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
360 DIGITECH INC ADR USD.00001 88557W101 218 10,717 SH   SOLE   10,717 0 0
3D SYSTEMS CORP COMMON STOCK USD.001 88554D205 234 8,479 SH   SOLE   8,479 0 0
3M CO COMMON STOCK USD.01 88579Y101 1,081 6,161 SH   SOLE   6,161 0 0
5 01 ACQUISITION CORP CL A COMMON STOCK USD.0001 33836P105 735 75,000 SH   SOLE   75,000 0 0
890 5TH AVENUE PARTNERS CL A COMMON STOCK USD.0001 28250A105 991 99,996 SH   SOLE   99,996 0 0
890 5TH AVENUE PARTNERS CL A 890 5TH AVENUE PA CL A CW27 28250A113 41 33,332 SH   SOLE   33,332 0 0
890 5TH AVENUE PARTNERS INC UNIT USD.0001 28250A204 0 4 SH   SOLE   4 0 0
A10 NETWORKS INC COMMON STOCK USD.00001 002121101 640 47,472 SH   SOLE   47,472 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 13,509 114,355 SH   SOLE   114,355 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 4,664 43,234 SH   SOLE   43,234 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK USD.01 002896207 231 6,146 SH   SOLE   6,146 0 0
ABG ACQUISITION CORP I A COMMON STOCK USD.0001 G00496102 757 77,685 SH   SOLE   77,685 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 158 484 SH   SOLE   484 0 0
ACADEMY SPORTS OUTDOORS IN COMMON STOCK USD.01 00402L107 456 11,387 SH   SOLE   11,387 0 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 634 9,934 SH   SOLE   9,934 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 258 15,515 SH   SOLE   15,515 0 0
ACCELERATE ACQUISITION COR A COMMON STOCK USD.0001 00439D102 1,946 199,998 SH   SOLE   199,998 0 0
ACCELERATE ACQUISITION COR A ACCELERATE ACQUISITION CW27 00439D110 63 66,666 SH   SOLE   66,666 0 0
ACCELERATE ACQUISITION CORP UNIT USD.0001 00439D201 0 2 SH   SOLE   2 0 0
ACCELERON PHARMA INC COMMON STOCK USD.001 00434H108 3,993 23,200 SH   SOLE   23,200 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 8,471 26,480 SH   SOLE   26,480 0 0
ACCURAY INC COMMON STOCK USD.001 004397105 245 61,999 SH   SOLE   61,999 0 0
ACE CONVERGENCE ACQU CLASS A ACE CONVERGENCE ACQU C CW27 G0083D104 15 25,000 SH   SOLE   25,000 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 412 13,410 SH   SOLE   13,410 0 0
ACROPOLIS INFRASTRUCTURE A COMMON STOCK USD.0001 005029103 1,941 199,998 SH   SOLE   199,998 0 0
ACROPOLIS INFRASTRUCTURE A ACROPOLIS INFRASTRUCTU CW26 005029111 61 66,666 SH   SOLE   66,666 0 0
ACROPOLIS INFRASTRUCTURE ACQ UNIT USD.0001 005029202 0 2 SH   SOLE   2 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 2,079 26,863 SH   SOLE   26,863 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,011 5,833 SH   SOLE   5,833 0 0
ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 005098108 839 17,976 SH   SOLE   17,976 0 0
ADIT EDTECH ACQUISITION COMMON STOCK USD.0001 007024102 244 25,000 SH   SOLE   25,000 0 0
ADIT EDTECH ACQUISITION ADIT EDTECH ACQ CW27 007024110 6 12,500 SH   SOLE   12,500 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 11,205 19,463 SH   SOLE   19,463 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 243 12,964 SH   SOLE   12,964 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 511 2,448 SH   SOLE   2,448 0 0
ADVANCED MERGER PARTNERS I A COMMON STOCK USD.0001 00777J109 48 4,992 SH   SOLE   4,992 0 0
ADVANCED MERGER PARTNERS I A ADVANCED MERGER PART CW26 00777J117 1 832 SH   SOLE   832 0 0
ADVANCED MERGER PARTNERS INC UNIT USD.0001 00777J208 0 8 SH   SOLE   8 0 0
AEA BRIDGES IMPACT CORP CL A COMMON STOCK USD.0001 G01046104 978 100,000 SH   SOLE   100,000 0 0
AEA BRIDGES IMPACT CORP CL A AEA BRIDGES IMPACT COR CW25 G01046112 33 50,000 SH   SOLE   50,000 0 0
AECOM COMMON STOCK USD.01 00766T100 565 8,951 SH   SOLE   8,951 0 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 206 3,572 SH   SOLE   3,572 0 0
AES CORP COMMON STOCK USD.01 00130H105 1,630 71,410 SH   SOLE   71,410 0 0
AEVA TECHNOLOGIES INC INTERPRIVATE ACQUISITI CW24 00835Q111 0 2 SH   SOLE   2 0 0
AF ACQUISITION CORP UNIT USD.0001 001040203 0 2 SH   SOLE   2 0 0
AF ACQUISITION CORP CLASS A COMMON STOCK USD.0001 001040104 487 49,998 SH   SOLE   49,998 0 0
AF ACQUISITION CORP CLASS A AF ACQUISITION CORP CW28 001040112 9 16,666 SH   SOLE   16,666 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 672 4,445 SH   SOLE   4,445 0 0
AFLAC INC COMMON STOCK USD.1 001055102 2,904 55,715 SH   SOLE   55,715 0 0
AFRICAN GOLD ACQUISITION C A COMMON STOCK USD.0001 G0112R108 97 10,000 SH   SOLE   10,000 0 0
AFRICAN GOLD ACQUISITION C A AFRICAN GOLD ACQUISITION CW G0112R124 4 7,500 SH   SOLE   7,500 0 0
AFTERNEXT HEALTHTECH ACQUISI UNIT USD.0001 G01109118 1,494 150,000 SH   SOLE   150,000 0 0
AGCO CORP COMMON STOCK USD.01 001084102 3,239 26,431 SH   SOLE   26,431 0 0
AGILE GROWTH CORP UNIT USD.0001 G01202129 0 4 SH   SOLE   4 0 0
AGILE GROWTH CORP A COMMON STOCK USD.0001 G01202103 972 99,996 SH   SOLE   99,996 0 0
AGILE GROWTH CORP A AGILE GROWTH CORP CW27 G01202111 22 33,332 SH   SOLE   33,332 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 8,016 50,885 SH   SOLE   50,885 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 348 6,646 SH   SOLE   6,646 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 607 2,372 SH   SOLE   2,372 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 183 1,754 SH   SOLE   1,754 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 399 5,100 SH   SOLE   5,100 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 292 4,977 SH   SOLE   4,977 0 0
ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 1,279 16,632 SH   SOLE   16,632 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 787 3,596 SH   SOLE   3,596 0 0
ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001 01438T106 560 63,786 SH   SOLE   63,786 0 0
ALEXANDER BALDWIN INC REIT 014491104 520 22,194 SH   SOLE   22,194 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 6,998 36,625 SH   SOLE   36,625 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 23,656 159,785 SH   SOLE   159,785 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 3,734 5,612 SH   SOLE   5,612 0 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 1,445 46,841 SH   SOLE   46,841 0 0
ALKURI GLOBAL ACQUISIT CL A COMMON STOCK USD.0001 66981N103 748 75,000 SH   SOLE   75,000 0 0
ALKURI GLOBAL ACQUISIT CL A ALKURI GLOBAL ACQUI CW27 66981N111 27 18,750 SH   SOLE   18,750 0 0
ALLAKOS INC COMMON STOCK USD.001 01671P100 155 1,465 SH   SOLE   1,465 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 447 716 SH   SOLE   716 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 6,387 48,323 SH   SOLE   48,323 0 0
ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01 01749D105 505 15,787 SH   SOLE   15,787 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 2,062 58,373 SH   SOLE   58,373 0 0
ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001 019770106 300 11,688 SH   SOLE   11,688 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 3,568 28,029 SH   SOLE   28,029 0 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 502 9,824 SH   SOLE   9,824 0 0
ALPHA CAPITAL ACQUISITION A ALPHA CAPITAL ACQ CL A CW27 G0316P122 27 49,999 SH   SOLE   49,999 0 0
ALPHA CAPITAL ACQUISITION A COMMON STOCK USD.0001 G0316P130 972 99,998 SH   SOLE   99,998 0 0
ALPHA CAPITAL ACQUISITION CO UNIT USD.0001 G0316P114 0 2 SH   SOLE   2 0 0
ALPHA PARTNERS TECHNOLOGY A ALPHA PARTNERS TECHNOLOGY CW G63290103 18 33,332 SH   SOLE   33,332 0 0
ALPHA PARTNERS TECHNOLOGY A COMMON STOCK USD.0001 G63290111 970 99,996 SH   SOLE   99,996 0 0
ALPHA PARTNERS TECHNOLOGY ME UNIT USD.0001 G63290129 0 4 SH   SOLE   4 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 18,383 6,876 SH   SOLE   6,876 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 80,346 30,145 SH   SOLE   30,145 0 0
ALTC ACQUISITION CORP CL A COMMON STOCK USD.0001 02156V109 1,964 200,000 SH   SOLE   200,000 0 0
ALTIMAR ACQUISITION CORP A ALTIMAR ACQ A CW27 G03709121 0 250 SH   SOLE   250 0 0
ALTIMAR ACQUISITION CORP A COMMON STOCK USD.0001 G0370U108 244 25,000 SH   SOLE   25,000 0 0
ALTIMAR ACQUISITION CORP A ALTIMAR ACQUISITION A CW28 G0370U116 6 6,250 SH   SOLE   6,250 0 0
ALTIMETER GROWTH CORP 2 A COMMON STOCK USD.0001 G0371B109 49 5,000 SH   SOLE   5,000 0 0
ALTIMETER GROWTH CORP CL A ALTIMETER GROWTH CORP CW25 G0370L116 7 3,000 SH   SOLE   3,000 0 0
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001 02208R106 955 17,261 SH   SOLE   17,261 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 647 14,218 SH   SOLE   14,218 0 0
ALTUS MIDSTREAM CO A COMMON STOCK USD.0001 02215L209 251 3,641 SH   SOLE   3,641 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 84,311 25,665 SH   SOLE   25,665 0 0
AMC ENTERTAINMENT HLDS CL A COMMON STOCK USD.01 00165C104 755 19,837 SH   SOLE   19,837 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 515 11,054 SH   SOLE   11,054 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 163 14,054 SH   SOLE   14,054 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,052 13,890 SH   SOLE   13,890 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 1,070 7,178 SH   SOLE   7,178 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 2,827 137,774 SH   SOLE   137,774 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 2,205 58,933 SH   SOLE   58,933 0 0
AMERICAN AXLE MFG HOLDINGS COMMON STOCK USD.01 024061103 195 22,124 SH   SOLE   22,124 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 522 20,214 SH   SOLE   20,214 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 521 6,413 SH   SOLE   6,413 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1,015 6,060 SH   SOLE   6,060 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 2,914 76,440 SH   SOLE   76,440 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 495 9,009 SH   SOLE   9,009 0 0
AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 307 11,999 SH   SOLE   11,999 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 1,299 15,195 SH   SOLE   15,195 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 9,953 37,501 SH   SOLE   37,501 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 3,557 13,466 SH   SOLE   13,466 0 0
AMERIS BANCORP COMMON STOCK USD1.0 03076K108 1,647 31,741 SH   SOLE   31,741 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 110 922 SH   SOLE   922 0 0
AMETEK INC COMMON STOCK USD.01 031100100 16,328 131,667 SH   SOLE   131,667 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 1,796 8,444 SH   SOLE   8,444 0 0
AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 544 56,950 SH   SOLE   56,950 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 2,416 96,815 SH   SOLE   96,815 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 1,757 15,315 SH   SOLE   15,315 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 8,090 110,477 SH   SOLE   110,477 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 14,698 87,762 SH   SOLE   87,762 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 184 11,500 SH   SOLE   11,500 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,807 5,308 SH   SOLE   5,308 0 0
ANTARES PHARMA INC COMMON STOCK USD.01 036642106 230 63,057 SH   SOLE   63,057 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 801 42,600 SH   SOLE   42,600 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 18,957 50,850 SH   SOLE   50,850 0 0
ANZU SPECIAL ACQUISITION A COMMON STOCK USD.0001 03737A101 2,910 300,000 SH   SOLE   300,000 0 0
ANZU SPECIAL ACQUISITION COR ANZU SPECIAL ACQ CW27 03737A119 63 100,000 SH   SOLE   100,000 0 0
AON PLC CLASS A COMMON STOCK G0403H108 655 2,292 SH   SOLE   2,292 0 0
APA CORP COMMON STOCK USD.625 03743Q108 1,213 56,626 SH   SOLE   56,626 0 0
APOLLO STRATEGIC GROWTH CL A COMMON STOCK USD.00005 G0411R106 1,464 150,000 SH   SOLE   150,000 0 0
APOLLO STRATEGIC GROWTH CL A APOLLO STRATEGIC GROWT CW27 G0411R114 41 50,000 SH   SOLE   50,000 0 0
APOLLO STRATEGIC GROWTH CL A COMMON STOCK USD.00025 G0412A102 391 40,000 SH   SOLE   40,000 0 0
APOLLO STRATEGIC GROWTH CL A APOLLO STRATEGIC CL A CW27 G0412A128 7 8,000 SH   SOLE   8,000 0 0
APPLE HOSPITALITY REIT INC REIT NPV 03784Y200 775 49,300 SH   SOLE   49,300 0 0
APPLE INC COMMON STOCK USD.00001 037833100 106,275 751,060 SH   SOLE   751,060 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 792 8,785 SH   SOLE   8,785 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 12,535 97,376 SH   SOLE   97,376 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 2,729 18,322 SH   SOLE   18,322 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 166 2,767 SH   SOLE   2,767 0 0
ARCHIMEDES TECH SPAC PARTNER ARCHIMEDES TECH SPAC P CW27 039562111 13 18,750 SH   SOLE   18,750 0 0
ARCHIMEDES TECH SPAC SUBUNIT UNIT USD.0001 039562301 734 75,000 SH   SOLE   75,000 0 0
ARCLIGHT CLEAN TRANSITION A COMMON STOCK USD.0001 G0R21B104 244 25,000 SH   SOLE   25,000 0 0
ARCLIGHT CLEAN TRANSITION A ARCLIGHT CLEAN TR CL A CW27 G0R21B112 5 5,000 SH   SOLE   5,000 0 0
ARCTOS NORTHSTAR ACQUISIT A COMMON STOCK USD.0001 G0477L100 1,463 150,000 SH   SOLE   150,000 0 0
ARCTOS NORTHSTAR ACQUISIT A ARCTOS NORTHSTAR ACQ CW28 G0477L126 28 37,500 SH   SOLE   37,500 0 0
ARDAGH METAL PACKAGING SA ARDAGH METAL PACKAGING CW28 L02235114 108 50,000 SH   SOLE   50,000 0 0
ARES ACQUISITION CORP A COMMON STOCK USD.0001 G33032106 1,948 200,000 SH   SOLE   200,000 0 0
ARES ACQUISITION CORP A ARES ACQUISITION CL A CW27 G33032122 34 40,000 SH   SOLE   40,000 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 266 5,096 SH   SOLE   5,096 0 0
ARGUS CAPITAL CORP UNIT USD.0001 04026L204 505 50,000 SH   SOLE   50,000 0 0
ARISTA NETWORKS INC COMMON STOCK USD.0001 040413106 174 506 SH   SOLE   506 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 456 34,108 SH   SOLE   34,108 0 0
ARRAY TECHNOLOGIES INC COMMON STOCK USD.001 04271T100 356 19,238 SH   SOLE   19,238 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 4,015 35,753 SH   SOLE   35,753 0 0
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 04280A100 436 6,991 SH   SOLE   6,991 0 0
ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 375 2,522 SH   SOLE   2,522 0 0
ARTISAN ACQUISITION CORP UNIT USD.0001 G0509L110 0 2 SH   SOLE   2 0 0
ARTISAN ACQUISITION CORP A COMMON STOCK USD.0001 G0509L102 496 49,998 SH   SOLE   49,998 0 0
ARTISAN ACQUISITION CORP A ARTISAN ACQUISITION A CW28 G0509L128 19 16,666 SH   SOLE   16,666 0 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 382 7,812 SH   SOLE   7,812 0 0
ARYA SCIENCES ACQUISITION A COMMON STOCK USD.0001 G31658100 988 100,000 SH   SOLE   100,000 0 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 924 1,240 SH   SOLE   1,240 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 1,611 13,117 SH   SOLE   13,117 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 130 821 SH   SOLE   821 0 0
AT T INC COMMON STOCK USD1.0 00206R102 2,248 83,243 SH   SOLE   83,243 0 0
ATHENA TECHNOLOGY ACQUISIT A COMMON STOCK USD.0001 04687A109 744 75,000 SH   SOLE   75,000 0 0
ATHENA TECHNOLOGY ACQUISIT A ATHENA TECHNOLOGY ACQ CW28 04687A117 34 25,000 SH   SOLE   25,000 0 0
ATHENE HOLDING LTD CLASS A COMMON STOCK USD.001 G0684D107 4,683 68,000 SH   SOLE   68,000 0 0
ATHENEX INC COMMON STOCK USD.001 04685N103 279 92,730 SH   SOLE   92,730 0 0
ATHLON ACQUISITION CORP A COMMON STOCK USD.0001 04748A106 245 25,000 SH   SOLE   25,000 0 0
ATHLON ACQUISITION CORP A ATHLON ACQUISITION WTS CW26 04748A114 9 12,500 SH   SOLE   12,500 0 0
ATKORE INC COMMON STOCK USD.01 047649108 3,812 43,858 SH   SOLE   43,858 0 0
ATLANTIC AVENUE ACQUISI CL A COMMON STOCK USD.0001 04906P101 1,176 120,000 SH   SOLE   120,000 0 0
ATLANTIC AVENUE ACQUISI CL A ATLANTIC AVENUE ACQUIS CW27 04906P119 40 60,000 SH   SOLE   60,000 0 0
ATLAS CREST INVESTMENT COR A COMMON STOCK USD.0001 049287105 244 25,000 SH   SOLE   25,000 0 0
ATLAS CREST INVESTMENT COR A ATLAS CREST INV CL A CW28 049287113 5 6,250 SH   SOLE   6,250 0 0
ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1 G06242104 596 1,522 SH   SOLE   1,522 0 0
ATRICURE INC COMMON STOCK USD.001 04963C209 351 5,045 SH   SOLE   5,045 0 0
AURINIA PHARMACEUTICALS INC COMMON STOCK 05156V102 296 13,397 SH   SOLE   13,397 0 0
AURORA ACQUISITION CORP A COMMON STOCK USD.0001 G0698L103 1,244 125,000 SH   SOLE   125,000 0 0
AURORA ACQUISITION CORP A AURORA ACQUISITION A CW28 G0698L129 49 31,250 SH   SOLE   31,250 0 0
AUSTERLITZ ACQUISITION COR A COMMON STOCK USD.0001 G0633D109 994 100,000 SH   SOLE   100,000 0 0
AUSTERLITZ ACQUISITION COR A AUSTERLITZ ACQ CL A CW26 G0633D125 42 25,000 SH   SOLE   25,000 0 0
AUSTERLITZ ACQUISITION COR A COMMON STOCK USD.0001 G0633U101 975 100,000 SH   SOLE   100,000 0 0
AUSTERLITZ ACQUISITION COR A AUSTERLITZ ACQ CL A CW27 G0633U127 26 25,000 SH   SOLE   25,000 0 0
AUTHENTIC EQUITY ACQUISITI A COMMON STOCK USD.0001 G06607108 243 25,000 SH   SOLE   25,000 0 0
AUTHENTIC EQUITY ACQUISITI A AUTHENTIC EQUITY ACQ CW27 G06607124 9 12,500 SH   SOLE   12,500 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 640 2,246 SH   SOLE   2,246 0 0
AUTOHOME INC ADR ADR USD.01 05278C107 2,820 60,081 SH   SOLE   60,081 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 667 3,337 SH   SOLE   3,337 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 4,052 33,277 SH   SOLE   33,277 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 8,307 4,892 SH   SOLE   4,892 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 4,566 20,601 SH   SOLE   20,601 0 0
AVANTI ACQUISITION CORP A COMMON STOCK USD.0001 G0682V109 979 100,000 SH   SOLE   100,000 0 0
AVANTI ACQUISITION CORP A AVANTI ACQUISITION A CW25 G0682V125 33 50,000 SH   SOLE   50,000 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 2,669 12,882 SH   SOLE   12,882 0 0
AVNET INC COMMON STOCK USD1.0 053807103 1,268 34,307 SH   SOLE   34,307 0 0
AZZ INC COMMON STOCK USD1.0 002474104 988 18,573 SH   SOLE   18,573 0 0
BAKER HUGHES CO COMMON STOCK USD.0001 05722G100 128 5,156 SH   SOLE   5,156 0 0
BANCORPSOUTH BANK COMMON STOCK USD2.5 05971J102 736 24,729 SH   SOLE   24,729 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 29,526 695,536 SH   SOLE   695,536 0 0
BANK OF N.T. BUTTERFIELD SON COMMON STOCK BMD1.0 G0772R208 500 14,076 SH   SOLE   14,076 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 374 7,220 SH   SOLE   7,220 0 0
BANK OZK COMMON STOCK 06417N103 1,956 45,518 SH   SOLE   45,518 0 0
BARRICK GOLD CORP COMMON STOCK 067901108 2,654 147,055 SH   SOLE   147,055 0 0
BATH BODY WORKS INC COMMON STOCK USD.5 070830104 145 2,303 SH   SOLE   2,303 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 1,590 19,768 SH   SOLE   19,768 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 5,212 21,202 SH   SOLE   21,202 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 142 8,220 SH   SOLE   8,220 0 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 350 13,111 SH   SOLE   13,111 0 0
BENSON HILL INC WARRANT 082490111 11 7,500 SH   SOLE   7,500 0 0
BERKSHIRE GREY INC COMMON STOCK USD.0001 084656107 0 4 SH   SOLE   4 0 0
BERKSHIRE GREY INC WTS CALL 21JUL26 084656115 40 33,332 SH   SOLE   33,332 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 25,845 94,692 SH   SOLE   94,692 0 0
BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 451 16,734 SH   SOLE   16,734 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 1,288 12,181 SH   SOLE   12,181 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 193 4,441 SH   SOLE   4,441 0 0
BIG SKY GROWTH PARTNERS IN A COMMON STOCK 08954L102 978 100,000 SH   SOLE   100,000 0 0
BIG SKY GROWTH PARTNERS IN A BIG SKY GROWTH PARTNERS CW 08954L110 20 25,000 SH   SOLE   25,000 0 0
BILANDER ACQUISITION CORP A COMMON STOCK USD.0001 09001T106 1,940 200,000 SH   SOLE   200,000 0 0
BILANDER ACQUISITION CORP A BILANDER ACQ CL A CW27 09001T114 55 50,000 SH   SOLE   50,000 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 1,355 1,816 SH   SOLE   1,816 0 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 2,257 4,657 SH   SOLE   4,657 0 0
BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 415 114,944 SH   SOLE   114,944 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 803 2,839 SH   SOLE   2,839 0 0
BITE ACQUISITION CORP COMMON STOCK USD.0001 09175K105 487 50,000 SH   SOLE   50,000 0 0
BITE ACQUISITION CORP BITE ACQUISITION CORP CW27 09175K113 15 25,000 SH   SOLE   25,000 0 0
BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 05550J101 4,972 90,537 SH   SOLE   90,537 0 0
BLACK HILLS CORP COMMON STOCK USD1.0 092113109 373 5,949 SH   SOLE   5,949 0 0
BLACKLINE INC COMMON STOCK USD.01 09239B109 964 8,164 SH   SOLE   8,164 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 7,862 9,374 SH   SOLE   9,374 0 0
BLACKSTONE INC COMMON STOCK USD.00001 09260D107 7,636 65,636 SH   SOLE   65,636 0 0
BLACKSTONE MORTGAGE TRU CL A REIT USD.01 09257W100 355 11,719 SH   SOLE   11,719 0 0
BLUE OWL CAPITAL INC COMMON STOCK USD.0001 09581B103 567 36,459 SH   SOLE   36,459 0 0
BLUE WHALE ACQUISITION COR A COMMON STOCK USD.0001 G1330M103 964 100,000 SH   SOLE   100,000 0 0
BLUE WHALE ACQUISITION COR A BLUE WHALE ACQ CORP CW23 G1330M129 18 25,000 SH   SOLE   25,000 0 0
BLUELINX HOLDINGS INC COMMON STOCK USD.01 09624H208 243 4,979 SH   SOLE   4,979 0 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 1,336 12,994 SH   SOLE   12,994 0 0
BLUERIVER ACQUISITION CORP UNIT USD.0001 G1261Q123 0 2 SH   SOLE   2 0 0
BLUERIVER ACQUISITION CORP A COMMON STOCK USD.0001 G1261Q107 195 19,998 SH   SOLE   19,998 0 0
BLUERIVER ACQUISITION CORP A BLUERIVER ACQUISIT A CW26 G1261Q115 4 6,666 SH   SOLE   6,666 0 0
BLUESCAPE OPPORTUNITIES AC A COMMON STOCK USD.0001 G1195N105 980 99,998 SH   SOLE   99,998 0 0
BLUESCAPE OPPORTUNITIES AC A BLUESCAPE OPPORTUNIT A CW26 G1195N113 50 49,999 SH   SOLE   49,999 0 0
BLUESCAPE OPPORTUNITIES ACQ UNIT USD.0001 G1195N121 0 2 SH   SOLE   2 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 2,274 10,339 SH   SOLE   10,339 0 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 541 10,031 SH   SOLE   10,031 0 0
BOLT BIOTHERAPEUTICS INC COMMON STOCK USD.00001 097702104 338 26,748 SH   SOLE   26,748 0 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 5,605 2,361 SH   SOLE   2,361 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 5,474 68,988 SH   SOLE   68,988 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 182 4,216 SH   SOLE   4,216 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 1,696 15,655 SH   SOLE   15,655 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 8,387 193,283 SH   SOLE   193,283 0 0
BOWX ACQUISITION CORP CL A BOWX ACQUISITION CORP CW25 103085114 104 50,000 SH   SOLE   50,000 0 0
BOX INC CLASS A COMMON STOCK USD.0001 10316T104 589 24,881 SH   SOLE   24,881 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 899 14,211 SH   SOLE   14,211 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 933 18,395 SH   SOLE   18,395 0 0
BRIDGETOWN 2 HOLDINGS LTD A COMMON STOCK USD.0001 G1355V103 297 30,000 SH   SOLE   30,000 0 0
BRIGHT LIGHTS ACQUISITI CL A COMMON STOCK USD.0001 10920K101 974 100,000 SH   SOLE   100,000 0 0
BRIGHT LIGHTS ACQUISITI CL A BRIGHT LIGHTS ACQ CL A CW27 10920K119 48 50,000 SH   SOLE   50,000 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 7,187 121,459 SH   SOLE   121,459 0 0
BROADCOM INC COMMON STOCK 11135F101 1,699 3,503 SH   SOLE   3,503 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 100 603 SH   SOLE   603 0 0
BROADSCALE ACQUISITION CL A COMMON STOCK USD.0001 11134Y101 486 50,000 SH   SOLE   50,000 0 0
BROADSCALE ACQUISITION CL A BROADSCALE ACQ CL A CW26 11134Y119 9 12,500 SH   SOLE   12,500 0 0
BROADSTONE ACQUISITION COR A COMMON STOCK USD.0001 G1739V100 2,736 275,000 SH   SOLE   275,000 0 0
BROADSTONE ACQUISITION COR A BROADSTONE ACQUISITION CW28 G1739V126 149 137,500 SH   SOLE   137,500 0 0
BROADSTONE NET LEASE INC REIT USD.00025 11135E203 680 27,394 SH   SOLE   27,394 0 0
BROOKFIELD INFRASTRUCTURE PA LTD PART G16252101 1,054 18,787 SH   SOLE   18,787 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 3,814 68,788 SH   SOLE   68,788 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 147 2,188 SH   SOLE   2,188 0 0
BRUKER CORP COMMON STOCK USD.01 116794108 1,199 15,355 SH   SOLE   15,355 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 1,736 18,221 SH   SOLE   18,221 0 0
BUILD ACQUISITION CORP UNIT USD.0001 12008J204 0 4 SH   SOLE   4 0 0
BUILD ACQUISITION CORP A COMMON STOCK USD.0001 12008J105 969 99,996 SH   SOLE   99,996 0 0
BUILD ACQUISITION CORP A BUILD ACQUIS CORP A CW26 12008J113 23 33,332 SH   SOLE   33,332 0 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 730 14,109 SH   SOLE   14,109 0 0
BUMBLE INC A COMMON STOCK USD.01 12047B105 1,346 26,930 SH   SOLE   26,930 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 395 4,858 SH   SOLE   4,858 0 0
BYTE ACQUISITION CORP A COMMON STOCK USD.0001 G1R25Q105 728 75,000 SH   SOLE   75,000 0 0
BYTE ACQUISITION CORP A BYTE ACQUISITION COR A CW28 G1R25Q113 23 37,500 SH   SOLE   37,500 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 144 1,659 SH   SOLE   1,659 0 0
CADENCE BANCORP COMMON STOCK 12739A100 760 34,587 SH   SOLE   34,587 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 371 2,448 SH   SOLE   2,448 0 0
CAESARS ENTERTAINMENT INC COMMON STOCK 12769G100 941 8,384 SH   SOLE   8,384 0 0
CAMBIUM NETWORKS CORP COMMON STOCK USD.0001 G17766109 212 5,868 SH   SOLE   5,868 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 1,119 7,590 SH   SOLE   7,590 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 149 3,567 SH   SOLE   3,567 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 613 3,786 SH   SOLE   3,786 0 0
CAPSTAR SPECIAL PURPOSE AC A COMMON STOCK USD.0001 14070Y101 1,984 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPECIAL PURPOSE AC A CAPSTAR SPECIAL PURPOSE CW27 14070Y119 87 100,000 SH   SOLE   100,000 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 140 2,840 SH   SOLE   2,840 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 338 10,305 SH   SOLE   10,305 0 0
CAREMAX INC CAREMAX CW 14171W111 3 999 SH   SOLE   999 0 0
CARETRUST REIT INC REIT USD.01 14174T107 422 20,773 SH   SOLE   20,773 0 0
CARLOTZ INC COMMON STOCK USD.0001 142552108 331 86,785 SH   SOLE   86,785 0 0
CARLYLE GROUP INC/THE COMMON STOCK USD1.0 14316J108 342 7,244 SH   SOLE   7,244 0 0
CARMAX INC COMMON STOCK USD.5 143130102 4,777 37,334 SH   SOLE   37,334 0 0
CARNEY TECHNOLOGY ACQU CL A COMMON STOCK USD.0001 143636108 2,931 300,000 SH   SOLE   300,000 0 0
CARNEY TECHNOLOGY ACQU CL A CARNEY TECHNOLOGY ACQ CW27 143636116 66 100,000 SH   SOLE   100,000 0 0
CARRIER GLOBAL CORP COMMON STOCK USD.01 14448C104 355 6,853 SH   SOLE   6,853 0 0
CARTESIAN GROWTH CORP UNIT USD.0001 G19276123 0 4 SH   SOLE   4 0 0
CARTESIAN GROWTH CORP A COMMON STOCK USD.0001 G19276107 99 9,996 SH   SOLE   9,996 0 0
CARTESIAN GROWTH CORP A CARTESIAN GROWTH CL A CW27 G19276115 4 3,332 SH   SOLE   3,332 0 0
CATALENT INC COMMON STOCK USD.01 148806102 691 5,191 SH   SOLE   5,191 0 0
CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001 14888U101 377 71,187 SH   SOLE   71,187 0 0
CATCHA INVESTMENT CORP UNIT USD.0001 G1962Y128 0 2 SH   SOLE   2 0 0
CATCHA INVESTMENT CORP A COMMON STOCK USD.0001 G1962Y102 487 49,998 SH   SOLE   49,998 0 0
CATCHA INVESTMENT CORP A CATCHA INVESTMENT CW27 G1962Y110 11 16,666 SH   SOLE   16,666 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 986 5,135 SH   SOLE   5,135 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 446 10,774 SH   SOLE   10,774 0 0
CAZOO GROUP LTD CAZOO GROUP LTD CW26 G2007L113 60 40,000 SH   SOLE   40,000 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 832 6,714 SH   SOLE   6,714 0 0
CBRE ACQUISITION HOLDINGS A COMMON STOCK USD.0001 12510J106 2,483 250,000 SH   SOLE   250,000 0 0
CBRE ACQUISITION HOLDINGS A CBRE ACQ HOLDINGS A CW27 12510J114 103 62,500 SH   SOLE   62,500 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 205 2,101 SH   SOLE   2,101 0 0
CC NEUBERGER PRINCIPAL CL A COMMON STOCK USD.0001 G3166T103 1,473 149,996 SH   SOLE   149,996 0 0
CC NEUBERGER PRINCIPAL CL A CC NEUBERGER PRINCIPAL CW25 G3166T111 38 37,499 SH   SOLE   37,499 0 0
CC NEUBERGER PRINCIPAL HOL A COMMON STOCK USD.0001 G1992N100 977 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRINCIPAL HOL A CC NEUBERGER PRINCIPAL CW27 G1992N126 21 20,000 SH   SOLE   20,000 0 0
CC NEUBERGER PRINCIPAL HOLDI UNIT USD.0001 G3166T129 0 4 SH   SOLE   4 0 0
CCC INTELLIGENT SOLUTIONS HO CCC INTELLIGENT SOLUTIONS HO 12510Q118 5 2,000 SH   SOLE   2,000 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 27 643 SH   SOLE   643 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 235 1,290 SH   SOLE   1,290 0 0
CELANESE CORP COMMON STOCK USD.0001 150870103 699 4,639 SH   SOLE   4,639 0 0
CELSIUS HOLDINGS INC COMMON STOCK USD.001 15118V207 773 8,585 SH   SOLE   8,585 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 801 12,850 SH   SOLE   12,850 0 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 456 68,114 SH   SOLE   68,114 0 0
CENTERSPACE REIT 15202L107 389 4,113 SH   SOLE   4,113 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 4,758 123,075 SH   SOLE   123,075 0 0
CERBERUS TELECOM ACQUISIT A COMMON STOCK USD.0001 G2040C104 976 124,998 SH   SOLE   124,998 0 0
CERBERUS TELECOM ACQUISIT A CERBERUS TELECOM ACQUI CW25 G2040C120 42 41,666 SH   SOLE   41,666 0 0
CERBERUS TELECOM ACQUISITION UNIT USD.0001 G2040C112 0 2 SH   SOLE   2 0 0
CERENCE INC COMMON STOCK USD.01 156727109 226 2,356 SH   SOLE   2,356 0 0
CERIDIAN HCM HOLDING INC COMMON STOCK USD.01 15677J108 45 397 SH   SOLE   397 0 0
CERNER CORP COMMON STOCK USD.01 156782104 5,658 80,230 SH   SOLE   80,230 0 0
CERTARA INC COMMON STOCK USD.01 15687V109 315 9,512 SH   SOLE   9,512 0 0
CF ACQUISITION CORP V UNIT USD.0001 12520R205 0 4 SH   SOLE   4 0 0
CF ACQUISITION CORP V A COMMON STOCK USD.0001 12520R106 247 24,996 SH   SOLE   24,996 0 0
CF ACQUISITION CORP V A CF ACQUISITION V CL A CW27 12520R114 8 8,332 SH   SOLE   8,332 0 0
CF ACQUISITION CORP VI CLS A COMMON STOCK USD.0001 12521J103 97 10,000 SH   SOLE   10,000 0 0
CF ACQUISITION CORP VI CLS A CF ACQUISITION VI CL A CW28 12521J111 2 2,500 SH   SOLE   2,500 0 0
CF ACQUISITION CORP VIII A COMMON STOCK USD.0001 12520C109 100 10,000 SH   SOLE   10,000 0 0
CF ACQUISITION CORP VIII A CF ACQUISITION VIII A CW27 12520C117 3 2,500 SH   SOLE   2,500 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 228 4,079 SH   SOLE   4,079 0 0
CHAMPIONX CORP COMMON STOCK USD.01 15872M104 67 3,000 SH   SOLE   3,000 0 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 678 26,872 SH   SOLE   26,872 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 2,537 6,147 SH   SOLE   6,147 0 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 2,124 2,920 SH   SOLE   2,920 0 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 289 2,560 SH   SOLE   2,560 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 2,831 6,086 SH   SOLE   6,086 0 0
CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 254 2,598 SH   SOLE   2,598 0 0
CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CORP CW26 165167164 276 7,629 SH   SOLE   7,629 0 0
CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CW26 165167172 270 8,477 SH   SOLE   8,477 0 0
CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CORP CW26 165167180 138 4,708 SH   SOLE   4,708 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167735 455 7,389 SH   SOLE   7,389 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 6,808 67,111 SH   SOLE   67,111 0 0
CHICKEN SOUP FOR THE SOUL EN COMMON STOCK 16842Q100 221 9,668 SH   SOLE   9,668 0 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 221 2,941 SH   SOLE   2,941 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 573 315 SH   SOLE   315 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 5,481 43,373 SH   SOLE   43,373 0 0
CHP MERGER CORP CLASS A COMMON STOCK USD.0001 12558Y106 401 40,000 SH   SOLE   40,000 0 0
CHUBB LTD COMMON STOCK H1467J104 3,014 17,375 SH   SOLE   17,375 0 0
CHURCHILL CAPITAL CORP V A COMMON STOCK USD.0001 17144T107 49 5,000 SH   SOLE   5,000 0 0
CHURCHILL CAPITAL CORP V A CHURCHILL CAP V CL A CW27 17144T115 2 1,250 SH   SOLE   1,250 0 0
CHURCHILL CAPITAL CORP VI A COMMON STOCK USD.0001 17143W101 489 50,000 SH   SOLE   50,000 0 0
CHURCHILL CAPITAL CORP VII A COMMON STOCK USD.0001 17144M102 486 50,000 SH   SOLE   50,000 0 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 443 14,037 SH   SOLE   14,037 0 0
CIENA CORP COMMON STOCK USD.01 171779309 447 8,708 SH   SOLE   8,708 0 0
CIGNA CORP COMMON STOCK USD.01 125523100 583 2,913 SH   SOLE   2,913 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 162 1,415 SH   SOLE   1,415 0 0
CINTAS CORP COMMON STOCK 172908105 5,652 14,847 SH   SOLE   14,847 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 4,446 81,683 SH   SOLE   81,683 0 0
CITIC CAPITAL ACQUISITION A COMMON STOCK USD.0001 G21513109 997 100,000 SH   SOLE   100,000 0 0
CITIC CAPITAL ACQUISITION A CITIC CAPITAL ACQUISIT CW27 G21513117 40 50,000 SH   SOLE   50,000 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 4,921 70,118 SH   SOLE   70,118 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 194 4,125 SH   SOLE   4,125 0 0
CLARIM ACQUISITION CORP UNIT USD.0001 18049C207 0 4 SH   SOLE   4 0 0
CLARIM ACQUISITION CORP CL A COMMON STOCK USD.0001 18049C108 246 24,996 SH   SOLE   24,996 0 0
CLARIM ACQUISITION CORP CL A CLARIM ACQ CL A CW27 18049C116 5 8,332 SH   SOLE   8,332 0 0
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK 18453H106 768 283,411 SH   SOLE   283,411 0 0
CLIMATE REAL IMPACT SOLUTI A COMMON STOCK USD.0001 187171103 147 15,000 SH   SOLE   15,000 0 0
CLIMATE REAL IMPACT SOLUTI A CLIMATE REAL IMPACT SOL CW27 187171111 3 3,000 SH   SOLE   3,000 0 0
CLOUDERA INC COMMON STOCK USD.00005 18914U100 3,916 245,215 SH   SOLE   245,215 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 616 3,186 SH   SOLE   3,186 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 358 5,997 SH   SOLE   5,997 0 0
CNH INDUSTRIAL NV COMMON STOCK EUR.01 N20944109 714 42,980 SH   SOLE   42,980 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 376 15,986 SH   SOLE   15,986 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 3,126 59,570 SH   SOLE   59,570 0 0
COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0 191098102 683 1,733 SH   SOLE   1,733 0 0
COCA COLA EUROPACIFIC PARTNE COMMON STOCK EUR.01 G25839104 157 2,840 SH   SOLE   2,840 0 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 827 11,676 SH   SOLE   11,676 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 2,628 32,757 SH   SOLE   32,757 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 3,830 51,617 SH   SOLE   51,617 0 0
COGNYTE SOFTWARE LTD COMMON STOCK M25133105 92 4,465 SH   SOLE   4,465 0 0
COHEN STEERS INC COMMON STOCK USD.01 19247A100 868 10,362 SH   SOLE   10,362 0 0
COHERENT INC COMMON STOCK USD.01 192479103 1,070 4,278 SH   SOLE   4,278 0 0
COHN ROBBINS HOLDINGS CL A COMMON STOCK USD.0001 G23726105 491 49,998 SH   SOLE   49,998 0 0
COHN ROBBINS HOLDINGS CL A COHN ROBBINS HOLDINGS CW25 G23726113 15 16,666 SH   SOLE   16,666 0 0
COHN ROBBINS HOLDINGS CORP UNIT USD.0001 G23726121 0 2 SH   SOLE   2 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 450 9,813 SH   SOLE   9,813 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2,249 29,752 SH   SOLE   29,752 0 0
COLICITY INC A COMMON STOCK USD.0001 194170106 10 1,000 SH   SOLE   1,000 0 0
COLICITY INC A COLICITY INC A CW27 194170114 0 200 SH   SOLE   200 0 0
COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001 19459J104 239 12,107 SH   SOLE   12,107 0 0
COLONNADE ACQUISITION CORP A COMMON STOCK USD.0001 G2284B101 245 25,000 SH   SOLE   25,000 0 0
COLONNADE ACQUISITION CORP A COLONNADE ACQ CL A CW27 G2284B119 4 5,000 SH   SOLE   5,000 0 0
COLUMBIA BANKING SYSTEM INC COMMON STOCK 197236102 331 8,714 SH   SOLE   8,714 0 0
COLUMBIA PROPERTY TRUST INC REIT USD.01 198287203 803 42,200 SH   SOLE   42,200 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 1,391 14,518 SH   SOLE   14,518 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 3,979 71,144 SH   SOLE   71,144 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 192 2,380 SH   SOLE   2,380 0 0
COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 277 9,089 SH   SOLE   9,089 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 428 36,602 SH   SOLE   36,602 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 1,873 24,872 SH   SOLE   24,872 0 0
COMPUTE HEALTH ACQUISITION A COMMON STOCK USD.0001 204833107 977 100,000 SH   SOLE   100,000 0 0
COMPUTE HEALTH ACQUISITION A COMPUTE HEALTH ACQ A CW27 204833115 24 25,000 SH   SOLE   25,000 0 0
COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768302 516 49,855 SH   SOLE   49,855 0 0
COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 463 18,094 SH   SOLE   18,094 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 2,003 59,138 SH   SOLE   59,138 0 0
CONCORD ACQUISITION CORP II UNIT USD.0001 20607U207 1,994 200,000 SH   SOLE   200,000 0 0
CONN S INC COMMON STOCK USD.01 208242107 755 33,090 SH   SOLE   33,090 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4,304 63,508 SH   SOLE   63,508 0 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854L108 1,756 67,499 SH   SOLE   67,499 0 0
CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 615 66,953 SH   SOLE   66,953 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 294 4,052 SH   SOLE   4,052 0 0
CONSTELLATION ACQUISITION A COMMON STOCK USD.0001 G2R18K105 976 99,996 SH   SOLE   99,996 0 0
CONSTELLATION ACQUISITION A CONSTELLATION ACQ A CW27 G2R18K113 23 33,332 SH   SOLE   33,332 0 0
CONSTELLATION ACQUISITION CO UNIT USD.0001 G2R18K121 0 4 SH   SOLE   4 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 375 1,781 SH   SOLE   1,781 0 0
CONX CORP CLASS A SHARES COMMON STOCK USD.0001 212873103 980 100,000 SH   SOLE   100,000 0 0
CONX CORP CLASS A SHARES CONX CORP CLASS A CW27 212873111 29 25,000 SH   SOLE   25,000 0 0
CONYERS PARK III ACQUISITION UNIT USD.0001 21289P201 1,515 150,000 SH   SOLE   150,000 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 163 394 SH   SOLE   394 0 0
COPART INC COMMON STOCK 217204106 5,720 41,233 SH   SOLE   41,233 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 397 20,185 SH   SOLE   20,185 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 1,341 9,682 SH   SOLE   9,682 0 0
CORNER GROWTH ACQUISITION A COMMON STOCK USD.0001 G2426E104 493 49,998 SH   SOLE   49,998 0 0
CORNER GROWTH ACQUISITION A CORNER GROWTH ACQUISITI CW23 G2426E120 19 16,666 SH   SOLE   16,666 0 0
CORNER GROWTH ACQUISITION CO UNIT USD.0001 G2426E112 0 2 SH   SOLE   2 0 0
CORNERSTONE BUILDING BRANDS COMMON STOCK USD.01 21925D109 421 28,785 SH   SOLE   28,785 0 0
CORNING INC COMMON STOCK USD.5 219350105 261 7,145 SH   SOLE   7,145 0 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 515 19,101 SH   SOLE   19,101 0 0
CORSAIR PARTNERING CORP UNIT USD.0001 G2540H124 0 2 SH   SOLE   2 0 0
CORSAIR PARTNERING CORP A COMMON STOCK USD.0001 G2540H108 1,231 124,998 SH   SOLE   124,998 0 0
CORSAIR PARTNERING CORP A CORSAIR PARTNERING A CW27 G2540H116 32 41,666 SH   SOLE   41,666 0 0
CORTEVA INC COMMON STOCK USD.01 22052L104 179,270 4,260,223 SH   SOLE   4,260,223 0 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 1,743 20,250 SH   SOLE   20,250 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 3,593 7,996 SH   SOLE   7,996 0 0
COTERRA ENERGY INC COMMON STOCK USD.1 127097103 65 2,997 SH   SOLE   2,997 0 0
COUSINS PROPERTIES INC REIT USD1.0 222795502 2,085 55,900 SH   SOLE   55,900 0 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 885 1,512 SH   SOLE   1,512 0 0
CRESCENT COVE ACQUISITION A COMMON STOCK USD.0001 G2554Y104 243 25,000 SH   SOLE   25,000 0 0
CRESCENT COVE ACQUISITION A CRESCENT COVE ACQ A CW27 G2554Y120 7 12,500 SH   SOLE   12,500 0 0
