Fund Holdings as of,"28-Mar-24"   Ticker,Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Shares,Price,Location,Exchange,Market Currency "SHEL","SHELL PLC","Energy","Equity","999,729,937.50","8.49","999,729,937.50","38,084,950.00","26.25","United Kingdom","London Stock Exchange","GBP" "AZN","ASTRAZENECA PLC","Health Care","Equity","924,633,006.52","7.85","924,633,006.52","8,659,234.00","106.78","United Kingdom","London Stock Exchange","GBP" "HSBA","HSBC HOLDINGS PLC","Financials","Equity","693,324,227.55","5.89","693,324,227.55","112,007,145.00","6.19","United Kingdom","London Stock Exchange","GBP" "ULVR","UNILEVER PLC","Consumer Staples","Equity","578,109,537.29","4.91","578,109,537.29","14,541,807.00","39.76","United Kingdom","London Stock Exchange","GBP" "BP.","BP PLC","Energy","Equity","484,547,453.89","4.11","484,547,453.89","97,750,142.00","4.96","United Kingdom","London Stock Exchange","GBP" "GSK","GLAXOSMITHKLINE","Health Care","Equity","402,750,559.82","3.42","402,750,559.82","23,571,963.00","17.09","United Kingdom","London Stock Exchange","GBP" "REL","RELX PLC","Industrials","Equity","380,344,254.40","3.23","380,344,254.40","11,108,185.00","34.24","United Kingdom","London Stock Exchange","GBP" "DGE","DIAGEO PLC","Consumer Staples","Equity","378,861,640.85","3.22","378,861,640.85","12,950,321.00","29.25","United Kingdom","London Stock Exchange","GBP" "RIO","RIO TINTO PLC","Materials","Equity","320,064,582.17","2.72","320,064,582.17","6,379,601.00","50.17","United Kingdom","London Stock Exchange","GBP" "GLEN","GLENCORE PLC","Materials","Equity","309,869,832.90","2.63","309,869,832.90","71,185,351.00","4.35","United Kingdom","London Stock Exchange","GBP" "BATS","BRITISH AMERICAN TOBACCO","Consumer Staples","Equity","283,593,511.74","2.41","283,593,511.74","11,786,929.00","24.06","United Kingdom","London Stock Exchange","GBP" "LSEG","LONDON STOCK EXCHANGE GROUP PLC","Financials","Equity","259,498,450.90","2.20","259,498,450.90","2,734,441.00","94.90","United Kingdom","London Stock Exchange","GBP" "BA.","BAE SYSTEMS PLC","Industrials","Equity","240,818,639.36","2.05","240,818,639.36","17,845,027.00","13.49","United Kingdom","London Stock Exchange","GBP" "CPG","COMPASS GROUP PLC","Consumer Discretionary","Equity","232,580,757.78","1.98","232,580,757.78","10,012,086.00","23.23","United Kingdom","London Stock Exchange","GBP" "NG.","NATIONAL GRID PLC","Utilities","Equity","232,483,918.68","1.97","232,483,918.68","21,808,998.00","10.66","United Kingdom","London Stock Exchange","GBP" "RR.","ROLLS-ROYCE HOLDINGS PLC","Industrials","Equity","209,598,235.98","1.78","209,598,235.98","49,120,749.00","4.27","United Kingdom","London Stock Exchange","GBP" "LLOY","LLOYDS BANKING GROUP PLC","Financials","Equity","192,057,975.35","1.63","192,057,975.35","371,054,821.00","0.52","United Kingdom","London Stock Exchange","GBP" "RKT","RECKITT BENCKISER GROUP PLC","Consumer Staples","Equity","189,068,727.36","1.61","189,068,727.36","4,190,353.00","45.12","United Kingdom","London Stock Exchange","GBP" "EXPN","EXPERIAN PLC","Industrials","Equity","185,719,473.06","1.58","185,719,473.06","5,376,939.00","34.54","United Kingdom","London Stock Exchange","GBP" "FLTR","FLUTTER ENTERTAINMENT PLC","Consumer Discretionary","Equity","162,867,534.00","1.38","162,867,534.00","1,031,460.00","157.90","United Kingdom","London Stock Exchange","GBP" "BARC","BARCLAYS PLC","Financials","Equity","161,504,673.74","1.37","161,504,673.74","88,157,573.00","1.83","United Kingdom","London Stock Exchange","GBP" "III","3I