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 19K | 0.02 |
| VERBUND AG COMMON STOCK | Long | Equity-common | AT | $714K | 9K | 0.01 |
| VERICEL CORP COMMON STOCK (Vericel Corporation) | Long | Equity-common | US | $339K | 7K | 0.00 |
| VERINT SYSTEMS INC COMMON STOCK USD.001 (Verint Systems Inc.) | Long | Equity-common | US | $311K | 10K | 0.00 |
| VERIS RESIDENTIAL INC REIT USD.01 (Veris Residential Inc.) | Long | Equity-common | US | $184K | 12K | 0.00 |
| VERISIGN INC COMMON STOCK USD.001 (VeriSign Inc.) | Long | Equity-common | US | $1M | 7K | 0.02 |
| VERISK ANALYTICS INC COMMON STOCK USD.001 (Verisk Analytics Inc.) | Long | Equity-common | US | $3M | 12K | 0.04 |
| VERITEX HOLDINGS INC COMMON STOCK USD.01 (Veritex Holdings Inc.) | Long | Equity-common | US | $169K | 8K | 0.00 |
| VERITONE INC COMMON STOCK USD.001 (Veritone Inc.) | Long | Equity-common | US | $10K | 4K | 0.00 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 (Verizon Communications Inc.) | Long | Equity-common | US | $14M | 351K | 0.20 |
| VERRA MOBILITY CORP COMMON STOCK USD.0001 (Verra Mobility Corporation) | Long | Equity-common | US | $587K | 22K | 0.01 |
| VERRICA PHARMACEUTICALS INC COMMON STOCK USD.0001 (Verrica Pharmaceuticals Inc.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 (Vertex Pharmaceuticals Incorporated) | Long | Equity-common | US | $10M | 22K | 0.14 |
| VERVE THERAPEUTICS INC COMMON STOCK USD.001 (Verve Therapeutics Inc.) | Long | Equity-common | US | $51K | 10K | 0.00 |
| VESTAS WIND SYSTEMS A/S COMMON STOCK DKK.2 | Long | Equity-common | DK | $3M | 134K | 0.04 |
| VIACOMCBS INC COMMON STOCK USD.001 (Paramount Global) | Long | Equity-common | US | $431K | 42K | 0.01 |
| VIAD CORP COMMON STOCK USD1.5 | Long | Equity-common | US | $109K | 3K | 0.00 |
| VIATRIS INC COMMON STOCK | Long | Equity-common | US | $975K | 92K | 0.01 |
| VIAVI SOLUTIONS INC COMMON STOCK USD.001 (Viavi Solutions Inc.) | Long | Equity-common | US | $238K | 35K | 0.00 |
| VICI PROPERTIES INC REIT USD.01 (VICI Properties Inc.) | Long | Equity-common | US | $3M | 89K | 0.04 |
| VICINITY LTD REIT (Vicinity Limited) | Long | Equity-common | AU | $631K | 513K | 0.01 |
| VICOR CORP COMMON STOCK USD.01 (Vicor Corporation) | Long | Equity-common | US | $115K | 3K | 0.00 |
| VICTORY CAPITAL HOLDINGS INC COMMON STOCK USD.01 (Victory Capital Holdings Inc.) | Long | Equity-common | US | $196K | 4K | 0.00 |
| VIEMED HEALTHCARE INC COMMON STOCK (Viemed Healthcare Inc.) | Long | Equity-common | US | $39K | 6K | 0.00 |
| VIKING THERAPEUTICS INC COMMON STOCK USD.00001 (Viking Therapeutics Inc.) | Long | Equity-common | US | $835K | 16K | 0.01 |
| VILLAGE SUPER MARKET INC COMMON STOCK (Village Super Market Inc.) | Long | Equity-common | US | $34K | 1K | 0.00 |
| VIMEO INC COMMON STOCK USD.01 (Vimeo Inc.) | Long | Equity-common | US | $95K | 26K | 0.00 |
| VINCI SA COMMON STOCK EUR2.5 | Long | Equity-common | FR | $7M | 66K | 0.10 |
| VIR BIOTECHNOLOGY INC COMMON STOCK (Vir Biotechnology Inc.) | Long | Equity-common | US | $117K | 13K | 0.00 |
| VIRGIN GALACTIC HOLDINGS INC COMMON STOCK USD.0001 (Virgin Galactic Holdings Inc.) | Long | Equity-common | US | $24K | 3K | 0.00 |
| VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5 (Virginia National Bankshares Corporation) | Long | Equity-common | US | $25K | 765 | 0.00 |
| VIRIDIAN THERAPEUTICS INC COMMON STOCK USD.01 | Long | Equity-common | US | $101K | 8K | 0.00 |
| VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01 (Virtus Investment Partners Inc.) | Long | Equity-common | US | $240K | 1K | 0.00 |
| VISA INC COMMON STOCK USD.0001 (Visa Inc.) | Long | Equity-common | US | $35M | 132K | 0.48 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 (Vishay Intertechnology Inc.) | Long | Equity-common | US | $958K | 43K | 0.01 |
| VISHAY PRECISION GROUP INC COMMON STOCK (Vishay Precision Group Inc.) | Long | Equity-common | US | $64K | 2K | 0.00 |
| VISTA OUTDOOR INC COMMON STOCK USD.01 (Vista Outdoor Inc.) | Long | Equity-common | US | $342K | 9K | 0.00 |
| VISTEON CORP COMMON STOCK (Visteon Corporation) | Long | Equity-common | US | $1M | 9K | 0.01 |
| VISTRA CORP COMMON STOCK USD.01 (Vistra Corp.) | Long | Equity-common | US | $2M | 27K | 0.03 |
| VITA COCO CO INC/THE COMMON STOCK USD.01 (The Vita Coco Company Inc.) | Long | Equity-common | US | $137K | 5K | 0.00 |
| VITAL ENERGY INC COMMON STOCK USD.01 (Vital Energy Inc.) | Long | Equity-common | US | $166K | 4K | 0.00 |
| VITAL FARMS INC COMMON STOCK USD.0001 (Vital Farms Inc.) | Long | Equity-common | US | $219K | 5K | 0.00 |
| VITESSE ENERGY INC COMMON STOCK USD.01 (Vitesse Energy Inc.) | Long | Equity-common | US | $90K | 4K | 0.00 |
| VIVENDI SE COMMON STOCK EUR5.5 | Long | Equity-common | FR | $999K | 96K | 0.01 |
| VIVID SEATS INC COMMON STOCK USD.0001 (Vivid Seats Inc.) | Long | Equity-common | US | $52K | 9K | 0.00 |
| VIZIO HOLDING CORP COMMON STOCK USD.0001 (Vizio Holding Corp.) | Long | Equity-common | US | $126K | 12K | 0.00 |
| VODAFONE GROUP PLC COMMON STOCK USD.2095238 (Vodafone Group Public Limited Company) | Long | Equity-common | GB | $3M | 3M | 0.04 |
| VOESTALPINE AG COMMON STOCK | Long | Equity-common | AT | $384K | 14K | 0.01 |
| VOLKSWAGEN AG COMMON STOCK | Long | Equity-common | DE | $469K | 4K | 0.01 |
| VOLKSWAGEN AG PREFERENCE | Long | Equity-preferred | DE | $3M | 27K | 0.04 |
| VOLVO AB COMMON STOCK SEK1.26 (Aktiebolaget Volvo) | Long | Equity-common | SE | $5M | 211K | 0.07 |
| VOLVO AB COMMON STOCK SEK1.26 (Aktiebolaget Volvo) | Long | Equity-common | SE | $694K | 27K | 0.01 |
| VOLVO CAR AB COMMON STOCK SEK.02 | Long | Equity-common | SE | $305K | 99K | 0.00 |
| VOLVO CAR AB DEPOSITORY RECEIPT (Polestar Automotive Holding UK PLC) | Long | Equity-common | GB | $17K | 21K | 0.00 |
| VONOVIA SE COMMON STOCK | Long | Equity-common | DE | $3M | 97K | 0.04 |
| VONTIER CORP COMMON STOCK USD.0001 (Vontier Corporation) | Long | Equity-common | US | $1M | 29K | 0.02 |
| VORNADO REALTY TRUST REIT USD.04 | Long | Equity-common | US | $779K | 30K | 0.01 |
| VOXX INTERNATIONAL CORP COMMON STOCK USD.01 (VOXX International Corporation) | Long | Equity-common | US | $6K | 2K | 0.00 |
| VOYA FINANCIAL INC COMMON STOCK USD.01 (Voya Financial Inc.) | Long | Equity-common | US | $1M | 19K | 0.02 |
| VOYAGER THERAPEUTICS INC COMMON STOCK USD.001 (Voyager Therapeutics Inc.) | Long | Equity-common | US | $42K | 5K | 0.00 |
