The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACE CONVERGENCE ACQU CLASS A ACE CONVERGENCE ACQU C CW27 G0083D104 35 25,000 SH   SOLE   25,000 0 0
ACE CONVERGENCE ACQU CLASS A COMMON STOCK USD.0001 G0083D120 511 50,000 SH   SOLE   50,000 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 251 7,230 SH   SOLE   7,230 0 0
ACIES ACQUISITION CORP CL A COMMON STOCK USD.0001 G0103T105 1,030 99,999 SH   SOLE   99,999 0 0
ACIES ACQUISITION CORP CL A ACIES ACQUISITION CL A CW27 G0103T113 71 33,333 SH   SOLE   33,333 0 0
ACIES ACQUISITION CORP UNIT USD.0001 G0103T121 0 1 SH   SOLE   1 0 0
AEA BRIDGES IMPACT CORP CL A COMMON STOCK USD.0001 G01046104 1,010 100,000 SH   SOLE   100,000 0 0
AEA BRIDGES IMPACT CORP CL A AEA BRIDGES IMPACT COR CW25 G01046112 77 50,000 SH   SOLE   50,000 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 5,769 49,574 SH   SOLE   49,574 0 0
AJAX I CL A COMMON STOCK G0190X100 1,888 160,000 SH   SOLE   160,000 0 0
AJAX I CL A AJAX I CL A CW26 G0190X126 131 40,000 SH   SOLE   40,000 0 0
ALUSSA ENERGY ACQUISITION A COMMON STOCK USD.0001 G0232J101 3,270 325,000 SH   SOLE   325,000 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 414 35,145 SH   SOLE   35,145 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 50 703 SH   SOLE   703 0 0
ALTIMETER GROWTH CORP CL A COMMON STOCK USD.0001 G0370L108 193 15,000 SH   SOLE   15,000 0 0
ALTIMETER GROWTH CORP CL A ALTIMETER GROWTH CORP CW25 G0370L116 16 3,000 SH   SOLE   3,000 0 0
ALTIMAR ACQUISITION CORP A COMMON STOCK USD.0001 G03707109 1,138 99,996 SH   SOLE   99,996 0 0
ALTIMAR ACQUISITION CORP A ALTIMAR ACQUISITION CW G03707117 92 33,332 SH   SOLE   33,332 0 0
ALTIMAR ACQUISITION CORP UNIT USD.0001 G03707125 0 4 SH   SOLE   4 0 0
APOLLO STRATEGIC GROWTH CL A COMMON STOCK USD.00005 G0411R106 1,562 150,000 SH   SOLE   150,000 0 0
APOLLO STRATEGIC GROWTH CL A APOLLO STRATEGIC GROWT CW27 G0411R114 94 50,000 SH   SOLE   50,000 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 423 11,738 SH   SOLE   11,738 0 0
ARCLIGHT CLEAN TRANSITION A COMMON STOCK USD.0001 G04561109 2,216 200,000 SH   SOLE   200,000 0 0
ARCLIGHT CLEAN TRANSITION A ARCLIGHT CLEAN TRANSIT CW27 G04561125 235 100,000 SH   SOLE   100,000 0 0
ASCENDANT DIGITAL ACQUISIT A COMMON STOCK USD.0001 G05155109 1,539 149,998 SH   SOLE   149,998 0 0
ASCENDANT DIGITAL ACQUISIT A ASCENDANT DIGITAL ACQU CW25 G05155117 128 74,999 SH   SOLE   74,999 0 0
ASCENDANT DIGITAL ACQUISITIO UNIT USD.0001 G05155125 0 2 SH   SOLE   2 0 0
ASPIRATIONAL CONSUMER LIFE A COMMON STOCK USD.0001 G05436103 1,246 124,998 SH   SOLE   124,998 0 0
ASPIRATIONAL CONSUMER LIFE A ASPIRATIONAL CONSUMER CW25 G05436111 44 41,666 SH   SOLE   41,666 0 0
ASPIRATIONAL CONSUMER LIFEST UNIT USD.0001 G05436129 0 2 SH   SOLE   2 0 0
ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 G06242104 383 1,636 SH   SOLE   1,636 0 0
