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 158 6,889 SH   SOLE   6,889 0 0
3D SYSTEMS CORP COMMON STOCK USD.001 88554D205 131 6,062 SH   SOLE   6,062 0 0
3M CO COMMON STOCK USD.01 88579Y101 479 2,694 SH   SOLE   2,694 0 0
5 01 ACQUISITION CORP CL A COMMON STOCK USD.0001 33836P105 739 75,000 SH   SOLE   75,000 0 0
7 ACQUISITION CORP A COMMON STOCK USD.0001 G80694105 493 50,000 SH   SOLE   50,000 0 0
7 ACQUISITION CORP A 7 ACQUISITION CORP A CW23 G80694113 15 25,000 SH   SOLE   25,000 0 0
A10 NETWORKS INC COMMON STOCK USD.00001 002121101 563 33,940 SH   SOLE   33,940 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 11,930 84,763 SH   SOLE   84,763 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 3,594 26,542 SH   SOLE   26,542 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK USD.01 002896207 153 4,394 SH   SOLE   4,394 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 113 315 SH   SOLE   315 0 0
ACADEMY SPORTS OUTDOORS IN COMMON STOCK USD.01 00402L107 357 8,141 SH   SOLE   8,141 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 518 22,186 SH   SOLE   22,186 0 0
ACCELERATE ACQUISITION COR A COMMON STOCK USD.0001 00439D102 1,944 199,998 SH   SOLE   199,998 0 0
ACCELERATE ACQUISITION COR A ACCELERATE ACQUISITION CW27 00439D110 55 66,666 SH   SOLE   66,666 0 0
ACCELERATE ACQUISITION CORP UNIT USD.0001 00439D201 0 2 SH   SOLE   2 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 7,744 18,680 SH   SOLE   18,680 0 0
ACE CONVERGENCE ACQU CLASS A ACE CONVERGENCE ACQU C CW27 G0083D104 17 25,000 SH   SOLE   25,000 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 976 28,113 SH   SOLE   28,113 0 0
ACROPOLIS INFRASTRUCTURE A COMMON STOCK USD.0001 005029103 1,946 199,998 SH   SOLE   199,998 0 0
ACROPOLIS INFRASTRUCTURE A ACROPOLIS INFRASTRUCTU CW26 005029111 69 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 1,607 24,162 SH   SOLE   24,162 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 2,051 9,688 SH   SOLE   9,688 0 0
ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 005098108 974 18,359 SH   SOLE   18,359 0 0
ADAPTHEALTH CORP COMMON STOCK 00653Q102 374 15,288 SH   SOLE   15,288 0 0
ADIT EDTECH ACQUISITION COMMON STOCK USD.0001 007024102 248 25,000 SH   SOLE   25,000 0 0
ADIT EDTECH ACQUISITION ADIT EDTECH ACQ CW27 007024110 8 12,500 SH   SOLE   12,500 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 9,544 16,831 SH   SOLE   16,831 0 0
ADTHEORENT HOLDING COMPANY INC WARRANT 00739D117 11 16,666 SH   SOLE   16,666 0 0
ADTHEORENT HOLDINGS CO INC COMMON STOCK USD.0001 00739D109 0 2 SH   SOLE   2 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 212 9,268 SH   SOLE   9,268 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 734 3,061 SH   SOLE   3,061 0 0
ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK USD.01 00790R104 1,222 8,980 SH   SOLE   8,980 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 1,042 11,445 SH   SOLE   11,445 0 0
ADVANCED MERGER PARTNERS I A COMMON STOCK USD.0001 00777J109 49 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
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 1,242 8,630 SH   SOLE   8,630 0 0
AEA BRIDGES IMPACT CORP CL A AEA BRIDGES IMPACT COR CW25 G01046112 57 50,000 SH   SOLE   50,000 0 0
AECOM COMMON STOCK USD.01 00766T100 636 8,226 SH   SOLE   8,226 0 0
AERCAP HOLDINGS NV COMMON STOCK EUR.01 N00985106 301 4,596 SH   SOLE   4,596 0 0
AES CORP COMMON STOCK USD.01 00130H105 89 3,675 SH   SOLE   3,675 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 486 49,998 SH   SOLE   49,998 0 0
AF ACQUISITION CORP CLASS A AF ACQUISITION CORP CW28 001040112 10 16,666 SH   SOLE   16,666 0 0
AFLAC INC COMMON STOCK USD.1 001055102 182 3,111 SH   SOLE   3,111 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 ACQUI A COMMON STOCK USD.0001 G01109100 1,463 150,000 SH   SOLE   150,000 0 0
AFTERNEXT HEALTHTECH ACQUI A AFTERNEXT HEALTHTECH CW23 G01109126 35 50,000 SH   SOLE   50,000 0 0
AGCO CORP COMMON STOCK USD.01 001084102 463 3,987 SH   SOLE   3,987 0 0
AGENUS INC COMMON STOCK USD.01 00847G705 175 54,307 SH   SOLE   54,307 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 970 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 5,086 31,856 SH   SOLE   31,856 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 211 4,751 SH   SOLE   4,751 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 359 1,179 SH   SOLE   1,179 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 131 1,116 SH   SOLE   1,116 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 309 3,646 SH   SOLE   3,646 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 119 2,288 SH   SOLE   2,288 0 0
ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 1,052 11,891 SH   SOLE   11,891 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 1,291 5,521 SH   SOLE   5,521 0 0
ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001 01438T106 649 162,134 SH   SOLE   162,134 0 0
ALEXANDER BALDWIN INC REIT 014491104 398 15,867 SH   SOLE   15,867 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 6,471 29,024 SH   SOLE   29,024 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 616 937 SH   SOLE   937 0 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 539 23,192 SH   SOLE   23,192 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 1,909 14,414 SH   SOLE   14,414 0 0
ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01 01749D105 525 14,508 SH   SOLE   14,508 0 0
ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 115 1,863 SH   SOLE   1,863 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 878 24,164 SH   SOLE   24,164 0 0
ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001 019770106 257 17,216 SH   SOLE   17,216 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 2,077 17,654 SH   SOLE   17,654 0 0
ALLY FINANCIAL INC COMMON STOCK USD.1 02005N100 430 9,028 SH   SOLE   9,028 0 0
ALPHA CAPITAL ACQUISITION A ALPHA CAPITAL ACQ CL A CW27 G0316P122 43 49,999 SH   SOLE   49,999 0 0
ALPHA CAPITAL ACQUISITION A COMMON STOCK USD.0001 G0316P130 986 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 22 33,332 SH   SOLE   33,332 0 0
ALPHA PARTNERS TECHNOLOGY A COMMON STOCK USD.0001 G63290111 969 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 13,361 4,612 SH   SOLE   4,612 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 65,384 22,596 SH   SOLE   22,596 0 0
ALTC ACQUISITION CORP CL A COMMON STOCK USD.0001 02156V109 1,970 200,000 SH   SOLE   200,000 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
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001 02208R106 890 17,261 SH   SOLE   17,261 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 2,864 60,439 SH   SOLE   60,439 0 0
ALTUS PWR INC WTS WT EXP 02217A110 161 62,500 SH   SOLE   62,500 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 64,033 19,204 SH   SOLE   19,204 0 0
AMC ENTERTAINMENT HLDS CL A COMMON STOCK USD.01 00165C104 563 20,689 SH   SOLE   20,689 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 46 3,850 SH   SOLE   3,850 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 469 2,898 SH   SOLE   2,898 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 77 870 SH   SOLE   870 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 1,523 84,774 SH   SOLE   84,774 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 937 24,977 SH   SOLE   24,977 0 0
AMERICAN AXLE MFG HOLDINGS COMMON STOCK USD.01 024061103 148 15,817 SH   SOLE   15,817 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 719 12,558 SH   SOLE   12,558 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 366 14,452 SH   SOLE   14,452 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 224 2,520 SH   SOLE   2,520 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 2,023 12,365 SH   SOLE   12,365 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 3,505 80,370 SH   SOLE   80,370 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 302 5,310 SH   SOLE   5,310 0 0
AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 191 8,578 SH   SOLE   8,578 0 0
AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 197 7,541 SH   SOLE   7,541 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 1,124 10,863 SH   SOLE   10,863 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 6,642 22,709 SH   SOLE   22,709 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 196 1,038 SH   SOLE   1,038 0 0
AMERICOLD REALTY TRUST REIT USD.01 03064D108 757 23,091 SH   SOLE   23,091 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 137 455 SH   SOLE   455 0 0
AMERIS BANCORP COMMON STOCK USD1.0 03076K108 1,315 26,476 SH   SOLE   26,476 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 820 15,224 SH   SOLE   15,224 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 49 367 SH   SOLE   367 0 0
AMETEK INC COMMON STOCK USD.01 031100100 14,804 100,679 SH   SOLE   100,679 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 1,365 6,069 SH   SOLE   6,069 0 0
AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 470 40,716 SH   SOLE   40,716 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 1,045 42,159 SH   SOLE   42,159 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 1,881 15,373 SH   SOLE   15,373 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 7,830 89,524 SH   SOLE   89,524 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 11,890 67,646 SH   SOLE   67,646 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 1,706 4,254 SH   SOLE   4,254 0 0
ANTARES PHARMA INC COMMON STOCK USD.01 036642106 161 45,082 SH   SOLE   45,082 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 533 30,457 SH   SOLE   30,457 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 8,191 17,670 SH   SOLE   17,670 0 0
ANTHEMIS DIGITAL ACQUISITION COMMON STOCK USD.0001 G03959106 253 25,000 SH   SOLE   25,000 0 0
ANTHEMIS DIGITAL ACQUISITION ANTHEMIS DIGITAL ACQ CW23 G03959114 7 12,500 SH   SOLE   12,500 0 0
ANZU SPECIAL ACQUISITION A COMMON STOCK USD.0001 03737A101 2,925 300,000 SH   SOLE   300,000 0 0
ANZU SPECIAL ACQUISITION COR ANZU SPECIAL ACQ CW27 03737A119 77 100,000 SH   SOLE   100,000 0 0
AON PLC CLASS A COMMON STOCK G0403H108 372 1,238 SH   SOLE   1,238 0 0
APA CORP COMMON STOCK USD.625 03743Q108 5,004 186,078 SH   SOLE   186,078 0 0
APOLLO STRATEGIC GROWTH CL A COMMON STOCK USD.00005 G0411R106 1,481 150,000 SH   SOLE   150,000 0 0