| VSE CORP COMMON STOCK USD.05 (VSE Corporation) | Long | Equity-common | US | $186K | 2K | 0.00 |
| VULCAN MATERIALS CO COMMON STOCK USD1.0 (Vulcan Materials Company) | Long | Equity-common | US | $3M | 11K | 0.04 |
| VUZIX CORP COMMON STOCK (Vuzix Corporation) | Long | Equity-common | US | $14K | 11K | 0.00 |
| W R BERKLEY CORP COMMON STOCK USD.2 (W. R. Berkley Corporation) | Long | Equity-common | US | $1M | 17K | 0.02 |
| WABASH NATIONAL CORP COMMON STOCK USD.01 (Wabash National Corporation) | Long | Equity-common | US | $156K | 7K | 0.00 |
| WAFD INC COMMON STOCK USD1.0 (WaFd Inc..) | Long | Equity-common | US | $298K | 10K | 0.00 |
| WALDENCAST PLC COMMON STOCK USD.0001 | Long | Equity-common | US | $20K | 5K | 0.00 |
| WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 (Walgreens Boots Alliance Inc.) | Long | Equity-common | US | $745K | 62K | 0.01 |
| WALKER and DUNLOP INC COMMON STOCK (Walker and Dunlop Inc.) | Long | Equity-common | US | $483K | 5K | 0.01 |
| WALMART INC COMMON STOCK USD.1 (Walmart Inc.) | Long | Equity-common | US | $24M | 357K | 0.34 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (The Walt Disney Company) | Long | Equity-common | US | $15M | 152K | 0.21 |
| WandT OFFSHORE INC COMMON STOCK USD.00001 (WandT Offshore Inc.) | Long | Equity-common | US | $35K | 17K | 0.00 |
| WARBY PARKER INC COMMON STOCK USD.0001 (Warby Parker Inc.) | Long | Equity-common | US | $212K | 13K | 0.00 |
| WAREHOUSES DE PAUW CVA REIT (Warehouses De Pauw NV/SA) | Long | Equity-common | BE | $628K | 23K | 0.01 |
| WARNER MUSIC GROUP CORP COMMON STOCK (Warner Music Group Corp.) | Long | Equity-common | US | $804K | 26K | 0.01 |
| WARRIOR MET COAL INC COMMON STOCK USD.01 (Warrior Met Coal Inc.) | Long | Equity-common | US | $505K | 8K | 0.01 |
| WARTSILA OYJ ABP COMMON STOCK | Long | Equity-common | FI | $1M | 67K | 0.02 |
| WASHINGTON H SOUL PATTINSON and COMMON STOCK (Washington H. Soul Pattinson and Company Limited) | Long | Equity-common | AU | $679K | 31K | 0.01 |
| WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625 (Washington Trust Bancorp Inc.) | Long | Equity-common | US | $72K | 3K | 0.00 |
| WASTE MANAGEMENT INC COMMON STOCK USD.01 (Waste Management Inc.) | Long | Equity-common | US | $7M | 30K | 0.09 |
| WATERS CORP COMMON STOCK USD.01 (Waters Corporation) | Long | Equity-common | US | $1M | 5K | 0.02 |
| WATERSTONE FINANCIAL INC COMMON STOCK USD.01 (Waterstone Financial Inc.) | Long | Equity-common | US | $35K | 3K | 0.00 |
| WATSCO INC COMMON STOCK USD.5 (Watsco Inc.) | Long | Equity-common | US | $3M | 6K | 0.04 |
| WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1 (Watts Water Technologies Inc.) | Long | Equity-common | US | $2M | 9K | 0.02 |
| WAVE LIFE SCIENCES LTD COMMON STOCK (Wave Life Sciences Ltd.) | Long | Equity-common | US | $56K | 11K | 0.00 |
| WD-40 CO COMMON STOCK USD.001 (WD-40 Company) | Long | Equity-common | US | $461K | 2K | 0.01 |
| WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD.001 (Weatherford International Public Limited Company) | Long | Equity-common | US | $3M | 25K | 0.04 |
| WEAVE COMMUNICATIONS INC COMMON STOCK USD.00001 (Weave Communications Inc.) | Long | Equity-common | US | $45K | 5K | 0.00 |