GROUP PLC","Financials","Equity","156,977,032.40","1.33","156,977,032.40","5,588,360.00","28.09","United Kingdom","London Stock Exchange","GBP" "AHT","ASHTEAD GROUP PLC","Industrials","Equity","144,386,707.20","1.23","144,386,707.20","2,560,048.00","56.40","United Kingdom","London Stock Exchange","GBP" "AAL","ANGLO AMERICAN PLC","Materials","Equity","138,198,272.49","1.17","138,198,272.49","7,080,555.00","19.52","United Kingdom","London Stock Exchange","GBP" "HLN","HALEON PLC","Consumer Staples","Equity","128,756,613.90","1.09","128,756,613.90","38,654,042.00","3.33","United Kingdom","London Stock Exchange","GBP" "TSCO","TESCO PLC","Consumer Staples","Equity","121,103,099.87","1.03","121,103,099.87","40,830,445.00","2.97","United Kingdom","London Stock Exchange","GBP" "PRU","PRUDENTIAL PLC","Financials","Equity","119,982,010.17","1.02","119,982,010.17","16,148,319.00","7.43","United Kingdom","London Stock Exchange","GBP" "SSE","SSE PLC","Utilities","Equity","105,572,791.50","0.90","105,572,791.50","6,398,351.00","16.50","United Kingdom","London Stock Exchange","GBP" "IMB","IMPERIAL BRANDS PLC","Consumer Staples","Equity","91,040,781.90","0.77","91,040,781.90","5,143,547.00","17.70","United Kingdom","London Stock Exchange","GBP" "VOD","VODAFONE GROUP PLC","Communication","Equity","89,922,654.26","0.76","89,922,654.26","127,622,274.00","0.70","United Kingdom","London Stock Exchange","GBP" "LGEN","LEGAL AND GENERAL GROUP PLC","Financials","Equity","88,119,517.20","0.75","88,119,517.20","34,638,175.00","2.54","United Kingdom","London Stock Exchange","GBP" "STAN","STANDARD CHARTERED PLC","Financials","Equity","86,585,059.94","0.74","86,585,059.94","12,896,196.00","6.71","United Kingdom","London Stock Exchange","GBP" "NWG","NATWEST GROUP PLC","Financials","Equity","84,011,567.62","0.71","84,011,567.62","31,642,775.00","2.65","United Kingdom","London Stock Exchange","GBP" "GBP","GBP CASH","Cash and/or Derivatives","Cash","80,718,639.51","0.69","80,718,639.51","80,718,640.00","100.00","United Kingdom","-","GBP" "IHG","INTERCONTINENTAL HOTELS GROUP PLC","Consumer Discretionary","Equity","79,867,040.50","0.68","79,867,040.50","969,025.00","82.42","United Kingdom","London Stock Exchange","GBP" "AV.","AVIVA PLC","Financials","Equity","79,554,743.94","0.68","79,554,743.94","16,019,884.00","4.97","United Kingdom","London Stock Exchange","GBP" "SGE","SAGE GROUP PLC","Information Technology","Equity","75,795,958.24","0.64","75,795,958.24","5,989,408.00","12.65","United Kingdom","London Stock Exchange","GBP" "SMT","SCOTTISH MORTGAGE INVESTMENT TRUST","Financials","Equity","73,827,074.28","0.63","73,827,074.28","8,258,062.00","8.94","United Kingdom","-","GBP" "SGRO","SEGRO REIT PLC","Real Estate","Equity","70,814,076.66","0.60","70,814,076.66","7,835,149.00","9.04","United Kingdom","London Stock Exchange","GBP" "RTO","RENTOKIL INITIAL PLC","Industrials","Equity","69,579,334.92","0.59","69,579,334.92","14,750,760.00","4.72","United Kingdom","London Stock Exchange","GBP" "INF","INFORMA PLC","Communication","Equity","66,580,225.50","0.57","66,580,225.50","8,010,133.00","8.31","United Kingdom","London Stock Exchange","GBP" "NXT","NEXT PLC","Consumer Discretionary","Equity","65,616,163.04","0.56","65,616,163.04","710,747.00","92.32","United Kingdom","London Stock Exchange","GBP" "BNZL","BUNZL","Industrials","Equity","60,202,175.76","0.51","60,202,175.76","1,975,137.00","30.48","United Kingdom","London Stock Exchange","GBP" "SKG","SMURFIT KAPPA GROUP PLC","Materials","Equity","55,293,690.00","0.47","55,293,690.00","1,527,450.00","36.20","Ireland","London