CROCS INC COMMON STOCK USD.001 227046109 2,636 18,375 SH   SOLE   18,375 0 0
CROWDSTRIKE HOLDINGS INC A COMMON STOCK 22788C105 872 3,548 SH   SOLE   3,548 0 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 668 3,852 SH   SOLE   3,852 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 8,056 79,934 SH   SOLE   79,934 0 0
CROWN PROPTECH ACQUISITION A COMMON STOCK USD.0001 G25741102 1,950 199,998 SH   SOLE   199,998 0 0
CROWN PROPTECH ACQUISITION A CROWN PROPTECH ACQ A CW27 G25741110 34 66,666 SH   SOLE   66,666 0 0
CROWN PROPTECH ACQUISITIONS UNIT USD.0001 G25741128 0 2 SH   SOLE   2 0 0
CRUCIBLE ACQUISITION CORP UNIT USD.0001 22877P207 0 4 SH   SOLE   4 0 0
CRUCIBLE ACQUISITION CORP A COMMON STOCK USD.0001 22877P108 391 39,996 SH   SOLE   39,996 0 0
CRUCIBLE ACQUISITION CORP A CRUCIBLE ACQ CL A CW25 22877P116 11 13,332 SH   SOLE   13,332 0 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 231 10,356 SH   SOLE   10,356 0 0
CRYOPORT INC COMMON STOCK USD.001 229050307 238 3,575 SH   SOLE   3,575 0 0
CSX CORP COMMON STOCK USD1.0 126408103 8,687 292,110 SH   SOLE   292,110 0 0
CTS CORP COMMON STOCK 126501105 345 11,162 SH   SOLE   11,162 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 609 2,713 SH   SOLE   2,713 0 0
CURO GROUP HOLDINGS CORP COMMON STOCK 23131L107 289 16,672 SH   SOLE   16,672 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1.0 231561101 2,599 20,596 SH   SOLE   20,596 0 0
CUSHMAN WAKEFIELD PLC COMMON STOCK USD.01 G2717B108 427 22,938 SH   SOLE   22,938 0 0
CVR ENERGY INC COMMON STOCK USD.01 12662P108 478 28,704 SH   SOLE   28,704 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 879 10,358 SH   SOLE   10,358 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 1,917 12,149 SH   SOLE   12,149 0 0
CYMABAY THERAPEUTICS INC COMMON STOCK USD.0001 23257D103 207 56,651 SH   SOLE   56,651 0 0
CYRUSONE INC REIT USD.01 23283R100 1,794 23,171 SH   SOLE   23,171 0 0
D AND Z MEDIA ACQUISITION A COMMON STOCK USD.0001 23305Q106 97 9,996 SH   SOLE   9,996 0 0
D AND Z MEDIA ACQUISITION A D AND Z MEDIA ACQ CL A CW27 23305Q114 2 3,332 SH   SOLE   3,332 0 0
D AND Z MEDIA ACQUISITION CO UNIT USD.0001 23305Q205 0 4 SH   SOLE   4 0 0
DANA INC COMMON STOCK USD.01 235825205 691 31,054 SH   SOLE   31,054 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 24,469 80,374 SH   SOLE   80,374 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 248 1,640 SH   SOLE   1,640 0 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 991 13,783 SH   SOLE   13,783 0 0
DAVITA INC COMMON STOCK USD.001 23918K108 57 486 SH   SOLE   486 0 0
DD3 ACQUISITION CORP II A COMMON STOCK USD.0001 23318M100 298 30,000 SH   SOLE   30,000 0 0
DD3 ACQUISITION CORP II A DD3 ACQUISITION II A CW27 23318M118 18 15,000 SH   SOLE   15,000 0 0
DECARBONIZATION PLUS ACQ WRTS CALL EXP 19JAN26 WRTS 242794113 29 23,332 SH   SOLE   23,332 0 0
DECARBONIZATION PLUS ACQUI A COMMON STOCK USD.0001 242794105 692 69,996 SH   SOLE   69,996 0 0
DECARBONIZATION PLUS ACQUISI UNIT USD.0001 G2773W129 81 8,000 SH   SOLE   8,000 0 0
DECARBONIZATION PLUS ACQUISI UNIT USD.0001 242794204 0 4 SH   SOLE   4 0 0
DEEP LAKE CAPITAL ACQUIS CLA COMMON STOCK USD.0001 G27029100 1,656 169,998 SH   SOLE   169,998 0 0
DEEP LAKE CAPITAL ACQUIS CLA DEEP LAKE CAPITAL CL B CW27 G27029118 64 84,999 SH   SOLE   84,999 0 0
DEEP LAKE CAPITAL ACQUISITIO UNIT USD.0001 G27029126 0 2 SH   SOLE   2 0 0
DEERE CO COMMON STOCK USD1.0 244199105 6,576 19,627 SH   SOLE   19,627 0 0
DELL TECHNOLOGIES C COMMON STOCK 24703L202 1,383 13,297 SH   SOLE   13,297 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 7,107 166,791 SH   SOLE   166,791 0 0
DENALI THERAPEUTICS INC COMMON STOCK USD.01 24823R105 410 8,127 SH   SOLE   8,127 0 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,251 21,555 SH   SOLE   21,555 0 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 210 5,914 SH   SOLE   5,914 0 0
DEXCOM INC COMMON STOCK USD.001 252131107 1,736 3,174 SH   SOLE   3,174 0 0
DFP HEALTHCARE ACQUISIT CL A COMMON STOCK USD.0001 23343Q100 496 50,000 SH   SOLE   50,000 0 0
DFP HEALTHCARE ACQUISIT CL A DFP HEALTHCARE ACQUISIT CW22 23343Q118 16 12,500 SH   SOLE   12,500 0 0
DHB CAPITAL CORP UNIT USD.0001 23291W208 0 4 SH   SOLE   4 0 0
DHB CAPITAL CORP CL A COMMON STOCK USD.0001 23291W109 970 99,996 SH   SOLE   99,996 0 0
DHB CAPITAL CORP CL A DHB CAPITAL CORP CL A CW28 23291W117 22 33,332 SH   SOLE   33,332 0 0
DHC ACQUISITION CORP UNIT USD.0001 G2758T125 0 4 SH   SOLE   4 0 0
DHC ACQUISITION CORP A COMMON STOCK USD.0001 G2758T109 1,710 174,996 SH   SOLE   174,996 0 0
DHC ACQUISITION CORP A DHC ACQUISITION CORP A CW27 G2758T117 39 58,332 SH   SOLE   58,332 0 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 242 2,555 SH   SOLE   2,555 0 0
DICERNA PHARMACEUTICALS INC COMMON STOCK USD.0001 253031108 232 11,529 SH   SOLE   11,529 0 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 2,617 21,852 SH   SOLE   21,852 0 0
DIEBOLD NIXDORF INC COMMON STOCK USD1.25 253651103 320 31,701 SH   SOLE   31,701 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 4,399 30,456 SH   SOLE   30,456 0 0
DIGITAL TRANSFORMATION OPP A COMMON STOCK USD.0001 25401K107 2,425 250,000 SH   SOLE   250,000 0 0
DIGITAL TRANSFORMATION OPP A DIGITAL TRANSFORMATION CW28 25401K115 43 62,500 SH   SOLE   62,500 0 0
DIGITAL TURBINE INC COMMON STOCK USD.0001 25400W102 339 4,929 SH   SOLE   4,929 0 0
DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025 25402D102 252 3,247 SH   SOLE   3,247 0 0
DILLARDS INC CL A COMMON STOCK 254067101 939 5,440 SH   SOLE   5,440 0 0
DIODES INC COMMON STOCK USD.667 254543101 3,930 43,385 SH   SOLE   43,385 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 304 2,476 SH   SOLE   2,476 0 0
DISCOVERY INC C COMMON STOCK USD.01 25470F302 121 4,981 SH   SOLE   4,981 0 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 98 2,251 SH   SOLE   2,251 0 0
DMY TECHNOLOGY GROUP IV A COMMON STOCK USD.0001 23344K102 50 5,000 SH   SOLE   5,000 0 0
DMY TECHNOLOGY GROUP IV A DMY TECH GROUP IV CL A CW27 23344K110 2 1,000 SH   SOLE   1,000 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 12,080 56,943 SH   SOLE   56,943 0 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 7,117 74,350 SH   SOLE   74,350 0 0
DOMA HOLDINGS INC COMMON STOCK USD.0001 25703A104 0 2 SH   SOLE   2 0 0
DOMA HOLDINGS INC DOMA HOLDINGS IN CW27 25703A112 23 16,666 SH   SOLE   16,666 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 1,474 20,189 SH   SOLE   20,189 0 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 3,903 8,183 SH   SOLE   8,183 0 0
DOMO INC CLASS B COMMON STOCK USD.001 257554105 248 2,932 SH   SOLE   2,932 0 0
DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01 25787G100 964 27,848 SH   SOLE   27,848 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 855 27,042 SH   SOLE   27,042 0 0
DOVER CORP COMMON STOCK USD1.0 260003108 1,150 7,393 SH   SOLE   7,393 0 0
DOW INC COMMON STOCK USD.01 260557103 1,806 31,376 SH   SOLE   31,376 0 0
DPCM CAPITAL INC UNIT USD.0001 23344P200 0 2 SH   SOLE   2 0 0
DPCM CAPITAL INC CLASS A COMMON STOCK USD.0001 23344P101 1,954 199,998 SH   SOLE   199,998 0 0
DPCM CAPITAL INC CLASS A DPCM CAPITAL INC A CW27 23344P119 41 66,666 SH   SOLE   66,666 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 244 2,905 SH   SOLE   2,905 0 0
DRAGONEER GROWTH OPP III A COMMON STOCK USD.0001 G28315102 196 20,000 SH   SOLE   20,000 0 0
DRAGONEER GROWTH OPPORT CL A COMMON STOCK USD.0001 G28314105 199 20,000 SH   SOLE   20,000 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 249 2,225 SH   SOLE   2,225 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 738 7,561 SH   SOLE   7,561 0 0
DUKE REALTY CORP REIT USD.01 264411505 2,969 62,020 SH   SOLE   62,020 0 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 59 1,743 SH   SOLE   1,743 0 0
DYNAMICS SPECIAL PURPOSE C A COMMON STOCK USD.0001 268010105 696 70,000 SH   SOLE   70,000 0 0
DYNATRACE INC COMMON STOCK USD.001 268150109 564 7,950 SH   SOLE   7,950 0 0
E.MERGE TECHNOLOGY ACQUISI A COMMON STOCK USD.0001 26873Y104 245 24,999 SH   SOLE   24,999 0 0
E.MERGE TECHNOLOGY ACQUISI A E.MERGE TECHNOLOGY ACQ CW25 26873Y112 6 8,333 SH   SOLE   8,333 0 0
E.MERGE TECHNOLOGY ACQUISITI UNIT USD.0001 26873Y203 0 1 SH   SOLE   1 0 0
E2OPEN PARENT HOLDINGS INC COMMON STOCK USD.0001 29788T103 0 2 SH   SOLE   2 0 0
EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001 269796108 1,206 21,617 SH   SOLE   21,617 0 0
EAST RESOURCES ACQUISITION A COMMON STOCK USD.0001 274681105 1,968 200,000 SH   SOLE   200,000 0 0
EAST RESOURCES ACQUISITION A EAST RESOURCES ACQUIS CW27 274681113 64 100,000 SH   SOLE   100,000 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 3,732 48,127 SH   SOLE   48,127 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 167 1,660 SH   SOLE   1,660 0 0
EASTMAN KODAK CO COMMON STOCK USD.01 277461406 247 36,335 SH   SOLE   36,335 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,138 7,621 SH   SOLE   7,621 0 0
EBAY INC COMMON STOCK USD.001 278642103 1,838 26,375 SH   SOLE   26,375 0 0
ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001 27875T101 3,998 83,800 SH   SOLE   83,800 0 0
ECOLAB INC COMMON STOCK USD1.0 278865100 577 2,767 SH   SOLE   2,767 0 0
ECP ENVIRONMENTAL GROWTH O A COMMON STOCK USD.0001 26829T100 99 10,000 SH   SOLE   10,000 0 0
ECP ENVIRONMENTAL GROWTH O A ECP ENVIRONMENTAL GROW CW28 26829T118 2 2,500 SH   SOLE   2,500 0 0
EDIFY ACQUISITION CORP CL A COMMON STOCK USD.0001 28059Q103 49 5,000 SH   SOLE   5,000 0 0
EDIFY ACQUISITION CORP CL A EDIFY ACQ CL A CW27 28059Q111 1 2,500 SH   SOLE   2,500 0 0
EDITAS MEDICINE INC COMMON STOCK USD.0001 28106W103 348 8,479 SH   SOLE   8,479 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 1,423 12,571 SH   SOLE   12,571 0 0
EGAIN CORP COMMON STOCK USD.001 28225C806 230 22,594 SH   SOLE   22,594 0 0
EIGER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 28249U105 214 32,022 SH   SOLE   32,022 0 0
EJF ACQUISITION CORP UNIT USD.0001 G2955B117 0 4 SH   SOLE   4 0 0
EJF ACQUISITION CORP A COMMON STOCK USD.0001 G2955B109 986 99,996 SH   SOLE   99,996 0 0
EJF ACQUISITION CORP A EJF ACQUISITION CORP A CW27 G2955B125 55 33,332 SH   SOLE   33,332 0 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,895 13,322 SH   SOLE   13,322 0 0
ELI LILLY CO COMMON STOCK 532457108 2,466 10,673 SH   SOLE   10,673 0 0
ELLIOTT OPPORTUNITY II CORP UNIT USD.0001 G30092129 1,518 150,000 SH   SOLE   150,000 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 4,566 39,575 SH   SOLE   39,575 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 569 11,358 SH   SOLE   11,358 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 748 7,942 SH   SOLE   7,942 0 0
ENCOMPASS HEALTH CORP COMMON STOCK USD.01 29261A100 505 6,725 SH   SOLE   6,725 0 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 2,052 21,643 SH   SOLE   21,643 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 407 125,768 SH   SOLE   125,768 0 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 328 4,382 SH   SOLE   4,382 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 5,025 62,599 SH   SOLE   62,599 0 0
EQ HEALTH ACQUISITION CORP A COMMON STOCK USD.0001 26886A101 195 20,000 SH   SOLE   20,000 0 0
EQ HEALTH ACQUISITION CORP A EQ HEALTH ACQ A CW28 26886A119 6 10,000 SH   SOLE   10,000 0 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 303 1,196 SH   SOLE   1,196 0 0
EQUINIX INC REIT USD.001 29444U700 14,195 17,965 SH   SOLE   17,965 0 0
EQUITY DISTRIBUTION ACQUIS A COMMON STOCK USD.0001 29465E106 491 49,998 SH   SOLE   49,998 0 0
EQUITY DISTRIBUTION ACQUIS A EQUITY DISTRIBUTION A CW25 29465E114 15 16,666 SH   SOLE   16,666 0 0
EQUITY DISTRIBUTION ACQUISIT UNIT USD.0001 29465E205 0 2 SH   SOLE   2 0 0
EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 8,808 112,774 SH   SOLE   112,774 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 5,210 64,387 SH   SOLE   64,387 0 0
ESM ACQUISITION CORP UNIT USD.0001 G3195H120 0 4 SH   SOLE   4 0 0
ESM ACQUISITION CORP A COMMON STOCK USD.0001 G3195H104 976 99,996 SH   SOLE   99,996 0 0
ESM ACQUISITION CORP A ESM ACQUISITION CL A CW26 G3195H112 22 33,332 SH   SOLE   33,332 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 850 19,323 SH   SOLE   19,323 0 0
ESSENTIAL PROPERTIES REALTY REIT USD.01 29670E107 1,044 37,376 SH   SOLE   37,376 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 2,578 8,063 SH   SOLE   8,063 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 7,577 25,261 SH   SOLE   25,261 0 0
ETSY INC SR UNSECURED 09/27 0.125 29786AAL0 657 500,000 SH   SOLE   500,000 0 0
ETSY INC COMMON STOCK USD.001 29786A106 318 1,529 SH   SOLE   1,529 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 6,539 51,378 SH   SOLE   51,378 0 0
EUROPEAN BIOTECH ACQUISITI A COMMON STOCK USD.0001 G3167F102 971 99,996 SH   SOLE   99,996 0 0
EUROPEAN BIOTECH ACQUISITI A EUROPEAN BIOTECH CW26 G3167F128 19 33,332 SH   SOLE   33,332 0 0
EUROPEAN BIOTECH ACQUISITION UNIT USD.0001 G3167F110 0 4 SH   SOLE   4 0 0
EVERCORE INC A COMMON STOCK USD.01 29977A105 614 4,595 SH   SOLE   4,595 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 1,879 7,491 SH   SOLE   7,491 0 0
EVERGY INC COMMON STOCK 30034W106 1,922 30,908 SH   SOLE   30,908 0 0
EVERTEC INC COMMON STOCK USD.01 30040P103 842 18,413 SH   SOLE   18,413 0 0
EXELIXIS INC COMMON STOCK USD.001 30161Q104 634 29,985 SH   SOLE   29,985 0 0
EXELON CORP COMMON STOCK 30161N101 5,603 115,913 SH   SOLE   115,913 0 0
EXP WORLD HOLDINGS INC COMMON STOCK USD.00001 30212W100 949 23,858 SH   SOLE   23,858 0 0
EXPEDIA GROUP INC COMMON STOCK USD.001 30212P303 363 2,213 SH   SOLE   2,213 0 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 160 1,343 SH   SOLE   1,343 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 5,937 35,341 SH   SOLE   35,341 0 0
EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 251 25,519 SH   SOLE   25,519 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 2,360 40,123 SH   SOLE   40,123 0 0
EZCORP INC COMPANY GUAR 05/25 2.375 302301AE6 3,308 3,635,000 SH   SOLE   3,635,000 0 0
EZCORP INC COMPANY GUAR 07/24 2.875 302301AF3 2,069 2,000,000 SH   SOLE   2,000,000 0 0
F5 NETWORKS INC COMMON STOCK 315616102 115 578 SH   SOLE   578 0 0
FACEBOOK INC CLASS A COMMON STOCK USD.000006 30303M102 53,767 158,421 SH   SOLE   158,421 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 3,033 7,684 SH   SOLE   7,684 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 4,748 11,931 SH   SOLE   11,931 0 0
FAR PEAK ACQUISITION CORP UNIT USD.0001 G3312L129 0 1 SH   SOLE   1 0 0
FAR PEAK ACQUISITION CORP A COMMON STOCK USD.0001 G3312L103 995 99,999 SH   SOLE   99,999 0 0
FAR PEAK ACQUISITION CORP A FAR PEAK ACQ CL A CW25 G3312L111 58 33,333 SH   SOLE   33,333 0 0
FAST ACQUISITION CORP II A COMMON STOCK USD.0001 311874101 970 100,000 SH   SOLE   100,000 0 0
FAST ACQUISITION CORP II A FAST ACQUISITION II A CW26 311874119 23 25,000 SH   SOLE   25,000 0 0
FASTENAL CO COMMON STOCK USD.01 311900104 300 5,813 SH   SOLE   5,813 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 177 1,499 SH   SOLE   1,499 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 604 15,643 SH   SOLE   15,643 0 0
FEDERATED HERMES INC COMMON STOCK 314211103 359 11,054 SH   SOLE   11,054 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 3,000 13,680 SH   SOLE   13,680 0 0
FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 31620R303 6,585 145,245 SH   SOLE   145,245 0 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 2,176 17,885 SH   SOLE   17,885 0 0
FIESTA RESTAURANT GROUP COMMON STOCK USD.01 31660B101 313 28,546 SH   SOLE   28,546 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 1,697 39,985 SH   SOLE   39,985 0 0
FIFTH WALL ACQUISITION COR A COMMON STOCK USD.0001 G34142102 737 75,000 SH   SOLE   75,000 0 0
FIGS INC CLASS A COMMON STOCK USD.0001 30260D103 588 15,839 SH   SOLE   15,839 0 0
FIGURE ACQUISITION CORP I A COMMON STOCK USD.0001 302438106 591 60,000 SH   SOLE   60,000 0 0
FIGURE ACQUISITION CORP I A FIGURE ACQ I CL A CW27 302438114 16 15,000 SH   SOLE   15,000 0 0
FINSERV ACQUISITION CORP A COMMON STOCK USD.0001 31809Y103 146 15,000 SH   SOLE   15,000 0 0
FINSERV ACQUISITION CORP A FINSERV ACQUISITION CO CW26 31809Y111 3 3,750 SH   SOLE   3,750 0 0
FINTECH ACQUISITION CORP A COMMON STOCK USD.0001 31811H106 996 100,000 SH   SOLE   100,000 0 0
FINTECH ACQUISITION CORP A FINTECH ACQUISITION A CW27 31811H114 27 25,000 SH   SOLE   25,000 0 0
FINTECH EVOLUTION ACQUISIT A COMMON STOCK USD.0001 G3R19A104 1,454 150,000 SH   SOLE   150,000 0 0
FINTECH EVOLUTION ACQUISIT A FINTECH EVOLUTION ACQ CW28 G3R19A120 34 50,000 SH   SOLE   50,000 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 3,378 50,382 SH   SOLE   50,382 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 264 20,093 SH   SOLE   20,093 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 319829107 1,102 80,825 SH   SOLE   80,825 0 0
FIRST HORIZON CORP COMMON STOCK USD.625 320517105 2,151 132,070 SH   SOLE   132,070 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 2,244 43,078 SH   SOLE   43,078 0 0
FIRST MERCHANTS CORP COMMON STOCK 320817109 643 15,363 SH   SOLE   15,363 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 206 1,066 SH   SOLE   1,066 0 0
FIRST RESERVE SUSTAINABLE A COMMON STOCK USD.0001 336169107 495 50,000 SH   SOLE   50,000 0 0
FIRST RESERVE SUSTAINABLE A FIRST RESERVE SUST A CW27 336169115 10 12,500 SH   SOLE   12,500 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 225 6,327 SH   SOLE   6,327 0 0
FIRSTMARK HORIZON ACQUISIT A COMMON STOCK USD.0001 33765Y101 980 99,999 SH   SOLE   99,999 0 0
FIRSTMARK HORIZON ACQUISIT A FIRSTMARK HORIZON ACQU CW25 33765Y119 42 33,333 SH   SOLE   33,333 0 0
FIRSTMARK HORIZON ACQUISITIO UNIT USD.0001 33765Y200 0 1 SH   SOLE   1 0 0
FISERV INC COMMON STOCK USD.01 337738108 634 5,844 SH   SOLE   5,844 0 0
FIVE9 INC COMMON STOCK USD.001 338307101 3,498 21,900 SH   SOLE   21,900 0 0
FLAME ACQUISITION CORP CL A COMMON STOCK USD.0001 33850F108 1,458 150,000 SH   SOLE   150,000 0 0
FLAME ACQUISITION CORP CL A FLAME ACQUISITION CL A CW28 33850F116 45 75,000 SH   SOLE   75,000 0 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 242 926 SH   SOLE   926 0 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 264 40,069 SH   SOLE   40,069 0 0
FMC CORP COMMON STOCK USD.1 302491303 225 2,457 SH   SOLE   2,457 0 0
FNB CORP COMMON STOCK USD.01 302520101 1,079 92,872 SH   SOLE   92,872 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 525 11,508 SH   SOLE   11,508 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 597 42,135 SH   SOLE   42,135 0 0
FORESIGHT ACQUISITION CORP UNIT USD.0001 34552Y205 0 2 SH   SOLE   2 0 0
FORESIGHT ACQUISITION CORP A COMMON STOCK USD.0001 34552Y106 493 49,998 SH   SOLE   49,998 0 0
FORESIGHT ACQUISITION CORP A FORESIGHT ACQ CORP A CW27 34552Y114 15 16,666 SH   SOLE   16,666 0 0
FOREST ROAD ACQUISITION CO A COMMON STOCK USD.0001 34619V103 975 100,000 SH   SOLE   100,000 0 0
FOREST ROAD ACQUISITION CO A FOREST ROAD ACQ CL A CW26 34619V111 17 20,000 SH   SOLE   20,000 0 0
FORMFACTOR INC COMMON STOCK USD.001 346375108 757 20,266 SH   SOLE   20,266 0 0
FORTINET INC COMMON STOCK USD.001 34959E109 1,413 4,837 SH   SOLE   4,837 0 0
FORTISTAR SUSTAINABLE SOLU A COMMON STOCK USD.0001 34962M106 488 49,998 SH   SOLE   49,998 0 0
FORTISTAR SUSTAINABLE SOLU A FORTISTAR SUSTAIN A CW27 34962M114 17 24,999 SH   SOLE   24,999 0 0
FORTISTAR SUSTAINABLE SOLUTI UNIT USD.0001 34962M205 0 2 SH   SOLE   2 0 0
FORTIVE CORP COMMON STOCK USD.01 34959J108 254 3,597 SH   SOLE   3,597 0 0
FORTRESS CAPITAL ACQUISITI A COMMON STOCK USD.0001 G36427105 489 50,000 SH   SOLE   50,000 0 0
FORTRESS CAPITAL ACQUISITI A FORTRESS CAP ACQ CL A CW27 G36427121 9 10,000 SH   SOLE   10,000 0 0
FORTRESS VALUE ACQUIS IV A COMMON STOCK USD.0001 34964K108 1,948 200,000 SH   SOLE   200,000 0 0