AVANTI ACQUISITION CORP A COMMON STOCK USD.0001 G0682V109 1,028 100,000 SH   SOLE   100,000 0 0
AVANTI ACQUISITION CORP A AVANTI ACQUISITION A CW25 G0682V125 76 50,000 SH   SOLE   50,000 0 0
BANK OF N T BUTTERFIELD SON COMMON STOCK BMD1.0 G0772R208 603 19,362 SH   SOLE   19,362 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 10,961 41,963 SH   SOLE   41,963 0 0
BLUESCAPE OPPORTUNITIES ACQ UNIT USD.0001 G1195N121 1,116 100,000 SH   SOLE   100,000 0 0
BROOKFIELD INFRASTRUCTURE PA LTD PART G16252101 1,206 24,420 SH   SOLE   24,420 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 1,078 16,445 SH   SOLE   16,445 0 0
BROADSTONE ACQUISITION COR A COMMON STOCK USD.0001 G1739V100 2,764 275,000 SH   SOLE   275,000 0 0
BROADSTONE ACQUISITION COR A BROADSTONE ACQUISITION CW28 G1739V126 154 137,500 SH   SOLE   137,500 0 0
CC NEUBERGER PRINCIPAL HOLDI UNIT USD.0001 G1992Y106 0 2 SH   SOLE   2 0 0
CC NEUBERGER PRINCIPAL HDS A CC NEUBERGER PRINCIPAL CW25 G1992Y122 157 66,666 SH   SOLE   66,666 0 0
CERBERUS TELECOM ACQUISIT A COMMON STOCK USD.0001 G2040C104 1,276 124,998 SH   SOLE   124,998 0 0
CERBERUS TELECOM ACQUISITION UNIT USD.0001 G2040C112 0 2 SH   SOLE   2 0 0
CERBERUS TELECOM ACQUISIT A CERBERUS TELECOM ACQUI CW25 G2040C120 56 41,666 SH   SOLE   41,666 0 0
CITIC CAPITAL ACQUISITION A COMMON STOCK USD.0001 G21513109 1,048 100,000 SH   SOLE   100,000 0 0
CITIC CAPITAL ACQUISITION A CITIC CAPITAL ACQUISIT CW27 G21513117 85 50,000 SH   SOLE   50,000 0 0
COLONNADE ACQUISITION CORP A COLONNADE ACQUISITION CW25 G2283K102 170 47,500 SH   SOLE   47,500 0 0
COLONNADE ACQUISITION CORP A COMMON STOCK USD.0001 G2283K110 1,283 95,000 SH   SOLE   95,000 0 0
COHN ROBBINS HOLDINGS CL A COMMON STOCK USD.0001 G23726105 520 49,998 SH   SOLE   49,998 0 0
COHN ROBBINS HOLDINGS CL A COHN ROBBINS HOLDINGS CW25 G23726113 30 16,666 SH   SOLE   16,666 0 0
COHN ROBBINS HOLDINGS CORP UNIT USD.0001 G23726121 0 2 SH   SOLE   2 0 0
CONSONANCE HFW ACQUISITION C UNIT USD.0001 G2445M129 733 70,000 SH   SOLE   70,000 0 0
COCA COLA EUROPEAN PARTNERS COMMON STOCK EUR.01 G25839104 50 1,007 SH   SOLE   1,007 0 0
D8 HOLDINGS CORP A COMMON STOCK USD.0001 G2614K110 5,080 500,000 SH   SOLE   500,000 0 0
D8 HOLDINGS CORP A D8 HOLDINGS CORP A CW27 G2614K128 263 250,000 SH   SOLE   250,000 0 0
CUSHMAN WAKEFIELD PLC COMMON STOCK USD.01 G2717B108 1,190 80,262 SH   SOLE   80,262 0 0
DRAGONEER GROWTH OPPORTUN A COMMON STOCK USD.0001 G28302100 133 10,000 SH   SOLE   10,000 0 0
DRAGONEER GROWTH OPPORTUN A DRAGONEER GROWTH OPPORTUNIWS G28302118 9 2,000 SH   SOLE   2,000 0 0
DRAGONEER GROWTH OPPORT CL A COMMON STOCK USD.0001 G28314105 234 20,000 SH   SOLE   20,000 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 2,130 17,727 SH   SOLE   17,727 0 0
EMPOWER LTD CLASS A COMMON STOCK USD.0001 G3R39W102 751 75,000 SH   SOLE   75,000 0 0