| WEBSTER FINANCIAL CORP COMMON STOCK USD.01 (Webster Financial Corporation) | Long | Equity-common | US | $1M | 32K | 0.02 |
| WEC ENERGY GROUP INC COMMON STOCK USD.01 (WEC Energy Group Inc.) | Long | Equity-common | US | $2M | 26K | 0.03 |
| WEIS MARKETS INC COMMON STOCK (Weis Markets Inc.) | Long | Equity-common | US | $167K | 3K | 0.00 |
| WELLS FARGO and CO COMMON STOCK USD1.666 (Wells Fargo and Company) | Long | Equity-common | US | $17M | 291K | 0.24 |
| WELLTOWER INC REIT USD1.0 (Welltower Inc.) | Long | Equity-common | US | $5M | 50K | 0.07 |
| WENDY'S CO/THE COMMON STOCK USD.1 (The Wendy's Company) | Long | Equity-common | US | $522K | 31K | 0.01 |
| WERNER ENTERPRISES INC COMMON STOCK USD.01 (Werner Enterprises Inc.) | Long | Equity-common | US | $344K | 10K | 0.00 |
| WESBANCO INC COMMON STOCK USD2.0833 (Wesbanco Inc.) | Long | Equity-common | US | $254K | 9K | 0.00 |
| WESCO INTERNATIONAL INC COMMON STOCK USD.01 (WESCO International Inc.) | Long | Equity-common | US | $1M | 8K | 0.02 |
| WESFARMERS LTD COMMON STOCK (Wesfarmers Limited) | Long | Equity-common | AU | $7M | 150K | 0.09 |
| WEST BANCORP INC COMMON STOCK (West Bancorporation Inc.) | Long | Equity-common | US | $55K | 3K | 0.00 |
| WEST JAPAN RAILWAY CO COMMON STOCK (West Japan Railway Company) | Long | Equity-common | JP | $1M | 58K | 0.02 |
| WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25 (West Pharmaceutical Services Inc.) | Long | Equity-common | US | $2M | 6K | 0.03 |
| WESTAMERICA BANCORP COMMON STOCK (Westamerica Bancorporation) | Long | Equity-common | US | $192K | 4K | 0.00 |
| WESTERN DIGITAL CORP COMMON STOCK USD.01 (Western Digital Corporation) | Long | Equity-common | US | $2M | 28K | 0.03 |
| WESTERN UNION CO/THE COMMON STOCK USD.01 (The Western Union Company) | Long | Equity-common | US | $766K | 63K | 0.01 |
| WESTINGHOUSE AIR BRAKE TECHNOL COMMON STOCK USD.01 (Westinghouse Air Brake Technologies Corporation) | Long | Equity-common | US | $2M | 15K | 0.03 |
| WESTLAKE CORP COMMON STOCK USD.01 (Westlake Corporation) | Long | Equity-common | US | $862K | 6K | 0.01 |
| WESTPAC BANKING CORP COMMON STOCK (Westpac Banking Corporation) | Long | Equity-common | AU | $8M | 460K | 0.12 |
| WESTROCK CO COMMON STOCK USD.01 (WestRock Company) | Long | Equity-common | US | $1M | 22K | 0.02 |
| WESTROCK COFFEE CO COMMON STOCK (Westrock Coffee Company) | Long | Equity-common | US | $54K | 5K | 0.00 |
| WEX INC COMMON STOCK USD.01 (WEX Inc.) | Long | Equity-common | US | $1M | 8K | 0.02 |
| WEYCO GROUP INC COMMON STOCK USD1.0 (Weyco Group Inc.) | Long | Equity-common | US | $29K | 940 | 0.00 |
| WEYERHAEUSER CO REIT USD1.25 (Weyerhaeuser Company) | Long | Equity-common | US | $2M | 59K | 0.02 |
| WH GROUP LTD COMMON STOCK USD.0001 (WH Group Limited) | Long | Equity-common | HK | $728K | 1M | 0.01 |
| WHARF HOLDINGS LTD/THE COMMON STOCK (The Wharf (Holdings) Limited) | Long | Equity-common | HK | $398K | 142K | 0.01 |
| WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1 (Wharf Real Estate Investment Company Limited) | Long | Equity-common | HK | $587K | 221K | 0.01 |