FORTRESS VALUE ACQUIS IV A FORTRESS VALUE ACQ IV CW28 34964K116 20 25,000 SH   SOLE   25,000 0 0
FORTRESS VALUE ACQUISITION A COMMON STOCK USD.0001 34964G107 976 100,000 SH   SOLE   100,000 0 0
FORTRESS VALUE ACQUISITION A FORTRESS VALUE ACQ A CW27 34964G115 16 20,000 SH   SOLE   20,000 0 0
FORTUNE BRANDS HOME SECURI COMMON STOCK USD.01 34964C106 1,380 15,428 SH   SOLE   15,428 0 0
FORUM MERGER IV CORP A COMMON STOCK USD.0001 349875104 244 25,000 SH   SOLE   25,000 0 0
FORUM MERGER IV CORP A FORUM MERGER IV CL A CW27 349875112 7 6,250 SH   SOLE   6,250 0 0
FOSSIL GROUP INC COMMON STOCK USD.01 34988V106 437 36,917 SH   SOLE   36,917 0 0
FOX CORP CLASS A COMMON STOCK USD.01 35137L105 189 4,713 SH   SOLE   4,713 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 56 1,876 SH   SOLE   1,876 0 0
FRAZIER LIFESCIENCES ACQUI A COMMON STOCK USD.0001 G3710A105 245 24,999 SH   SOLE   24,999 0 0
FRAZIER LIFESCIENCES ACQUI A FRAZIER LIFESCIENCES AC CW25 G3710A113 5 8,333 SH   SOLE   8,333 0 0
FRAZIER LIFESCIENCES ACQUIS UNIT USD.0001 G3710A121 0 1 SH   SOLE   1 0 0
FREEDOM ACQUISITION I CORP A COMMON STOCK USD.0001 G3663X110 487 50,000 SH   SOLE   50,000 0 0
FREEDOM ACQUISITION I CORP A FREEDOM ACQ I CL A CW27 G3663X128 8 12,500 SH   SOLE   12,500 0 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 4,435 136,326 SH   SOLE   136,326 0 0
FRONTIER ACQUISITION CORP A COMMON STOCK USD.0001 G36826108 972 100,000 SH   SOLE   100,000 0 0
FRONTIER ACQUISITION CORP A FRONTIER ACQUISITON CW28 G36826124 23 25,000 SH   SOLE   25,000 0 0
FRONTIER INVESTMENT CORP UNIT USD.0001 G36816117 0 4 SH   SOLE   4 0 0
FRONTIER INVESTMENT CORP A COMMON STOCK USD.0001 G36816109 970 99,996 SH   SOLE   99,996 0 0
FRONTIER INVESTMENT CORP A FRONTIER INVESTMENT A CW23 G36816125 25 33,332 SH   SOLE   33,332 0 0
FS DEVELOPMENT CORP II A COMMON STOCK USD.0001 30318F100 100 10,000 SH   SOLE   10,000 0 0
FTAC ATHENA ACQUISITION CO A COMMON STOCK USD.0001 G37283101 99 10,000 SH   SOLE   10,000 0 0
FTAC ATHENA ACQUISITION CO A FTAC ATHENA ACQ CL A CW26 G37283119 3 2,500 SH   SOLE   2,500 0 0
FTAC HERA ACQUISITION CORP A COMMON STOCK USD.0001 G3728Y103 1,461 150,000 SH   SOLE   150,000 0 0
FTAC HERA ACQUISITION CORP A FTAC HERA ACQ CL A CW27 G3728Y111 38 37,500 SH   SOLE   37,500 0 0
FUELCELL ENERGY INC COMMON STOCK USD.0001 35952H601 254 38,038 SH   SOLE   38,038 0 0
FULGENT GENETICS INC COMMON STOCK USD.0001 359664109 244 2,717 SH   SOLE   2,717 0 0
FUSION ACQUISITION CORP II UNIT USD.0001 36118N201 0 4 SH   SOLE   4 0 0
FUSION ACQUISITION CORP II A COMMON STOCK USD.0001 36118N102 243 24,996 SH   SOLE   24,996 0 0
FUSION ACQUISITION CORP II A FUSION ACQ II CL A CW27 36118N110 6 8,332 SH   SOLE   8,332 0 0
FUTU HOLDINGS LTD ADR ADR USD.00001 36118L106 205 2,255 SH   SOLE   2,255 0 0
G SQUARED ASCEND I INC CL A COMMON STOCK USD.0001 G4204R109 2,466 250,000 SH   SOLE   250,000 0 0
G SQUARED ASCEND I INC CL A G SQUARED ASCEND I CW27 G4204R117 53 50,000 SH   SOLE   50,000 0 0
GAMING HOSPITALITY ACQUI A COMMON STOCK USD.0001 364681106 686 69,996 SH   SOLE   69,996 0 0
GAMING HOSPITALITY ACQUI A GAMING + HOSPITALITY A CW28 364681114 18 23,332 SH   SOLE   23,332 0 0
GAMING HOSPITALITY ACQUISI UNIT USD.0001 364681205 0 4 SH   SOLE   4 0 0
GAMING AND LEISURE PROPERTIE REIT 36467J108 523 11,292 SH   SOLE   11,292 0 0
GANNETT CO INC COMMON STOCK USD.01 36472T109 303 45,308 SH   SOLE   45,308 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 828 36,475 SH   SOLE   36,475 0 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 151 972 SH   SOLE   972 0 0
GARTNER INC COMMON STOCK USD.0005 366651107 3,575 11,766 SH   SOLE   11,766 0 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 270 660 SH   SOLE   660 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 642 3,277 SH   SOLE   3,277 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.01 369604301 1,117 10,842 SH   SOLE   10,842 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 411 6,866 SH   SOLE   6,866 0 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 5,094 96,640 SH   SOLE   96,640 0 0
GENESCO INC COMMON STOCK USD1.0 371532102 340 5,888 SH   SOLE   5,888 0 0
GENUINE PARTS CO COMMON STOCK USD1.0 372460105 66 548 SH   SOLE   548 0 0
GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 360 96,064 SH   SOLE   96,064 0 0
GEO GROUP INC/THE REIT USD.01 36162J106 256 34,283 SH   SOLE   34,283 0 0
GILDAN ACTIVEWEAR INC COMMON STOCK 375916103 1,730 47,392 SH   SOLE   47,392 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,590 22,762 SH   SOLE   22,762 0 0
GINKGO BIOWORKS HOLDINGS INC GINKGO BIOWORKS CW27 37611X118 7 2,000 SH   SOLE   2,000 0 0
GLOBAL MEDICAL REIT INC REIT 37954A204 313 21,270 SH   SOLE   21,270 0 0
GLOBAL NET LEASE INC REIT USD.01 379378201 1,005 62,748 SH   SOLE   62,748 0 0
GLOBAL PARTNER ACQUISITION A COMMON STOCK USD.0001 G3934P102 728 75,000 SH   SOLE   75,000 0 0
GLOBAL PARTNER ACQUISITION A GLOBAL PARTNER ACQ A CW27 G3934P128 10 12,500 SH   SOLE   12,500 0 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 3,185 20,210 SH   SOLE   20,210 0 0
GLOBAL SYNERGY ACQUISITION A COMMON STOCK USD.0001 G3934J106 490 50,000 SH   SOLE   50,000 0 0
GLOBAL SYNERGY ACQUISITION A GLOBAL SYNERGY ACQUIS CW27 G3934J122 14 25,000 SH   SOLE   25,000 0 0
GLOBALSTAR INC COMMON STOCK USD.0001 378973408 108 64,700 SH   SOLE   64,700 0 0
GLOBANT SA COMMON STOCK USD1.2 L44385109 783 2,788 SH   SOLE   2,788 0 0
GLOBE LIFE INC COMMON STOCK USD1.0 37959E102 77 868 SH   SOLE   868 0 0
GO ACQUISITION CORP UNIT USD.0001 362019200 0 2 SH   SOLE   2 0 0
GO ACQUISITION CORP CLASS A COMMON STOCK USD.0001 362019101 1,962 199,998 SH   SOLE   199,998 0 0
GO ACQUISITION CORP CLASS A GO ACQUISITION CORP CW27GO 362019119 49 66,666 SH   SOLE   66,666 0 0
GOAL ACQUISITIONS CORP COMMON STOCK USD.0001 38021H107 972 100,000 SH   SOLE   100,000 0 0
GOAL ACQUISITIONS CORP GOAL ACQUISITIONS CORP CW 38021H115 58 100,000 SH   SOLE   100,000 0 0
GOBI ACQUISITION CORP A COMMON STOCK USD.001 G4022Y104 970 100,000 SH   SOLE   100,000 0 0
GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01 381013101 253 5,158 SH   SOLE   5,158 0 0
GOLDEN FALCON ACQUISITI CL A COMMON STOCK USD.0001 38102H109 1,463 150,000 SH   SOLE   150,000 0 0
GOLDEN FALCON ACQUISITI CL A GOLDEN FALCON ACQ CL A CW26 38102H117 46 75,000 SH   SOLE   75,000 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 2,965 7,842 SH   SOLE   7,842 0 0
GORES GUGGENHEIM INC CL A COMMON STOCK USD.0001 38286Q107 18 1,788 SH   SOLE   1,788 0 0
GORES GUGGENHEIM INC CL A GORES GUGGENHEIM CL A CW27 38286Q115 31 15,000 SH   SOLE   15,000 0 0
GORES HOLDINGS VII INC A COMMON STOCK USD.0001 38286T101 685 70,000 SH   SOLE   70,000 0 0
GORES HOLDINGS VII INC A GORES HOLDINGS VII A CW27 38286T119 10 8,750 SH   SOLE   8,750 0 0
GORES HOLDINGS VIII INC CL A COMMON STOCK USD.0001 382863108 687 70,000 SH   SOLE   70,000 0 0
GORES HOLDINGS VIII INC CL A GORES HOLD VIII CL A CW27 382863116 10 8,750 SH   SOLE   8,750 0 0
GORES METROPOULOS II INC A COMMON STOCK USD.0001 382873107 692 70,000 SH   SOLE   70,000 0 0
GORES METROPOULOS II INC A GORES METROPOULOS II CW28 382873115 24 14,000 SH   SOLE   14,000 0 0
GORES TECHNOLOGY PARTNERS A COMMON STOCK USD.0001 382870103 393 40,000 SH   SOLE   40,000 0 0
GORES TECHNOLOGY PARTNERS A GORES TECH PARTN CL A CW27 382870111 9 8,000 SH   SOLE   8,000 0 0
GORES TECHNOLOGY PRTNR II A COMMON STOCK USD.0001 38287L107 685 70,000 SH   SOLE   70,000 0 0
GORES TECHNOLOGY PRTNR II A GORES TECH PARTN II A CW27 38287L115 16 14,000 SH   SOLE   14,000 0 0
GRACO INC COMMON STOCK USD1.0 384109104 1,716 24,520 SH   SOLE   24,520 0 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313508 223 21,632 SH   SOLE   21,632 0 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 329 6,008 SH   SOLE   6,008 0 0
GREIF INC CL A COMMON STOCK 397624107 1,660 25,701 SH   SOLE   25,701 0 0
GRITSTONE BIO INC COMMON STOCK USD.0001 39868T105 553 51,229 SH   SOLE   51,229 0 0
GROUP NINE ACQUISITION CL A COMMON STOCK USD.0001 39947R104 49 4,998 SH   SOLE   4,998 0 0
GROUP NINE ACQUISITION CL A GROUP NINE ACQ CL A CW26 39947R112 1 1,666 SH   SOLE   1,666 0 0
GROUP NINE ACQUISITION CORP UNIT USD.0001 39947R203 0 2 SH   SOLE   2 0 0
GS ACQUISITION HDS CORP II UNIT USD.0001 36258Q204 0 4 SH   SOLE   4 0 0
GS ACQUISITION HOLDINGS A GS ACQUISITION HOLDINGS CW25 36258Q113 11 4,999 SH   SOLE   4,999 0 0
GULFPORT ENERGY CORP COMMON STOCK USD.0001 402635502 228 2,770 SH   SOLE   2,770 0 0
H R BLOCK INC COMMON STOCK 093671105 263 10,510 SH   SOLE   10,510 0 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 862 12,218 SH   SOLE   12,218 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,682 77,799 SH   SOLE   77,799 0 0
HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 40637H109 696 17,113 SH   SOLE   17,113 0 0
HAMILTON LANE ALL CLASS A COMMON STOCK USD.0001 40749M103 679 69,996 SH   SOLE   69,996 0 0
HAMILTON LANE ALL CLASS A HAMILTON LANE ALL CLAS CW26 40749M111 19 23,332 SH   SOLE   23,332 0 0
HAMILTON LANE ALLIANCE HOLDI UNIT USD.0001 40749M202 0 4 SH   SOLE   4 0 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 1,032 60,114 SH   SOLE   60,114 0 0
HARMONY BIOSCIENCES HOLDINGS COMMON STOCK USD.00001 413197104 386 10,072 SH   SOLE   10,072 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 208 2,965 SH   SOLE   2,965 0 0
HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 255 36,516 SH   SOLE   36,516 0 0
HASBRO INC COMMON STOCK USD.5 418056107 78 877 SH   SOLE   877 0 0
HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 2,556 62,595 SH   SOLE   62,595 0 0
HAYMAKER ACQUISITION CORP A COMMON STOCK USD.0001 42087R108 273 28,000 SH   SOLE   28,000 0 0
HAYMAKER ACQUISITION CORP A HAYMAKER ACQUISITION CO CW27 42087R116 6 7,000 SH   SOLE   7,000 0 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 571 2,353 SH   SOLE   2,353 0 0
HEALTH ASSURANCE ACQUISIT A COMMON STOCK USD.0001 42226W109 978 99,996 SH   SOLE   99,996 0 0
HEALTH ASSURANCE ACQUISIT A HEALTH ASSURANCE ACQU CW25 42226W117 26 24,999 SH   SOLE   24,999 0 0
HEALTH ASSURANCE ACQUISITION UNIT USD.0001 42226W208 0 4 SH   SOLE   4 0 0
HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 287 9,648 SH   SOLE   9,648 0 0
HEALTHCARE SERVICES ACQUI A COMMON STOCK USD.0001 42227K104 973 100,000 SH   SOLE   100,000 0 0
HEALTHCARE SERVICES ACQUI A HEALTHCARE SERVICES CW27 42227K112 33 50,000 SH   SOLE   50,000 0 0
HEALTHCARE TRUST OF AME CL A REIT USD.01 42225P501 715 24,111 SH   SOLE   24,111 0 0
HEALTHCOR CATALIO ACQUISIT A COMMON STOCK USD.0001 G44125105 891 90,000 SH   SOLE   90,000 0 0
HEALTHPEAK PROPERTIES INC REIT USD1.0 42250P103 1,594 47,610 SH   SOLE   47,610 0 0
HEALTHWELL ACQUISITION COR A COMMON STOCK USD.0001 42227R109 985 100,000 SH   SOLE   100,000 0 0
HEALTHWELL ACQUISITION COR A HEALTHWELL ACQ CL A CW28 42227R117 29 50,000 SH   SOLE   50,000 0 0
HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 42234Q102 451 9,389 SH   SOLE   9,389 0 0
HECLA MINING CO COMMON STOCK USD.25 422704106 365 66,340 SH   SOLE   66,340 0 0
HEICO CORP COMMON STOCK USD.01 422806109 1,333 10,111 SH   SOLE   10,111 0 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 309 11,289 SH   SOLE   11,289 0 0
HENNESSY CAPITAL INVESTMEN A COMMON STOCK USD.0001 42589T107 21 2,110 SH   SOLE   2,110 0 0
HENNESSY CAPITAL INVESTMEN A HENNESSY CAPITAL INVES CW26 42589T115 3 2,500 SH   SOLE   2,500 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 2,269 29,793 SH   SOLE   29,793 0 0
HERBALIFE NUTRITION LTD COMMON STOCK USD.002 G4412G101 1,057 24,930 SH   SOLE   24,930 0 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 1,941 11,876 SH   SOLE   11,876 0 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 206 5,466 SH   SOLE   5,466 0 0
HERON THERAPEUTICS INC COMMON STOCK USD.01 427746102 226 21,153 SH   SOLE   21,153 0 0
HERSHEY CO/THE COMMON STOCK USD1.0 427866108 3,503 20,695 SH   SOLE   20,695 0 0
HESS CORP COMMON STOCK USD1.0 42809H107 223 2,853 SH   SOLE   2,853 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 93 6,558 SH   SOLE   6,558 0 0
HIG ACQUISITION CORP CLASS A COMMON STOCK USD.0001 G44898107 733 75,000 SH   SOLE   75,000 0 0
HIG ACQUISITION CORP CLASS A HIG ACQUISITION CORP A CW25 G44898123 17 25,000 SH   SOLE   25,000 0 0
HIGHLAND TRANSCEND PART CL A COMMON STOCK USD.0001 G44690108 248 24,996 SH   SOLE   24,996 0 0
HIGHLAND TRANSCEND PART CL A HIGHLAND TRANSCEN CL A CW27 G44690124 12 8,332 SH   SOLE   8,332 0 0
HIGHLAND TRANSCEND PARTNERS UNIT USD.0001 G44690116 0 4 SH   SOLE   4 0 0
HIGHWOODS PROPERTIES INC REIT USD.01 431284108 2,886 65,798 SH   SOLE   65,798 0 0
HILL ROM HOLDINGS INC COMMON STOCK 431475102 6,565 43,764 SH   SOLE   43,764 0 0
HILLENBRAND INC COMMON STOCK 431571108 227 5,320 SH   SOLE   5,320 0 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 862 26,388 SH   SOLE   26,388 0 0
HIPPO HOLDINGS INC COMMON STOCK USD.0001 433539103 0 5 SH   SOLE   5 0 0
HIPPO HOLDINGS INC HIPPO HOLDINGS INC A CW27 433539111 4 3,999 SH   SOLE   3,999 0 0
HNI CORP COMMON STOCK USD1.0 404251100 200 5,445 SH   SOLE   5,445 0 0
HOLOGIC INC COMMON STOCK USD.01 436440101 160 2,174 SH   SOLE   2,174 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 13,599 41,427 SH   SOLE   41,427 0 0
HOME PLATE ACQUISITION CORP UNIT USD.0001 43734R202 987 100,000 SH   SOLE   100,000 0 0
HOMOLOGY MEDICINES INC COMMON STOCK USD.0001 438083107 368 46,760 SH   SOLE   46,760 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 1,311 6,175 SH   SOLE   6,175 0 0
HORIZON ACQUIS CORP II CL A COMMON STOCK USD.0001 G46044106 1,960 199,998 SH   SOLE   199,998 0 0
HORIZON ACQUIS CORP II CL A HORIZON ACQUIS CORP II CW27 G46044114 60 66,666 SH   SOLE   66,666 0 0
HORIZON ACQUISITION COR CL A HORIZON ACQUISITION CW25 G46049113 113 66,666 SH   SOLE   66,666 0 0
HORIZON ACQUISITION CORP UNIT G46049121 0 2 SH   SOLE   2 0 0
HORIZON ACQUISITION CORP II UNIT USD.0001 G46044122 0 2 SH   SOLE   2 0 0
HORIZON BANCORP INC/IN COMMON STOCK 440407104 263 14,456 SH   SOLE   14,456 0 0
HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001 G46188101 1,093 9,975 SH   SOLE   9,975 0 0
HOST HOTELS RESORTS INC REIT USD.01 44107P104 1,572 96,243 SH   SOLE   96,243 0 0
HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 403 4,593 SH   SOLE   4,593 0 0
HOWMET AEROSPACE INC COMMON STOCK 443201108 2,264 72,573 SH   SOLE   72,573 0 0
HP INC COMMON STOCK USD.01 40434L105 3,253 118,899 SH   SOLE   118,899 0 0
HPX CORP A COMMON STOCK USD.0001 G32219100 590 60,000 SH   SOLE   60,000 0 0
HPX CORP A HPX CORP A CW25 G32219126 18 30,000 SH   SOLE   30,000 0 0
HUDSON EXECUTIVE INVESTMEN A COMMON STOCK USD.0001 44376L107 1,460 150,000 SH   SOLE   150,000 0 0
HUDSON EXECUTIVE INVESTMEN A HUDSON EXECUTIVE INV A CW28 44376L115 26 30,000 SH   SOLE   30,000 0 0
HUDSON EXECUTIVE INVESTMENT COMMON STOCK USD.0001 443760103 195 20,000 SH   SOLE   20,000 0 0
HUDSON EXECUTIVE INVESTMENT HUDSON EXECUTIVE INV CW27 443760111 5 5,000 SH   SOLE   5,000 0 0
HUMANA INC COMMON STOCK USD.166 444859102 451 1,160 SH   SOLE   1,160 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 139 830 SH   SOLE   830 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 4,787 24,797 SH   SOLE   24,797 0 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 1,365 46,139 SH   SOLE   46,139 0 0
IAA INC COMMON STOCK USD.01 449253103 4,202 77,008 SH   SOLE   77,008 0 0
IAC/INTERACTIVECORP COMMON STOCK USD.0001 44891N208 6,556 50,318 SH   SOLE   50,318 0 0
IDEX CORP COMMON STOCK USD.01 45167R104 13,544 65,448 SH   SOLE   65,448 0 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 3,379 5,434 SH   SOLE   5,434 0 0
IHEARTMEDIA INC CLASS A COMMON STOCK 45174J509 2,362 94,387 SH   SOLE   94,387 0 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 11,043 94,690 SH   SOLE   94,690 0 0
II VI INC COMMON STOCK 902104108 373 6,280 SH   SOLE   6,280 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 385 1,863 SH   SOLE   1,863 0 0
ILLUMINA INC COMMON STOCK USD.01 452327109 546 1,345 SH   SOLE   1,345 0 0
IMAX CORP COMMON STOCK 45245E109 433 22,831 SH   SOLE   22,831 0 0
INARI MEDICAL INC COMMON STOCK USD.001 45332Y109 228 2,811 SH   SOLE   2,811 0 0
INCYTE CORP COMMON STOCK USD.001 45337C102 379 5,508 SH   SOLE   5,508 0 0
INDEPENDENCE HDS CORP CL A COMMON STOCK USD.0001 G4761A101 1,954 200,000 SH   SOLE   200,000 0 0
INDEPENDENCE HDS CORP CL A INDEPENDENCE HDS CL A CW28 G4761A127 42 40,000 SH   SOLE   40,000 0 0
INDEPENDENCE REALTY TRUST IN REIT USD.01 45378A106 741 36,421 SH   SOLE   36,421 0 0
INFLECTION POINT ACQUISITION UNIT USD.0001 G47874105 988 100,000 SH   SOLE   100,000 0 0
INGERSOLL RAND INC COMMON STOCK USD.01 45687V106 187 3,715 SH   SOLE   3,715 0 0
INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 657 9,954 SH   SOLE   9,954 0 0
INNOVATIVE INDUSTRIAL PROPER REIT USD.001 45781V101 1,418 6,134 SH   SOLE   6,134 0 0
INNOVIVA INC COMMON STOCK USD.01 45781M101 714 42,749 SH   SOLE   42,749 0 0
INOVALON HOLDINGS INC A COMMON STOCK USD.000005 45781D101 4,005 99,400 SH   SOLE   99,400 0 0
INSMED INC COMMON STOCK USD.01 457669307 259 9,419 SH   SOLE   9,419 0 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,271 4,472 SH   SOLE   4,472 0 0
INTEGER HOLDINGS CORP COMMON STOCK USD.001 45826H109 612 6,846 SH   SOLE   6,846 0 0
INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01 457985208 42 619 SH   SOLE   619 0 0
INTEL CORP COMMON STOCK USD.001 458140100 3,667 68,824 SH   SOLE   68,824 0 0
INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001 45826J105 455 3,394 SH   SOLE   3,394 0 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 311 20,934 SH   SOLE   20,934 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 5,673 49,412 SH   SOLE   49,412 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 2,225 53,446 SH   SOLE   53,446 0 0
INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1 G4863A108 1,366 51,895 SH   SOLE   51,895 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 1,416 25,315 SH   SOLE   25,315 0 0
INTERPRIVATE II ACQU CLASS A COMMON STOCK USD.0001 46064Q108 978 100,000 SH   SOLE   100,000 0 0
INTERPRIVATE II ACQU CLASS A INTERPRIVATE II ACQU CW28 46064Q116 20 20,000 SH   SOLE   20,000 0 0
INTERPRIVATE III FINANCIAL A COMMON STOCK USD.0001 46064R106 991 100,000 SH   SOLE   100,000 0 0
INTERPRIVATE III FINANCIAL A INTERPRIVATE III FIN A CW27 46064R114 26 20,000 SH   SOLE   20,000 0 0
INTERPRIVATE IV INFRATECH A COMMON STOCK USD.0001 46064T102 1,454 150,000 SH   SOLE   150,000 0 0
INTERPRIVATE IV INFRATECH A INTERPRIVATE IV INFRAT CW27 46064T110 21 30,000 SH   SOLE   30,000 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 1,692 46,143 SH   SOLE   46,143 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 2,031 14,621 SH   SOLE   14,621 0 0
INTUIT INC COMMON STOCK USD.01 461202103 1,904 3,530 SH   SOLE   3,530 0 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 985 991 SH   SOLE   991 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 86 3,580 SH   SOLE   3,580 0 0
INVESTINDUSTRIAL ACQ CLASS A COMMON STOCK USD.0001 G4771L105 993 99,999 SH   SOLE   99,999 0 0
INVESTINDUSTRIAL ACQ CLASS A INVESTINDUSTRIAL CL A CW27 G4771L113 43 33,333 SH   SOLE   33,333 0 0
INVESTINDUSTRIAL ACQUISITION UNIT USD.0001 G4771L121 0 1 SH   SOLE   1 0 0
INVITAE CORP COMMON STOCK USD.0001 46185L103 864 30,408 SH   SOLE   30,408 0 0
INVITATION HOMES INC REIT USD.01 46187W107 3,208 83,707 SH   SOLE   83,707 0 0
ION ACQUISITION CORP 2 LTD UNIT USD.0001 G49393120 0 8 SH   SOLE   8 0 0
ION ACQUISITION CORP 2 LTD A COMMON STOCK USD.0001 G49393104 49 4,992 SH   SOLE   4,992 0 0
ION ACQUISITION CORP 2 LTD A ION ACQ CL A CW27 G49393112 1 624 SH   SOLE   624 0 0
ION ACQUISITION CORP 3 LTD A COMMON STOCK USD.0001 G4940J114 977 100,000 SH   SOLE   100,000 0 0