EMPOWER LTD CLASS A EMPOWER LTD CLASS A CW27 G3R39W110 29 25,000 SH   SOLE   25,000 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 360 50,155 SH   SOLE   50,155 0 0
SCION TECH GROWTH I UNIT USD.0001 G31067120 3,102 300,000 SH   SOLE   300,000 0 0
CC NEUBERGER PRINCIPAL CL A COMMON STOCK USD.0001 G3166T103 1,560 149,996 SH   SOLE   149,996 0 0
CC NEUBERGER PRINCIPAL CL A CC NEUBERGER PRINCIPAL CW25 G3166T111 64 37,499 SH   SOLE   37,499 0 0
CC NEUBERGER PRINCIPAL HOLDI UNIT USD.0001 G3166T129 0 4 SH   SOLE   4 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 845 19,549 SH   SOLE   19,549 0 0
HPX CORP A COMMON STOCK USD.0001 G32219100 601 60,000 SH   SOLE   60,000 0 0
HPX CORP A HPX CORP A CW25 G32219126 32 30,000 SH   SOLE   30,000 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 228 976 SH   SOLE   976 0 0
FAR PEAK ACQUISITION CORP UNIT USD.0001 G3312L129 1,035 100,000 SH   SOLE   100,000 0 0
FRAZIER LIFESCIENCES ACQUIS UNIT USD.0001 G3710A121 260 25,000 SH   SOLE   25,000 0 0
GALILEO ACQUISITION CORP COMMON STOCK USD.0001 G3770A102 510 50,000 SH   SOLE   50,000 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 914 4,112 SH   SOLE   4,112 0 0
HERBALIFE NUTRITION LTD COMMON STOCK USD.002 G4412G101 551 11,476 SH   SOLE   11,476 0 0
HIGHLAND TRANSCEND PARTNERS UNIT USD.0001 G44690116 263 25,000 SH   SOLE   25,000 0 0
JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5 G4474Y214 217 6,682 SH   SOLE   6,682 0 0
HIG ACQUISITION CORP CLASS A COMMON STOCK USD.0001 G44898107 758 75,000 SH   SOLE   75,000 0 0
HIG ACQUISITION CORP CLASS A HIG ACQUISITION CORP A CW25 G44898123 33 25,000 SH   SOLE   25,000 0 0
HORIZON ACQUIS CORP CL A COMMON STOCK USD.0001 G46044106 2,066 199,998 SH   SOLE   199,998 0 0
HORIZON ACQUIS CORP CL A HORIZON ACQUIS CORP II CW27 G46044114 127 66,666 SH   SOLE   66,666 0 0
HORIZON ACQUISITION CORP UNIT USD.0001 G46044122 0 2 SH   SOLE   2 0 0
HORIZON ACQUISITION COR CL A COMMON STOCK USD.0001 G46049105 2,004 199,998 SH   SOLE   199,998 0 0
HORIZON ACQUISITION COR CL A HORIZON ACQUISITION CW25 G46049113 97 66,666 SH   SOLE   66,666 0 0
HORIZON ACQUISITION CORP UNIT G46049121 0 2 SH   SOLE   2 0 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 2,583 28,751 SH   SOLE   28,751 0 0
INVESTINDUSTRIAL ACQUISITION UNIT USD.0001 G4771L121 1,028 100,000 SH   SOLE   100,000 0 0
INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1 G4863A108 1,198 70,712 SH   SOLE   70,712 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 56 3,212 SH   SOLE   3,212 0 0
ION ACQUISITION CORP LTD A COMMON STOCK USD.0001 G49392106 294 24,995 SH   SOLE   24,995 0 0
ION ACQUISITION CORP LTD A ION ACQUISITION CORP 1 CW27 G49392114 18 4,999 SH   SOLE   4,999 0 0
ION ACQUISITION CORP LTD UNIT USD.0001 G49392122 0 5 SH   SOLE   5 0 0
JAWS SPITFIRE ACQUISITION CO UNIT USD.0001 G50740128 221 20,000 SH   SOLE   20,000 0 0