APOLLO STRATEGIC GROWTH CL A APOLLO STRATEGIC GROWT CW27 G0411R114 64 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 8 8,000 SH   SOLE   8,000 0 0
APPLE HOSPITALITY REIT INC REIT NPV 03784Y200 606 37,502 SH   SOLE   37,502 0 0
APPLE INC COMMON STOCK USD.00001 037833100 104,803 590,209 SH   SOLE   590,209 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 9,474 60,206 SH   SOLE   60,206 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 2,769 16,789 SH   SOLE   16,789 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 596 13,400 SH   SOLE   13,400 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 169 2,500 SH   SOLE   2,500 0 0
ARCHIMEDES TECH SPAC PARTNER ARCHIMEDES TECH SPAC P CW27 039562111 23 18,750 SH   SOLE   18,750 0 0
ARCHIMEDES TECH SPAC SUBUNIT UNIT USD.0001 039562301 740 75,000 SH   SOLE   75,000 0 0
ARCLIGHT CLEAN TRANSITION A COMMON STOCK USD.0001 G0R21B104 250 25,000 SH   SOLE   25,000 0 0
ARCLIGHT CLEAN TRANSITION A ARCLIGHT CLEAN TR CL A CW27 G0R21B112 8 5,000 SH   SOLE   5,000 0 0
ARCTOS NORTHSTAR ACQUISIT A COMMON STOCK USD.0001 G0477L100 1,462 150,000 SH   SOLE   150,000 0 0
ARCTOS NORTHSTAR ACQUISIT A ARCTOS NORTHSTAR ACQ CW28 G0477L126 29 37,500 SH   SOLE   37,500 0 0
ARENA FORTIFY ACQUISITION CO UNIT USD.0001 04005A203 254 25,000 SH   SOLE   25,000 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 36 40,000 SH   SOLE   40,000 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 212 3,643 SH   SOLE   3,643 0 0
ARGUS CAPITAL CORP CL A COMMON STOCK USD.0001 04026L105 496 50,000 SH   SOLE   50,000 0 0
ARGUS CAPITAL CORP CL A ARGUS CAPITAL CORP CW23 04026L113 14 25,000 SH   SOLE   25,000 0 0
ARISTA NETWORKS INC COMMON STOCK USD.0001 040413106 176 1,221 SH   SOLE   1,221 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 371 24,385 SH   SOLE   24,385 0 0
ARRAY TECHNOLOGIES INC COMMON STOCK USD.001 04271T100 216 13,754 SH   SOLE   13,754 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 2,719 20,253 SH   SOLE   20,253 0 0
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 04280A100 287 4,328 SH   SOLE   4,328 0 0
ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 187 1,101 SH   SOLE   1,101 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 495 49,998 SH   SOLE   49,998 0 0
ARTISAN ACQUISITION CORP A ARTISAN ACQUISITION A CW28 G0509L128 12 16,666 SH   SOLE   16,666 0 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 266 5,585 SH   SOLE   5,585 0 0
ARYA SCIENCES ACQUISITION A COMMON STOCK USD.0001 G31658100 969 100,000 SH   SOLE   100,000 0 0
ASCENDANT DIGITAL ACQUISITIO UNIT USD.0001 G05157121 508 50,000 SH   SOLE   50,000 0 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,262 1,585 SH   SOLE   1,585 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 1,665 10,941 SH   SOLE   10,941 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 36 229 SH   SOLE   229 0 0
AT T INC COMMON STOCK USD1.0 00206R102 1,157 47,025 SH   SOLE   47,025 0 0
ATHENA CONSUMER ACQUISITIO A COMMON STOCK USD.0001 04684M106 500 50,000 SH   SOLE   50,000 0 0
ATHENA CONSUMER ACQUISITIO A ATHENA CONSUMER ACQ CW23 04684M114 12 25,000 SH   SOLE   25,000 0 0
ATHENE HOLDING LTD CLASS A COMMON STOCK USD.001 G0684D107 5,666 68,000 SH   SOLE   68,000 0 0
ATHENEX INC COMMON STOCK USD.001 04685N103 158 116,417 SH   SOLE   116,417 0 0
ATHLON ACQUISITION CORP A COMMON STOCK USD.0001 04748A106 244 25,000 SH   SOLE   25,000 0 0
ATHLON ACQUISITION CORP A ATHLON ACQUISITION WTS CW26 04748A114 7 12,500 SH   SOLE   12,500 0 0
ATKORE INC COMMON STOCK USD.01 047649108 3,744 33,672 SH   SOLE   33,672 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 30 60,000 SH   SOLE   60,000 0 0
ATLAS CREST INVESTMENT COR A COMMON STOCK USD.0001 049287105 243 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
ATRICURE INC COMMON STOCK USD.001 04963C209 684 9,839 SH   SOLE   9,839 0 0
AURINIA PHARMACEUTICALS INC COMMON STOCK 05156V102 197 8,612 SH   SOLE   8,612 0 0
AURORA ACQUISITION CORP A COMMON STOCK USD.0001 G0698L103 1,238 125,000 SH   SOLE   125,000 0 0
AURORA ACQUISITION CORP A AURORA ACQUISITION A CW28 G0698L129 25 31,250 SH   SOLE   31,250 0 0
AUSTERLITZ ACQUISITION COR A AUSTERLITZ ACQ CL A CW26 G0633D125 26 25,000 SH   SOLE   25,000 0 0
AUSTERLITZ ACQUISITION COR A COMMON STOCK USD.0001 G0633U101 972 100,000 SH   SOLE   100,000 0 0
AUSTERLITZ ACQUISITION COR A AUSTERLITZ ACQ CL A CW27 G0633U127 24 25,000 SH   SOLE   25,000 0 0
AUTHENTIC EQUITY ACQUISITI A COMMON STOCK USD.0001 G06607108 244 25,000 SH   SOLE   25,000 0 0
AUTHENTIC EQUITY ACQUISITI A AUTHENTIC EQUITY ACQ CW27 G06607124 7 12,500 SH   SOLE   12,500 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 4,473 15,909 SH   SOLE   15,909 0 0
AUTOHOME INC ADR ADR USD.01 05278C107 1,387 47,048 SH   SOLE   47,048 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 464 1,883 SH   SOLE   1,883 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 3,207 27,443 SH   SOLE   27,443 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 8,929 4,259 SH   SOLE   4,259 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 4,119 16,307 SH   SOLE   16,307 0 0
AVANTI ACQUISITION CORP A COMMON STOCK USD.0001 G0682V109 982 100,000 SH   SOLE   100,000 0 0
AVANTI ACQUISITION CORP A AVANTI ACQUISITION A CW25 G0682V125 30 50,000 SH   SOLE   50,000 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 1,612 7,445 SH   SOLE   7,445 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 237 1,144 SH   SOLE   1,144 0 0
AVNET INC COMMON STOCK USD1.0 053807103 2,058 49,907 SH   SOLE   49,907 0 0
AXOGEN INC COMMON STOCK USD.01 05463X106 221 23,613 SH   SOLE   23,613 0 0
AZZ INC COMMON STOCK USD1.0 002474104 1,129 20,416 SH   SOLE   20,416 0 0
BABYLON HOLDINGS LTD CL A BABYLON HOLDINGS A CW26 G07031118 13 18,750 SH   SOLE   18,750 0 0
BAKER HUGHES CO COMMON STOCK USD.0001 05722G100 123 5,109 SH   SOLE   5,109 0 0
BALL CORP COMMON STOCK 058498106 895 9,294 SH   SOLE   9,294 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 24,578 552,442 SH   SOLE   552,442 0 0
BANK OF N.T. BUTTERFIELDSON COMMON STOCK BMD1.0 G0772R208 592 15,537 SH   SOLE   15,537 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 215 3,707 SH   SOLE   3,707 0 0
BANK OZK COMMON STOCK 06417N103 1,763 37,885 SH   SOLE   37,885 0 0
BANNER CORPORATION COMMON STOCK USD.01 06652V208 540 8,894 SH   SOLE   8,894 0 0
BARRICK GOLD CORP COMMON STOCK 067901108 2,227 117,206 SH   SOLE   117,206 0 0
BATH BODY WORKS INC COMMON STOCK USD.5 070830104 104 1,485 SH   SOLE   1,485 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 1,447 16,854 SH   SOLE   16,854 0 0
BEARD ENERGY TRANSITION ACQU UNIT USD.0001 07402Q200 1,524 150,000 SH   SOLE   150,000 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 4,079 16,219 SH   SOLE   16,219 0 0
BELLRING BRANDS INC CLASS A COMMON STOCK USD.01 079823100 343 12,026 SH   SOLE   12,026 0 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 254 9,373 SH   SOLE   9,373 0 0
BENSON HILL INC WARRANT 082490111 9 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 30 33,332 SH   SOLE   33,332 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 19,437 65,007 SH   SOLE   65,007 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 135 1,331 SH   SOLE   1,331 0 0
BIG SKY GROWTH PARTNERS IN A COMMON STOCK 08954L102 971 100,000 SH   SOLE   100,000 0 0
BIG SKY GROWTH PARTNERS IN A BIG SKY GROWTH PARTNERS CW 08954L110 18 25,000 SH   SOLE   25,000 0 0
BILANDER ACQUISITION CORP A COMMON STOCK USD.0001 09001T106 1,944 200,000 SH   SOLE   200,000 0 0
BILANDER ACQUISITION CORP A BILANDER ACQ CL A CW27 09001T114 44 50,000 SH   SOLE   50,000 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 445 589 SH   SOLE   589 0 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 689 1,331 SH   SOLE   1,331 0 0
BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 356 114,759 SH   SOLE   114,759 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 214 892 SH   SOLE   892 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 113 1,284 SH   SOLE   1,284 0 0
BIOPLUS ACQUISITION CORP UNIT USD.0001 G11217109 250 25,000 SH   SOLE   25,000 0 0
BITE ACQUISITION CORP COMMON STOCK USD.0001 09175K105 486 50,000 SH   SOLE   50,000 0 0
BITE ACQUISITION CORP BITE ACQUISITION CORP CW27 09175K113 13 25,000 SH   SOLE   25,000 0 0
BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 05550J101 4,563 68,133 SH   SOLE   68,133 0 0
BLACK HILLS CORP COMMON STOCK USD1.0 092113109 2,239 31,726 SH   SOLE   31,726 0 0
BLACKLINE INC COMMON STOCK USD.01 09239B109 604 5,836 SH   SOLE   5,836 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 7,293 7,966 SH   SOLE   7,966 0 0
BLACKSTONE INC COMMON STOCK USD.00001 09260D107 8,160 63,068 SH   SOLE   63,068 0 0
BLEUACACIA LTD UNIT USD.0001 G11728121 1,009 100,000 SH   SOLE   100,000 0 0
BLUE OWL CAPITAL INC COMMON STOCK USD.0001 09581B103 500 33,506 SH   SOLE   33,506 0 0
BLUE WHALE ACQUISITION COR A COMMON STOCK USD.0001 G1330M103 969 100,000 SH   SOLE   100,000 0 0
BLUE WHALE ACQUISITION COR A BLUE WHALE ACQ CORP CW23 G1330M129 21 25,000 SH   SOLE   25,000 0 0
BLUELINX HOLDINGS INC COMMON STOCK USD.01 09624H208 341 3,559 SH   SOLE   3,559 0 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 518 4,839 SH   SOLE   4,839 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 194 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 979 99,998 SH   SOLE   99,998 0 0
BLUESCAPE OPPORTUNITIES AC A BLUESCAPE OPPORTUNIT A CW26 G1195N113 42 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 1,653 8,213 SH   SOLE   8,213 0 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 511 7,171 SH   SOLE   7,171 0 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 10,480 4,368 SH   SOLE   4,368 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 3,766 44,420 SH   SOLE   44,420 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 168 3,725 SH   SOLE   3,725 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 1,111 9,644 SH   SOLE   9,644 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 6,465 152,189 SH   SOLE   152,189 0 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 4,026 71,300 SH   SOLE   71,300 0 0
BOWLERO CORP COMMON STOCK 10258P102 0 4 SH   SOLE   4 0 0
BOWLERO CORP BOWLERO CORP CW26 10258P110 38 33,332 SH   SOLE   33,332 0 0