ION GEOPHYSICAL CORP SECURED 12/25 8 462044AJ7 903 1,044,000 SH   SOLE   1,044,000 0 0
ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044207 94 71,034 SH   SOLE   71,034 0 0
IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 947 5,977 SH   SOLE   5,977 0 0
IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 10,718 44,743 SH   SOLE   44,743 0 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 46269C102 1,061 26,625 SH   SOLE   26,625 0 0
IRON MOUNTAIN INC REIT USD.01 46284V101 1,871 43,067 SH   SOLE   43,067 0 0
ISHARES CORE S P MID CAP ETF ISHARES CORE S+P MIDCAP ETF 464287507 55 209 SH   SOLE   209 0 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 8,618 110,477 SH   SOLE   110,477 0 0
ISHARES MSCI EAFE SMALL CAP ET ISHARES MSCI EAFE SMALL CAP 464288273 5,487 73,737 SH   SOLE   73,737 0 0
ISHARES MSCI EAFE VALUE ETF ISHARES MSCI EAFE VALUE ETF 464288877 37,781 742,998 SH   SOLE   742,998 0 0
ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 37,396 742,271 SH   SOLE   742,271 0 0
ISHARES MSCI WORLD ETF ISHARES MSCI WORLD ETF 464286392 2,399 18,972 SH   SOLE   18,972 0 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 9,681 44,254 SH   SOLE   44,254 0 0
ISOS ACQUISITION CORP UNIT USD.0001 G4962C120 0 4 SH   SOLE   4 0 0
ISOS ACQUISITION CORP A ISOS ACQUISITION CORP CW26 G4962C104 46 33,332 SH   SOLE   33,332 0 0
ISOS ACQUISITION CORP A COMMON STOCK USD.0001 G4962C112 998 99,996 SH   SOLE   99,996 0 0
ISTAR INC REIT USD.001 45031U101 633 25,224 SH   SOLE   25,224 0 0
ITIQUIRA ACQUISITION CORP A COMMON STOCK USD.0001 G49773107 1,511 155,000 SH   SOLE   155,000 0 0
ITIQUIRA ACQUISITION CORP A ITIQUIRA ACQ CL A CW27 G49773115 40 77,500 SH   SOLE   77,500 0 0
IVANHOE CAPITAL ACQUISIT A IVANHOE CAPITAL CL A CW27 G4R87P106 48 33,332 SH   SOLE   33,332 0 0
IVANHOE CAPITAL ACQUISIT A COMMON STOCK USD.0001 G4R87P114 990 99,996 SH   SOLE   99,996 0 0
IVANHOE CAPITAL ACQUISITION UNIT USD.0001 G4R87P122 0 4 SH   SOLE   4 0 0
JACK CREEK INVESTMENT C CL A COMMON STOCK USD.0001 G4989X115 1,463 150,000 SH   SOLE   150,000 0 0
JACK CREEK INVESTMENT C CL A JACK CREEK INVESTMENT CW27 G4989X123 46 75,000 SH   SOLE   75,000 0 0
JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 2,943 17,938 SH   SOLE   17,938 0 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 1,445 14,844 SH   SOLE   14,844 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 469814107 1,319 9,949 SH   SOLE   9,949 0 0
JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5 G4474Y214 3,725 90,137 SH   SOLE   90,137 0 0
JAWS HURRICANE ACQUISITION A COMMON STOCK USD.0001 47201B103 585 60,000 SH   SOLE   60,000 0 0
JAWS HURRICANE ACQUISITION A JAWS HURRICANE ACQUISITI CW 47201B111 17 15,000 SH   SOLE   15,000 0 0
JAWS JUGGERNAUT ACQUISITIO A COMMON STOCK USD.0001 G50735102 1,458 150,000 SH   SOLE   150,000 0 0
JAWS JUGGERNAUT ACQUISITIO A JAWS JUGGERNAUT ACQUI CW23 G50735110 42 37,500 SH   SOLE   37,500 0 0
JAWS MUSTANG ACQUISITION C A COMMON STOCK USD.0001 G50737108 1,464 150,000 SH   SOLE   150,000 0 0
JAWS MUSTANG ACQUISITION C A JAWS MUSTANG ACQ C CW26 G50737124 43 37,500 SH   SOLE   37,500 0 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 403 10,854 SH   SOLE   10,854 0 0
JIYA ACQUISITION CORP CL A COMMON STOCK USD.0001 47760M102 734 75,000 SH   SOLE   75,000 0 0
JM SMUCKER CO/THE COMMON STOCK 832696405 117 974 SH   SOLE   974 0 0
JOBY AVIATION INC JOBY AVIATION INC CW25 G65163118 113 50,000 SH   SOLE   50,000 0 0
JOFF FINTECH ACQ CORP A COMMON STOCK USD.0001 46592C100 2,417 249,996 SH   SOLE   249,996 0 0
JOFF FINTECH ACQ CORP A JOFF FINTECH ACQ CW27 46592C118 57 83,332 SH   SOLE   83,332 0 0
JOFF FINTECH ACQUISITION COR UNIT USD.0001 46592C209 0 4 SH   SOLE   4 0 0
JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 19,445 120,401 SH   SOLE   120,401 0 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 1,359 19,968 SH   SOLE   19,968 0 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 4,719 19,022 SH   SOLE   19,022 0 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 28,735 175,547 SH   SOLE   175,547 0 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 89 3,237 SH   SOLE   3,237 0 0
KAIROS ACQUISITION CORP A KAIROS ACQ CL A CW27 G52110106 44 75,000 SH   SOLE   75,000 0 0
KAIROS ACQUISITION CORP A COMMON STOCK G52110114 1,451 150,000 SH   SOLE   150,000 0 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 5,001 18,479 SH   SOLE   18,479 0 0
KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001 48576U106 427 73,295 SH   SOLE   73,295 0 0
KB HOME COMMON STOCK USD1.0 48666K109 387 9,946 SH   SOLE   9,946 0 0
KBR INC COMMON STOCK USD.001 48242W106 587 14,903 SH   SOLE   14,903 0 0
KELLOGG CO COMMON STOCK USD.25 487836108 216 3,378 SH   SOLE   3,378 0 0
KENSINGTON CAPITAL ACQU CL A KENSINGTON CAPITAL ACQ CW27 49006L112 57 49,999 SH   SOLE   49,999 0 0
KENSINGTON CAPITAL ACQUISITI UNIT USD.0001 49006L203 0 4 SH   SOLE   4 0 0
KERNEL GROUP HOLDINGS INC A COMMON STOCK USD.0001 G5259L103 1,461 150,000 SH   SOLE   150,000 0 0
KERNEL GROUP HOLDINGS INC A KERNEL GROUP HLDG A CW27 G5259L129 44 75,000 SH   SOLE   75,000 0 0
KEYCORP COMMON STOCK USD1.0 493267108 473 21,893 SH   SOLE   21,893 0 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 257 1,564 SH   SOLE   1,564 0 0
KFORCE INC COMMON STOCK USD.01 493732101 1,261 21,145 SH   SOLE   21,145 0 0
KHOSLA VENTURES ACQUISITION COMMON STOCK USD.0001 482504107 49 5,000 SH   SOLE   5,000 0 0
KILROY REALTY CORP REIT USD.01 49427F108 1,265 19,100 SH   SOLE   19,100 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 492 3,714 SH   SOLE   3,714 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 5,360 258,314 SH   SOLE   258,314 0 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 3,565 213,107 SH   SOLE   213,107 0 0
KINNATE BIOPHARMA INC COMMON STOCK USD.0001 49705R105 283 12,315 SH   SOLE   12,315 0 0
KINS TECHNOLOGY GROUP INC A COMMON STOCK USD.0001 49714K109 994 100,000 SH   SOLE   100,000 0 0
KINS TECHNOLOGY GROUP INC A KINS TECH GROUP CL A CW25 49714K117 33 50,000 SH   SOLE   50,000 0 0
KIRKLAND LAKE GOLD LTD COMMON STOCK 49741E100 1,252 30,101 SH   SOLE   30,101 0 0
KKR CO INC COMMON STOCK USD.01 48251W104 5,084 83,509 SH   SOLE   83,509 0 0
KKR ACQUISITION HOLDINGS I A COMMON STOCK USD.0001 48253T109 390 40,000 SH   SOLE   40,000 0 0
KKR ACQUISITION HOLDINGS I A KKR ACQ HOLDING I CL A CW27 48253T117 10 10,000 SH   SOLE   10,000 0 0
KL ACQUISITION CORP UNIT USD.0001 49837C208 0 4 SH   SOLE   4 0 0
KL ACQUISITION CORP/MO CLS A COMMON STOCK USD.0001 49837C109 391 39,996 SH   SOLE   39,996 0 0
KL ACQUISITION CORP/MO CLS A KL ACQUISITION CORP CW28 49837C117 10 13,332 SH   SOLE   13,332 0 0
KLA CORP COMMON STOCK USD.001 482480100 1,448 4,328 SH   SOLE   4,328 0 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 3,967 77,561 SH   SOLE   77,561 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 1,079 22,911 SH   SOLE   22,911 0 0
KONTOOR BRANDS INC COMMON STOCK 50050N103 258 5,164 SH   SOLE   5,164 0 0
KORN FERRY COMMON STOCK USD.01 500643200 1,727 23,865 SH   SOLE   23,865 0 0
KOSMOS ENERGY LTD COMMON STOCK USD.01 500688106 293 99,010 SH   SOLE   99,010 0 0
KRAFT HEINZ CO/THE COMMON STOCK USD.01 500754106 191 5,185 SH   SOLE   5,185 0 0
KRATON CORP COMMON STOCK USD.01 50077C106 328 7,176 SH   SOLE   7,176 0 0
KROGER CO COMMON STOCK USD1.0 501044101 458 11,325 SH   SOLE   11,325 0 0
KULICKE SOFFA INDUSTRIES COMMON STOCK 501242101 307 5,271 SH   SOLE   5,271 0 0
L CATTERTON ASIA ACQ CLASS A L CATTERTON ASIA ACQ CW G5346G117 19 25,000 SH   SOLE   25,000 0 0
L CATTERTON ASIA ACQ CLASS A COMMON STOCK USD.0001 G5346G125 730 75,000 SH   SOLE   75,000 0 0
L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0 502431109 9,277 42,122 SH   SOLE   42,122 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 1,745 6,199 SH   SOLE   6,199 0 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 2,054 3,609 SH   SOLE   3,609 0 0
LAMAR ADVERTISING CO A REIT USD.001 512816109 2,324 20,483 SH   SOLE   20,483 0 0
LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 513272104 109 1,773 SH   SOLE   1,773 0 0
LANDMARK INFRASTRUCTURE PART MLP 51508J108 2,436 148,992 SH   SOLE   148,992 0 0
LANDS END INC COMMON STOCK USD.01 51509F105 473 20,084 SH   SOLE   20,084 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 1,101 6,976 SH   SOLE   6,976 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 815 12,599 SH   SOLE   12,599 0 0
LDH GROWTH CORP I CLASS A COMMON STOCK USD.0001 G54094100 98 10,000 SH   SOLE   10,000 0 0
LDH GROWTH CORP I CLASS A LDH GROWTH CORP I CL A CW28 G54094126 1 2,000 SH   SOLE   2,000 0 0
LEAD EDGE GROWTH OPPORTUNI A COMMON STOCK USD.0001 G54085108 146 15,000 SH   SOLE   15,000 0 0
LEAD EDGE GROWTH OPPORTUNI A LEAD EDGE GROWTH OPP A CW28 G54085116 3 3,750 SH   SOLE   3,750 0 0
LEAR CORP COMMON STOCK USD.01 521865204 63 400 SH   SOLE   400 0 0
LEGGETT PLATT INC COMMON STOCK USD.01 524660107 109 2,442 SH   SOLE   2,442 0 0
LENNAR CORP A COMMON STOCK USD.1 526057104 245 2,612 SH   SOLE   2,612 0 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 2,349 7,984 SH   SOLE   7,984 0 0
LEO HOLDINGS III CORP A COMMON STOCK USD.0001 G5463T108 696 70,000 SH   SOLE   70,000 0 0
LEO HOLDINGS III CORP A LEO HOLDINGS III A CW28 G5463T124 11 14,000 SH   SOLE   14,000 0 0
LERER HIPPEAU ACQUISITION A COMMON STOCK USD.0001 526749106 195 20,000 SH   SOLE   20,000 0 0
LEVERE HOLDINGS CORP UNIT USD.0001 G5462L114 0 2 SH   SOLE   2 0 0
LEVERE HOLDINGS CORP A COMMON STOCK USD.0001 G5462L106 488 49,998 SH   SOLE   49,998 0 0
LEVERE HOLDINGS CORP A LEVERE HOLDINGS CORP A CW28 G5462L122 14 16,666 SH   SOLE   16,666 0 0
LEXINFINTECH HOLDINGS L ADR ADR 528877103 1,142 193,836 SH   SOLE   193,836 0 0
LEXINGTON REALTY TRUST REIT USD.0001 529043101 1,095 85,887 SH   SOLE   85,887 0 0
LI CYCLE HOLDINGS CORP LI CYCLE HOLDINGS CORP CW28 50202P113 180 75,000 SH   SOLE   75,000 0 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 1,726 9,992 SH   SOLE   9,992 0 0
LIBERTY MEDIA ACQUISITION A COMMON STOCK USD.0001 53073L104 101 10,000 SH   SOLE   10,000 0 0
LIBERTY MEDIA ACQUISITION A LIBERTY MEDIA ACQ CL A CW27 53073L112 3 2,000 SH   SOLE   2,000 0 0
LIFE STORAGE INC REIT USD.01 53223X107 2,224 19,379 SH   SOLE   19,379 0 0
LILIUM N V CALL EXP 25SEPT25 WTS N52586117 15 6,666 SH   SOLE   6,666 0 0
LILIUM NV COMMON STOCK EUR.12 N52586109 0 2 SH   SOLE   2 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 1,727 25,114 SH   SOLE   25,114 0 0
LINDE PLC COMMON STOCK EUR.001 G5494J103 1,350 4,601 SH   SOLE   4,601 0 0
LIONS GATE ENTERTAINMENT A COMMON STOCK NPV 535919401 510 35,922 SH   SOLE   35,922 0 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 2,256 8,256 SH   SOLE   8,256 0 0
LIVE OAK ACQUISITION CO CL A COMMON STOCK USD.0001 53804W106 499 49,998 SH   SOLE   49,998 0 0
LIVE OAK ACQUISITION CO CL A LIVE OAK ACQ CL A CW25 53804W114 32 16,666 SH   SOLE   16,666 0 0
LIVE OAK ACQUISITION CORP II UNIT USD.0001 53804W205 0 2 SH   SOLE   2 0 0
LIVE OAK CRESTVIEW CLIMATE A UNIT USD.0001 538086208 981 100,000 SH   SOLE   100,000 0 0
LIVE OAK MOBILITY ACQUISIT A COMMON STOCK USD.0001 538126103 48 5,000 SH   SOLE   5,000 0 0
LIVE OAK MOBILITY ACQUISIT A LIVE OAK MOBILITY ACQ CW28 538126111 1 1,000 SH   SOLE   1,000 0 0
LKQ CORP COMMON STOCK USD.01 501889208 44 880 SH   SOLE   880 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 5,233 15,163 SH   SOLE   15,163 0 0
LOEWS CORP COMMON STOCK USD.01 540424108 51 949 SH   SOLE   949 0 0
LONGVIEW ACQUISITION CORP A COMMON STOCK USD.0001 54319Q105 495 50,000 SH   SOLE   50,000 0 0
LONGVIEW ACQUISITION CORP A LONGVIEW ACQUIS A CW26 54319Q113 13 10,000 SH   SOLE   10,000 0 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 463 7,548 SH   SOLE   7,548 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,358 6,694 SH   SOLE   6,694 0 0
LTC PROPERTIES INC REIT USD.01 502175102 497 15,691 SH   SOLE   15,691 0 0
LUCID GROUP INC COMMON STOCK USD.0001 549498103 0 5 SH   SOLE   5 0 0
LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 550241103 3,519 284,029 SH   SOLE   284,029 0 0
LUMENTUM HOLDINGS INC COMMON STOCK USD.001 55024U109 1,108 13,261 SH   SOLE   13,261 0 0
LUMIRADX LTD LUMIRADX LTD CW26 G5709L117 3 2,500 SH   SOLE   2,500 0 0
LUX HEALTH TECH ACQUIS CL A COMMON STOCK USD.0001 55068A100 981 99,999 SH   SOLE   99,999 0 0
LUX HEALTH TECH ACQUIS CL A LUX HEALTH TECH ACQUIS CW27 55068A118 38 33,333 SH   SOLE   33,333 0 0
LUX HEALTH TECH ACQUISITION UNIT USD.0001 55068A209 0 1 SH   SOLE   1 0 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 175 1,868 SH   SOLE   1,868 0 0
M T BANK CORP COMMON STOCK USD.5 55261F104 182 1,219 SH   SOLE   1,219 0 0
M3 BRIGADE ACQUISITION II A COMMON STOCK USD.0001 553800103 495 49,998 SH   SOLE   49,998 0 0
M3 BRIGADE ACQUISITION II A M3 BRIGADE ACQ II CW27 553800111 22 16,666 SH   SOLE   16,666 0 0
M3 BRIGADE ACQUISITION II CO UNIT USD.0001 553800202 0 2 SH   SOLE   2 0 0
MACERICH CO/THE REIT USD.01 554382101 639 38,241 SH   SOLE   38,241 0 0
MACONDRAY CAPITAL ACQUISITIO UNIT USD.0001 G5853A123 998 100,000 SH   SOLE   100,000 0 0
MACROGENICS INC COMMON STOCK USD.01 556099109 255 12,165 SH   SOLE   12,165 0 0
MACY S INC COMMON STOCK USD.01 55616P104 1,900 84,074 SH   SOLE   84,074 0 0
MAGENTA THERAPEUTICS INC COMMON STOCK USD.001 55910K108 280 38,529 SH   SOLE   38,529 0 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 46 303 SH   SOLE   303 0 0
MANNKIND CORP COMMON STOCK USD.01 56400P706 3,165 727,600 SH   SOLE   727,600 0 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 1,115 10,294 SH   SOLE   10,294 0 0
MARATHON OIL CORP COMMON STOCK USD1.0 565849106 2,695 197,160 SH   SOLE   197,160 0 0
MARATHON PETROLEUM CORP COMMON STOCK USD.01 56585A102 2,133 34,504 SH   SOLE   34,504 0 0
MARAVAI LIFESCIENCES HLDGS A COMMON STOCK USD.01 56600D107 91 1,856 SH   SOLE   1,856 0 0
MARCUS MILLICHAP INC COMMON STOCK USD.0001 566324109 270 6,654 SH   SOLE   6,654 0 0
MARKEL CORP COMMON STOCK 570535104 1,769 1,480 SH   SOLE   1,480 0 0
MARKETWISE INC COMMON STOCK USD.0001 57064P107 0 2 SH   SOLE   2 0 0
MARKETWISE INC MARKETWISE INC CW25 57064P115 75 66,598 SH   SOLE   66,598 0 0
MARKFORGED HOLDING CORP ONE CLASS A CW25 57064N110 34 25,000 SH   SOLE   25,000 0 0
MARLIN TECHNOLOGY CORP UNIT USD.0001 G58411128 0 2 SH   SOLE   2 0 0
MARLIN TECHNOLOGY CORP A COMMON STOCK USD.0001 G58411102 1,952 199,998 SH   SOLE   199,998 0 0
MARLIN TECHNOLOGY CORP A MARLIN TECHNOLOGY CW26 G58411110 53 66,666 SH   SOLE   66,666 0 0
MARQUEE RAINE ACQUISITION A COMMON STOCK USD.0001 G58442107 400 40,000 SH   SOLE   40,000 0 0
MARQUEE RAINE ACQUISITION A MARQUEE RAINE ACQ CL A CW25 G58442123 14 10,000 SH   SOLE   10,000 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 651 4,399 SH   SOLE   4,399 0 0
MARSH MCLENNAN COS COMMON STOCK USD1.0 571748102 5,783 38,189 SH   SOLE   38,189 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 177 517 SH   SOLE   517 0 0
MARVELL TECHNOLOGY INC COMMON STOCK USD.002 573874104 912 15,127 SH   SOLE   15,127 0 0
MASCO CORP COMMON STOCK USD1.0 574599106 12,312 221,646 SH   SOLE   221,646 0 0
MASIMO CORP COMMON STOCK USD.001 574795100 46 170 SH   SOLE   170 0 0
MASON INDUSTRIAL TECHN CL A COMMON STOCK USD.0001 57520Y106 2,435 249,996 SH   SOLE   249,996 0 0
MASON INDUSTRIAL TECHN CL A MASON INDUSTRIAL CL A CW27 57520Y114 60 83,332 SH   SOLE   83,332 0 0
MASON INDUSTRIAL TECHNOLOGY UNIT USD.0001 57520Y205 0 4 SH   SOLE   4 0 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 343 3,234 SH   SOLE   3,234 0 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 19,024 54,717 SH   SOLE   54,717 0 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 483 12,698 SH   SOLE   12,698 0 0
MATCH GROUP INC COMMON STOCK 57667L107 974 6,203 SH   SOLE   6,203 0 0
MCAP ACQUISITION CORP UNIT USD.0001 55282T208 0 2 SH   SOLE   2 0 0
MCAP ACQUISITION CORP A COMMON STOCK USD.0001 55282T109 493 49,998 SH   SOLE   49,998 0 0
MCAP ACQUISITION CORP A MCAP ACQUISITION CW27 55282T117 18 16,666 SH   SOLE   16,666 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 6,049 25,088 SH   SOLE   25,088 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 3,505 17,581 SH   SOLE   17,581 0 0
MDC HOLDINGS INC COMMON STOCK USD.01 552676108 901 19,285 SH   SOLE   19,285 0 0
MDH ACQUISITION CORP CL A COMMON STOCK USD.0001 55283P106 1,231 125,000 SH   SOLE   125,000 0 0
MDH ACQUISITION CORP CL A MDH ACQ CL A CW28 55283P114 34 62,500 SH   SOLE   62,500 0 0
MDU RESOURCES GROUP INC COMMON STOCK USD1.0 552690109 3,105 104,666 SH   SOLE   104,666 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 1,676 83,525 SH   SOLE   83,525 0 0
MEDPACE HOLDINGS INC COMMON STOCK USD.01 58506Q109 898 4,742 SH   SOLE   4,742 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 3,159 25,198 SH   SOLE   25,198 0 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 952 567 SH   SOLE   567 0 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 2,581 34,368 SH   SOLE   34,368 0 0
MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 2,672 27,543 SH   SOLE   27,543 0 0
META FINANCIAL GROUP INC COMMON STOCK USD.01 59100U108 801 15,260 SH   SOLE   15,260 0 0
METALS ACQUISITION CORP UNIT USD.0001 G60405118 0 4 SH   SOLE   4 0 0
METALS ACQUISITION CORP CL A COMMON STOCK USD.0001 G60405100 1,000 99,996 SH   SOLE   99,996 0 0
METALS ACQUISITION CORP CL A METALS ACQUISITION A CW23 G60405126 23 33,332 SH   SOLE   33,332 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 474 7,679 SH   SOLE   7,679 0 0
METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 12,285 8,919 SH   SOLE   8,919 0 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 673 45,020 SH   SOLE   45,020 0 0
MGM GROWTH PROPERTIES LLC A REIT 55303A105 746 19,484 SH   SOLE   19,484 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 1,502 9,788 SH   SOLE   9,788 0 0
MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 1,421 20,016 SH   SOLE   20,016 0 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 116,691 413,914 SH   SOLE   413,914 0 0
MICROSTRATEGY INC CL A COMMON STOCK USD.001 594972408 235 406 SH   SOLE   406 0 0
MID AMERICA APARTMENT COMM REIT USD.01 59522J103 3,236 17,327 SH   SOLE   17,327 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 1,023 14,647 SH   SOLE   14,647 0 0
MISSION ADVANCEMENT CORP UNIT USD.0001 60501L200 0 2 SH   SOLE   2 0 0
MISSION ADVANCEMENT CORP A COMMON STOCK USD.0001 60501L101 486 49,998 SH   SOLE   49,998 0 0
MISSION ADVANCEMENT CORP A MISSION ADVANCEMENT A CW28 60501L119 10 16,666 SH   SOLE   16,666 0 0
MKS INSTRUMENTS INC COMMON STOCK 55306N104 2,354 15,596 SH   SOLE   15,596 0 0
MODERNA INC COMMON STOCK USD.0001 60770K107 3,495 9,082 SH   SOLE   9,082 0 0
MOELIS CO CLASS A COMMON STOCK USD.01 60786M105 482 7,785 SH   SOLE   7,785 0 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 411 2,319 SH   SOLE   2,319 0 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 152 561 SH   SOLE   561 0 0
MOLSON COORS BEVERAGE CO B COMMON STOCK USD.01 60871R209 106 2,276 SH   SOLE   2,276 0 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 1,313 22,573 SH   SOLE   22,573 0 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 327 40,723 SH   SOLE   40,723 0 0
MONEYLION INC MONEYLION INC CW27 60938K114 12 12,500 SH   SOLE   12,500 0 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 268 553 SH   SOLE   553 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 335 3,774 SH   SOLE   3,774 0 0
MONTES ARCHIMEDES ACQUISIT A COMMON STOCK USD.0001 612657106 3,740 400,000 SH   SOLE   400,000 0 0
MONTES ARCHIMEDES ACQUISIT A MONTES ARCHIMEDES ACQ CW25 612657114 298 200,000 SH   SOLE   200,000 0 0
MOODY S CORP COMMON STOCK USD.01 615369105 4,975 14,011 SH   SOLE   14,011 0 0
MOOG INC CLASS A COMMON STOCK USD1.0 615394202 1,418 18,600 SH   SOLE   18,600 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 14,484 148,840 SH   SOLE   148,840 0 0