JAWS ACQUISITION CORP CL A JAWS ACQUISTION CW25 G50744112 68 25,000 SH   SOLE   25,000 0 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 1,354 29,062 SH   SOLE   29,062 0 0
LINDE PLC COMMON STOCK EUR.001 G5494J103 3,411 12,945 SH   SOLE   12,945 0 0
MARQUEE RAINE ACQUISITION CO UNIT USD.0001 G58442115 433 40,000 SH   SOLE   40,000 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 6,181 52,768 SH   SOLE   52,768 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 2,221 17,046 SH   SOLE   17,046 0 0
PRIME IMPACT ACQU CL A COMMON STOCK USD.0001 G61074103 1,010 99,999 SH   SOLE   99,999 0 0
PRIME IMPACT ACQUISITION UNIT USD.0001 G61074111 0 1 SH   SOLE   1 0 0
PRIME IMPACT ACQU CL A PRIME IMPACT ACQU I CW30 G61074129 51 33,333 SH   SOLE   33,333 0 0
MOTIVE CAPITAL CORP UNIT USD.0001 G6293A129 2,108 200,000 SH   SOLE   200,000 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F137 628 10,780 SH   SOLE   10,780 0 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 177 8,497 SH   SOLE   8,497 0 0
NEXTGEN ACQUISITION CORP UNIT USD.0001 G65305115 1,029 100,000 SH   SOLE   100,000 0 0
OAKTREE ACQ CORP CL A COMMON STOCK G6715X103 787 75,000 SH   SOLE   75,000 0 0
OAKTREE ACQ CORP CL A OAKTREE ACQ CORP II A CW27 G6715X111 36 18,750 SH   SOLE   18,750 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 134 2,528 SH   SOLE   2,528 0 0
ONE CLASS A COMMON STOCK USD.0001 G7000X105 1,077 100,000 SH   SOLE   100,000 0 0
ONE CLASS A ONE CLASS A CW25 G7000X121 53 25,000 SH   SOLE   25,000 0 0
PERIDOT ACQUISITION CORP A PERIDOT ACQUISITION CW27 G7008A107 134 75,000 SH   SOLE   75,000 0 0
PERIDOT ACQUISITION CORP A COMMON STOCK USD.0001 G7008A115 1,554 150,000 SH   SOLE   150,000 0 0
POPULATION HEALTH INVESTMENT UNIT USD.0001 G71716123 732 70,000 SH   SOLE   70,000 0 0
QELL ACQUISITION CORP A SHRS COMMON STOCK USD.0001 G7307X105 246 19,998 SH   SOLE   19,998 0 0
QELL ACQUISITION CORP A SHRS QELL ACQUISITION CORP CW25 G7307X113 21 6,666 SH   SOLE   6,666 0 0
QELL ACQUISITION CORP UNIT USD.0001 G7307X121 0 2 SH   SOLE   2 0 0
REDBALL ACQUISITION CORP A COMMON STOCK USD.0001 G7417R105 4,095 375,999 SH   SOLE   375,999 0 0
REDBALL ACQUISITION CORP A REDBALL ACQUISITION CW22 G7417R113 281 125,333 SH   SOLE   125,333 0 0
REDBALL ACQUISITION CORP UNIT USD.0001 G7417R121 0 1 SH   SOLE   1 0 0
REINVENT TECHNOLOGY CLASS A REINVENT TECHNOLOGY A CW25 G7483N103 163 50,000 SH   SOLE   50,000 0 0
REINVENT TECHNOLOGY CLASS A COMMON STOCK G7483N129 2,312 200,000 SH   SOLE   200,000 0 0
REINVENT TECHNOLOGY PARTNERS UNIT USD.0001 G74847123 228 20,000 SH   SOLE   20,000 0 0
RIBBIT LEAP LTD CLASS A COMMON STOCK USD.0001 G7552B105 65 5,000 SH   SOLE   5,000 0 0
RIBBIT LEAP LTD CLASS A RIBBIT LEAP LTD A CW25 G7552B113 4 1,000 SH   SOLE   1,000 0 0
RMG ACQUISITION CORP UNIT USD.0001 G76083115 1,115 100,000 SH   SOLE   100,000 0 0
SARISSA CAPITAL ACQUISITI A COMMON STOCK USD.0001 G7823W102 693 64,998 SH   SOLE   64,998 0 0