| WHIRLPOOL CORP COMMON STOCK USD1.0 (Whirlpool Corporation) | Long | Equity-common | US | $1M | 10K | 0.01 |
| WHITBREAD PLC COMMON STOCK GBP.767974 | Long | Equity-common | GB | $918K | 24K | 0.01 |
| WHITESTONE REIT REIT USD.001 | Long | Equity-common | US | $100K | 7K | 0.00 |
| WIDEOPENWEST INC COMMON STOCK USD.01 (WideOpenWest Inc.) | Long | Equity-common | US | $47K | 9K | 0.00 |
| WILLDAN GROUP INC COMMON STOCK USD.01 (Willdan Group Inc.) | Long | Equity-common | US | $53K | 2K | 0.00 |
| WILLIAMS COS INC/THE COMMON STOCK USD1.0 (The Williams Companies Inc.) | Long | Equity-common | US | $4M | 102K | 0.06 |
| WILLIAMS-SONOMA INC COMMON STOCK USD.01 (Williams-Sonoma Inc.) | Long | Equity-common | US | $3M | 12K | 0.05 |
| WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 (Willis Lease Finance Corporation) | Long | Equity-common | US | $23K | 331 | 0.00 |
| WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 (Willis Towers Watson Public Limited Company) | Long | Equity-common | GB | $2M | 8K | 0.03 |
| WILMAR INTERNATIONAL LTD COMMON STOCK (Wilmar International Limited) | Long | Equity-common | SG | $581K | 255K | 0.01 |
| WINGSTOP INC COMMON STOCK USD.01 (Wingstop Inc.) | Long | Equity-common | US | $2M | 5K | 0.03 |
| WINMARK CORP COMMON STOCK (Winmark Corporation) | Long | Equity-common | US | $154K | 437 | 0.00 |
| WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5 (Winnebago Industries Inc.) | Long | Equity-common | US | $242K | 4K | 0.00 |
| WINTRUST FINANCIAL CORP COMMON STOCK (Wintrust Financial Corporation) | Long | Equity-common | US | $1M | 11K | 0.02 |
| WISDOMTREE INC COMMON STOCK USD.01 (WisdomTree Inc.) | Long | Equity-common | US | $226K | 23K | 0.00 |
| WISE PLC COMMON STOCK GBP.01 | Long | Equity-common | GB | $699K | 82K | 0.01 |
| WISETECH GLOBAL LTD COMMON STOCK (WiseTech Global Limited) | Long | Equity-common | AU | $1M | 22K | 0.02 |
| WIX.COM LTD COMMON STOCK ILS.01 (Wix.com Ltd.) | Long | Equity-common | IL | $1M | 7K | 0.02 |
| WOLFSPEED INC COMMON STOCK USD.00125 (Wolfspeed Inc.) | Long | Equity-common | US | $531K | 23K | 0.01 |
| WOLTERS KLUWER NV COMMON STOCK EUR.12 (Wolters Kluwer N.V.) | Long | Equity-common | NL | $5M | 33K | 0.08 |
| WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 (Wolverine World Wide Inc.) | Long | Equity-common | US | $166K | 12K | 0.00 |
| WOODSIDE ENERGY GROUP LTD COMMON STOCK | Long | Equity-common | AU | $5M | 252K | 0.07 |
| WOODWARD INC COMMON STOCK USD.001455 (Woodward Inc.) | Long | Equity-common | US | $2M | 11K | 0.03 |
| WOOLWORTHS GROUP LTD COMMON STOCK (Woolworths Group Limited) | Long | Equity-common | AU | $4M | 162K | 0.05 |
| WORKIVA INC COMMON STOCK USD.001 (Workiva Inc.) | Long | Equity-common | US | $559K | 8K | 0.01 |
| WORLD ACCEPTANCE CORP COMMON STOCK (World Acceptance Corporation) | Long | Equity-common | US | $81K | 658 | 0.00 |
| WORLD KINECT CORP COMMON STOCK USD.01 (World Kinect Corporation) | Long | Equity-common | US | $240K | 9K | 0.00 |
| WORTHINGTON ENTERPRISES INC COMMON STOCK (Worthington Enterprises Inc.) | Long | Equity-common | US | $229K | 5K | 0.00 |
| WORTHINGTON STEEL INC COMMON STOCK USD.0001 (Worthington Steel Inc.) | Long | Equity-common | US | $158K | 5K | 0.00 |