BOX INC CLASS A COMMON STOCK USD.0001 10316T104 466 17,788 SH   SOLE   17,788 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 429 6,543 SH   SOLE   6,543 0 0
BP MIDSTREAM PARTNERS LP MLP 0556EL109 1,476 96,453 SH   SOLE   96,453 0 0
BRIGHT LIGHTS ACQUISITI CL A COMMON STOCK USD.0001 10920K101 986 100,000 SH   SOLE   100,000 0 0
BRIGHT LIGHTS ACQUISITI CL A BRIGHT LIGHTS ACQ CL A CW27 10920K119 40 50,000 SH   SOLE   50,000 0 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 155 15,193 SH   SOLE   15,193 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 6,284 100,793 SH   SOLE   100,793 0 0
BROADCOM INC COMMON STOCK 11135F101 2,854 4,289 SH   SOLE   4,289 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 94 515 SH   SOLE   515 0 0
BROADSCALE ACQUISITION CL A COMMON STOCK USD.0001 11134Y101 497 50,000 SH   SOLE   50,000 0 0
BROADSCALE ACQUISITION CL A BROADSCALE ACQ CL A CW26 11134Y119 12 12,500 SH   SOLE   12,500 0 0
BROOKFIELD INFRASTRUCTURE PA LTD PART G16252101 880 14,474 SH   SOLE   14,474 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 3,987 56,726 SH   SOLE   56,726 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 71 969 SH   SOLE   969 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 3,554 35,282 SH   SOLE   35,282 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 973 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 1,661 19,374 SH   SOLE   19,374 0 0
BULLPEN PARLAY ACQUISITION C UNIT USD.0001 G1792A126 1,015 100,000 SH   SOLE   100,000 0 0
BUMBLE INC A COMMON STOCK USD.01 12047B105 1,108 32,728 SH   SOLE   32,728 0 0
BUZZFEED INC COMMON STOCK USD.0001 12430A102 0 4 SH   SOLE   4 0 0
BUZZFEED INC 890 5TH AVENUE PA CL A CW27 12430A110 17 33,332 SH   SOLE   33,332 0 0
BYLINE BANCORP INC COMMON STOCK USD.01 124411109 193 7,040 SH   SOLE   7,040 0 0
BYTE ACQUISITION CORP A COMMON STOCK USD.0001 G1R25Q105 734 75,000 SH   SOLE   75,000 0 0
BYTE ACQUISITION CORP A BYTE ACQUISITION COR A CW28 G1R25Q113 24 37,500 SH   SOLE   37,500 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 74 683 SH   SOLE   683 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 290 1,557 SH   SOLE   1,557 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 2,398 13,422 SH   SOLE   13,422 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 67 1,539 SH   SOLE   1,539 0 0
CAPITAL BANCORP INC/MD COMMON STOCK USD.01 139737100 193 7,371 SH   SOLE   7,371 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 4,241 29,231 SH   SOLE   29,231 0 0
CAPITALWORKS EMERGING MARKET UNIT USD.0001 G1889L118 151 15,000 SH   SOLE   15,000 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 52 1,018 SH   SOLE   1,018 0 0
CAREDX INC COMMON STOCK USD.001 14167L103 200 4,399 SH   SOLE   4,399 0 0
CAREMAX INC CAREMAX CW 14171W111 2 999 SH   SOLE   999 0 0
CARETRUST REIT INC REIT USD.01 14174T107 914 40,046 SH   SOLE   40,046 0 0
CARLOTZ INC COMMON STOCK USD.0001 142552108 209 92,169 SH   SOLE   92,169 0 0
CARMAX INC COMMON STOCK USD.5 143130102 2,893 22,211 SH   SOLE   22,211 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 69 100,000 SH   SOLE   100,000 0 0
CARRIER GLOBAL CORP COMMON STOCK USD.01 14448C104 224 4,136 SH   SOLE   4,136 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 962 7,510 SH   SOLE   7,510 0 0
CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001 14888U101 345 50,895 SH   SOLE   50,895 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 488 49,998 SH   SOLE   49,998 0 0
CATCHA INVESTMENT CORP A CATCHA INVESTMENT CW27 G1962Y110 10 16,666 SH   SOLE   16,666 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 613 2,964 SH   SOLE   2,964 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 1,034 24,062 SH   SOLE   24,062 0 0
CBL ASSOCIATES PROPERTIES REIT USD.01 124830878 258 8,268 SH   SOLE   8,268 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 2,916 22,365 SH   SOLE   22,365 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 526 4,844 SH   SOLE   4,844 0 0
CC NEUBERGER PRINCIPAL CL A CC NEUBERGER PRINCIPAL CW25 G3166T111 51 37,499 SH   SOLE   37,499 0 0
CC NEUBERGER PRINCIPAL HOLDI UNIT USD.0001 G3166T129 0 4 SH   SOLE   4 0 0
CC NEUBERGER PRINCIPAL II A COMMON STOCK USD.0001 G3166T103 1,485 149,996 SH   SOLE   149,996 0 0
CC NEUBERGER PRINCIPAL III A COMMON STOCK USD.0001 G1992N100 988 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRINCIPAL III A CC NEUBERGER PRINCIPAL CW27 G1992N126 22 20,000 SH   SOLE   20,000 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 149 728 SH   SOLE   728 0 0
CELANESE CORP COMMON STOCK USD.0001 150870103 2,023 12,038 SH   SOLE   12,038 0 0
CELSIUS HOLDINGS INC COMMON STOCK USD.001 15118V207 458 6,137 SH   SOLE   6,137 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 259 3,143 SH   SOLE   3,143 0 0
CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 15136A102 291 48,698 SH   SOLE   48,698 0 0
CENTERSPACE REIT 15202L107 578 5,215 SH   SOLE   5,215 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 5,106 102,299 SH   SOLE   102,299 0 0
CENTURY CASINOS INC COMMON STOCK USD.01 156492100 153 12,546 SH   SOLE   12,546 0 0
CEREVEL THERAPEUTICS HOLDING COMMON STOCK USD.0001 15678U128 117 3,608 SH   SOLE   3,608 0 0
CERNER CORP COMMON STOCK USD.01 156782104 7,323 78,850 SH   SOLE   78,850 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 242 24,996 SH   SOLE   24,996 0 0
CF ACQUISITION CORP VI CLS A CF ACQUISITION VI CL A CW28 12521J111 6 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 2 2,500 SH   SOLE   2,500 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 2,603 36,781 SH   SOLE   36,781 0 0
CHAMPIONX CORP COMMON STOCK USD.01 15872M104 164 8,098 SH   SOLE   8,098 0 0
CHANNELADVISOR CORP COMMON STOCK USD.001 159179100 474 19,212 SH   SOLE   19,212 0 0
CHARGEPOINT HOLDINGS INC COMMON STOCK 15961R105 255 13,410 SH   SOLE   13,410 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 1,735 4,606 SH   SOLE   4,606 0 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 4,458 6,837 SH   SOLE   6,837 0 0
CHECK POINT SOFTWARE TECH COMMON STOCK USD.01 M22465104 191 1,638 SH   SOLE   1,638 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 2,863 5,411 SH   SOLE   5,411 0 0
CHENIERE ENERGY INC COMMON STOCK USD.003 16411R208 413 4,068 SH   SOLE   4,068 0 0
CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CORP CW26 165167164 305 7,629 SH   SOLE   7,629 0 0
CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CW26 165167172 304 8,477 SH   SOLE   8,477 0 0
CHESAPEAKE ENERGY CORP CHESAPEAKE ENERGY CORP CW26 165167180 152 4,708 SH   SOLE   4,708 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167735 477 7,389 SH   SOLE   7,389 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 9,229 78,644 SH   SOLE   78,644 0 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 167 2,102 SH   SOLE   2,102 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 327 187 SH   SOLE   187 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 1,072 6,872 SH   SOLE   6,872 0 0
CHUBB LTD COMMON STOCK H1467J104 2,410 12,469 SH   SOLE   12,469 0 0
CHURCH DWIGHT CO INC COMMON STOCK USD1.0 171340102 96 933 SH   SOLE   933 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 1 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 492 50,000 SH   SOLE   50,000 0 0
CHUY S HOLDINGS INC COMMON STOCK USD.01 171604101 302 10,035 SH   SOLE   10,035 0 0
CIGNA CORP COMMON STOCK USD.01 125523100 579 2,520 SH   SOLE   2,520 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 79 696 SH   SOLE   696 0 0
CINTAS CORP COMMON STOCK 172908105 2,125 4,795 SH   SOLE   4,795 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 1,254 19,787 SH   SOLE   19,787 0 0
CITIC CAPITAL ACQUISITION A COMMON STOCK USD.0001 G21513109 1,001 100,000 SH   SOLE   100,000 0 0
CITIC CAPITAL ACQUISITION A CITIC CAPITAL ACQUISIT CW27 G21513117 31 50,000 SH   SOLE   50,000 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 2,409 39,895 SH   SOLE   39,895 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 134 2,845 SH   SOLE   2,845 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 243 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 750 226,443 SH   SOLE   226,443 0 0
CLEARWAY ENERGY INC C COMMON STOCK 18539C204 558 15,484 SH   SOLE   15,484 0 0
CLIMATE REAL IMPACT SOLUTI A COMMON STOCK USD.0001 187171103 146 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
CLOROX COMPANY COMMON STOCK USD1.0 189054109 473 2,715 SH   SOLE   2,715 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 396 1,732 SH   SOLE   1,732 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 360 5,539 SH   SOLE   5,539 0 0
CNH INDUSTRIAL NV COMMON STOCK EUR.01 N20944109 767 39,499 SH   SOLE   39,499 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 272 11,429 SH   SOLE   11,429 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 2,226 37,597 SH   SOLE   37,597 0 0
COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0 191098102 2,112 3,411 SH   SOLE   3,411 0 0
COCA COLA EUROPACIFIC PARTNE COMMON STOCK EUR.01 G25839104 48 857 SH   SOLE   857 0 0
CODERE ONLINE LUXEMBOURG SA CODERE ONLINE LUXEMBOU CW L18268117 15 15,000 SH   SOLE   15,000 0 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 379 5,175 SH   SOLE   5,175 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 1,785 22,957 SH   SOLE   22,957 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1,893 21,338 SH   SOLE   21,338 0 0
COGNYTE SOFTWARE LTD COMMON STOCK M25133105 45 2,870 SH   SOLE   2,870 0 0
COHEN STEERS INC COMMON STOCK USD.01 19247A100 685 7,408 SH   SOLE   7,408 0 0
COHERENT INC COMMON STOCK USD.01 192479103 695 2,606 SH   SOLE   2,606 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 13 16,666 SH   SOLE   16,666 0 0
COHN ROBBINS HOLDINGS CORP UNIT USD.0001 G23726121 0 2 SH   SOLE   2 0 0
COHU INC COMMON STOCK USD1.0 192576106 259 6,789 SH   SOLE   6,789 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 415 9,018 SH   SOLE   9,018 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 1,153 13,515 SH   SOLE   13,515 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 162 8,655 SH   SOLE   8,655 0 0
COLONNADE ACQUISITION CORP A COMMON STOCK USD.0001 G2284B101 243 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 SPORTSWEAR CO COMMON STOCK 198516106 1,415 14,518 SH   SOLE   14,518 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 1,122 22,289 SH   SOLE   22,289 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 91 1,043 SH   SOLE   1,043 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 348 26,168 SH   SOLE   26,168 0 0
COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 204149108 318 7,282 SH   SOLE   7,282 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 720 10,441 SH   SOLE   10,441 0 0
COMPASS DIGITAL ACQUISITION COMMON STOCK USD.0001 G2476C107 1,443 150,000 SH   SOLE   150,000 0 0
COMPASS DIGITAL ACQUISITION COMPASS DIGITAL ACQ CW23 G2476C123 35 50,000 SH   SOLE   50,000 0 0
COMPUTE HEALTH ACQUISITION A COMMON STOCK USD.0001 204833107 973 100,000 SH   SOLE   100,000 0 0
COMPUTE HEALTH ACQUISITION A COMPUTE HEALTH ACQ A CW27 204833115 22 25,000 SH   SOLE   25,000 0 0
COMSTOCK RESOURCES INC COMMON STOCK USD.5 205768302 288 35,644 SH   SOLE   35,644 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 1,920 56,233 SH   SOLE   56,233 0 0
CONCORD ACQUISITION CORP A COMMON STOCK USD.0001 20607U108 1,955 199,998 SH   SOLE   199,998 0 0
CONCORD ACQUISITION CORP A CONCORD ACQUISITION A CW28 20607U116 63 66,666 SH   SOLE   66,666 0 0
CONCORD ACQUISITION CORP A COMMON STOCK USD.0001 20607V106 1,529 150,000 SH   SOLE   150,000 0 0
CONCORD ACQUISITION CORP A CONCORD ACQ CL A CW28 20607V114 51 75,000 SH   SOLE   75,000 0 0
CONCORD ACQUISITION CORP II UNIT USD.0001 20607U207 0 2 SH   SOLE   2 0 0
CONN S INC COMMON STOCK USD.01 208242107 260 11,036 SH   SOLE   11,036 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4,799 66,483 SH   SOLE   66,483 0 0
CONSOL ENERGY INC COMMON STOCK USD.01 20854L108 468 20,629 SH   SOLE   20,629 0 0
CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 358 47,868 SH   SOLE   47,868 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 171 2,005 SH   SOLE   2,005 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 21 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 220 876 SH   SOLE   876 0 0
CONX CORP CLASS A SHARES COMMON STOCK USD.0001 212873103 982 100,000 SH   SOLE   100,000 0 0
CONX CORP CLASS A SHARES CONX CORP CLASS A CW27 212873111 22 25,000 SH   SOLE   25,000 0 0
CONYERS PARK III ACQUISITI A COMMON STOCK USD.0001 21289P102 1,463 150,000 SH   SOLE   150,000 0 0
CONYERS PARK III ACQUISITI A CONY P III CW23 21289P110 49 50,000 SH   SOLE   50,000 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 67 161 SH   SOLE   161 0 0
COPART INC COMMON STOCK 217204106 5,046 33,281 SH   SOLE   33,281 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 286 14,431 SH   SOLE   14,431 0 0
CORE SCIENTIFIC INC COMMON STOCK 21873J116 8 2,500 SH   SOLE   2,500 0 0
COREPOINT LODGING INC REIT USD.01 21872L104 4,047 257,800 SH   SOLE   257,800 0 0
CORNER GROWTH ACQUISITION A COMMON STOCK USD.0001 G2426E104 494 49,998 SH   SOLE   49,998 0 0
CORNER GROWTH ACQUISITION A CORNER GROWTH ACQUISITI CW23 G2426E120 15 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 359 20,579 SH   SOLE   20,579 0 0
CORNING INC COMMON STOCK USD.5 219350105 137 3,681 SH   SOLE   3,681 0 0
CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 406 14,530 SH   SOLE   14,530 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 1,220 124,998 SH   SOLE   124,998 0 0
CORSAIR PARTNERING CORP A CORSAIR PARTNERING A CW27 G2540H116 42 41,666 SH   SOLE   41,666 0 0
CORTEVA INC COMMON STOCK USD.01 22052L104 201,423 4,260,223 SH   SOLE   4,260,223 0 0
COSTAR GROUP INC COMMON STOCK USD.01 22160N109 1,619 20,489 SH   SOLE   20,489 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 3,736 6,581 SH   SOLE   6,581 0 0
COTERRA ENERGY INC COMMON STOCK USD.1 127097103 74 3,913 SH   SOLE   3,913 0 0
CRA INTERNATIONAL INC COMMON STOCK 12618T105 326 3,488 SH   SOLE   3,488 0 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 1,949 2,834 SH   SOLE   2,834 0 0
CRESCENT COVE ACQUISITION A COMMON STOCK USD.0001 G2554Y104 244 25,000 SH   SOLE   25,000 0 0
CRESCENT COVE ACQUISITION A CRESCENT COVE ACQ A CW27 G2554Y120 6 12,500 SH   SOLE   12,500 0 0
CRESCERA CAPITAL ACQUISITION UNIT USD.0001 G26507122 752 75,000 SH   SOLE   75,000 0 0
CRINETICS PHARMACEUTICALS IN COMMON STOCK USD.001 22663K107 196 6,893 SH   SOLE   6,893 0 0
CROCS INC COMMON STOCK USD.001 227046109 2,819 21,983 SH   SOLE   21,983 0 0
CROWDSTRIKE HOLDINGS INC A COMMON STOCK 22788C105 435 2,126 SH   SOLE   2,126 0 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 998 4,779 SH   SOLE   4,779 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 7,485 67,665 SH   SOLE   67,665 0 0
CROWN PROPTECH ACQUISITION A COMMON STOCK USD.0001 G25741102 1,980 199,998 SH   SOLE   199,998 0 0
CROWN PROPTECH ACQUISITION A CROWN PROPTECH ACQ A CW27 G25741110 38 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 390 39,996 SH   SOLE   39,996 0 0
CRUCIBLE ACQUISITION CORP A CRUCIBLE ACQ CL A CW25 22877P116 9 13,332 SH   SOLE   13,332 0 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 151 7,404 SH   SOLE   7,404 0 0
CRYOPORT INC COMMON STOCK USD.001 229050307 220 3,716 SH   SOLE   3,716 0 0
CS DISCO INC COMMON STOCK USD.005 126327105 132 3,703 SH   SOLE   3,703 0 0
CSX CORP COMMON STOCK USD1.0 126408103 8,604 228,831 SH   SOLE   228,831 0 0
CTS CORP COMMON STOCK 126501105 293 7,980 SH   SOLE   7,980 0 0
CUBESMART REIT USD.01 229663109 453 7,961 SH   SOLE   7,961 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 169 773 SH   SOLE   773 0 0
CURO GROUP HOLDINGS CORP COMMON STOCK 23131L107 191 11,919 SH   SOLE   11,919 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1.0 231561101 2,597 18,726 SH   SOLE   18,726 0 0
CUSHMAN WAKEFIELD PLC COMMON STOCK USD.01 G2717B108 2,604 117,083 SH   SOLE   117,083 0 0
CVR ENERGY INC COMMON STOCK USD.01 12662P108 565 33,582 SH   SOLE   33,582 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 2,918 28,285 SH   SOLE   28,285 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 1,956 11,288 SH   SOLE   11,288 0 0
CYRUSONE INC REIT USD.01 23283R100 4,010 44,700 SH   SOLE   44,700 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 352 15,404 SH   SOLE   15,404 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 19,665 59,770 SH   SOLE   59,770 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 418 2,776 SH   SOLE   2,776 0 0
DARLING INGREDIENTS INC COMMON STOCK USD.01 237266101 1,162 16,771 SH   SOLE   16,771 0 0
DAVITA INC COMMON STOCK USD.001 23918K108 62 548 SH   SOLE   548 0 0
DECARBONIZATION PLUS ACQUI A COMMON STOCK USD.0001 G2773W103 79 8,000 SH   SOLE   8,000 0 0
DECARBONIZATION PLUS ACQUI A DECARBONIZATION PLUS A CW28 G2773W111 4 4,000 SH   SOLE   4,000 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 1,663 169,998 SH   SOLE   169,998 0 0
DEEP LAKE CAPITAL ACQUIS CLA DEEP LAKE CAPITAL CL B CW27 G27029118 53 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 2,454 7,156 SH   SOLE   7,156 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 4,388 112,291 SH   SOLE   112,291 0 0
DENALI THERAPEUTICS INC COMMON STOCK USD.01 24823R105 193 4,320 SH   SOLE   4,320 0 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 1,171 20,997 SH   SOLE   20,997 0 0
DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 455 10,328 SH   SOLE   10,328 0 0
DEXCOM INC COMMON STOCK USD.001 252131107 624 1,163 SH   SOLE   1,163 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 975 99,996 SH   SOLE   99,996 0 0
DHB CAPITAL CORP CL A DHB CAPITAL CORP CL A CW28 23291W117 20 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 1,703 174,996 SH   SOLE   174,996 0 0
DHC ACQUISITION CORP A DHC ACQUISITION CORP A CW27 G2758T117 30 58,332 SH   SOLE   58,332 0 0
DIAMONDBACK ENERGY INC COMMON STOCK USD.01 25278X109 118 1,092 SH   SOLE   1,092 0 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 2,121 18,448 SH   SOLE   18,448 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 5,102 28,847 SH   SOLE   28,847 0 0
DIGITAL TRANSFORMATION OPP A COMMON STOCK USD.0001 25401K107 2,423 250,000 SH   SOLE   250,000 0 0
DIGITAL TRANSFORMATION OPP A DIGITAL TRANSFORMATION CW28 25401K115 41 62,500 SH   SOLE   62,500 0 0
DIGITAL TURBINE INC COMMON STOCK USD.0001 25400W102 215 3,524 SH   SOLE   3,524 0 0
DIGITALBRIDGE GROUP INC REIT USD.01 25401T108 861 103,323 SH   SOLE   103,323 0 0
DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025 25402D102 318 3,954 SH   SOLE   3,954 0 0
DILLARDS INC CL A COMMON STOCK 254067101 762 3,111 SH   SOLE   3,111 0 0
DINE BRANDS GLOBAL INC COMMON STOCK USD.01 254423106 173 2,280 SH   SOLE   2,280 0 0
DIODES INC COMMON STOCK USD.667 254543101 2,926 26,647 SH   SOLE   26,647 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 171 1,484 SH   SOLE   1,484 0 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 79 2,441 SH   SOLE   2,441 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 9,987 42,350 SH   SOLE   42,350 0 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 17,583 125,125 SH   SOLE   125,125 0 0
DOMINION ENERGY INC COMMON STOCK 25746U109 326 4,147 SH   SOLE   4,147 0 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 3,878 6,872 SH   SOLE   6,872 0 0
DOMO INC CLASS B COMMON STOCK USD.001 257554105 175 3,529 SH   SOLE   3,529 0 0
DONALDSON CO INC COMMON STOCK USD5.0 257651109 1,449 24,459 SH   SOLE   24,459 0 0
DONNELLEY FINANCIAL SOLUTION COMMON STOCK USD.01 25787G100 939 19,910 SH   SOLE   19,910 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 689 20,571 SH   SOLE   20,571 0 0
DOVER CORP COMMON STOCK USD1.0 260003108 1,397 7,692 SH   SOLE   7,692 0 0
DOW INC COMMON STOCK USD.01 260557103 2,084 36,740 SH   SOLE   36,740 0 0
DP CAP ACQUISITION CORP I UNIT USD.0001 G2R05B118 502 50,000 SH   SOLE   50,000 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 1,964 199,998 SH   SOLE   199,998 0 0
DPCM CAPITAL INC CLASS A DPCM CAPITAL INC A CW27 23344P119 40 66,666 SH   SOLE   66,666 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 165 1,519 SH   SOLE   1,519 0 0
DRAFTKINGS INC CL A COMMON STOCK USD.0001 26142R104 317 11,525 SH   SOLE   11,525 0 0
DRAGONEER GROWTH OPP III A COMMON STOCK USD.0001 G28315102 195 20,000 SH   SOLE   20,000 0 0
DROPBOX INC CLASS A COMMON STOCK USD.00001 26210C104 134 5,457 SH   SOLE   5,457 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 82 684 SH   SOLE   684 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 787 7,505 SH   SOLE   7,505 0 0
DUKE REALTY CORP REIT USD.01 264411505 3,021 46,029 SH   SOLE   46,029 0 0
DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 46 1,421 SH   SOLE   1,421 0 0
DYNAMICS SPECIAL PURPOSE C A COMMON STOCK USD.0001 268010105 690 70,000 SH   SOLE   70,000 0 0
E.MERGE TECHNOLOGY ACQUISI A COMMON STOCK USD.0001 26873Y104 246 24,999 SH   SOLE   24,999 0 0
E.MERGE TECHNOLOGY ACQUISI A E.MERGE TECHNOLOGY ACQ CW25 26873Y112 5 8,333 SH   SOLE   8,333 0 0
E.MERGE TECHNOLOGY ACQUISITI UNIT USD.0001 26873Y203 0 1 SH   SOLE   1 0 0
EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001 269796108 787 15,455 SH   SOLE   15,455 0 0
EAST RESOURCES ACQUISITION A COMMON STOCK USD.0001 274681105 1,974 200,000 SH   SOLE   200,000 0 0
EAST RESOURCES ACQUISITION A EAST RESOURCES ACQUIS CW27 274681113 53 100,000 SH   SOLE   100,000 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 1,298 16,502 SH   SOLE   16,502 0 0
EASTERLY GOVERNMENT PROPERTI REIT USD.01 27616P103 463 20,200 SH   SOLE   20,200 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 149 1,229 SH   SOLE   1,229 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 3,116 18,031 SH   SOLE   18,031 0 0
EBAY INC COMMON STOCK USD.001 278642103 1,344 20,203 SH   SOLE   20,203 0 0
ECOLAB INC COMMON STOCK USD1.0 278865100 331 1,413 SH   SOLE   1,413 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 161 6,062 SH   SOLE   6,062 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 425 3,283 SH   SOLE   3,283 0 0
EGAIN CORP COMMON STOCK USD.001 28225C806 161 16,153 SH   SOLE   16,153 0 0
EIGER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 28249U105 119 22,894 SH   SOLE   22,894 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 993 99,996 SH   SOLE   99,996 0 0
EJF ACQUISITION CORP A EJF ACQUISITION CORP A CW27 G2955B125 43 33,332 SH   SOLE   33,332 0 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 241 1,825 SH   SOLE   1,825 0 0
ELI LILLY CO COMMON STOCK 532457108 7,375 26,698 SH   SOLE   26,698 0 0
ELLIOTT OPPORTUNITY II COR A COMMON STOCK USD.0001 G30092103 1,466 150,000 SH   SOLE   150,000 0 0
ELLIOTT OPPORTUNITY II COR A ELLIOTT OPPORTUNITY II CW23 G30092111 40 37,500 SH   SOLE   37,500 0 0
EMBARK TECHNOLOGY INC COMMON STOCK USD.0001 29079J103 0 4 SH   SOLE   4 0 0
EMBARK TECHNOLOGY INC WTS CALL EXP10NOV26 29079J111 65 33,332 SH   SOLE   33,332 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 3,817 29,967 SH   SOLE   29,967 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 290 6,669 SH   SOLE   6,669 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 573 6,162 SH   SOLE   6,162 0 0
ENCORE WIRE CORP COMMON STOCK USD.01 292562105 1,183 8,264 SH   SOLE   8,264 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 338 89,918 SH   SOLE   89,918 0 0
ENJOY TECHNOLOGY INC ENJOY TECHNOLOGY INC CW25 29335V114 4 10,000 SH   SOLE   10,000 0 0
ENPHASE ENERGY INC COMMON STOCK USD.00001 29355A107 141 772 SH   SOLE   772 0 0
ENPHYS ACQUISITION CORP COMMON STOCK USD.0001 G3167L109 992 100,000 SH   SOLE   100,000 0 0
ENPHYS ACQUISITION CORP ENPHYS ACQUISITION CW24 G3167L117 25 50,000 SH   SOLE   50,000 0 0
ENSIGN GROUP INC/THE COMMON STOCK USD.001 29358P101 263 3,132 SH   SOLE   3,132 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 178 1,577 SH   SOLE   1,577 0 0
ENTERPRISE 4.0 TECHNOLOGY AC UNIT USD.0001 G3137C122 50 5,000 SH   SOLE   5,000 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 1,685 18,965 SH   SOLE   18,965 0 0
EQ HEALTH ACQUISITION CORP A COMMON STOCK USD.0001 26886A101 194 20,000 SH   SOLE   20,000 0 0
EQ HEALTH ACQUISITION CORP A EQ HEALTH ACQ A CW28 26886A119 5 10,000 SH   SOLE   10,000 0 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 422 1,440 SH   SOLE   1,440 0 0
EQUINIX INC REIT USD.001 29444U700 11,188 13,227 SH   SOLE   13,227 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 12 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 6,805 77,627 SH   SOLE   77,627 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 4,580 50,608 SH   SOLE   50,608 0 0
ERMENEGILDO ZEGNA HOLDITALIA COMMON STOCK N30577105 0 1 SH   SOLE   1 0 0
ERMENEGILDO ZEGNA HOLDITALIA ERMENEGILDO ZEGNA HOLD CW27 N30577113 67 33,333 SH   SOLE   33,333 0 0
ESGEN ACQUISITION CORP A COMMON STOCK USD.0001 G3R95N103 496 50,000 SH   SOLE   50,000 0 0
ESGEN ACQUISITION CORP A ESGEN ACQUISITION A CW23 G3R95N111 12 25,000 SH   SOLE   25,000 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 972 99,996 SH   SOLE   99,996 0 0
ESM ACQUISITION CORP A ESM ACQUISITION CL A CW26 G3195H112 24 33,332 SH   SOLE   33,332 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 1,513 33,228 SH   SOLE   33,228 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 1,847 5,244 SH   SOLE   5,244 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 6,479 17,502 SH   SOLE   17,502 0 0
ETSY INC COMMON STOCK USD.001 29786A106 864 3,946 SH   SOLE   3,946 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 6,373 53,481 SH   SOLE   53,481 0 0
EUROPEAN BIOTECH ACQUISITI A COMMON STOCK USD.0001 G3167F102 970 99,996 SH   SOLE   99,996 0 0
EUROPEAN BIOTECH ACQUISITI A EUROPEAN BIOTECH CW26 G3167F128 20 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 624 4,595 SH   SOLE   4,595 0 0
EVEREST CONSOLIDATOR ACQUISI UNIT USD.0001 29978K201 508 50,000 SH   SOLE   50,000 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 6 22 SH   SOLE   22 0 0
EVERGY INC COMMON STOCK 30034W106 1,924 28,047 SH   SOLE   28,047 0 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 157 1,730 SH   SOLE   1,730 0 0
EVERTEC INC COMMON STOCK USD.01 30040P103 658 13,164 SH   SOLE   13,164 0 0
EXCELFIN ACQUISITION CORP A COMMON STOCK USD.0001 30069X102 991 100,000 SH   SOLE   100,000 0 0
EXCELFIN ACQUISITION CORP A EXCELFIN ACQUISITION CW23 30069X110 31 50,000 SH   SOLE   50,000 0 0
EXELIXIS INC COMMON STOCK USD.001 30161Q104 281 15,357 SH   SOLE   15,357 0 0
EXELON CORP COMMON STOCK 30161N101 4,709 81,523 SH   SOLE   81,523 0 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 151 1,045 SH   SOLE   1,045 0 0
EXP WORLD HOLDINGS INC COMMON STOCK USD.00001 30212W100 482 14,303 SH   SOLE   14,303 0 0
EXPEDIA GROUP INC COMMON STOCK USD.001 30212P303 247 1,366 SH   SOLE   1,366 0 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 146 1,089 SH   SOLE   1,089 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 5,141 22,675 SH   SOLE   22,675 0 0
EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 286 18,244 SH   SOLE   18,244 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 2,377 38,853 SH   SOLE   38,853 0 0
EZCORP INC COMPANY GUAR 05/25 2.375 302301AE6 3,265 3,635,000 SH   SOLE   3,635,000 0 0
EZCORP INC COMPANY GUAR 07/24 2.875 302301AF3 1,023 1,000,000 SH   SOLE   1,000,000 0 0
F5 INC COMMON STOCK 315616102 64 260 SH   SOLE   260 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 4,301 8,849 SH   SOLE   8,849 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 4,578 10,556 SH   SOLE   10,556 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 1,006 99,999 SH   SOLE   99,999 0 0
FAR PEAK ACQUISITION CORP A FAR PEAK ACQ CL A CW25 G3312L111 66 33,333 SH   SOLE   33,333 0 0
FAST ACQUISITION CORP II A COMMON STOCK USD.0001 311874101 972 100,000 SH   SOLE   100,000 0 0
FAST ACQUISITION CORP II A FAST ACQUISITION II A CW26 311874119 22 25,000 SH   SOLE   25,000 0 0
FASTENAL CO COMMON STOCK USD.01 311900104 1,359 21,214 SH   SOLE   21,214 0 0
FATHOM DIGITAL MANUFACTURING ALTIMAR ACQ A CW27 31189Y111 0 250 SH   SOLE   250 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313745101 1,035 7,595 SH   SOLE   7,595 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 268 6,185 SH   SOLE   6,185 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 333 1,289 SH   SOLE   1,289 0 0
FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001 31620R303 5,717 109,571 SH   SOLE   109,571 0 0
FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 2,126 19,476 SH   SOLE   19,476 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 146 3,343 SH   SOLE   3,343 0 0
FIFTH WALL ACQUISITION COR A COMMON STOCK USD.0001 G34142102 746 75,000 SH   SOLE   75,000 0 0
FIGURE ACQUISITION CORP I A COMMON STOCK USD.0001 302438106 588 60,000 SH   SOLE   60,000 0 0
FIGURE ACQUISITION CORP I A FIGURE ACQ I CL A CW27 302438114 17 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 2 3,750 SH   SOLE   3,750 0 0
FINTECH ACQUISITION CORP A COMMON STOCK USD.0001 31811H106 980 100,000 SH   SOLE   100,000 0 0
FINTECH ACQUISITION CORP A FINTECH ACQUISITION A CW27 31811H114 23 25,000 SH   SOLE   25,000 0 0
FINTECH EVOLUTION ACQUISIT A COMMON STOCK USD.0001 G3R19A104 1,458 150,000 SH   SOLE   150,000 0 0
FINTECH EVOLUTION ACQUISIT A FINTECH EVOLUTION ACQ CW28 G3R19A120 30 50,000 SH   SOLE   50,000 0 0
FINVOLUTION GROUP ADR ADR USD.00001 31810T101 63 12,857 SH   SOLE   12,857 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 3,390 43,339 SH   SOLE   43,339 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 414 30,029 SH   SOLE   30,029 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 319829107 930 57,786 SH   SOLE   57,786 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 1,485 22,427 SH   SOLE   22,427 0 0
FIRST MERCHANTS CORP COMMON STOCK 320817109 1,217 29,050 SH   SOLE   29,050 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 124 601 SH   SOLE   601 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
FIRSTCASH HOLDINGS INC COMMON STOCK USD.01 33768G107 1,020 13,630 SH   SOLE   13,630 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 116 2,793 SH   SOLE   2,793 0 0
FIRSTMARK HORIZON ACQUISIT A COMMON STOCK USD.0001 33765Y101 989 99,999 SH   SOLE   99,999 0 0
FIRSTMARK HORIZON ACQUISIT A FIRSTMARK HORIZON ACQU CW25 33765Y119 33 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 395 3,809 SH   SOLE   3,809 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 139 622 SH   SOLE   622 0 0
FLUIDIGM CORP COMMON STOCK USD.001 34385P108 188 47,991 SH   SOLE   47,991 0 0
FMC CORP COMMON STOCK USD.1 302491303 114 1,036 SH   SOLE   1,036 0 0
FOCUS IMPACT ACQUISITION A COMMON STOCK USD.0001 34417L109 1,177 120,000 SH   SOLE   120,000 0 0
FOCUS IMPACT ACQUISITION A FOCUS IMPACT ACQUISIT CW23 34417L117 31 60,000 SH   SOLE   60,000 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 481 11,027 SH   SOLE   11,027 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 1,011 48,680 SH   SOLE   48,680 0 0