SARISSA CAPITAL ACQUISITI A SARISSA CAPITAL ACQUI CW27 G7823W110 60 21,666 SH   SOLE   21,666 0 0
SARISSA CAPITAL ACQUISITION UNIT USD.0001 G7823W128 0 2 SH   SOLE   2 0 0
SCVX CORP CLASS A CVX CORP CLASS A CW25 G79448117 43 25,000 SH   SOLE   25,000 0 0
SCVX CORP CLASS A COMMON STOCK USD.0001 G79448208 515 50,000 SH   SOLE   50,000 0 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 244 3,930 SH   SOLE   3,930 0 0
SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01 G8232Y101 424 11,259 SH   SOLE   11,259 0 0
SOCIAL CAPITAL HEDOSOPHIA A SOCIAL CAPITAL HEDOSOP CW25 G8251K115 500 125,000 SH   SOLE   125,000 0 0
SOCIAL CAPITAL HEDOSOPH VI A COMMON STOCK USD.0001 G8251L105 615 49,996 SH   SOLE   49,996 0 0
SOCIAL CAPITAL HEDOSOPH VI A SOCIAL CAPITAL HED VI CW25 G8251L113 41 12,499 SH   SOLE   12,499 0 0
SOCIAL CAPITAL HEDOSOPHIA HO UNIT USD.0001 G8251L121 0 4 SH   SOLE   4 0 0
SOCIAL CAPITAL HEDOSOPH A COMMON STOCK USD.0001 G82514103 548 39,996 SH   SOLE   39,996 0 0
SOCIAL CAPITAL HEDOSOPH A SOCIAL CAPITAL HEDOSOP CW25 G82514111 37 9,999 SH   SOLE   9,999 0 0
SOCIAL CAPITAL HEDOSOPHIA HO UNIT USD.0001 G82514129 0 4 SH   SOLE   4 0 0
SOCIAL CAPITAL HEDOSOPHI V A COMMON STOCK USD.0001 G8252P105 622 49,996 SH   SOLE   49,996 0 0
SOCIAL CAPITAL HEDOSOPHI V A SOCIAL CAPITAL HED V CW25 G8252P113 44 12,499 SH   SOLE   12,499 0 0
SOCIAL CAPITAL HEDOSOPHIA HO UNIT USD.0001 G8252P121 0 4 SH   SOLE   4 0 0
STERIS PLC COMMON STOCK USD75.0 G8473T100 4,226 22,296 SH   SOLE   22,296 0 0
SUSTAINABLE OPPORTUNITIES A COMMON STOCK G8598Y109 4,035 375,000 SH   SOLE   375,000 0 0
SUSTAINABLE OPPORTUNITIES A SUSTAINABLE OPPORTUNIT CW25I G8598Y117 422 187,500 SH   SOLE   187,500 0 0
TEKKORP DIGITAL ACQUISITIO A COMMON STOCK USD.0001 G8739H106 2,016 200,000 SH   SOLE   200,000 0 0
TEKKORP DIGITAL ACQUISITIO A TEKKORP DIGITAL ACQUI CW27 G8739H114 246 100,000 SH   SOLE   100,000 0 0
TORTOISE ACQUISITION CORP A COMMON STOCK USD.0001 G89554102 213 20,000 SH   SOLE   20,000 0 0
TORTOISE ACQUISITION CORP A TORTOISE ACQUISITION A CW27 G89554128 14 5,000 SH   SOLE   5,000 0 0
TPG PACE BENEFICIAL FIN CL A TPG PACE BENEFICIAL A CW27 G8990D117 73 10,000 SH   SOLE   10,000 0 0
TPG PACE TECH OPPORTUNITI A COMMON STOCK USD.0001 G8990Y103 278 25,000 SH   SOLE   25,000 0 0
TPG PACE TECH OPPORTUNITI A TPG PACE TECH OPPORTUN CW27 G8990Y129 11 5,000 SH   SOLE   5,000 0 0
TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 G8994E103 15,226 104,894 SH   SOLE   104,894 0 0
TREBIA ACQUISITION CORP A COMMON STOCK G9027T109 1,079 99,999 SH   SOLE   99,999 0 0
TREBIA ACQUISITION CORP A TREBIA ACQUISITION CW G9027T117 69 33,333 SH   SOLE   33,333 0 0
TREBIA ACQUISITION CORP UNIT USD.0001 G9027T125 0 1 SH   SOLE   1 0 0
TURMERIC ACQUISITION CORP UNIT USD.0001 G9127T116 770 75,000 SH   SOLE   75,000 0 0