Stock Exchange","GBP" "HLMA","HALMA PLC","Information Technology","Equity","52,628,823.68","0.45","52,628,823.68","2,222,501.00","23.68","United Kingdom","London Stock Exchange","GBP" "MRO","MELROSE INDUSTRIES PLC","Industrials","Equity","51,656,478.42","0.44","51,656,478.42","7,675,554.00","6.73","United Kingdom","London Stock Exchange","GBP" "SN.","SMITH AND NEPHEW PLC","Health Care","Equity","50,753,211.54","0.43","50,753,211.54","5,118,315.00","9.92","United Kingdom","London Stock Exchange","GBP" "ADM","ADMIRAL GROUP PLC","Financials","Equity","50,691,714.59","0.43","50,691,714.59","1,786,807.00","28.37","United Kingdom","London Stock Exchange","GBP" "ABF","ASSOCIATED BRITISH FOODS PLC","Consumer Staples","Equity","49,102,311.70","0.42","49,102,311.70","1,965,665.00","24.98","United Kingdom","London Stock Exchange","GBP" "ITRK","INTERTEK GROUP PLC","Industrials","Equity","47,215,327.80","0.40","47,215,327.80","947,148.00","49.85","United Kingdom","London Stock Exchange","GBP" "WPP","WPP PLC","Communication","Equity","46,119,310.18","0.39","46,119,310.18","6,119,866.00","7.54","United Kingdom","London Stock Exchange","GBP" "SPX","SPIRAX-SARCO ENGINEERING PLC","Industrials","Equity","43,407,859.50","0.37","43,407,859.50","431,919.00","100.50","United Kingdom","London Stock Exchange","GBP" "PSON","PEARSON PLC","Consumer Discretionary","Equity","42,268,490.34","0.36","42,268,490.34","4,056,477.00","10.42","United Kingdom","London Stock Exchange","GBP" "USD","USD CASH","Cash and/or Derivatives","Cash","41,551,335.59","0.35","41,551,335.59","52,489,725.00","79.16","United States","-","USD" "ANTO","ANTOFAGASTA PLC","Materials","Equity","41,331,345.60","0.35","41,331,345.60","2,027,040.00","20.39","United Kingdom","London Stock Exchange","GBP" "UU.","UNITED UTILITIES GROUP PLC","Utilities","Equity","41,270,123.58","0.35","41,270,123.58","4,010,702.00","10.29","United Kingdom","London Stock Exchange","GBP" "BT/A","BT GROUP PLC","Communication","Equity","40,620,672.55","0.34","40,620,672.55","37,045,757.00","1.10","United Kingdom","London Stock Exchange","GBP" "CNA","CENTRICA PLC","Utilities","Equity","40,302,981.73","0.34","40,302,981.73","31,573,037.00","1.28","United Kingdom","London Stock Exchange","GBP" "CRDA","CRODA INTERNATIONAL PLC","Materials","Equity","40,239,292.50","0.34","40,239,292.50","820,875.00","49.02","United Kingdom","London Stock Exchange","GBP" "IAG","INTERNATIONAL AIRLINES GROUP SA","Industrials","Equity","38,745,264.98","0.33","38,745,264.98","21,920,942.00","1.77","Spain","London Stock Exchange","GBP" "WTB","WHITBREAD PLC","Consumer Discretionary","Equity","38,536,418.18","0.33","38,536,418.18","1,162,837.00","33.14","United Kingdom","London Stock Exchange","GBP" "SVT","SEVERN TRENT PLC","Utilities","Equity","38,009,422.10","0.32","38,009,422.10","1,538,843.00","24.70","United Kingdom","London Stock Exchange","GBP" "MNDI","MONDI PLC","Materials","Equity","36,252,382.73","0.31","36,252,382.73","2,597,806.00","13.96","United Kingdom","London Stock Exchange","GBP" "AUTO","AUTO TRADER GROUP PLC","Communication","Equity","36,036,465.19","0.31","36,036,465.19","5,146,596.00","7.00","United Kingdom","London Stock Exchange","GBP" "PSH","PERSHING SQUARE HOLDINGS LTD","Financials","Other","35,749,990.90","0.30","35,749,990.90","876,655.00","40.78","Guernsey","-","GBP" "SMIN","SMITHS GROUP PLC","Industrials","Equity","33,584,121.52","0.29","33,584,121.52","2,045,941.00","16.41","United Kingdom","London Stock