MORINGA ACQUISITION CORP A COMMON STOCK USD.0001 G6S23K108 631 65,000 SH   SOLE   65,000 0 0
MORINGA ACQUISITION CORP A MORINGA ACQUISITION COR CW26 G6S23K124 20 32,500 SH   SOLE   32,500 0 0
MORPHIC HOLDING INC COMMON STOCK USD.0001 61775R105 320 5,658 SH   SOLE   5,658 0 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 154 4,307 SH   SOLE   4,307 0 0
MOTIVE CAPITAL CORP UNIT USD.0001 G6293A129 0 2 SH   SOLE   2 0 0
MOTIVE CAPITAL CORP CL A COMMON STOCK USD.0001 G6293A103 1,980 199,998 SH   SOLE   199,998 0 0
MOTIVE CAPITAL CORP CL A MOTIVE CAPITAL CORP CL CW25 G6293A111 83 66,666 SH   SOLE   66,666 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 298 1,283 SH   SOLE   1,283 0 0
MP MATERIALS CORP COMMON STOCK USD.0001 553368101 0 1 SH   SOLE   1 0 0
MR COOPER GROUP INC COMMON STOCK USD.01 62482R107 302 7,347 SH   SOLE   7,347 0 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 385 52,430 SH   SOLE   52,430 0 0
MSCI INC COMMON STOCK USD.01 55354G100 7,536 12,387 SH   SOLE   12,387 0 0
MSD ACQUISITION CORP A COMMON STOCK USD.0001 G5709C109 983 100,000 SH   SOLE   100,000 0 0
MULTIPLAN CORP MULTIPLAN CORP CW25 62548M118 82 68,750 SH   SOLE   68,750 0 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 351 10,884 SH   SOLE   10,884 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F137 246 2,554 SH   SOLE   2,554 0 0
NASDAQ INC COMMON STOCK USD.01 631103108 866 4,485 SH   SOLE   4,485 0 0
NATERA INC COMMON STOCK USD.0001 632307104 1,002 8,989 SH   SOLE   8,989 0 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1,205 27,909 SH   SOLE   27,909 0 0
NATIONAL STORAGE AFFILIATES REIT USD.01 637870106 1,953 36,997 SH   SOLE   36,997 0 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 325 12,976 SH   SOLE   12,976 0 0
NEOGEN CORP COMMON STOCK USD.16 640491106 440 10,120 SH   SOLE   10,120 0 0
NERDY INC NERDY INC CW26 64081V117 10 5,000 SH   SOLE   5,000 0 0
NETAPP INC COMMON STOCK USD.001 64110D104 201 2,244 SH   SOLE   2,244 0 0
NETFLIX INC COMMON STOCK USD.001 64110L106 5,601 9,177 SH   SOLE   9,177 0 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 301 11,162 SH   SOLE   11,162 0 0
NETSTREIT CORP REIT USD.01 64119V303 387 16,366 SH   SOLE   16,366 0 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 607 6,330 SH   SOLE   6,330 0 0
NEVRO CORP COMMON STOCK USD.001 64157F103 450 3,864 SH   SOLE   3,864 0 0
NEW VISTA ACQUISITION CORP UNIT USD.0001 G6529L113 0 2 SH   SOLE   2 0 0
NEW VISTA ACQUISITION CORP A COMMON STOCK USD.0001 G6529L105 487 49,998 SH   SOLE   49,998 0 0
NEW VISTA ACQUISITION CORP A NEW VISTA ACQ CL A CW27 G6529L121 12 16,666 SH   SOLE   16,666 0 0
NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 490 9,955 SH   SOLE   9,955 0 0
NEWELL BRANDS INC COMMON STOCK USD1.0 651229106 59 2,676 SH   SOLE   2,676 0 0
NEWMONT CORP COMMON STOCK USD1.6 651639106 402 7,409 SH   SOLE   7,409 0 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 97 4,134 SH   SOLE   4,134 0 0
NEXPOINT RESIDENTIAL REIT USD.01 65341D102 751 12,136 SH   SOLE   12,136 0 0
NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 65336K103 3,544 23,322 SH   SOLE   23,322 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 9,233 117,586 SH   SOLE   117,586 0 0
NEXTGEN ACQUISITION CORP A COMMON STOCK USD.0001 G65317102 248 25,000 SH   SOLE   25,000 0 0
NEXTGEN ACQUISITION CORP A NEXTGEN ACQ CORP II A CW27 G65317128 8 5,000 SH   SOLE   5,000 0 0
NEXTGEN HEALTHCARE INC COMMON STOCK USD.01 65343C102 278 19,688 SH   SOLE   19,688 0 0
NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01 65290C105 183 39,832 SH   SOLE   39,832 0 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 65 3,395 SH   SOLE   3,395 0 0
NIGHTDRAGON ACQUISITION CO A COMMON STOCK USD.0001 65413D105 733 75,000 SH   SOLE   75,000 0 0
NIGHTDRAGON ACQUISITION CO A NIGHTDRAGON ACQ CW27 65413D113 13 15,000 SH   SOLE   15,000 0 0
NIKE INC CL B COMMON STOCK 654106103 10,531 72,513 SH   SOLE   72,513 0 0
NIO INC ADR ADR USD.00025 62914V106 477 13,377 SH   SOLE   13,377 0 0
NISOURCE INC COMMON STOCK USD.01 65473P105 228 9,412 SH   SOLE   9,412 0 0
NOBLE CORP COMMON STOCK USD.00001 G6610J209 201 7,443 SH   SOLE   7,443 0 0
NORDSON CORP COMMON STOCK 655663102 1,972 8,281 SH   SOLE   8,281 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 494 2,065 SH   SOLE   2,065 0 0
NORTH ATLANTIC ACQUISITION A COMMON STOCK USD.0001 G66139109 244 24,996 SH   SOLE   24,996 0 0
NORTH ATLANTIC ACQUISITION A NORTH ATLANTIC ACQ CW25 G66139125 6 8,332 SH   SOLE   8,332 0 0
NORTH ATLANTIC ACQUISITION C UNIT USD.0001 G66139117 0 4 SH   SOLE   4 0 0
NORTH MOUNTAIN MERGER CORP A COMMON STOCK USD.0001 661204107 395 40,000 SH   SOLE   40,000 0 0
NORTH MOUNTAIN MERGER CORP A NORTH MOUNTAIN MERGER CW25 661204115 17 20,000 SH   SOLE   20,000 0 0
NORTHERN GENESIS ACQUISITION COMMON STOCK USD.0001 66516U101 993 99,996 SH   SOLE   99,996 0 0
NORTHERN GENESIS ACQUISITION NORTHERN GENESIS ACQ CW27 66516U119 36 33,332 SH   SOLE   33,332 0 0
NORTHERN GENESIS ACQUISITION UNIT USD.0001 66516U200 0 4 SH   SOLE   4 0 0
NORTHERN STAR INVESTMENT A COMMON STOCK USD.0001 66574L100 974 99,996 SH   SOLE   99,996 0 0
NORTHERN STAR INVESTMENT A NORTHERN STAR INV CL A CW27 66574L118 17 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVESTMENT A COMMON STOCK USD.0001 66575B101 980 99,996 SH   SOLE   99,996 0 0
NORTHERN STAR INVESTMENT A NORTHERN STAR INV CL A CW27 66575B119 15 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVESTMENT C A COMMON STOCK USD.0001 66573W107 993 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVESTMENT C A NORTHERN STAR INV CL A CW28 66573W115 28 20,000 SH   SOLE   20,000 0 0
NORTHERN STAR INVESTMENT COR UNIT USD.0001 66575B200 0 4 SH   SOLE   4 0 0
NORTHERN STAR INVESTMENT III UNIT USD.0001 66574L209 0 4 SH   SOLE   4 0 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 189 1,754 SH   SOLE   1,754 0 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 507 1,407 SH   SOLE   1,407 0 0
NORTONLIFELOCK INC COMMON STOCK USD.01 668771108 127 5,031 SH   SOLE   5,031 0 0
NOVUS CAPITAL CORP II UNIT USD.0001 67012W203 0 4 SH   SOLE   4 0 0
NOVUS CAPITAL CORP II A COMMON STOCK USD.0001 67012W104 990 99,996 SH   SOLE   99,996 0 0
NOVUS CAPITAL CORP II A NOVUS CAPITAL II CL A CW27 67012W112 36 33,332 SH   SOLE   33,332 0 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 3,266 80,002 SH   SOLE   80,002 0 0
NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 178 4,408 SH   SOLE   4,408 0 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 4,062 73,800 SH   SOLE   73,800 0 0
NUCOR CORP COMMON STOCK USD.4 670346105 245 2,484 SH   SOLE   2,484 0 0
NUVASIVE INC COMMON STOCK USD.001 670704105 749 12,521 SH   SOLE   12,521 0 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 16,418 79,251 SH   SOLE   79,251 0 0
NVR INC COMMON STOCK USD.01 62944T105 24 5 SH   SOLE   5 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 5,332 27,222 SH   SOLE   27,222 0 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 5,919 9,686 SH   SOLE   9,686 0 0
OAKTREE ACQ CORP II CL A COMMON STOCK USD.0001 G6715X103 735 75,000 SH   SOLE   75,000 0 0
OAKTREE ACQ CORP II CL A OAKTREE ACQ CORP II A CW27 G6715X111 17 18,750 SH   SOLE   18,750 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 3,976 134,421 SH   SOLE   134,421 0 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 588 44,112 SH   SOLE   44,112 0 0
OFFERPAD SOLUTIONS INC COMMON STOCK USD.0001 67623L109 0 1 SH   SOLE   1 0 0
OFG BANCORP COMMON STOCK USD1.0 67103X102 1,156 45,851 SH   SOLE   45,851 0 0
OKTA INC COMMON STOCK 679295105 776 3,270 SH   SOLE   3,270 0 0
OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 3,543 12,389 SH   SOLE   12,389 0 0
OMEGA ALPHA SPAC CLASS A COMMON STOCK USD.0001 G6749V107 146 15,000 SH   SOLE   15,000 0 0
OMNICELL INC COMMON STOCK USD.001 68213N109 1,270 8,553 SH   SOLE   8,553 0 0
OMNICHANNEL ACQUISITION CL A COMMON STOCK USD.0001 68218L108 842 85,000 SH   SOLE   85,000 0 0
OMNICHANNEL ACQUISITION CL A OMNICHANNEL ACQ CL A CW27 68218L116 36 42,500 SH   SOLE   42,500 0 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 109 1,499 SH   SOLE   1,499 0 0
ONE EQUITY PARTNERS OPEN A COMMON STOCK USD.0001 68237L105 486 49,998 SH   SOLE   49,998 0 0
ONE EQUITY PARTNERS OPEN A ONE EQUITY PARTNERS A CW27 68237L113 11 16,666 SH   SOLE   16,666 0 0
ONE EQUITY PARTNERS OPEN WAT UNIT USD.0001 68237L204 0 2 SH   SOLE   2 0 0
ONE GAS INC COMMON STOCK 68235P108 208 3,278 SH   SOLE   3,278 0 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 1,633 29,517 SH   SOLE   29,517 0 0
ONEOK INC COMMON STOCK USD.01 682680103 908 15,660 SH   SOLE   15,660 0 0
OPEN LENDING CORP CL A COMMON STOCK 68373J104 530 14,705 SH   SOLE   14,705 0 0
OPENDOOR TECHNOLOGIES INC COMMON STOCK USD.0001 683712103 0 1 SH   SOLE   1 0 0
OPKO HEALTH INC COMMON STOCK USD.01 68375N103 293 80,363 SH   SOLE   80,363 0 0
OPTION CARE HEALTH INC COMMON STOCK USD.0001 68404L201 1,605 66,169 SH   SOLE   66,169 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 1,607 18,442 SH   SOLE   18,442 0 0
ORGANOGENESIS HOLDINGS INC COMMON STOCK 68621F102 249 17,488 SH   SOLE   17,488 0 0
ORGANON CO COMMON STOCK USD.01 68622V106 42 1,275 SH   SOLE   1,275 0 0
ORION ACQUISITION CORP CL A COMMON STOCK USD.0001 68626A108 485 50,000 SH   SOLE   50,000 0 0
ORION ACQUISITION CORP CL A ORION ACQUISITION CL A CW26 68626A116 8 12,500 SH   SOLE   12,500 0 0
ORION BIOTECH OPPORTUNITI A COMMON STOCK USD.0001 G6780C109 978 100,000 SH   SOLE   100,000 0 0
ORION BIOTECH OPPORTUNITI A ORION BIOTECH OPPORTU CW27 G6780C117 18 20,000 SH   SOLE   20,000 0 0
OTIS WORLDWIDE CORP COMMON STOCK USD.01 68902V107 1,146 13,930 SH   SOLE   13,930 0 0
OUTFRONT MEDIA INC REIT USD.01 69007J106 667 26,450 SH   SOLE   26,450 0 0
OWENS MINOR INC COMMON STOCK USD2.0 690732102 192 6,123 SH   SOLE   6,123 0 0
OWENS CORNING COMMON STOCK USD.001 690742101 875 10,232 SH   SOLE   10,232 0 0
PACCAR INC COMMON STOCK USD1.0 693718108 192 2,438 SH   SOLE   2,438 0 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 213 1,550 SH   SOLE   1,550 0 0
PACWEST BANCORP COMMON STOCK 695263103 64 1,422 SH   SOLE   1,422 0 0
PAGSEGURO DIGITAL LTD CL A COMMON STOCK USD.000025 G68707101 529 10,235 SH   SOLE   10,235 0 0
PANACEA ACQUISITION CORPII A COMMON STOCK USD.0001 G6882C106 293 30,000 SH   SOLE   30,000 0 0
PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 550 4,329 SH   SOLE   4,329 0 0
PARAMOUNT GROUP INC REIT USD.01 69924R108 422 46,994 SH   SOLE   46,994 0 0
PARK HOTELS RESORTS INC REIT USD.01 700517105 684 35,742 SH   SOLE   35,742 0 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 379 1,355 SH   SOLE   1,355 0 0
PARSONS CORP SR UNSECURED 08/25 0.25 70202LAB8 1,253 1,250,000 SH   SOLE   1,250,000 0 0
PATHFINDER ACQUISITION CL A COMMON STOCK USD.0001 G04119106 988 100,000 SH   SOLE   100,000 0 0
PATHFINDER ACQUISITION CL A PATHFINDER ACQ CL A CW27 G04119122 19 20,000 SH   SOLE   20,000 0 0
PAYCHEX INC COMMON STOCK USD.01 704326107 214 1,903 SH   SOLE   1,903 0 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 235 474 SH   SOLE   474 0 0
PAYLOCITY HOLDING CORP COMMON STOCK USD.001 70438V106 535 1,907 SH   SOLE   1,907 0 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 16,313 62,692 SH   SOLE   62,692 0 0
PBF ENERGY INC CLASS A COMMON STOCK USD.001 69318G106 472 36,428 SH   SOLE   36,428 0 0
PEABODY ENERGY CORP COMMON STOCK 704551100 1,461 98,802 SH   SOLE   98,802 0 0
PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 571 7,875 SH   SOLE   7,875 0 0
PENNYMAC FINANCIAL SERVICES COMMON STOCK USD.0001 70932M107 2,667 43,631 SH   SOLE   43,631 0 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 707 7,029 SH   SOLE   7,029 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 73 1,007 SH   SOLE   1,007 0 0
PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 712704105 34 1,925 SH   SOLE   1,925 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 13,967 92,862 SH   SOLE   92,862 0 0
PERIDOT ACQUISITION CORP A COMMON STOCK USD.0001 G7008B105 971 100,000 SH   SOLE   100,000 0 0
PERIDOT ACQUISITION CORP A PERIDOT ACQUISITION A CW28 G7008B121 16 20,000 SH   SOLE   20,000 0 0
PERIPHAS CAPITAL PARTNR CL A COMMON STOCK 713895100 4,869 200,000 SH   SOLE   200,000 0 0
PERIPHAS CAPITAL PARTNR CL A PERIPHAS CAPITAL CL A CW28 713895118 78 50,000 SH   SOLE   50,000 0 0
PERKINELMER INC COMMON STOCK USD1.0 714046109 1,023 5,904 SH   SOLE   5,904 0 0
PERSHING SQUARE TONTINE A COMMON STOCK USD.0001 71531R109 1,051 53,334 SH   SOLE   53,334 0 0
PERSHING SQUARE TONTINE A PERSHING SQUARE TONTINE WS 71531R117 27 21,110 SH   SOLE   21,110 0 0
PFIZER INC COMMON STOCK USD.05 717081103 3,827 88,970 SH   SOLE   88,970 0 0
PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001 71742Q106 480 22,262 SH   SOLE   22,262 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 6,610 69,728 SH   SOLE   69,728 0 0
PHILLIPS 66 COMMON STOCK 718546104 383 5,462 SH   SOLE   5,462 0 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 1,121 63,646 SH   SOLE   63,646 0 0
PINE ISLAND ACQUISITION CL A COMMON STOCK USD.0001 722615101 976 99,999 SH   SOLE   99,999 0 0
PINE ISLAND ACQUISITION CL A PINE ISLAND ACQ CL A CW27 722615119 28 33,333 SH   SOLE   33,333 0 0
PINE ISLAND ACQUISITION CORP UNIT USD.0001 722615200 0 1 SH   SOLE   1 0 0
PINE TECHNOLOGY ACQUISI CL A COMMON STOCK USD.0001 722850104 2,606 270,000 SH   SOLE   270,000 0 0
PINE TECHNOLOGY ACQUISI CL A PINE TECHNOLOGY ACQ A CW28 722850112 63 90,000 SH   SOLE   90,000 0 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 196 2,704 SH   SOLE   2,704 0 0
PINTEREST INC CLASS A COMMON STOCK USD.00001 72352L106 228 4,477 SH   SOLE   4,477 0 0
PIONEER MERGER CORP UNIT USD.0001 G7S24C129 0 2 SH   SOLE   2 0 0
PIONEER MERGER CORP CLASS A COMMON STOCK USD.0001 G7S24C103 1,986 199,998 SH   SOLE   199,998 0 0
PIONEER MERGER CORP CLASS A PIONEER MERGER CL A CW27 G7S24C111 73 66,666 SH   SOLE   66,666 0 0
PITNEY BOWES INC COMMON STOCK USD1.0 724479100 286 39,671 SH   SOLE   39,671 0 0
PIVOTAL INVESTMENT CORPIII A COMMON STOCK USD.0001 72582M106 146 15,000 SH   SOLE   15,000 0 0
PIVOTAL INVESTMENT CORPIII A PIVOTAL INV 3 CL A CW27 72582M114 3 3,000 SH   SOLE   3,000 0 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 357 4,551 SH   SOLE   4,551 0 0
PLAYSTUDIOS INC ACIES ACQUISITION CL A CW27 72815G116 26 33,333 SH   SOLE   33,333 0 0
PLUM ACQUISITION CORP I A PLUM ACQUISITION I A CW28 G7134L118 13 16,000 SH   SOLE   16,000 0 0
PLUM ACQUISITION CORP I A COMMON STOCK USD.0001 G7134L126 774 80,000 SH   SOLE   80,000 0 0
PMV CONSUMER ACQUISITION A COMMON STOCK USD.0001 693486102 2,453 250,000 SH   SOLE   250,000 0 0
PMV CONSUMER ACQUISITION A PMV CONSUMER ACQUISIT CW27 693486110 85 125,000 SH   SOLE   125,000 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 632 3,229 SH   SOLE   3,229 0 0
PNM RESOURCES INC COMMON STOCK 69349H107 3,528 71,300 SH   SOLE   71,300 0 0
POEMA GLOBAL HOLDINGS CORP A COMMON STOCK G7154B107 986 100,000 SH   SOLE   100,000 0 0
POEMA GLOBAL HOLDINGS CORP A POEMA GLOBAL HOLD CL A CW27 G7154B115 45 50,000 SH   SOLE   50,000 0 0
PONTEM CORP UNIT USD.0001 G71707114 0 2 SH   SOLE   2 0 0
PONTEM CORP CLASS A COMMON STOCK USD.0001 G71707106 485 49,998 SH   SOLE   49,998 0 0
PONTEM CORP CLASS A PONTEM CORP CLASS A CW27 G71707122 12 16,666 SH   SOLE   16,666 0 0
POOL CORP COMMON STOCK USD.001 73278L105 147 338 SH   SOLE   338 0 0
POPULATION HEALTH INVEST A COMMON STOCK USD.0001 G71716107 685 69,996 SH   SOLE   69,996 0 0
POPULATION HEALTH INVEST A POPULATION HEALTH CL A CW25 G71716115 18 23,332 SH   SOLE   23,332 0 0
POPULATION HEALTH INVESTMENT UNIT USD.0001 G71716123 0 4 SH   SOLE   4 0 0
PORTAGE FINTECH ACQUISITIO A COMMON STOCK USD.0001 G7185D106 1,457 150,000 SH   SOLE   150,000 0 0
PORTAGE FINTECH ACQUISITIO A PORTAGE FINTECH ACQ CW23 G7185D114 81 50,000 SH   SOLE   50,000 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 2,575 54,789 SH   SOLE   54,789 0 0
POTLATCHDELTIC CORP REIT USD1.0 737630103 1,179 22,859 SH   SOLE   22,859 0 0
POWER DIGITAL INFRAST CL A POWER + DIGITAL INFRAS CW28 739190114 6 2,500 SH   SOLE   2,500 0 0
POWERED BRANDS UNIT USD.0001 G7209M124 0 2 SH   SOLE   2 0 0
POWERED BRANDS CLASS A COMMON STOCK USD.0001 G7209M108 492 49,998 SH   SOLE   49,998 0 0
POWERED BRANDS CLASS A POWERED BRANDS CL A CW27 G7209M116 10 16,666 SH   SOLE   16,666 0 0
PPD INC COMMON STOCK USD.01 69355F102 3,977 85,000 SH   SOLE   85,000 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 2,326 16,262 SH   SOLE   16,262 0 0
PPL CORP COMMON STOCK USD.01 69351T106 300 10,759 SH   SOLE   10,759 0 0
PREFERRED APARTMENT COMMUNIT REIT USD.01 74039L103 1,049 85,782 SH   SOLE   85,782 0 0
PREFERRED BANK/LOS ANGELES COMMON STOCK 740367404 534 8,007 SH   SOLE   8,007 0 0
PRIMAVERA CAPITAL ACQUISIT A COMMON STOCK USD.0001 G7255E109 293 30,000 SH   SOLE   30,000 0 0
PRIMAVERA CAPITAL ACQUISIT A PRIMAVERA CAP ACQ CL A CW26 G7255E117 13 15,000 SH   SOLE   15,000 0 0
PRIME IMPACT ACQU I CL A COMMON STOCK USD.0001 G61074103 982 99,999 SH   SOLE   99,999 0 0
PRIME IMPACT ACQU I CL A PRIME IMPACT ACQU I CW30 G61074129 23 33,333 SH   SOLE   33,333 0 0
PRIME IMPACT ACQUISITION I UNIT USD.0001 G61074111 0 1 SH   SOLE   1 0 0
PRIMERICA INC COMMON STOCK 74164M108 5,320 34,630 SH   SOLE   34,630 0 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 524 21,378 SH   SOLE   21,378 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 3,018 46,860 SH   SOLE   46,860 0 0
PRIVETERRA ACQUISITION COR A COMMON STOCK USD.0001 74275N102 1,462 149,997 SH   SOLE   149,997 0 0
PRIVETERRA ACQUISITION COR A PRIVETERRA ACQ CL A CW27 74275N110 27 49,999 SH   SOLE   49,999 0 0
PRIVETERRA ACQUISITION CORP UNIT USD.0001 74275N201 0 3 SH   SOLE   3 0 0
PROCTER GAMBLE CO/THE COMMON STOCK 742718109 8,318 59,498 SH   SOLE   59,498 0 0
PROG HOLDINGS INC COMMON STOCK USD.5 74319R101 734 17,463 SH   SOLE   17,463 0 0
PROGRESS ACQUISITION CORP A COMMON STOCK USD.0001 74327P105 638 65,000 SH   SOLE   65,000 0 0
PROGRESS ACQUISITION CORP A PROGRESS ACQ CL A CW27 74327P113 18 32,500 SH   SOLE   32,500 0 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 3,003 33,219 SH   SOLE   33,219 0 0
PROLOGIS INC REIT USD.01 74340W103 17,829 142,147 SH   SOLE   142,147 0 0
PROPERTY SOLUTIONS ACQUISI A COMMON STOCK USD.0001 74350A108 970 100,000 SH   SOLE   100,000 0 0
PROPERTY SOLUTIONS ACQUISI A PROPERTY SOLUTIONS A CW26 74350A116 17 25,000 SH   SOLE   25,000 0 0
PROPETRO HOLDING CORP COMMON STOCK 74347M108 363 42,013 SH   SOLE   42,013 0 0
PROSPECTOR CAPITAL CORP UNIT USD.0001 G7273A121 0 4 SH   SOLE   4 0 0
PROSPECTOR CAPITAL CORP CL A COMMON STOCK USD.0001 G7273A105 98 9,996 SH   SOLE   9,996 0 0
PROSPECTOR CAPITAL CORP CL A PROSPECTOR CAPITAL CORP CW25 G7273A113 2 3,332 SH   SOLE   3,332 0 0
PROVIDENT ACQUISITION CORP A COMMON STOCK USD.0001 G7282L100 293 30,000 SH   SOLE   30,000 0 0
PROVIDENT ACQUISITION CORP A PROVIDENT ACQUISITION CW26 G7282L126 9 15,000 SH   SOLE   15,000 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 1,331 56,727 SH   SOLE   56,727 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 210 1,996 SH   SOLE   1,996 0 0
PS BUSINESS PARKS INC/MD REIT USD.01 69360J107 676 4,311 SH   SOLE   4,311 0 0
PTC INC COMMON STOCK USD.01 69370C100 183 1,524 SH   SOLE   1,524 0 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 489 13,131 SH   SOLE   13,131 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 205 3,358 SH   SOLE   3,358 0 0
PUBLIC STORAGE REIT USD.1 74460D109 6,865 23,108 SH   SOLE   23,108 0 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 83 1,817 SH   SOLE   1,817 0 0
PVH CORP COMMON STOCK USD1.0 693656100 2,978 28,969 SH   SOLE   28,969 0 0
PWP FORWARD ACQUISITION CO A COMMON STOCK USD.0001 74709Q101 481 50,000 SH   SOLE   50,000 0 0