| WP CAREY INC REIT USD.001 (W.P. Carey Inc.) | Long | Equity-common | US | $2M | 41K | 0.03 |
| WPP PLC COMMON STOCK GBP.1 | Long | Equity-common | GB | $1M | 143K | 0.02 |
| WSFS FINANCIAL CORP COMMON STOCK USD.01 (WSFS Financial Corporation) | Long | Equity-common | US | $445K | 9K | 0.01 |
| WW GRAINGER INC COMMON STOCK USD.5 (W.W. Grainger Inc.) | Long | Equity-common | US | $3M | 4K | 0.05 |
| WW INTERNATIONAL INC COMMON STOCK (WW International Inc.) | Long | Equity-common | US | $10K | 8K | 0.00 |
| WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01 (Wyndham Hotels and Resorts Inc.) | Long | Equity-common | US | $1M | 15K | 0.02 |
| WYNN RESORTS LTD COMMON STOCK USD.01 (Wynn Resorts Limited) | Long | Equity-common | US | $734K | 8K | 0.01 |
| XCEL ENERGY INC COMMON STOCK USD2.5 (Xcel Energy Inc.) | Long | Equity-common | US | $2M | 45K | 0.03 |
| XENCOR INC COMMON STOCK USD.01 (Xencor Inc.) | Long | Equity-common | US | $173K | 9K | 0.00 |
| XENIA HOTELS and RESORTS INC REIT USD.01 (Xenia Hotels and Resorts Inc.) | Long | Equity-common | US | $244K | 17K | 0.00 |
| XERIS BIOPHARMA HOLDINGS INC COMMON STOCK USD.0001 (Xeris Biopharma Holdings Inc.) | Long | Equity-common | US | $51K | 23K | 0.00 |
| XERO LTD COMMON STOCK (Xero Limited) | Long | Equity-common | NZ | $2M | 19K | 0.02 |
| XEROX HOLDINGS CORP COMMON STOCK USD1.0 (Xerox Holdings Corporation) | Long | Equity-common | US | $210K | 18K | 0.00 |
| XOMA CORP COMMON STOCK USD.0005 (XOMA Corporation) | Long | Equity-common | US | $21K | 902 | 0.00 |
| XOMETRY INC COMMON STOCK USD.000001 (Xometry Inc.) | Long | Equity-common | US | $61K | 5K | 0.00 |
| XPEL INC COMMON STOCK (XPEL Inc.) | Long | Equity-common | US | $125K | 4K | 0.00 |
| XPERI INC COMMON STOCK USD.001 (Xperi Inc.) | Long | Equity-common | US | $59K | 7K | 0.00 |
| XPO INC COMMON STOCK USD.001 (XPO Inc.) | Long | Equity-common | US | $2M | 22K | 0.03 |
| XPONENTIAL FITNESS INC COMMON STOCK USD.0001 | Long | Equity-common | US | $64K | 4K | 0.00 |
| XYLEM INC/NY COMMON STOCK (Xylem Inc.) | Long | Equity-common | US | $3M | 20K | 0.04 |
| Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001 (Y-mAbs Therapeutics Inc.) | Long | Equity-common | US | $77K | 6K | 0.00 |
| YAKULT HONSHA CO LTD COMMON STOCK (Yakult Honsha Co. Ltd.) | Long | Equity-common | JP | $609K | 34K | 0.01 |
| YAMAHA MOTOR CO LTD COMMON STOCK (Yamaha Motor Co. Ltd.) | Long | Equity-common | JP | $1M | 118K | 0.02 |
| YAMATO HOLDINGS CO LTD COMMON STOCK (Yamato Holdings Co. Ltd.) | Long | Equity-common | JP | $369K | 33K | 0.01 |
| YARA INTERNATIONAL ASA COMMON STOCK NOK1.7 | Long | Equity-common | NO | $633K | 22K | 0.01 |
| YASKAWA ELECTRIC CORP COMMON STOCK (YASKAWA Electric Corporation) | Long | Equity-common | JP | $1M | 32K | 0.02 |
| YELP INC COMMON STOCK USD.000001 (Yelp Inc.) | Long | Equity-common | US | $377K | 10K | 0.01 |
| YETI HOLDINGS INC COMMON STOCK USD.01 (YETI Holdings Inc.) | Long | Equity-common | US | $602K | 16K | 0.01 |
| YEXT INC COMMON STOCK USD.001 (Yext Inc.) | Long | Equity-common | US | $93K | 17K | 0.00 |
| YOKOGAWA ELECTRIC CORP COMMON STOCK (Yokogawa Electric Corporation) | Long | Equity-common | JP | $735K | 30K | 0.01 |