Exchange","GBP" "DCC","DCC PLC","Industrials","Equity","33,318,892.80","0.28","33,318,892.80","578,453.00","57.60","United Kingdom","London Stock Exchange","GBP" "ICP","INTERMEDIATE CAPITAL GROUP PLC","Financials","Equity","33,303,473.84","0.28","33,303,473.84","1,621,396.00","20.54","United Kingdom","London Stock Exchange","GBP" "BME","B&M EUROPEAN VALUE RETAIL SA","Consumer Discretionary","Equity","32,103,557.57","0.27","32,103,557.57","5,881,927.00","5.46","United Kingdom","London Stock Exchange","GBP" "WEIR","WEIR GROUP PLC","Industrials","Equity","30,428,067.00","0.26","30,428,067.00","1,504,850.00","20.22","United Kingdom","London Stock Exchange","GBP" "MKS","MARKS AND SPENCER GROUP PLC","Consumer Staples","Equity","30,362,258.23","0.26","30,362,258.23","11,453,134.00","2.65","United Kingdom","London Stock Exchange","GBP" "FCIT","F&C INVESTMENT TRUST PLC","Financials","Equity","29,997,279.00","0.25","29,997,279.00","3,011,775.00","9.96","United Kingdom","-","GBP" "ENT","ENTAIN PLC","Consumer Discretionary","Equity","29,931,557.26","0.25","29,931,557.26","3,753,644.00","7.97","United Kingdom","London Stock Exchange","GBP" "SMDS","SMITH (DS) PLC","Materials","Equity","29,673,909.76","0.25","29,673,909.76","7,480,189.00","3.97","United Kingdom","London Stock Exchange","GBP" "BKG","BERKELEY GROUP HOLDINGS (THE) PLC","Consumer Discretionary","Equity","28,886,959.92","0.25","28,886,959.92","607,124.00","47.58","United Kingdom","London Stock Exchange","GBP" "CCH","COCA COLA HBC AG","Consumer Staples","Equity","28,530,445.50","0.24","28,530,445.50","1,139,850.00","25.03","United Kingdom","London Stock Exchange","GBP" "TWODF","TAYLOR WIMPEY PLC","Consumer Discretionary","Equity","28,421,202.87","0.24","28,421,202.87","20,737,835.00","1.37","United Kingdom","London Stock Exchange","GBP" "MNG","M&G PLC","Financials","Equity","28,369,635.84","0.24","28,369,635.84","12,866,048.00","2.21","United Kingdom","London Stock Exchange","GBP" "DPLM","DIPLOMA PLC","Industrials","Equity","28,360,635.06","0.24","28,360,635.06","761,973.00","37.22","United Kingdom","London Stock Exchange","GBP" "HWDN","HOWDEN JOINERY GROUP PLC","Industrials","Equity","28,301,590.72","0.24","28,301,590.72","3,121,040.00","9.07","United Kingdom","London Stock Exchange","GBP" "LAND","LAND SECURITIES GROUP REIT PLC","Real Estate","Equity","28,228,670.98","0.24","28,228,670.98","4,288,768.00","6.58","United Kingdom","London Stock Exchange","GBP" "BDEV","BARRATT DEVELOPMENTS","Consumer Discretionary","Equity","27,532,783.63","0.23","27,532,783.63","5,789,063.00","4.76","United Kingdom","London Stock Exchange","GBP" "KGF","KINGFISHER PLC","Consumer Discretionary","Equity","27,513,568.58","0.23","27,513,568.58","11,031,904.00","2.49","United Kingdom","London Stock Exchange","GBP" "SBRY","SAINSBURY(J) PLC","Consumer Staples","Equity","27,453,714.70","0.23","27,453,714.70","10,153,001.00","2.70","United Kingdom","London Stock Exchange","GBP" "CTEC","CONVATEC GROUP PLC","Health Care","Equity","27,242,920.75","0.23","27,242,920.75","9,512,193.00","2.86","United Kingdom","London Stock Exchange","GBP" "IMI","IMI PLC","Industrials","Equity","27,158,462.10","0.23","27,158,462.10","1,496,334.00","18.15","United Kingdom","London Stock Exchange","GBP" "BEZ","BEAZLEY PLC","Financials","Equity","25,822,351.66","0.22","25,822,351.66","3,880,143.00","6.66","United Kingdom","London Stock Exchange","GBP" "RMV","RIGHTMOVE PLC","Communication","Equity","25,392,207.00","0.22","25,392,207.00","4,620,125.00","5.50","United Kingdom","London Stock