FOREST ROAD ACQUISITION CO A COMMON STOCK USD.0001 34619V103 973 100,000 SH   SOLE   100,000 0 0
FOREST ROAD ACQUISITION CO A FOREST ROAD ACQ CL A CW26 34619V111 16 20,000 SH   SOLE   20,000 0 0
FORMFACTOR INC COMMON STOCK USD.001 346375108 662 14,489 SH   SOLE   14,489 0 0
FORTINET INC COMMON STOCK USD.001 34959E109 1,388 3,861 SH   SOLE   3,861 0 0
FORTISTAR SUSTAINABLE SOLU A COMMON STOCK USD.0001 34962M106 485 49,998 SH   SOLE   49,998 0 0
FORTISTAR SUSTAINABLE SOLU A FORTISTAR SUSTAIN A CW27 34962M114 15 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 112 1,471 SH   SOLE   1,471 0 0
FORTRESS CAPITAL ACQUISITI A COMMON STOCK USD.0001 G36427105 488 50,000 SH   SOLE   50,000 0 0
FORTRESS CAPITAL ACQUISITI A FORTRESS CAP ACQ CL A CW27 G36427121 8 10,000 SH   SOLE   10,000 0 0
FORTRESS VALUE ACQUIS IV A COMMON STOCK USD.0001 34964K108 1,950 200,000 SH   SOLE   200,000 0 0
FORTRESS VALUE ACQUIS IV A FORTRESS VALUE ACQ IV CW28 34964K116 21 25,000 SH   SOLE   25,000 0 0
FORTRESS VALUE ACQUISITION A COMMON STOCK USD.0001 34964G107 977 100,000 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 295 2,758 SH   SOLE   2,758 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 5 6,250 SH   SOLE   6,250 0 0
FOX CORP CLASS A COMMON STOCK USD.01 35137L105 98 2,661 SH   SOLE   2,661 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 45 1,350 SH   SOLE   1,350 0 0
FRAZIER LIFESCIENCES ACQUI A COMMON STOCK USD.0001 G3710A105 244 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 484 50,000 SH   SOLE   50,000 0 0
FREEDOM ACQUISITION I CORP A FREEDOM ACQ I CL A CW27 G3663X128 7 12,500 SH   SOLE   12,500 0 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 7,438 178,246 SH   SOLE   178,246 0 0
FRONTDOOR INC COMMON STOCK USD.01 35905A109 780 21,281 SH   SOLE   21,281 0 0
FRONTIER ACQUISITION CORP A COMMON STOCK USD.0001 G36826108 981 100,000 SH   SOLE   100,000 0 0
FRONTIER ACQUISITION CORP A FRONTIER ACQUISITON CW28 G36826124 22 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 968 99,996 SH   SOLE   99,996 0 0
FRONTIER INVESTMENT CORP A FRONTIER INVESTMENT A CW23 G36816125 18 33,332 SH   SOLE   33,332 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 1,466 150,000 SH   SOLE   150,000 0 0
FTAC HERA ACQUISITION CORP A FTAC HERA ACQ CL A CW27 G3728Y111 33 37,500 SH   SOLE   37,500 0 0
FUELCELL ENERGY INC COMMON STOCK USD.0001 35952H601 141 27,195 SH   SOLE   27,195 0 0
FULGENT GENETICS INC COMMON STOCK USD.0001 359664109 195 1,942 SH   SOLE   1,942 0 0
FULL HOUSE RESORTS INC COMMON STOCK USD.0001 359678109 224 18,486 SH   SOLE   18,486 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 242 24,996 SH   SOLE   24,996 0 0
FUSION ACQUISITION CORP II A FUSION ACQ II CL A CW27 36118N110 5 8,332 SH   SOLE   8,332 0 0
FUTU HOLDINGS LTD ADR ADR USD.00001 36118L106 63 1,446 SH   SOLE   1,446 0 0
G SQUARED ASCEND I INC CL A COMMON STOCK USD.0001 G4204R109 2,470 250,000 SH   SOLE   250,000 0 0
G SQUARED ASCEND I INC CL A G SQUARED ASCEND I CW27 G4204R117 43 50,000 SH   SOLE   50,000 0 0
GAMES ESPORTS EXPERIENCE A UNIT USD.0001 G3731J101 203 20,000 SH   SOLE   20,000 0 0
GAMING HOSPITALITY ACQUI A COMMON STOCK USD.0001 364681106 682 69,996 SH   SOLE   69,996 0 0
GAMING HOSPITALITY ACQUI A GAMING + HOSPITALITY A CW28 364681114 12 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 418 8,589 SH   SOLE   8,589 0 0
GANNETT CO INC COMMON STOCK USD.01 36472T109 173 32,393 SH   SOLE   32,393 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 354 20,067 SH   SOLE   20,067 0 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 130 955 SH   SOLE   955 0 0
GARTNER INC COMMON STOCK USD.0005 366651107 3,071 9,186 SH   SOLE   9,186 0 0
GELESIS HOLDINGS INC COMMON STOCK USD.0001 36850R204 1,992 200,000 SH   SOLE   200,000 0 0
GELESIS HOLDINGS INC CAPSTAR SPECIAL PURPOSE CW27 36850R113 63 100,000 SH   SOLE   100,000 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 1,795 8,609 SH   SOLE   8,609 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.01 369604301 578 6,123 SH   SOLE   6,123 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 203 3,006 SH   SOLE   3,006 0 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 3,131 53,399 SH   SOLE   53,399 0 0
GENESCO INC COMMON STOCK USD1.0 371532102 270 4,209 SH   SOLE   4,209 0 0
GENUINE PARTS CO COMMON STOCK USD1.0 372460105 43 309 SH   SOLE   309 0 0
GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 497 122,825 SH   SOLE   122,825 0 0
GEO GROUP INC/THE REIT USD.01 36162J106 190 24,510 SH   SOLE   24,510 0 0
GILDAN ACTIVEWEAR INC COMMON STOCK 375916103 1,629 38,427 SH   SOLE   38,427 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,094 15,068 SH   SOLE   15,068 0 0
GLADSTONE COMMERCIAL CORP REIT USD.001 376536108 480 18,617 SH   SOLE   18,617 0 0
GLAUKOS CORP COMMON STOCK USD.001 377322102 179 4,035 SH   SOLE   4,035 0 0
GLOBAL MEDICAL REIT INC REIT 37954A204 287 16,180 SH   SOLE   16,180 0 0
GLOBAL NET LEASE INC REIT USD.01 379378201 685 44,861 SH   SOLE   44,861 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 1,943 14,374 SH   SOLE   14,374 0 0
GLOBAL SYNERGY ACQUISITION A COMMON STOCK USD.0001 G3934J106 491 50,000 SH   SOLE   50,000 0 0
GLOBAL SYNERGY ACQUISITION A GLOBAL SYNERGY ACQUIS CW27 G3934J122 12 25,000 SH   SOLE   25,000 0 0
GLOBAL TECHNOLOGY ACQUISIT A COMMON STOCK USD.0001 G3934N107 501 50,000 SH   SOLE   50,000 0 0
GLOBAL TECHNOLOGY ACQUISIT A GLOBAL TECHNOLOGY ACQ CW23 G3934N115 14 25,000 SH   SOLE   25,000 0 0
GLOBALSTAR INC COMMON STOCK USD.0001 378973408 73 62,700 SH   SOLE   62,700 0 0
GLOBANT SA COMMON STOCK USD1.2 L44385109 468 1,490 SH   SOLE   1,490 0 0
GLOBE LIFE INC COMMON STOCK USD1.0 37959E102 20 218 SH   SOLE   218 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 1,968 199,998 SH   SOLE   199,998 0 0
GO ACQUISITION CORP CLASS A GO ACQUISITION CORP CW27GO 362019119 44 66,666 SH   SOLE   66,666 0 0
GOAL ACQUISITIONS CORP COMMON STOCK USD.0001 38021H107 970 100,000 SH   SOLE   100,000 0 0
GOAL ACQUISITIONS CORP GOAL ACQUISITIONS CORP CW 38021H115 55 100,000 SH   SOLE   100,000 0 0
GOBI ACQUISITION CORP A COMMON STOCK USD.001 G4022Y104 967 100,000 SH   SOLE   100,000 0 0
GOGREEN INVESTMENTS CORP COMMON STOCK USD.0001 G9461B101 496 50,000 SH   SOLE   50,000 0 0
GOGREEN INVESTMENTS CORP GOGREEN INVESTMENTS CW23 G9461B119 12 25,000 SH   SOLE   25,000 0 0
GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01 381013101 186 3,687 SH   SOLE   3,687 0 0
GOLDEN FALCON ACQUISITI CL A COMMON STOCK USD.0001 38102H109 1,467 150,000 SH   SOLE   150,000 0 0
GOLDEN FALCON ACQUISITI CL A GOLDEN FALCON ACQ CL A CW26 38102H117 47 75,000 SH   SOLE   75,000 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 5,121 13,386 SH   SOLE   13,386 0 0
GORES GUGGENHEIM INC CL A GORES GUGGENHEIM CL A CW27 38286Q115 57 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 12 8,750 SH   SOLE   8,750 0 0
GORES HOLDINGS VIII INC CL A GORES HOLD VIII CL A CW27 382863116 18 8,750 SH   SOLE   8,750 0 0
GORES TECHNOLOGY PARTNERS A COMMON STOCK USD.0001 382870103 396 40,000 SH   SOLE   40,000 0 0
GORES TECHNOLOGY PARTNERS A GORES TECH PARTN CL A CW27 382870111 11 8,000 SH   SOLE   8,000 0 0
GORES TECHNOLOGY PRTNR II A COMMON STOCK USD.0001 38287L107 693 70,000 SH   SOLE   70,000 0 0
GORES TECHNOLOGY PRTNR II A GORES TECH PARTN II A CW27 38287L115 19 14,000 SH   SOLE   14,000 0 0
GRACO INC COMMON STOCK USD1.0 384109104 2,229 27,645 SH   SOLE   27,645 0 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313508 312 26,395 SH   SOLE   26,395 0 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 254 4,295 SH   SOLE   4,295 0 0
GREEN VISOR FINANCIAL TECHNO UNIT USD.0001 G4166K118 101 10,000 SH   SOLE   10,000 0 0
GREIF INC CL A COMMON STOCK 397624107 149 2,474 SH   SOLE   2,474 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
GULFPORT ENERGY CORP COMMON STOCK USD.0001 402635502 200 2,770 SH   SOLE   2,770 0 0
HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 406 19,799 SH   SOLE   19,799 0 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 291 5,480 SH   SOLE   5,480 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,519 66,409 SH   SOLE   66,409 0 0
HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 40637H109 493 12,259 SH   SOLE   12,259 0 0
HAMILTON LANE ALL CLASS A COMMON STOCK USD.0001 40749M103 684 69,996 SH   SOLE   69,996 0 0
HAMILTON LANE ALL CLASS A HAMILTON LANE ALL CLAS CW26 40749M111 14 23,332 SH   SOLE   23,332 0 0
HAMILTON LANE ALLIANCE HOLDI UNIT USD.0001 40749M202 0 4 SH   SOLE   4 0 0
HANCOCK WHITNEY CORP COMMON STOCK USD3.33 410120109 2,982 59,621 SH   SOLE   59,621 0 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 827 49,449 SH   SOLE   49,449 0 0
HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 382 16,142 SH   SOLE   16,142 0 0
HARMONY BIOSCIENCES HOLDINGS COMMON STOCK USD.00001 413197104 307 7,201 SH   SOLE   7,201 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 256 3,709 SH   SOLE   3,709 0 0
HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 184 26,107 SH   SOLE   26,107 0 0
HASBRO INC COMMON STOCK USD.5 418056107 70 689 SH   SOLE   689 0 0
HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 1,390 33,506 SH   SOLE   33,506 0 0
HAYMAKER ACQUISITION CORP A COMMON STOCK USD.0001 42087R108 275 28,000 SH   SOLE   28,000 0 0
HAYMAKER ACQUISITION CORP A HAYMAKER ACQUISITION CO CW27 42087R116 5 7,000 SH   SOLE   7,000 0 0
HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 292 1,137 SH   SOLE   1,137 0 0
HEALTH ASSURANCE ACQUISIT A COMMON STOCK USD.0001 42226W109 977 99,996 SH   SOLE   99,996 0 0
HEALTH ASSURANCE ACQUISIT A HEALTH ASSURANCE ACQU CW25 42226W117 21 24,999 SH   SOLE   24,999 0 0
HEALTH ASSURANCE ACQUISITION UNIT USD.0001 42226W208 0 4 SH   SOLE   4 0 0
HEALTHCARE SERVICES ACQUI A COMMON STOCK USD.0001 42227K104 976 100,000 SH   SOLE   100,000 0 0
HEALTHCARE SERVICES ACQUI A HEALTHCARE SERVICES CW27 42227K112 26 50,000 SH   SOLE   50,000 0 0
HEALTHCARE TRUST OF AME CL A REIT USD.01 42225P501 661 19,805 SH   SOLE   19,805 0 0
HEALTHPEAK PROPERTIES INC REIT USD1.0 42250P103 2,142 59,347 SH   SOLE   59,347 0 0
HEALTHWELL ACQUISITION COR A COMMON STOCK USD.0001 42227R109 969 100,000 SH   SOLE   100,000 0 0
HEALTHWELL ACQUISITION COR A HEALTHWELL ACQ CL A CW28 42227R117 33 50,000 SH   SOLE   50,000 0 0
HEICO CORP COMMON STOCK USD.01 422806109 1,531 10,618 SH   SOLE   10,618 0 0