| YORK WATER CO/THE COMMON STOCK (The York Water Company) | Long | Equity-common | US | $82K | 2K | 0.00 |
| YUM! BRANDS INC COMMON STOCK (YUM! Brands Inc.) | Long | Equity-common | US | $3M | 23K | 0.04 |
| ZALANDO SE COMMON STOCK | Long | Equity-common | DE | $698K | 30K | 0.01 |
| ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01 (Zebra Technologies Corporation) | Long | Equity-common | US | $1M | 4K | 0.02 |
| ZENSHO HOLDINGS CO LTD COMMON STOCK (Zensho Holdings Co.Ltd) | Long | Equity-common | JP | $487K | 13K | 0.01 |
| ZENTALIS PHARMACEUTICALS INC COMMON STOCK USD.001 (Zentalis Pharmaceuticals Inc.) | Long | Equity-common | US | $37K | 9K | 0.00 |
| ZETA GLOBAL HOLDINGS CORP COMMON STOCK USD.001 (Zeta Global Holdings Corp.) | Long | Equity-common | US | $381K | 22K | 0.01 |
| ZEVRA THERAPEUTICS INC COMMON STOCK USD.0001 (Zevra Therapeutics Inc.) | Long | Equity-common | US | $33K | 7K | 0.00 |
| ZIFF DAVIS INC COMMON STOCK USD.01 (Ziff Davis Inc.) | Long | Equity-common | US | $861K | 16K | 0.01 |
| ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 (Zimmer Biomet Holdings Inc.) | Long | Equity-common | US | $2M | 17K | 0.03 |
| ZIMVIE INC COMMON STOCK USD.01 (ZimVie Inc.) | Long | Equity-common | US | $74K | 4K | 0.00 |
| ZIONS BANCORP NA COMMON STOCK USD.001 (Zions Bancorporation National Association) | Long | Equity-common | US | $1M | 27K | 0.02 |
| ZIPRECRUITER INC COMMON STOCK USD.00001 (ZipRecruiter Inc.) | Long | Equity-common | US | $95K | 10K | 0.00 |
| ZOETIS INC COMMON STOCK USD.01 (Zoetis Inc.) | Long | Equity-common | US | $7M | 38K | 0.09 |
| ZOOMINFO TECHNOLOGIES INC COMMON STOCK (ZoomInfo Technologies Inc.) | Long | Equity-common | US | $672K | 53K | 0.01 |
| ZOZO INC COMMON STOCK (ZOZO Inc.) | Long | Equity-common | JP | $448K | 18K | 0.01 |
| ZUMIEZ INC COMMON STOCK (Zumiez Inc.) | Long | Equity-common | US | $48K | 2K | 0.00 |
| ZUORA INC COMMON STOCK USD.0001 (Zuora Inc.) | Long | Equity-common | US | $207K | 21K | 0.00 |
| ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1 (Zurich Insurance Group Ltd) | Long | Equity-common | CH | $10M | 19K | 0.14 |
| ZURN ELKAY WATER SOLUTIONS COR COMMON STOCK USD.01 (Zurn Elkay Water Solutions Corporation) | Long | Equity-common | US | $673K | 23K | 0.01 |
| ZYMEWORKS INC COMMON STOCK USD.00001 (Zymeworks Inc.) | Long | Equity-common | US | $70K | 8K | 0.00 |
| ZYNEX INC COMMON STOCK USD.001 (Zynex Inc.) | Long | Equity-common | US | $23K | 3K | 0.00 |
Address
John Hancock Variable Insurance Trust
200 Berkeley Street
Boston
Massachusetts
02116
United States of America
Websites
Directors
Hassell H. McClellan
James R. Boyle
William H. Cunningham
Grace K. Fey
Deborah C. Jackson
Gregory A. Russo
Steven R. Pruchansky
Andrew G. Arnott
Frances G. Rathke
Noni L. Ellison
Dean C. Garfield
Paul Lorentz
Transfer Agents
N/A
Pricing Services
Refinitiv
ICE Data Services
Pricing Direct
S&P Global Market Intelligence
Bloomberg LP
State Street Bank and Trust Company
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
N/A
Admins
John Hancock Variable Trust Advisers LLC
Brokers
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Pershing LLC