Exchange","GBP" "BRBY","BURBERRY GROUP PLC","Consumer Discretionary","Equity","25,239,825.01","0.21","25,239,825.01","2,080,777.00","12.13","United Kingdom","London Stock Exchange","GBP" "PSN","PERSIMMON PLC","Consumer Discretionary","Equity","24,280,055.24","0.21","24,280,055.24","1,844,989.00","13.16","United Kingdom","London Stock Exchange","GBP" "PHNX","PHOENIX GROUP HOLDINGS PLC","Financials","Equity","23,541,671.79","0.20","23,541,671.79","4,260,165.00","5.53","United Kingdom","London Stock Exchange","GBP" "EZJ","EASYJET PLC","Industrials","Equity","21,390,849.87","0.18","21,390,849.87","3,747,521.00","5.71","United Kingdom","London Stock Exchange","GBP" "RS1","RS GROUP PLC","Industrials","Equity","20,085,583.15","0.17","20,085,583.15","2,763,564.00","7.27","United Kingdom","London Stock Exchange","GBP" "UTG","UNITE GROUP PLC","Real Estate","Equity","19,807,365.54","0.17","19,807,365.54","2,025,293.00","9.78","United Kingdom","London Stock Exchange","GBP" "JD.","JD SPORTS FASHION PLC","Consumer Discretionary","Equity","19,541,810.32","0.17","19,541,810.32","14,529,227.00","1.35","United Kingdom","London Stock Exchange","GBP" "SDR","SCHRODERS PLC","Financials","Equity","18,766,960.93","0.16","18,766,960.93","4,983,261.00","3.77","United Kingdom","London Stock Exchange","GBP" "HIK","HIKMA PHARMACEUTICALS PLC","Health Care","Equity","18,266,134.42","0.16","18,266,134.42","952,105.00","19.18","United Kingdom","London Stock Exchange","GBP" "OCDO","OCADO GROUP PLC","Consumer Staples","Equity","15,953,444.03","0.14","15,953,444.03","3,505,481.00","4.55","United Kingdom","London Stock Exchange","GBP" "STJ","ST JAMESS PLACE PLC","Financials","Equity","14,617,884.67","0.12","14,617,884.67","3,147,015.00","4.64","United Kingdom","London Stock Exchange","GBP" "AAF","AIRTEL AFRICA PLC","Communication","Equity","6,803,511.32","0.06","6,803,511.32","6,430,540.00","1.06","United Kingdom","London Stock Exchange","GBP" "BZFUT","CASH COLLATERAL GBP BZFUT","Cash and/or Derivatives","Cash Collateral and Margins","6,043,610.00","0.05","6,043,610.00","6,043,610.00","100.00","United Kingdom","-","GBP" "FRAS","FRASERS GROUP PLC","Consumer Discretionary","Equity","5,886,635.39","0.05","5,886,635.39","725,849.00","8.11","United Kingdom","London Stock Exchange","GBP" "FRES","FRESNILLO PLC","Materials","Equity","4,871,298.23","0.04","4,871,298.23","1,036,667.00","4.70","United Kingdom","London Stock Exchange","GBP" "ICSSAGD","BLK ICS GBP LIQ AGENCY DIS","Cash and/or Derivatives","Money Market","3,101,674.19","0.03","3,101,674.19","3,101,674.00","1.00","Ireland","-","GBP" "MARGIN_GBP","FUTURES GBP MARGIN BALANCE","Cash and/or Derivatives","Cash Collateral and Margins","542,036.32","0.00","542,036.32","542,036.00","100.00","United Kingdom","-","GBP" "USD","USD/GBP","Cash and/or Derivatives","Forwards","66,390.41","0.00","66,390.41","-13,262,800.00","1.00","United Kingdom","-","GBP" "EUR","EUR CASH","Cash and/or Derivatives","Cash","43,743.30","0.00","43,743.30","51,165.00","85.49","European Union","-","EUR" "EVR","EVRAZ","Materials","Equity","30,939.10","0.00","30,939.10","3,093,910.00","0.01","United Kingdom","London Stock Exchange","GBP" "CHF","CHF CASH","Cash and/or Derivatives","Cash","0.28","0.00","0.28","0.00","87.89","Switzerland","-","CHF" "Z M4","FTSE 100 INDEX JUN 24","Cash and/or Derivatives","Futures","0.00","0.00","129,245,840.00","1,618.00","7,988.00","-","IFLL","GBP" "USD","USD/GBP","Cash and/or Derivatives","Forwards","-251,791.61","0.00","-251,791.61","-35,217,000.00","1.00","United Kingdom","-","GBP"