UNION ACQUISITION CORP COMMON STOCK G9402Q100 520 50,000 SH   SOLE   50,000 0 0
VECTOR ACQUISITION CORP UNIT USD.0001 G9442R100 0 3 SH   SOLE   3 0 0
VECTOR ACQUISITION CORP A VECTOR ACQUISITION A CW27 G9442R118 158 99,999 SH   SOLE   99,999 0 0
VECTOR ACQUISITION CORP A COMMON STOCK USD.0001 G9442R126 3,033 299,997 SH   SOLE   299,997 0 0
VY GLOBAL GROWTH CL A COMMON STOCK USD.0001 G9444H100 1,042 100,000 SH   SOLE   100,000 0 0
VY GLOBAL GROWTH CL A VY GLOBAL GROWTH CL A CW30 G9444H118 41 20,000 SH   SOLE   20,000 0 0
VG ACQUISITION CORP A COMMON STOCK USD.0001 G9446E105 1,143 99,999 SH   SOLE   99,999 0 0
VG ACQUISITION CORP A VG ACQUISITION CORP A CW25 G9446E113 88 33,333 SH   SOLE   33,333 0 0
VG ACQUISITION CORP UNIT USD.0001 G9446E121 0 1 SH   SOLE   1 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 2,056 9,757 SH   SOLE   9,757 0 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 70 1,556 SH   SOLE   1,556 0 0
YUCAIPA ACQUISITION CORP A COMMON STOCK USD.0001 G9879L105 2,020 199,998 SH   SOLE   199,998 0 0
YUCAIPA ACQUISITION CORP A YUCAIPA ACQUISITION A CW25 G9879L113 95 66,666 SH   SOLE   66,666 0 0
YUCAIPA ACQUISITION CORP UNIT USD.0001 G9879L121 0 2 SH   SOLE   2 0 0
CHUBB LTD COMMON STOCK H1467J104 5,238 34,031 SH   SOLE   34,031 0 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 341 2,848 SH   SOLE   2,848 0 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 3,154 26,049 SH   SOLE   26,049 0 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 699 40,785 SH   SOLE   40,785 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625 L8681T102 393 1,248 SH   SOLE   1,248 0 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 1,828 35,695 SH   SOLE   35,695 0 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 134 1,010 SH   SOLE   1,010 0 0
CYBERARK SOFTWARE LTD ISRAEL COMMON STOCK ILS.01 M2682V108 866 5,361 SH   SOLE   5,361 0 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 167 6,000 SH   SOLE   6,000 0 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 599 23,199 SH   SOLE   23,199 0 0
WIX COM LTD COMMON STOCK ILS.01 M98068105 223 894 SH   SOLE   894 0 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 394 807 SH   SOLE   807 0 0
CUREVAC NV COMMON STOCK EUR.12 N2451R105 292 3,604 SH   SOLE   3,604 0 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 736 8,027 SH   SOLE   8,027 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 2,875 18,083 SH   SOLE   18,083 0 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 356 29,225 SH   SOLE   29,225 0 0
AFLAC INC COMMON STOCK USD.1 001055102 1,541 34,649 SH   SOLE   34,649 0 0
AGCO CORP COMMON STOCK USD.01 001084102 2,751 26,686 SH   SOLE   26,686 0 0
AES CORP COMMON STOCK USD.01 00130H105 348 14,809 SH   SOLE   14,809 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 667 18,653 SH   SOLE   18,653 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 1,704 24,967 SH   SOLE   24,967 0 0