PWP FORWARD ACQUISITION CO A PWP FORWARD ACQ CL A CW27 74709Q119 8 10,000 SH   SOLE   10,000 0 0
QAD INC A COMMON STOCK 74727D306 852 9,753 SH   SOLE   9,753 0 0
QCR HOLDINGS INC COMMON STOCK USD1.0 74727A104 431 8,382 SH   SOLE   8,382 0 0
QORVO INC COMMON STOCK USD.0001 74736K101 1,042 6,231 SH   SOLE   6,231 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,614 20,264 SH   SOLE   20,264 0 0
QUALYS INC COMMON STOCK USD.001 74758T303 2,545 22,865 SH   SOLE   22,865 0 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 157 1,375 SH   SOLE   1,375 0 0
QUANTUM SI INC HIGHCAPE CAPITAL ACQUI CW27 74765K113 17 8,332 SH   SOLE   8,332 0 0
QUEEN S GAMBIT GROWTH CL A COMMON STOCK USD.0001 G7315C101 49 4,998 SH   SOLE   4,998 0 0
QUEEN S GAMBIT GROWTH CL A QUEEN S GAMBIT GRTH A CW27 G7315C119 1 1,666 SH   SOLE   1,666 0 0
QUEEN S GAMBIT GROWTH CAPITA UNIT USD.0001 G7315C127 0 2 SH   SOLE   2 0 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 1,278 8,798 SH   SOLE   8,798 0 0
QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001 749119103 131 22,584 SH   SOLE   22,584 0 0
RADIUS HEALTH INC COMMON STOCK USD.0001 750469207 320 25,766 SH   SOLE   25,766 0 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 181 5,358 SH   SOLE   5,358 0 0
RAFAEL HOLDINGS INC CLASS B COMMON STOCK USD.01 75062E106 295 9,600 SH   SOLE   9,600 0 0
RAPID7 INC COMMON STOCK USD.01 753422104 525 4,644 SH   SOLE   4,644 0 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 78 845 SH   SOLE   845 0 0
RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0 75513E101 8,000 93,072 SH   SOLE   93,072 0 0
REALOGY HOLDINGS CORP COMMON STOCK USD.01 75605Y106 664 37,868 SH   SOLE   37,868 0 0
REALTY INCOME CORP REIT USD1.0 756109104 2,665 41,093 SH   SOLE   41,093 0 0
RED ROCK RESORTS INC CLASS A COMMON STOCK USD.01 75700L108 1,324 25,849 SH   SOLE   25,849 0 0
REDBALL ACQUISITION CORP UNIT USD.0001 G7417R121 0 1 SH   SOLE   1 0 0
REDBALL ACQUISITION CORP A COMMON STOCK USD.0001 G7417R105 3,700 375,999 SH   SOLE   375,999 0 0
REDBALL ACQUISITION CORP A REDBALL ACQUISITION CW22 G7417R113 101 125,333 SH   SOLE   125,333 0 0
REGENCY CENTERS CORP REIT USD.01 758849103 3,628 53,886 SH   SOLE   53,886 0 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 2,446 4,041 SH   SOLE   4,041 0 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 3,693 173,317 SH   SOLE   173,317 0 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 43 383 SH   SOLE   383 0 0
REINVENT TECHNOLOGY PAR A COMMON STOCK USD.0001 G7484L106 497 50,000 SH   SOLE   50,000 0 0
REINVENT TECHNOLOGY PAR A REINVENT TECHNOLOGY PA CW28 G7484L122 9 6,250 SH   SOLE   6,250 0 0
RELAY THERAPEUTICS INC COMMON STOCK 75943R102 230 7,282 SH   SOLE   7,282 0 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 1,590 11,165 SH   SOLE   11,165 0 0
RENEW ENERGY GLOBAL PLC A COMMON STOCK USD.0001 G7500M104 0 4 SH   SOLE   4 0 0
RENEW ENERGY GLOBAL PLC A RENEW ENERGY GLOBAL CW26 G7500M120 61 33,332 SH   SOLE   33,332 0 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 589 10,473 SH   SOLE   10,473 0 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 2,254 7,800 SH   SOLE   7,800 0 0
REPLIMUNE GROUP INC COMMON STOCK USD.001 76029N106 242 8,167 SH   SOLE   8,167 0 0
REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 2,703 22,513 SH   SOLE   22,513 0 0
RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 76118Y104 294 11,867 SH   SOLE   11,867 0 0
RESMED INC COMMON STOCK USD.004 761152107 302 1,145 SH   SOLE   1,145 0 0
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 812 46,636 SH   SOLE   46,636 0 0
RETRACTABLE TECHNOLOGIES INC COMMON STOCK 76129W105 302 27,415 SH   SOLE   27,415 0 0
REVOLUTION HEALTHCARE ACQU A COMMON STOCK USD.0001 76155Y108 487 50,000 SH   SOLE   50,000 0 0
REVOLUTION HEALTHCARE ACQU A REVOLUTION HEALTHCARE CW28 76155Y116 9 10,000 SH   SOLE   10,000 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD.01 76169C100 3,045 53,664 SH   SOLE   53,664 0 0
RIBBIT LEAP LTD CLASS A COMMON STOCK USD.0001 G7552B105 51 5,000 SH   SOLE   5,000 0 0
RIBBIT LEAP LTD CLASS A RIBBIT LEAP LTD A CW25 G7552B113 1 1,000 SH   SOLE   1,000 0 0
RICE ACQUISITION CORP II A COMMON STOCK USD.0001 G75529100 496 50,000 SH   SOLE   50,000 0 0
RICE ACQUISITION CORP II A RICE ACQUISITION CORP II CW G75529126 20 12,500 SH   SOLE   12,500 0 0
RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 766559603 607 167,227 SH   SOLE   167,227 0 0
RIOT BLOCKCHAIN INC COMMON STOCK 767292105 277 10,765 SH   SOLE   10,765 0 0
RITE AID CORP COMMON STOCK USD1.0 767754872 842 59,276 SH   SOLE   59,276 0 0
RLI CORP COMMON STOCK USD1.0 749607107 468 4,664 SH   SOLE   4,664 0 0
RMG ACQUISITION CORP III A COMMON STOCK USD.0001 G76088106 487 50,000 SH   SOLE   50,000 0 0
RMG ACQUISITION CORP III A RMG ACQUISITION CL A CW27 G76088122 9 10,000 SH   SOLE   10,000 0 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 145 1,450 SH   SOLE   1,450 0 0
ROCKET INTERNET GROWTH OPP A COMMON STOCK USD.0001 G7613T103 244 25,000 SH   SOLE   25,000 0 0
ROCKET INTERNET GROWTH OPP A ROCKET INTERNET GROWTH CW27 G7613T129 5 6,250 SH   SOLE   6,250 0 0
ROCKET LAB USA INC COMMON STOCK USD.0001 773122106 0 3 SH   SOLE   3 0 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 342 1,164 SH   SOLE   1,164 0 0
ROLLINS INC COMMON STOCK USD1.0 775711104 910 25,743 SH   SOLE   25,743 0 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 6,399 14,343 SH   SOLE   14,343 0 0
ROSS STORES INC COMMON STOCK USD.01 778296103 2,583 23,726 SH   SOLE   23,726 0 0
ROYALTY PHARMA PLC CL A COMMON STOCK G7709Q104 415 11,487 SH   SOLE   11,487 0 0
RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 31 405 SH   SOLE   405 0 0
RPT REALTY REIT USD.01 74971D101 254 19,896 SH   SOLE   19,896 0 0
RUBIUS THERAPEUTICS INC COMMON STOCK 78116T103 181 10,116 SH   SOLE   10,116 0 0
RXR ACQUISITION CORP CL A COMMON STOCK USD.0001 74981W107 982 101,000 SH   SOLE   101,000 0 0
RXR ACQUISITION CORP CL A RXR ACQUISITION CL A CW26 74981W115 15 20,200 SH   SOLE   20,200 0 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 3,334 40,312 SH   SOLE   40,312 0 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 931 11,121 SH   SOLE   11,121 0 0
S P GLOBAL INC COMMON STOCK USD1.0 78409V104 11,512 27,093 SH   SOLE   27,093 0 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 10,662 39,311 SH   SOLE   39,311 0 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 269 15,938 SH   SOLE   15,938 0 0
SANDBRIDGE X2 CORP A COMMON STOCK USD.0001 799792106 1,457 150,000 SH   SOLE   150,000 0 0
SANDBRIDGE X2 CORP A SANDBRIDGE X2 CL A CW27 799792114 39 50,000 SH   SOLE   50,000 0 0
SANDERSON FARMS INC COMMON STOCK USD1.0 800013104 1,405 7,464 SH   SOLE   7,464 0 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P869 407 31,303 SH   SOLE   31,303 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 1,005 26,066 SH   SOLE   26,066 0 0
SARCOS TECHNOLOGY AND ROBOTI ROTOR ACQUSIITION CL A CW27 80359A114 20 25,000 SH   SOLE   25,000 0 0
SARISSA CAPITAL ACQUISITI A COMMON STOCK USD.0001 G7823W102 641 64,998 SH   SOLE   64,998 0 0
SARISSA CAPITAL ACQUISITI A SARISSA CAPITAL ACQUI CW27 G7823W110 20 21,666 SH   SOLE   21,666 0 0
SARISSA CAPITAL ACQUISITION UNIT USD.0001 G7823W128 0 2 SH   SOLE   2 0 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 1,334 4,036 SH   SOLE   4,036 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 362 12,228 SH   SOLE   12,228 0 0
SCHNEIDER NATIONAL INC CL B COMMON STOCK 80689H102 497 21,841 SH   SOLE   21,841 0 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 757 21,224 SH   SOLE   21,224 0 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1,956 26,854 SH   SOLE   26,854 0 0
SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001 808625107 49 572 SH   SOLE   572 0 0
SCIENCE STRATEGIC ACQUISIT A COMMON STOCK USD.0001 808641104 485 49,998 SH   SOLE   49,998 0 0
SCIENCE STRATEGIC ACQUISIT A SCIENCE STRATEGIC A CW27 808641112 12 16,666 SH   SOLE   16,666 0 0
SCIENCE STRATEGIC ACQUISITIO UNIT USD.0001 808641203 0 2 SH   SOLE   2 0 0
SCIENTIFIC GAMES CORP COMMON STOCK USD.001 80874P109 510 6,134 SH   SOLE   6,134 0 0
SCION TECH GROWTH I CLASS A COMMON STOCK USD.0001 G31067104 2,919 300,000 SH   SOLE   300,000 0 0
SCION TECH GROWTH I CLASS A SCION TECH GROWTH I CW25 G31067112 77 100,000 SH   SOLE   100,000 0 0
SCION TECH GROWTH II UNIT USD.0001 G31070124 0 4 SH   SOLE   4 0 0
SCION TECH GROWTH II CLASS A COMMON STOCK USD.0001 G31070108 975 99,996 SH   SOLE   99,996 0 0
SCION TECH GROWTH II CLASS A SCION TECH GROWTH II CW27 G31070116 22 33,332 SH   SOLE   33,332 0 0
SCP CO HEALTHCARE ACQUIS A COMMON STOCK USD.0001 784065104 243 25,000 SH   SOLE   25,000 0 0
SCP CO HEALTHCARE ACQUIS A SCP + CO HEALTHCARE A CW28 784065112 7 12,500 SH   SOLE   12,500 0 0
SCVX CORP CLASS A CVX CORP CLASS A CW25 G79448117 20 25,000 SH   SOLE   25,000 0 0
SCVX CORP CLASS A COMMON STOCK USD.0001 G79448208 497 50,000 SH   SOLE   50,000 0 0
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001 G7997R103 188 2,282 SH   SOLE   2,282 0 0
SEAGEN INC COMMON STOCK USD.001 81181C104 73 428 SH   SOLE   428 0 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 3,144 57,391 SH   SOLE   57,391 0 0
SEASPINE HOLDINGS CORP COMMON STOCK USD.01 81255T108 449 28,536 SH   SOLE   28,536 0 0
SECUREWORKS CORP A COMMON STOCK USD.01 81374A105 286 14,385 SH   SOLE   14,385 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 982 27,155 SH   SOLE   27,155 0 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 1,357 17,964 SH   SOLE   17,964 0 0
SEMA4 HLDGS CORP WTS CALL EXP 22JUL26 81663L119 14 6,666 SH   SOLE   6,666 0 0
SEMA4 HOLDINGS CORP COMMON STOCK USD.0001 81663L101 0 2 SH   SOLE   2 0 0
SEMPRA ENERGY COMMON STOCK 816851109 319 2,521 SH   SOLE   2,521 0 0
SEMTECH CORP COMMON STOCK USD.01 816850101 1,400 17,959 SH   SOLE   17,959 0 0
SENIOR CONNECT ACQUISITION A COMMON STOCK USD.0001 81723H108 1,954 200,000 SH   SOLE   200,000 0 0
SENIOR CONNECT ACQUISITION A SENIOR CONNECT ACQ A CW27 81723H116 71 100,000 SH   SOLE   100,000 0 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 3,823 41,977 SH   SOLE   41,977 0 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 2,939 48,775 SH   SOLE   48,775 0 0
SERVICE PROPERTIES TRUST REIT USD.01 81761L102 192 17,087 SH   SOLE   17,087 0 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 2,403 3,861 SH   SOLE   3,861 0 0
SHARECARE INC FALCON CAPITAL ACQUIS CW27 81948W112 13 6,666 SH   SOLE   6,666 0 0
SHELTER ACQUISITION CORP I A COMMON STOCK USD.0001 822821104 972 100,000 SH   SOLE   100,000 0 0
SHELTER ACQUISITION CORP I A SHELTER ACQ I CL A CW27 822821112 25 50,000 SH   SOLE   50,000 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 9,460 33,817 SH   SOLE   33,817 0 0
SHIFT4 PAYMENTS INC CLASS A COMMON STOCK 82452J109 669 8,630 SH   SOLE   8,630 0 0
SHOCKWAVE MEDICAL INC COMMON STOCK USD.001 82489T104 1,022 4,962 SH   SOLE   4,962 0 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 566 4,992 SH   SOLE   4,992 0 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 2,780 10,211 SH   SOLE   10,211 0 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 304 3,856 SH   SOLE   3,856 0 0
SILVER CREST ACQUISITION C A COMMON STOCK USD.0001 G81355102 1,475 150,000 SH   SOLE   150,000 0 0
SILVER CREST ACQUISITION C A SILVER CREST ACQ CL A CW28 G81355128 49 75,000 SH   SOLE   75,000 0 0
SILVER SPIKE ACQUISITION A COMMON STOCK USD.0001 G8201H105 490 50,000 SH   SOLE   50,000 0 0
SILVER SPIKE ACQUISITION A SILVER SPIKE ACQ A CW26 G8201H113 14 12,500 SH   SOLE   12,500 0 0
SILVERBOX ENGAGED MERGER C A COMMON STOCK USD.0001 82836L101 734 75,000 SH   SOLE   75,000 0 0
SILVERBOX ENGAGED MERGER C A SILVERBOX ENGAGED MERG CW27 82836L119 18 25,000 SH   SOLE   25,000 0 0
SILVERSPAC INC UNIT USD.0001 G8136V120 992 100,000 SH   SOLE   100,000 0 0
SIMON PROPERTY GROUP ACQUI A COMMON STOCK USD.0001 82880R103 10 1,000 SH   SOLE   1,000 0 0
SIMON PROPERTY GROUP ACQUI A SIMON PROPERTY GROUP CW26 82880R111 0 200 SH   SOLE   200 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 5,424 41,729 SH   SOLE   41,729 0 0
SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 1,214 11,346 SH   SOLE   11,346 0 0
SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 693 21,863 SH   SOLE   21,863 0 0
SKYDECK ACQUISITION CORP UNIT USD.0001 G82220107 0 2 SH   SOLE   2 0 0
SKYDECK ACQUISITION CORP A SKYDECK ACQ CORP CL A CW27 G82220115 13 16,666 SH   SOLE   16,666 0 0
SKYDECK ACQUISITION CORP A COMMON STOCK USD.0001 G82220123 483 49,998 SH   SOLE   49,998 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 292 1,774 SH   SOLE   1,774 0 0
SLEEP NUMBER CORP COMMON STOCK USD.01 83125X103 936 10,013 SH   SOLE   10,013 0 0
SLM CORP COMMON STOCK USD.2 78442P106 105 5,951 SH   SOLE   5,951 0 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 944 35,783 SH   SOLE   35,783 0 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 6,329 103,629 SH   SOLE   103,629 0 0
SMITH WESSON BRANDS INC COMMON STOCK USD.001 831754106 287 13,801 SH   SOLE   13,801 0 0
SNAP ON INC COMMON STOCK USD1.0 833034101 4,255 20,362 SH   SOLE   20,362 0 0
SOAR TECHNOLOGY ACQUISITION UNIT USD.0001 G82472104 1,320 130,000 SH   SOLE   130,000 0 0
SOCIAL CAPITAL HEDOSOPH A COMMON STOCK USD.0001 G82514103 405 39,996 SH   SOLE   39,996 0 0
SOCIAL CAPITAL HEDOSOPH A SOCIAL CAPITAL HEDOSOP CW25 G82514111 17 9,999 SH   SOLE   9,999 0 0
SOCIAL CAPITAL HEDOSOPH VI A COMMON STOCK USD.0001 G8251L105 227 22,402 SH   SOLE   22,402 0 0
SOCIAL CAPITAL HEDOSOPH VI A SOCIAL CAPITAL HED VI CW25 G8251L113 23 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 HEDOSOPHIA HO UNIT USD.0001 G82514129 0 4 SH   SOLE   4 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253T106 995 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253U103 988 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253W109 980 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253Y105 981 100,000 SH   SOLE   100,000 0 0
SOCIAL LEVERAGE ACQUISITIO A COMMON STOCK USD.0001 83363K102 98 10,000 SH   SOLE   10,000 0 0
SOCIAL LEVERAGE ACQUISITIO A SOCIAL LEVERAGE ACQ A CW27 83363K110 2 2,500 SH   SOLE   2,500 0 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 45 171 SH   SOLE   171 0 0
SOTERA HEALTH CO COMMON STOCK USD.01 83601L102 287 10,977 SH   SOLE   10,977 0 0
SOUTHERN CO/THE COMMON STOCK USD5.0 842587107 633 10,209 SH   SOLE   10,209 0 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 530 10,303 SH   SOLE   10,303 0 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 1,838 27,481 SH   SOLE   27,481 0 0
SPARTAN ACQUISITION III A COMMON STOCK USD.0001 84677R106 988 100,000 SH   SOLE   100,000 0 0
SPARTAN ACQUISITION III A SPARTAN ACQ III CL A CW26 84677R114 28 25,000 SH   SOLE   25,000 0 0
SPDR PORTFOLIO S P 500 VALUE E SPDR PORT S+P 500 VALUE 78464A508 4,446 114,000 SH   SOLE   114,000 0 0
SPDR S P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 35,510 82,746 SH   SOLE   82,746 0 0
SPDR S P BIOTECH ETF SPDR S+P BIOTECH ETF 78464A870 2,853 22,695 SH   SOLE   22,695 0 0
SPIRIT REALTY CAPITAL INC REIT USD.05 84860W300 741 16,102 SH   SOLE   16,102 0 0
SPORTS ENTERTAINMENT ACQUI A SPORTS ENTERTAINMENT CW25 84918M114 89 37,500 SH   SOLE   37,500 0 0
SPORTS VENTURES ACQUISITIO A COMMON STOCK USD.0001 G8372A103 1,463 150,000 SH   SOLE   150,000 0 0
SPORTS VENTURES ACQUISITIO A SPORTS VENT ACQ CL A CW27 G8372A129 30 50,000 SH   SOLE   50,000 0 0
SPORTSTEK ACQUISITION CORP A COMMON STOCK USD.0001 849196100 1,463 150,000 SH   SOLE   150,000 0 0
SPORTSTEK ACQUISITION CORP A SPORTSTEK ACQ CL A CW27 849196118 68 75,000 SH   SOLE   75,000 0 0
SPROUT SOCIAL INC CLASS A COMMON STOCK USD.0001 85209W109 792 6,496 SH   SOLE   6,496 0 0
SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 85208M102 1,029 44,419 SH   SOLE   44,419 0 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 2,280 14,133 SH   SOLE   14,133 0 0
SS C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 5,848 84,266 SH   SOLE   84,266 0 0
STAAR SURGICAL CO COMMON STOCK USD.01 852312305 460 3,578 SH   SOLE   3,578 0 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 491 12,511 SH   SOLE   12,511 0 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 775 4,421 SH   SOLE   4,421 0 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 6,325 57,336 SH   SOLE   57,336 0 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 250 2,945 SH   SOLE   2,945 0 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 913 15,614 SH   SOLE   15,614 0 0
STEPSTONE GROUP INC CLASS A COMMON STOCK USD.001 85914M107 1,102 25,854 SH   SOLE   25,854 0 0
STERLING BANCORP/DE COMMON STOCK USD.01 85917A100 283 11,357 SH   SOLE   11,357 0 0
STEVANATO GROUP SPA COMMON STOCK T9224W109 623 24,631 SH   SOLE   24,631 0 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 506 12,612 SH   SOLE   12,612 0 0
STEWART INFORMATION SERVICES COMMON STOCK USD1.0 860372101 510 8,062 SH   SOLE   8,062 0 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 450 6,618 SH   SOLE   6,618 0 0
STRATIM CLOUD ACQUISITION CO COMMON STOCK USD.0001 86309R107 974 99,996 SH   SOLE   99,996 0 0
STRATIM CLOUD ACQUISITION CO STRATIM CLOUD ACQ CW28 86309R115 20 33,332 SH   SOLE   33,332 0 0
STRATIM CLOUD ACQUISITION CO UNIT USD.0001 86309R206 0 4 SH   SOLE   4 0 0
STRYKER CORP COMMON STOCK USD.1 863667101 667 2,530 SH   SOLE   2,530 0 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 293 30,443 SH   SOLE   30,443 0 0
SUMO LOGIC INC COMMON STOCK USD.0001 86646P103 350 21,707 SH   SOLE   21,707 0 0
SUN COMMUNITIES INC REIT USD.01 866674104 2,994 16,174 SH   SOLE   16,174 0 0
SUNCOKE ENERGY INC COMMON STOCK USD.01 86722A103 457 72,822 SH   SOLE   72,822 0 0
SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 675 56,555 SH   SOLE   56,555 0 0
SUPERNOVA PARTNERS ACQUISI A COMMON STOCK USD.0001 G8T86C105 195 20,000 SH   SOLE   20,000 0 0
SUPERNOVA PARTNERS ACQUISI A SUPERNOVA PARTNERS ACQ CW27 G8T86C121 4 5,000 SH   SOLE   5,000 0 0
SUPERNOVA PARTNERS ACQUISI A COMMON STOCK USD.0001 G8T90F102 683 70,000 SH   SOLE   70,000 0 0
SUPERNOVA PARTNERS ACQUISI A SUPERNOVA PARTNERSS A CW27 G8T90F128 13 14,000 SH   SOLE   14,000 0 0
SURROZEN INC COMMON STOCK USD.0001 86889P109 0 4 SH   SOLE   4 0 0
SUSTAINABLE DEVELOPMENT AC A COMMON STOCK USD.0001 86934L103 49 5,000 SH   SOLE   5,000 0 0
SUSTAINABLE DEVELOPMENT AC A SUSTAINABLE DEVELOP A CW28 86934L111 2 2,500 SH   SOLE   2,500 0 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,215 1,878 SH   SOLE   1,878 0 0
SVF INVESTMENT CORP 2 CLS A COMMON STOCK USD.0001 G8601M100 49 5,000 SH   SOLE   5,000 0 0
SVF INVESTMENT CORP 3 CLS A COMMON STOCK USD.0001 G8601N108 49 5,000 SH   SOLE   5,000 0 0
SVF INVESTMENT CORP CL A COMMON STOCK USD.0001 G8601L102 488 50,000 SH   SOLE   50,000 0 0
SVF INVESTMENT CORP CL A SVF INVESTMENT CL A CW27 G8601L128 10 10,000 SH   SOLE   10,000 0 0
SWITCH INC A COMMON STOCK USD.001 87105L104 659 25,959 SH   SOLE   25,959 0 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 432 2,402 SH   SOLE   2,402 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 259 5,293 SH   SOLE   5,293 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 860 2,871 SH   SOLE   2,871 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 1,091 24,852 SH   SOLE   24,852 0 0
SYSCO CORP COMMON STOCK USD1.0 871829107 888 11,311 SH   SOLE   11,311 0 0
T MOBILE US INC COMMON STOCK USD.0001 872590104 7,567 59,229 SH   SOLE   59,229 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1,416 7,197 SH   SOLE   7,197 0 0
TABOOLA.COM LTD TABOOLA.COM LTD CW27 M8744T114 9 4,999 SH   SOLE   4,999 0 0
TAILWIND ACQUISITION CORP A TAILWIND ACQUISITION CW27 87403Q110 15 25,000 SH   SOLE   25,000 0 0
TAILWIND INTERNATIONAL ACQ A COMMON STOCK USD.0001 G8662F101 970 99,996 SH   SOLE   99,996 0 0
TAILWIND INTERNATIONAL ACQ A TAILWIND INTERNATIONAL CW28 G8662F119 21 33,332 SH   SOLE   33,332 0 0