AT T INC COMMON STOCK USD1.0 00206R102 5,129 178,345 SH   SOLE   178,345 0 0
A10 NETWORKS INC COMMON STOCK USD.00001 002121101 644 65,293 SH   SOLE   65,293 0 0
AARON S CO INC THE COMMON STOCK USD.5 00258W108 306 16,135 SH   SOLE   16,135 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 18,063 164,975 SH   SOLE   164,975 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 6,842 63,858 SH   SOLE   63,858 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK USD.01 002896207 404 19,841 SH   SOLE   19,841 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 554 10,369 SH   SOLE   10,369 0 0
ACCURAY INC COMMON STOCK USD.001 004397105 356 85,274 SH   SOLE   85,274 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 709 18,447 SH   SOLE   18,447 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 1,780 19,175 SH   SOLE   19,175 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 15,881 31,754 SH   SOLE   31,754 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 263 17,832 SH   SOLE   17,832 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1,135 7,208 SH   SOLE   7,208 0 0
ADVERUM BIOTECHNOLOGIES INC COMMON STOCK USD.0001 00773U108 263 24,240 SH   SOLE   24,240 0 0
AEROJET ROCKETDYNE HOLDINGS COMMON STOCK USD.1 007800105 327 6,190 SH   SOLE   6,190 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 1,186 12,936 SH   SOLE   12,936 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 397 4,094 SH   SOLE   4,094 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 10,717 90,450 SH   SOLE   90,450 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 500 13,024 SH   SOLE   13,024 0 0
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SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 601 8,378 SH   SOLE   8,378 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 4,630 54,294 SH   SOLE   54,294 0 0
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SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 401 11,164 SH   SOLE   11,164 0 0
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SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 15,216 277,571 SH   SOLE   277,571 0 0
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SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 168 526 SH   SOLE   526 0 0
SOUTHERN CO THE COMMON STOCK USD5.0 842587107 1,183 19,253 SH   SOLE   19,253 0 0
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STATE STREET CORP COMMON STOCK USD1.0 857477103 537 7,373 SH   SOLE   7,373 0 0
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STITCH FIX INC CLASS A COMMON STOCK USD.00002 860897107 615 10,468 SH   SOLE   10,468 0 0
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TARGET CORP COMMON STOCK USD.0833 87612E106 15,231 86,280 SH   SOLE   86,280 0 0
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