TAILWIND INTERNATIONAL ACQUI UNIT USD.0001 G8662F127 0 4 SH   SOLE   4 0 0
TAILWIND TWO ACQUISITION A COMMON STOCK G86613109 486 49,998 SH   SOLE   49,998 0 0
TAILWIND TWO ACQUISITION A TAILWIND TWO ACQ CL A CW28 G86613125 17 16,666 SH   SOLE   16,666 0 0
TAILWIND TWO ACQUISITION COR UNIT USD.0001 G86613117 0 2 SH   SOLE   2 0 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 4,197 37,587 SH   SOLE   37,587 0 0
TANDEM DIABETES CARE INC COMMON STOCK 875372203 410 3,438 SH   SOLE   3,438 0 0
TAPESTRY INC COMMON STOCK USD.01 876030107 136 3,668 SH   SOLE   3,668 0 0
TARGET CORP COMMON STOCK USD.0833 87612E106 8,672 37,909 SH   SOLE   37,909 0 0
TCV ACQUISITION CORP A COMMON STOCK USD.0001 G8704C124 542 55,300 SH   SOLE   55,300 0 0
TCW SPECIAL PURPOSE ACQ CL A COMMON STOCK USD.0001 87301L106 1,956 199,998 SH   SOLE   199,998 0 0
TCW SPECIAL PURPOSE ACQ CL A TCW SPECIAL PURPOSE AC CW28 87301L114 41 66,666 SH   SOLE   66,666 0 0
TCW SPECIAL PURPOSE ACQUISIT UNIT USD.0001 87301L205 0 2 SH   SOLE   2 0 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 2,212 16,119 SH   SOLE   16,119 0 0
TECH AND ENERGY TRANSITION UNIT USD.0001 87823R201 0 2 SH   SOLE   2 0 0
TECH AND ENERGY TRANSITION A COMMON STOCK USD.0001 87823R102 1,221 124,998 SH   SOLE   124,998 0 0
TECH AND ENERGY TRANSITION A TECH AND ENERGY TRANSI CW27 87823R110 27 41,666 SH   SOLE   41,666 0 0
TEGNA INC COMMON STOCK USD1.0 87901J105 555 28,121 SH   SOLE   28,121 0 0
TEKKORP DIGITAL ACQUISITIO A COMMON STOCK USD.0001 G8739H106 1,964 200,000 SH   SOLE   200,000 0 0
TEKKORP DIGITAL ACQUISITIO A TEKKORP DIGITAL ACQUI CW27 G8739H114 89 100,000 SH   SOLE   100,000 0 0
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 2,121 4,938 SH   SOLE   4,938 0 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 208 553 SH   SOLE   553 0 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 323 6,964 SH   SOLE   6,964 0 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 1,228 18,487 SH   SOLE   18,487 0 0
TENNANT CO COMMON STOCK USD.375 880345103 472 6,379 SH   SOLE   6,379 0 0
TERADATA CORP COMMON STOCK USD.01 88076W103 192 3,354 SH   SOLE   3,354 0 0
TERADYNE INC COMMON STOCK USD.125 880770102 1,859 17,027 SH   SOLE   17,027 0 0
TEREX CORP COMMON STOCK USD.01 880779103 2,235 53,080 SH   SOLE   53,080 0 0
TERRENO REALTY CORP REIT USD.01 88146M101 334 5,275 SH   SOLE   5,275 0 0
TESLA INC COMMON STOCK USD.001 88160R101 8,388 10,817 SH   SOLE   10,817 0 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 9,031 46,986 SH   SOLE   46,986 0 0
TEXTRON INC COMMON STOCK USD.125 883203101 1,439 20,611 SH   SOLE   20,611 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 10,564 18,491 SH   SOLE   18,491 0 0
THIMBLE POINT ACQUISITION A COMMON STOCK USD.0001 88408P107 497 49,998 SH   SOLE   49,998 0 0
THIMBLE POINT ACQUISITION A THIMBLE POINT ACQ A CW26 88408P115 16 16,666 SH   SOLE   16,666 0 0
THIMBLE POINT ACQUISITION CO UNIT USD.0001 88408P206 0 2 SH   SOLE   2 0 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 1,179 9,607 SH   SOLE   9,607 0 0
THUNDER BRIDGE CAPITAL PAR A COMMON STOCK USD.0001 88605L107 1,455 150,000 SH   SOLE   150,000 0 0
THUNDER BRIDGE CAPITAL PAR A THUNDER BRIDGE CAPITAL CW 88605L115 180 30,000 SH   SOLE   30,000 0 0
THUNDER BRIDGE CAPITAL PAR A COMMON STOCK USD.0001 88605T100 976 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAPITAL PAR A THUNDER BRIDGE CAP A CW28 88605T118 15 20,000 SH   SOLE   20,000 0 0
TIMKEN CO COMMON STOCK 887389104 846 12,935 SH   SOLE   12,935 0 0
TISHMAN SPEYER INNOVATI CL A COMMON STOCK USD.0001 88825H100 490 50,000 SH   SOLE   50,000 0 0
TISHMAN SPEYER INNOVATI CL A TISHMAN SPEYER IN CL A CW27 88825H118 8 10,000 SH   SOLE   10,000 0 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 6,496 98,458 SH   SOLE   98,458 0 0
TLG ACQUISITION ONE COR CL A COMMON STOCK USD.0001 87257M108 2,955 300,000 SH   SOLE   300,000 0 0
TLG ACQUISITION ONE COR CL A TLG ACQUISITION ONE A CW28 87257M116 57 100,000 SH   SOLE   100,000 0 0
TORTOISEECOFIN ACQUISITION A COMMON STOCK USD.0001 G8956E109 970 100,000 SH   SOLE   100,000 0 0
TORTOISEECOFIN ACQUISITION A TORTOISEECOFIN ACQUISIT CW G8956E117 29 25,000 SH   SOLE   25,000 0 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 620 20,720 SH   SOLE   20,720 0 0
TPG PACE BENEFICIAL FIN CL A TPG PACE BENEFICIAL A CW27 G8990D117 20 10,000 SH   SOLE   10,000 0 0
TPG PACE BENEFICIAL II COR A COMMON STOCK USD.0001 G89826104 245 25,000 SH   SOLE   25,000 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 7,905 39,016 SH   SOLE   39,016 0 0
TRADEWEB MARKETS INC CLASS A COMMON STOCK USD.01 892672106 463 5,737 SH   SOLE   5,737 0 0
TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 G8994E103 7,241 41,942 SH   SOLE   41,942 0 0
TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 10,396 16,645 SH   SOLE   16,645 0 0
TRANSUNION COMMON STOCK USD.01 89400J107 2,037 18,134 SH   SOLE   18,134 0 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 337 2,218 SH   SOLE   2,218 0 0
TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 89422G107 476 19,627 SH   SOLE   19,627 0 0
TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001 89455T109 481 17,864 SH   SOLE   17,864 0 0
TREBIA ACQUISITION CORP UNIT USD.0001 G9027T125 0 1 SH   SOLE   1 0 0
TREBIA ACQUISITION CORP A COMMON STOCK USD.0001 G9027T109 991 99,999 SH   SOLE   99,999 0 0
TREBIA ACQUISITION CORP A TREBIA ACQUISITION CW G9027T117 48 33,333 SH   SOLE   33,333 0 0
TRI POINTE HOMES INC COMMON STOCK USD.01 87265H109 1,856 88,318 SH   SOLE   88,318 0 0
TRIBE CAPITAL GROWTH CORP A COMMON STOCK USD.0001 89601Y101 243 25,000 SH   SOLE   25,000 0 0
TRIBE CAPITAL GROWTH CORP A TRIBE CAPITAL GROWTH CORP CW 89601Y119 6 6,250 SH   SOLE   6,250 0 0
TRICO BANCSHARES COMMON STOCK 896095106 554 12,775 SH   SOLE   12,775 0 0
TRIMBLE INC COMMON STOCK 896239100 190 2,316 SH   SOLE   2,316 0 0
TRINET GROUP INC COMMON STOCK USD.000025 896288107 675 7,138 SH   SOLE   7,138 0 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 617 11,433 SH   SOLE   11,433 0 0
TRUIST FINANCIAL CORP COMMON STOCK USD5.0 89832Q109 570 9,721 SH   SOLE   9,721 0 0
TUATARA CAPITAL ACQUISITIO A COMMON STOCK USD.0001 G9118J101 195 20,000 SH   SOLE   20,000 0 0
TUATARA CAPITAL ACQUISITIO A TUATARA CAP ACQ CL A CW27 G9118J119 6 10,000 SH   SOLE   10,000 0 0
TURMERIC ACQUISITION CORP A COMMON STOCK USD.0001 G9127T108 734 75,000 SH   SOLE   75,000 0 0
TURMERIC ACQUISITION CORP A TURMERIC ACQUISITION A CW25 G9127T124 17 25,000 SH   SOLE   25,000 0 0
TURNING POINT THERAPEUTICS I COMMON STOCK USD.0001 90041T108 470 7,070 SH   SOLE   7,070 0 0
TWELVE SEAS INVESTMENT CO II UNIT USD.0001 90118T205 0 4 SH   SOLE   4 0 0
TWELVE SEAS INVTMNT CO II A COMMON STOCK USD.0001 90118T106 389 39,996 SH   SOLE   39,996 0 0
TWELVE SEAS INVTMNT CO II A TWELVE SEAS INV II A CW28 90118T114 9 13,332 SH   SOLE   13,332 0 0
TWIN RIDGE CAPITAL ACQUISI A COMMON STOCK USD.0001 G9151L104 1,940 199,998 SH   SOLE   199,998 0 0
TWIN RIDGE CAPITAL ACQUISI A TWIN RIDGE CAPITAL ACQ CW28 G9151L120 42 66,666 SH   SOLE   66,666 0 0
TWIN RIDGE CAPITAL ACQUISITI UNIT USD.0001 G9151L112 0 2 SH   SOLE   2 0 0
TWIST BIOSCIENCE CORP COMMON STOCK USD.00001 90184D100 745 6,967 SH   SOLE   6,967 0 0
TWITTER INC COMMON STOCK USD.000005 90184L102 468 7,750 SH   SOLE   7,750 0 0
TWO CLASS A COMMON STOCK USD.0001 G9152V101 734 75,000 SH   SOLE   75,000 0 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 4,109 52,050 SH   SOLE   52,050 0 0
TZP STRATEGIES ACQUISI CL A COMMON STOCK USD.0001 G91595101 294 30,000 SH   SOLE   30,000 0 0
TZP STRATEGIES ACQUISI CL A TZP STRATEGIES CL A CW27 G91595119 6 10,000 SH   SOLE   10,000 0 0
U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 443 4,004 SH   SOLE   4,004 0 0
UBIQUITI INC COMMON STOCK USD.001 90353W103 2,591 8,676 SH   SOLE   8,676 0 0
UDR INC REIT USD.01 902653104 1,576 29,756 SH   SOLE   29,756 0 0
UFP INDUSTRIES INC COMMON STOCK 90278Q108 2,403 35,354 SH   SOLE   35,354 0 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 3,281 9,092 SH   SOLE   9,092 0 0
ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 370 8,688 SH   SOLE   8,688 0 0
UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 2,808 29,038 SH   SOLE   29,038 0 0
UMH PROPERTIES INC REIT USD.1 903002103 518 22,641 SH   SOLE   22,641 0 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 514 25,374 SH   SOLE   25,374 0 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 628 31,122 SH   SOLE   31,122 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 13,414 68,434 SH   SOLE   68,434 0 0
UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 90984P303 237 7,218 SH   SOLE   7,218 0 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 14,731 80,897 SH   SOLE   80,897 0 0
UNITED RENTALS INC COMMON STOCK USD.01 911363109 269 767 SH   SOLE   767 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 640 3,470 SH   SOLE   3,470 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 21,539 55,123 SH   SOLE   55,123 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 478 3,456 SH   SOLE   3,456 0 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 44 1,762 SH   SOLE   1,762 0 0
UPWORK INC COMMON STOCK USD.0001 91688F104 499 11,085 SH   SOLE   11,085 0 0
URBAN EDGE PROPERTIES REIT USD.01 91704F104 1,433 78,260 SH   SOLE   78,260 0 0
URSTADT BIDDLE CLASS A REIT USD.01 917286205 280 14,782 SH   SOLE   14,782 0 0
US BANCORP COMMON STOCK USD.01 902973304 4,574 76,945 SH   SOLE   76,945 0 0
USA TRUCK INC COMMON STOCK USD.01 902925106 558 36,512 SH   SOLE   36,512 0 0
USANA HEALTH SCIENCES INC COMMON STOCK USD.001 90328M107 222 2,413 SH   SOLE   2,413 0 0
USHG ACQUISITION CORP UNIT USD.0001 91748P209 0 2 SH   SOLE   2 0 0
USHG ACQUISITION CORP A COMMON STOCK USD.0001 91748P100 49 4,998 SH   SOLE   4,998 0 0
USHG ACQUISITION CORP A USHG ACQUISITION CL A CW28 91748P118 1 1,666 SH   SOLE   1,666 0 0
VALARIS LTD COMMON STOCK USD.01 G9460G101 508 14,560 SH   SOLE   14,560 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 352 4,981 SH   SOLE   4,981 0 0
VALOR LATITUDE ACQUISITION A COMMON STOCK USD.0001 G9460N106 488 49,998 SH   SOLE   49,998 0 0
VALOR LATITUDE ACQUISITION A VALOR LATITUDE ACQ A CW28 G9460N122 13 16,666 SH   SOLE   16,666 0 0
VALOR LATITUDE ACQUISITION C UNIT USD.0001 G9460N114 0 2 SH   SOLE   2 0 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 373 21,754 SH   SOLE   21,754 0 0
VANGUARD REAL ESTATE ETF VANGUARD REAL ESTATE ETF 922908553 111 1,089 SH   SOLE   1,089 0 0
VANGUARD S P 500 ETF VANGUARD S+P 500 ETF 922908363 7,752 19,656 SH   SOLE   19,656 0 0
VAREX IMAGING CORP COMMON STOCK USD.01 92214X106 1,041 36,921 SH   SOLE   36,921 0 0
VECTOIQ ACQUISITION CO CL A COMMON STOCK USD.0001 92244F109 486 50,000 SH   SOLE   50,000 0 0
VECTOIQ ACQUISITION CO CL A VECTOIQ ACQUISITION CO CW23 92244F117 8 10,000 SH   SOLE   10,000 0 0
VECTOR ACQUISITION CORP II A COMMON STOCK USD.0001 G9460A104 1,950 200,000 SH   SOLE   200,000 0 0
VELO3D INC VELO3D INC CW25 92259N112 7 4,999 SH   SOLE   4,999 0 0
VELOCITY ACQUISITION CORP UNIT USD.0001 92259E203 0 2 SH   SOLE   2 0 0
VELOCITY ACQUISITION CORP A COMMON STOCK USD.0001 92259E104 197 19,998 SH   SOLE   19,998 0 0
VELOCITY ACQUISITION CORP A VELOCITY ACQUISITION CW27 92259E112 5 6,666 SH   SOLE   6,666 0 0
VENTAS INC REIT USD.25 92276F100 2,726 49,376 SH   SOLE   49,376 0 0
VERACYTE INC COMMON STOCK USD.001 92337F107 546 11,747 SH   SOLE   11,747 0 0
VEREIT INC REIT USD.01 92339V308 5,244 115,946 SH   SOLE   115,946 0 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,929 43,069 SH   SOLE   43,069 0 0
VERISIGN INC COMMON STOCK USD.001 92343E102 3,308 16,136 SH   SOLE   16,136 0 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 5,497 27,447 SH   SOLE   27,447 0 0
VERITEX HOLDINGS INC COMMON STOCK USD.01 923451108 400 10,170 SH   SOLE   10,170 0 0
VERITIV CORP COMMON STOCK USD.01 923454102 354 3,951 SH   SOLE   3,951 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 3,957 73,259 SH   SOLE   73,259 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 1,169 6,447 SH   SOLE   6,447 0 0
VERTIV HOLDINGS CO COMMON STOCK USD.0001 92537N108 641 26,598 SH   SOLE   26,598 0 0
VF CORP COMMON STOCK 918204108 217 3,241 SH   SOLE   3,241 0 0
VIACOMCBS INC CLASS B COMMON STOCK USD.001 92556H206 223 5,653 SH   SOLE   5,653 0 0
VICI PROPERTIES INC REIT USD.01 925652109 2,616 92,093 SH   SOLE   92,093 0 0
VIMEO INC COMMON STOCK USD.01 92719V100 2,681 91,284 SH   SOLE   91,284 0 0
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001 928254101 225 9,223 SH   SOLE   9,223 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 29,431 132,124 SH   SOLE   132,124 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 554 27,585 SH   SOLE   27,585 0 0
VISTA OUTDOOR INC COMMON STOCK USD.01 928377100 335 8,317 SH   SOLE   8,317 0 0
VISTRA CORP COMMON STOCK USD.01 92840M102 4,021 235,160 SH   SOLE   235,160 0 0
VIVINT SMART HOME INC COMMON STOCK 928542109 209 22,068 SH   SOLE   22,068 0 0
VOLTA INC VOLTA INC CW26 92873V110 13 5,000 SH   SOLE   5,000 0 0
VORNADO REALTY TRUST REIT USD.04 929042109 613 14,600 SH   SOLE   14,600 0 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 1,389 22,620 SH   SOLE   22,620 0 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 204 1,205 SH   SOLE   1,205 0 0
VY GLOBAL GROWTH CL A COMMON STOCK USD.0001 G9444H100 981 100,000 SH   SOLE   100,000 0 0
VY GLOBAL GROWTH CL A VY GLOBAL GROWTH CL A CW30 G9444H118 27 20,000 SH   SOLE   20,000 0 0
W T OFFSHORE INC COMMON STOCK USD.00001 92922P106 281 75,499 SH   SOLE   75,499 0 0
WABTEC CORP COMMON STOCK USD.01 929740108 151 1,748 SH   SOLE   1,748 0 0
WALDENCAST ACQUISITION COR A COMMON STOCK USD.0001 G9460C100 391 39,996 SH   SOLE   39,996 0 0
WALDENCAST ACQUISITION COR A WALDENCAST ACQ CL A CW27 G9460C118 11 13,332 SH   SOLE   13,332 0 0
WALDENCAST ACQUISITION CORP UNIT USD.0001 G9460C126 0 4 SH   SOLE   4 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 267 5,679 SH   SOLE   5,679 0 0
WALMART INC COMMON STOCK USD.1 931142103 9,573 68,684 SH   SOLE   68,684 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 21,054 124,455 SH   SOLE   124,455 0 0
WARBURG PINCUS CAPITAL COR A COMMON STOCK USD.0001 G9461D107 196 20,000 SH   SOLE   20,000 0 0
WARBURG PINCUS CAPITAL COR A WARBURG PINCUS CAP A CW27 G9461D115 4 4,000 SH   SOLE   4,000 0 0
WARBURG PINCUS CAPITAL I B COMMON STOCK USD.0001 G9460M108 978 100,000 SH   SOLE   100,000 0 0
WARBURG PINCUS CAPITAL I B WARBURG PINCUS CAPITAL CW G9460M124 19 20,000 SH   SOLE   20,000 0 0
WARRIOR TECHNOLOGIES ACQ A COMMON STOCK USD.0001 936273101 1,962 200,000 SH   SOLE   200,000 0 0
WARRIOR TECHNOLOGIES ACQ A WARRIOR TECHNOLOGIES A CW28 936273119 55 100,000 SH   SOLE   100,000 0 0
WASHINGTON FEDERAL INC COMMON STOCK USD1.0 938824109 535 15,593 SH   SOLE   15,593 0 0
WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 406 2,719 SH   SOLE   2,719 0 0
WATERS CORP COMMON STOCK USD.01 941848103 201 563 SH   SOLE   563 0 0
WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 2,993 17,806 SH   SOLE   17,806 0 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 247 2,804 SH   SOLE   2,804 0 0
WEIBO CORP SPON ADR ADR USD.00025 948596101 3,253 68,500 SH   SOLE   68,500 0 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 1,703 36,702 SH   SOLE   36,702 0 0
WELLTOWER INC REIT USD1.0 95040Q104 4,919 59,701 SH   SOLE   59,701 0 0
WENDY S CO/THE COMMON STOCK USD.1 95058W100 2,189 100,949 SH   SOLE   100,949 0 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 688 15,531 SH   SOLE   15,531 0 0
WESBANCO INC COMMON STOCK USD2.0833 950810101 1,077 31,590 SH   SOLE   31,590 0 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 1,952 16,927 SH   SOLE   16,927 0 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 238 560 SH   SOLE   560 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 168 2,969 SH   SOLE   2,969 0 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 58 2,859 SH   SOLE   2,859 0 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 3,898 42,764 SH   SOLE   42,764 0 0
WESTROCK CO COMMON STOCK 96145D105 172 3,454 SH   SOLE   3,454 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 1,224 34,400 SH   SOLE   34,400 0 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 110 538 SH   SOLE   538 0 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 187 7,199 SH   SOLE   7,199 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 1,367 7,709 SH   SOLE   7,709 0 0
WILLSCOT MOBILE MINI HOLDING COMMON STOCK USD.0001 971378104 363 11,448 SH   SOLE   11,448 0 0
WINGSTOP INC COMMON STOCK USD.01 974155103 1,661 10,132 SH   SOLE   10,132 0 0
WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 1,058 14,610 SH   SOLE   14,610 0 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 523 92,163 SH   SOLE   92,163 0 0
WIX.COM LTD COMMON STOCK ILS.01 M98068105 52 264 SH   SOLE   264 0 0
WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 405 13,581 SH   SOLE   13,581 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 964 28,688 SH   SOLE   28,688 0 0
WORLD QUANTUM GROWTH ACQUISI UNIT USD.0001 G5596W119 1,005 100,000 SH   SOLE   100,000 0 0
WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 693 12,324 SH   SOLE   12,324 0 0
WP CAREY INC REIT USD.001 92936U109 831 11,372 SH   SOLE   11,372 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 859 11,733 SH   SOLE   11,733 0 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 2,695 52,519 SH   SOLE   52,519 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 141 359 SH   SOLE   359 0 0
WW INTERNATIONAL INC COMMON STOCK 98262P101 210 11,492 SH   SOLE   11,492 0 0
WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 1,098 14,228 SH   SOLE   14,228 0 0
XILINX INC COMMON STOCK USD.01 983919101 3,514 23,272 SH   SOLE   23,272 0 0
XOS INC COMMON STOCK USD.0001 98423B108 0 1 SH   SOLE   1 0 0
XOS INC NEXTGEN ACQUISITION CW26 98423B116 35 33,333 SH   SOLE   33,333 0 0
XPENG INC ADR ADR USD.00001 98422D105 395 11,119 SH   SOLE   11,119 0 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 464 5,834 SH   SOLE   5,834 0 0
XYLEM INC COMMON STOCK 98419M100 218 1,761 SH   SOLE   1,761 0 0
YELP INC COMMON STOCK USD.000001 985817105 2,121 56,968 SH   SOLE   56,968 0 0
YUCAIPA ACQUISITION CORP UNIT USD.0001 G9879L121 0 2 SH   SOLE   2 0 0
YUCAIPA ACQUISITION CORP A COMMON STOCK USD.0001 G9879L105 1,976 199,998 SH   SOLE   199,998 0 0
YUCAIPA ACQUISITION CORP A YUCAIPA ACQUISITION A CW25 G9879L113 71 66,666 SH   SOLE   66,666 0 0
YUM BRANDS INC COMMON STOCK 988498101 1,210 9,895 SH   SOLE   9,895 0 0
Z WORK ACQUISITION CORP UNIT USD.0001 98880C201 0 4 SH   SOLE   4 0 0
Z WORK ACQUISITION CORP A COMMON STOCK USD.0001 98880C102 97 9,996 SH   SOLE   9,996 0 0
Z WORK ACQUISITION CORP A Z WORK ACQ CL A CW26 98880C110 2 3,332 SH   SOLE   3,332 0 0
ZAI LAB LTD ADR ADR USD.00006 98887Q104 518 4,913 SH   SOLE   4,913 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 1,636 3,174 SH   SOLE   3,174 0 0
ZENDESK INC COMMON STOCK USD.01 98936J101 1,140 9,797 SH   SOLE   9,797 0 0
ZIFF DAVIS INC COMMON STOCK USD.01 48123V102 2,983 21,834 SH   SOLE   21,834 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 348 2,379 SH   SOLE   2,379 0 0
ZIMMER ENERGY TRANSITION A COMMON STOCK USD.0001 989570106 486 49,998 SH   SOLE   49,998 0 0
ZIMMER ENERGY TRANSITION A ZIMMER ENERGY TRANS A CW23 989570114 15 16,666 SH   SOLE   16,666 0 0
ZIMMER ENERGY TRANSITION ACQ UNIT USD.0001 989570205 0 2 SH   SOLE   2 0 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 3,132 50,610 SH   SOLE   50,610 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 4,243 21,857 SH   SOLE   21,857 0 0
ZUMIEZ INC COMMON STOCK 989817101 537 13,509 SH   SOLE   13,509 0 0
ZYMERGEN INC COMMON STOCK USD.001 98985X100 237 17,963 SH   SOLE   17,963 0 0