HELIOGEN INC HELIOGEN INC CW28 42329E113 43 25,000 SH   SOLE   25,000 0 0
HELMERICH PAYNE COMMON STOCK USD.1 423452101 191 8,071 SH   SOLE   8,071 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 2 2,500 SH   SOLE   2,500 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 32 418 SH   SOLE   418 0 0
HERBALIFE NUTRITION LTD COMMON STOCK USD.002 G4412G101 726 17,737 SH   SOLE   17,737 0 0
HERC HOLDINGS INC COMMON STOCK USD.01 42704L104 1,983 12,667 SH   SOLE   12,667 0 0
HERSHEY CO/THE COMMON STOCK USD1.0 427866108 2,748 14,204 SH   SOLE   14,204 0 0
HESS CORP COMMON STOCK USD1.0 42809H107 143 1,928 SH   SOLE   1,928 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 540 34,226 SH   SOLE   34,226 0 0
HIG ACQUISITION CORP CLASS A COMMON STOCK USD.0001 G44898107 734 75,000 SH   SOLE   75,000 0 0
HIG ACQUISITION CORP CLASS A HIG ACQUISITION CORP A CW25 G44898123 18 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 13 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 1,726 38,704 SH   SOLE   38,704 0 0
HILLENBRAND INC COMMON STOCK 431571108 198 3,803 SH   SOLE   3,803 0 0
HIPPO HOLDINGS INC HIPPO HOLDINGS INC A CW27 433539111 2 3,999 SH   SOLE   3,999 0 0
HOLOGIC INC COMMON STOCK USD.01 436440101 3,328 43,469 SH   SOLE   43,469 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 13,135 31,650 SH   SOLE   31,650 0 0
HOME PLATE ACQUISITION CL A COMMON STOCK 43734R103 967 100,000 SH   SOLE   100,000 0 0
HOME PLATE ACQUISITION CL A HOME PLATE ACQ CW23 43734R111 29 50,000 SH   SOLE   50,000 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 658 3,157 SH   SOLE   3,157 0 0
HORIZON ACQUIS CORP II CL A COMMON STOCK USD.0001 G46044106 1,966 199,998 SH   SOLE   199,998 0 0
HORIZON ACQUIS CORP II CL A HORIZON ACQUIS CORP II CW27 G46044114 62 66,666 SH   SOLE   66,666 0 0
HORIZON ACQUISITION CORP II UNIT USD.0001 G46044122 0 2 SH   SOLE   2 0 0
HORIZON BANCORP INC/IN COMMON STOCK 440407104 215 10,335 SH   SOLE   10,335 0 0
HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001 G46188101 914 8,480 SH   SOLE   8,480 0 0
HOST HOTELS RESORTS INC REIT USD.01 44107P104 800 45,983 SH   SOLE   45,983 0 0
HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 106 1,026 SH   SOLE   1,026 0 0
HOWMET AEROSPACE INC COMMON STOCK 443201108 2,245 70,539 SH   SOLE   70,539 0 0
HP INC COMMON STOCK USD.01 40434L105 2,235 59,342 SH   SOLE   59,342 0 0
HPX CORP A COMMON STOCK USD.0001 G32219100 592 60,000 SH   SOLE   60,000 0 0
HPX CORP A HPX CORP A CW25 G32219126 16 30,000 SH   SOLE   30,000 0 0
HUDSON EXECUTIVE INVESTMEN A COMMON STOCK USD.0001 44376L107 1,458 150,000 SH   SOLE   150,000 0 0
HUDSON EXECUTIVE INVESTMEN A HUDSON EXECUTIVE INV A CW28 44376L115 21 30,000 SH   SOLE   30,000 0 0
HUDSON EXECUTIVE INVESTMENT COMMON STOCK USD.0001 443760103 196 20,000 SH   SOLE   20,000 0 0
HUDSON EXECUTIVE INVESTMENT HUDSON EXECUTIVE INV CW27 443760111 3 5,000 SH   SOLE   5,000 0 0
HUMANA INC COMMON STOCK USD.166 444859102 275 593 SH   SOLE   593 0 0
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 96 468 SH   SOLE   468 0 0
HUNT COS ACQUISITION CORP I UNIT USD.0001 G46482116 508 50,000 SH   SOLE   50,000 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 72 386 SH   SOLE   386 0 0
IAA INC COMMON STOCK USD.01 449253103 3,568 70,489 SH   SOLE   70,489 0 0
IAC/INTERACTIVECORP COMMON STOCK USD.0001 44891N208 5,339 40,849 SH   SOLE   40,849 0 0
ICONIC SPORTS ACQ CORP A COMMON STOCK USD.0001 G4712C107 708 70,000 SH   SOLE   70,000 0 0
ICONIC SPORTS ACQ CORP A ICONIC SPORTS ACQ CW23 G4712C115 20 35,000 SH   SOLE   35,000 0 0
IDEX CORP COMMON STOCK USD.01 45167R104 12,412 52,522 SH   SOLE   52,522 0 0
IDEXX LABORATORIES INC COMMON STOCK USD.1 45168D104 1,655 2,513 SH   SOLE   2,513 0 0
IDT CORP CLASS B COMMON STOCK USD.01 448947507 166 3,762 SH   SOLE   3,762 0 0
IHEARTMEDIA INC CLASS A COMMON STOCK 45174J509 839 39,899 SH   SOLE   39,899 0 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 10,584 79,627 SH   SOLE   79,627 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 242 981 SH   SOLE   981 0 0
IMAX CORP COMMON STOCK 45245E109 291 16,323 SH   SOLE   16,323 0 0
IMMUNOVANT INC COMMON STOCK USD.0001 45258J102 232 27,247 SH   SOLE   27,247 0 0
INARI MEDICAL INC COMMON STOCK USD.001 45332Y109 183 2,009 SH   SOLE   2,009 0 0
INCYTE CORP COMMON STOCK USD.001 45337C102 800 10,893 SH   SOLE   10,893 0 0
INDEPENDENCE HDS CORP CL A COMMON STOCK USD.0001 G4761A101 1,944 200,000 SH   SOLE   200,000 0 0
INDEPENDENCE HDS CORP CL A INDEPENDENCE HDS CL A CW28 G4761A127 31 40,000 SH   SOLE   40,000 0 0
INFINITE ACQUISITION CORP UNIT USD.0001 G48028115 1,007 100,000 SH   SOLE   100,000 0 0
INFLECTION POINT ACQUISITI A INFLECTION POINT ACQUISI CW G47874113 29 50,000 SH   SOLE   50,000 0 0
INFLECTION POINT ACQUISITI A COMMON STOCK USD.0001 G47874121 964 100,000 SH   SOLE   100,000 0 0
INGERSOLL RAND INC COMMON STOCK USD.01 45687V106 130 2,097 SH   SOLE   2,097 0 0
INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 449 5,205 SH   SOLE   5,205 0 0
INNOVATIVE INDUSTRIAL PROPER REIT USD.001 45781V101 542 2,063 SH   SOLE   2,063 0 0
INNOVATIVE INTERNATIONAL ACQ UNIT USD.0001 G4809M117 100 10,000 SH   SOLE   10,000 0 0
INNOVID CORP COMMON STOCK 457679108 0 8 SH   SOLE   8 0 0
INNOVID CORP EXP CALL30NOV26 457679116 1 624 SH   SOLE   624 0 0
INNOVIVA INC COMMON STOCK USD.01 45781M101 315 18,265 SH   SOLE   18,265 0 0
INSMED INC COMMON STOCK USD.01 457669307 310 11,366 SH   SOLE   11,366 0 0
INSULET CORP COMMON STOCK USD.001 45784P101 1,190 4,472 SH   SOLE   4,472 0 0
INTAPP INC COMMON STOCK USD.001 45827U109 176 7,007 SH   SOLE   7,007 0 0
INTEGER HOLDINGS CORP COMMON STOCK USD.001 45826H109 419 4,894 SH   SOLE   4,894 0 0
INTEL CORP COMMON STOCK USD.001 458140100 1,687 32,762 SH   SOLE   32,762 0 0
INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001 45826J105 287 2,426 SH   SOLE   2,426 0 0
INTELLIGENT MEDICINE ACQUI A COMMON STOCK USD.0001 45828D106 255 25,000 SH   SOLE   25,000 0 0
INTELLIGENT MEDICINE ACQUI A INTELLIGENT MEDICINE CW23 45828D114 6 12,500 SH   SOLE   12,500 0 0
INTERCEPT PHARMACEUTICALS IN COMMON STOCK USD.001 45845P108 501 30,780 SH   SOLE   30,780 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 5,152 37,667 SH   SOLE   37,667 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 1,182 27,884 SH   SOLE   27,884 0 0
INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1 G4863A108 1,073 37,102 SH   SOLE   37,102 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 109 2,326 SH   SOLE   2,326 0 0
INTERPRIVATE II ACQU CLASS A COMMON STOCK USD.0001 46064Q108 970 100,000 SH   SOLE   100,000 0 0
INTERPRIVATE II ACQU CLASS A INTERPRIVATE II ACQU CW28 46064Q116 18 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 29 20,000 SH   SOLE   20,000 0 0
INTERPRIVATE IV INFRATECH A COMMON STOCK USD.0001 46064T102 1,464 150,000 SH   SOLE   150,000 0 0
INTERPRIVATE IV INFRATECH A INTERPRIVATE IV INFRAT CW27 46064T110 22 30,000 SH   SOLE   30,000 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 1,250 33,367 SH   SOLE   33,367 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 1,285 9,616 SH   SOLE   9,616 0 0
INTUIT INC COMMON STOCK USD.01 461202103 2,356 3,663 SH   SOLE   3,663 0 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 664 1,848 SH   SOLE   1,848 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 47 2,021 SH   SOLE   2,021 0 0
INVITAE CORP COMMON STOCK USD.0001 46185L103 332 21,740 SH   SOLE   21,740 0 0
INVITATION HOMES INC REIT USD.01 46187W107 2,887 63,676 SH   SOLE   63,676 0 0
ION ACQUISITION CORP 3 LTD A COMMON STOCK USD.0001 G4940J114 978 100,000 SH   SOLE   100,000 0 0
ION GEOPHYSICAL CORP SECURED 12/25 8 462044AJ7 734 1,044,000 SH   SOLE   1,044,000 0 0
ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044207 57 64,534 SH   SOLE   64,534 0 0
IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 1,029 5,977 SH   SOLE   5,977 0 0
IQVIA HOLDINGS INC COMMON STOCK USD.01 46266C105 11,458 40,610 SH   SOLE   40,610 0 0
IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001 450056106 867 7,369 SH   SOLE   7,369 0 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 46269C102 974 23,588 SH   SOLE   23,588 0 0
IRON MOUNTAIN INC REIT USD.01 46284V101 2,053 39,225 SH   SOLE   39,225 0 0
ISHARES CORE SP MID CAP ETF ISHARES CORE S+P MIDCAP ETF 464287507 54 190 SH   SOLE   190 0 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 8,526 108,369 SH   SOLE   108,369 0 0
ISHARES MSCI EAFE SMALL CAP ET ISHARES MSCI EAFE SMALL CAP 464288273 2,755 37,687 SH   SOLE   37,687 0 0
ISHARES MSCI EAFE VALUE ETF ISHARES MSCI EAFE VALUE ETF 464288877 52,153 1,034,986 SH   SOLE   1,034,986 0 0
ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 26,042 533,093 SH   SOLE   533,093 0 0
ISHARES MSCI WORLD ETF ISHARES MSCI WORLD ETF 464286392 2,151 15,899 SH   SOLE   15,899 0 0
ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 7,362 33,093 SH   SOLE   33,093 0 0
ISTAR INC REIT USD.001 45031U101 496 19,188 SH   SOLE   19,188 0 0
ITIQUIRA ACQUISITION CORP A COMMON STOCK USD.0001 G49773107 1,510 155,000 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
ITT INC COMMON STOCK USD1.0 45073V108 63 613 SH   SOLE   613 0 0
IVANHOE CAPITAL ACQUISIT A IVANHOE CAPITAL CL A CW27 G4R87P106 58 33,332 SH   SOLE   33,332 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 1,464 150,000 SH   SOLE   150,000 0 0
JACK CREEK INVESTMENT C CL A JACK CREEK INVESTMENT CW27 G4989X123 40 75,000 SH   SOLE   75,000 0 0
JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 2,790 16,706 SH   SOLE   16,706 0 0
JACK IN THE BOX INC COMMON STOCK USD.01 466367109 600 6,862 SH   SOLE   6,862 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 469814107 1,262 9,066 SH   SOLE   9,066 0 0
JAWS HURRICANE ACQUISITION A COMMON STOCK USD.0001 47201B103 587 60,000 SH   SOLE   60,000 0 0
JAWS HURRICANE ACQUISITION A JAWS HURRICANE ACQUISITI CW 47201B111 15 15,000 SH   SOLE   15,000 0 0
JAWS JUGGERNAUT ACQUISITIO A COMMON STOCK USD.0001 G50735102 1,475 150,000 SH   SOLE   150,000 0 0
JAWS JUGGERNAUT ACQUISITIO A JAWS JUGGERNAUT ACQUI CW23 G50735110 36 37,500 SH   SOLE   37,500 0 0
JAWS MUSTANG ACQUISITION C A COMMON STOCK USD.0001 G50737108 1,463 150,000 SH   SOLE   150,000 0 0
JAWS MUSTANG ACQUISITION C A JAWS MUSTANG ACQ C CW26 G50737124 39 37,500 SH   SOLE   37,500 0 0
JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0 47233W109 1,946 50,142 SH   SOLE   50,142 0 0
JIYA ACQUISITION CORP CL A COMMON STOCK USD.0001 47760M102 733 75,000 SH   SOLE   75,000 0 0
JM SMUCKER CO/THE COMMON STOCK 832696405 90 665 SH   SOLE   665 0 0
JOFF FINTECH ACQ CORP A COMMON STOCK USD.0001 46592C100 2,437 249,996 SH   SOLE   249,996 0 0
JOFF FINTECH ACQ CORP A JOFF FINTECH ACQ CW27 46592C118 58 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 14,602 85,355 SH   SOLE   85,355 0 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 1,730 21,273 SH   SOLE   21,273 0 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 1,947 7,230 SH   SOLE   7,230 0 0
JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 18,329 115,748 SH   SOLE   115,748 0 0
JUNIPER II CORP CLASS A COMMON STOCK USD.0001 48203N103 1,005 100,000 SH   SOLE   100,000 0 0
JUNIPER II CORP CLASS A JUNIPER II CORP CL A CW28 48203N111 40 50,000 SH   SOLE   50,000 0 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 65 1,827 SH   SOLE   1,827 0 0
KAIROS ACQUISITION CORP A KAIROS ACQ CL A CW27 G52110106 36 75,000 SH   SOLE   75,000 0 0
KAIROS ACQUISITION CORP A COMMON STOCK G52110114 1,469 150,000 SH   SOLE   150,000 0 0
KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001 48576U106 337 52,402 SH   SOLE   52,402 0 0
KB HOME COMMON STOCK USD1.0 48666K109 318 7,110 SH   SOLE   7,110 0 0
KBR INC COMMON STOCK USD.001 48242W106 652 13,696 SH   SOLE   13,696 0 0
KELLOGG CO COMMON STOCK USD.25 487836108 78 1,205 SH   SOLE   1,205 0 0
KERNEL GROUP HOLDINGS INC A COMMON STOCK USD.0001 G5259L103 1,463 150,000 SH   SOLE   150,000 0 0
KERNEL GROUP HOLDINGS INC A KERNEL GROUP HLDG A CW27 G5259L129 38 75,000 SH   SOLE   75,000 0 0
KEYCORP COMMON STOCK USD1.0 493267108 1,013 43,789 SH   SOLE   43,789 0 0
KEYSIGHT TECHNOLOGIES IN COMMON STOCK 49338L103 1,448 7,011 SH   SOLE   7,011 0 0
KFORCE INC COMMON STOCK USD.01 493732101 1,137 15,117 SH   SOLE   15,117 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 624 9,387 SH   SOLE   9,387 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 185 1,291 SH   SOLE   1,291 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 2,020 81,950 SH   SOLE   81,950 0 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 716 45,138 SH   SOLE   45,138 0 0
KINNATE BIOPHARMA INC COMMON STOCK USD.0001 49705R105 156 8,804 SH   SOLE   8,804 0 0
KINS TECHNOLOGY GROUP INC A COMMON STOCK USD.0001 49714K109 997 100,000 SH   SOLE   100,000 0 0
KINS TECHNOLOGY GROUP INC A KINS TECH GROUP CL A CW25 49714K117 23 50,000 SH   SOLE   50,000 0 0
KINSALE CAPITAL GROUP INC COMMON STOCK USD.01 49714P108 1,335 5,612 SH   SOLE   5,612 0 0
KIRKLAND LAKE GOLD LTD COMMON STOCK 49741E100 1,053 25,109 SH   SOLE   25,109 0 0
KKR CO INC COMMON STOCK USD.01 48251W104 4,820 64,694 SH   SOLE   64,694 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 7 13,332 SH   SOLE   13,332 0 0
KLA CORP COMMON STOCK USD.001 482480100 1,428 3,321 SH   SOLE   3,321 0 0
KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001 499049104 2,919 47,897 SH   SOLE   47,897 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 797 16,129 SH   SOLE   16,129 0 0
KORE GROUP HOLDINGS INC COMMON STOCK USD.0001 50066V107 0 2 SH   SOLE   2 0 0
KORN FERRY COMMON STOCK USD.01 500643200 968 12,779 SH   SOLE   12,779 0 0
KOSMOS ENERGY LTD COMMON STOCK USD.01 500688106 245 70,787 SH   SOLE   70,787 0 0
KRAFT HEINZ CO/THE COMMON STOCK USD.01 500754106 140 3,901 SH   SOLE   3,901 0 0
KROGER CO COMMON STOCK USD1.0 501044101 361 7,982 SH   SOLE   7,982 0 0
KRYSTAL BIOTECH INC COMMON STOCK USD.00001 501147102 177 2,525 SH   SOLE   2,525 0 0
KULICKE SOFFA INDUSTRIES COMMON STOCK 501242101 353 5,834 SH   SOLE   5,834 0 0
KURA ONCOLOGY INC COMMON STOCK USD.0001 50127T109 241 17,179 SH   SOLE   17,179 0 0
L CATTERTON ASIA ACQ CLASS A L CATTERTON ASIA ACQ CW G5346G117 21 25,000 SH   SOLE   25,000 0 0
L CATTERTON ASIA ACQ CLASS A COMMON STOCK USD.0001 G5346G125 729 75,000 SH   SOLE   75,000 0 0
L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0 502431109 5,644 26,467 SH   SOLE   26,467 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 1,443 4,591 SH   SOLE   4,591 0 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 2,413 3,355 SH   SOLE   3,355 0 0
LAMAR ADVERTISING CO A REIT USD.001 512816109 1,105 9,111 SH   SOLE   9,111 0 0
LAMF GLOBAL VENTURES CORP I UNIT USD.0001 G5338L116 502 50,000 SH   SOLE   50,000 0 0
LANDS END INC COMMON STOCK USD.01 51509F105 282 14,359 SH   SOLE   14,359 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 1,215 6,786 SH   SOLE   6,786 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 1,445 18,754 SH   SOLE   18,754 0 0
LAVA MEDTECH ACQUISITION C A COMMON STOCK USD.0001 519345102 100 10,000 SH   SOLE   10,000 0 0
LAVA MEDTECH ACQUISITION C A LAVA MEDTECH ACQUISIT CW23 519345110 3 5,000 SH   SOLE   5,000 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 2 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
LEIDOS HOLDINGS INC COMMON STOCK USD.0001 525327102 59 662 SH   SOLE   662 0 0
LENNAR CORP A COMMON STOCK USD.1 526057104 640 5,510 SH   SOLE   5,510 0 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 2,160 6,660 SH   SOLE   6,660 0 0
LERER HIPPEAU ACQUISITION A COMMON STOCK USD.0001 526749106 197 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 487 49,998 SH   SOLE   49,998 0 0
LEVERE HOLDINGS CORP A LEVERE HOLDINGS CORP A CW28 G5462L122 12 16,666 SH   SOLE   16,666 0 0
LEXINFINTECH HOLDINGS L ADR ADR 528877103 40 10,334 SH   SOLE   10,334 0 0
LF CAPITAL ACQUISITION CORP UNIT USD.0001 50202D201 250 25,000 SH   SOLE   25,000 0 0
LIBERTY BROADBAND C COMMON STOCK USD.01 530307305 1,343 8,334 SH   SOLE   8,334 0 0
LIBERTY MEDIA ACQUISITION A COMMON STOCK USD.0001 53073L104 103 10,000 SH   SOLE   10,000 0 0
LIBERTY MEDIA ACQUISITION A LIBERTY MEDIA ACQ CL A CW27 53073L112 4 2,000 SH   SOLE   2,000 0 0
LIFE STORAGE INC REIT USD.01 53223X107 1,863 12,165 SH   SOLE   12,165 0 0
LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01 53190C102 396 23,025 SH   SOLE   23,025 0 0
LILIUM NV COMMON STOCK EUR.12 N52586109 0 2 SH   SOLE   2 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK 533900106 109 783 SH   SOLE   783 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 81 1,187 SH   SOLE   1,187 0 0
LINDE PLC COMMON STOCK EUR.001 G5494J103 837 2,416 SH   SOLE   2,416 0 0
LIONS GATE ENTERTAINMENT A COMMON STOCK NPV 535919401 427 25,682 SH   SOLE   25,682 0 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 3,259 10,356 SH   SOLE   10,356 0 0
LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 140 1,166 SH   SOLE   1,166 0 0
LIVE OAK CRESTVIEW CLIMATE A COMMON STOCK USD.0001 538086109 975 99,996 SH   SOLE   99,996 0 0
LIVE OAK CRESTVIEW CLIMATE A LIVE OAK CRESTVIEW CW26 538086117 43 33,332 SH   SOLE   33,332 0 0
LIVE OAK CRESTVIEW CLIMATE A UNIT USD.0001 538086208 0 4 SH   SOLE   4 0 0
LIVE OAK MOBILITY ACQUISIT A COMMON STOCK USD.0001 538126103 49 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 2,118 35,276 SH   SOLE   35,276 0 0
LOCAL BOUNTI CORP WARRANT 53960E114 9 14,000 SH   SOLE   14,000 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 3,997 11,247 SH   SOLE   11,247 0 0
LONGVIEW ACQUISITION CORP A COMMON STOCK USD.0001 54319Q105 492 50,000 SH   SOLE   50,000 0 0
LONGVIEW ACQUISITION CORP A LONGVIEW ACQUIS A CW26 54319Q113 8 10,000 SH   SOLE   10,000 0 0
LORDSTOWN MOTORS CORP CL A COMMON STOCK USD.0001 54405Q100 124 36,020 SH   SOLE   36,020 0 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 423 5,396 SH   SOLE   5,396 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 884 3,419 SH   SOLE   3,419 0 0
LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0 550241103 3,473 276,702 SH   SOLE   276,702 0 0
LUMENTUM HOLDINGS INC COMMON STOCK USD.001 55024U109 1,154 10,912 SH   SOLE   10,912 0 0
LUMIRADX LTD LUMIRADX LTD CW26 G5709L117 4 2,500 SH   SOLE   2,500 0 0
LUX HEALTH TECH ACQUIS CL A COMMON STOCK USD.0001 55068A100 980 99,999 SH   SOLE   99,999 0 0
LUX HEALTH TECH ACQUIS CL A LUX HEALTH TECH ACQUIS CW27 55068A118 28 33,333 SH   SOLE   33,333 0 0
LUX HEALTH TECH ACQUISITION UNIT USD.0001 55068A209 0 1 SH   SOLE   1 0 0
LXP INDUSTRIAL TRUST REIT USD.0001 529043101 1,001 64,056 SH   SOLE   64,056 0 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 255 2,770 SH   SOLE   2,770 0 0
M T BANK CORP COMMON STOCK USD.5 55261F104 123 799 SH   SOLE   799 0 0
M/I HOMES INC COMMON STOCK USD.01 55305B101 392 6,304 SH   SOLE   6,304 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 19 16,666 SH   SOLE   16,666 0 0
M3 BRIGADE ACQUISITION II CO UNIT USD.0001 553800202 0 2 SH   SOLE   2 0 0
MACONDRAY CAPITAL ACQUISITIO UNIT USD.0001 G5853A123 1,023 100,000 SH   SOLE   100,000 0 0
MACROGENICS INC COMMON STOCK USD.01 556099109 140 8,697 SH   SOLE   8,697 0 0
MACY S INC COMMON STOCK USD.01 55616P104 883 33,721 SH   SOLE   33,721 0 0
MAGENTA THERAPEUTICS INC COMMON STOCK USD.001 55910K108 122 27,546 SH   SOLE   27,546 0 0
MANNKIND CORP COMMON STOCK USD.01 56400P706 3,171 725,600 SH   SOLE   725,600 0 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 443 4,549 SH   SOLE   4,549 0 0
MARATHON OIL CORP COMMON STOCK USD1.0 565849106 3,183 193,819 SH   SOLE   193,819 0 0
MARATHON PETROLEUM CORP COMMON STOCK USD.01 56585A102 718 11,219 SH   SOLE   11,219 0 0
MARAVAI LIFESCIENCES HLDGS A COMMON STOCK USD.01 56600D107 1,759 41,969 SH   SOLE   41,969 0 0
MARCUS MILLICHAP INC COMMON STOCK USD.0001 566324109 245 4,757 SH   SOLE   4,757 0 0
MARKEL CORP COMMON STOCK 570535104 1,308 1,060 SH   SOLE   1,060 0 0
MARKETWISE INC MARKETWISE INC CW25 57064P115 63 66,598 SH   SOLE   66,598 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 46 66,666 SH   SOLE   66,666 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 444 2,690 SH   SOLE   2,690 0 0
MARSH MCLENNAN COS COMMON STOCK USD1.0 571748102 4,992 28,719 SH   SOLE   28,719 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK USD.01 573284106 106 241 SH   SOLE   241 0 0
MARVELL TECHNOLOGY INC COMMON STOCK USD.002 573874104 1,560 17,825 SH   SOLE   17,825 0 0
MASCO CORP COMMON STOCK USD1.0 574599106 10,994 156,571 SH   SOLE   156,571 0 0
MASON INDUSTRIAL TECHN CL A COMMON STOCK USD.0001 57520Y106 2,440 249,996 SH   SOLE   249,996 0 0
MASON INDUSTRIAL TECHN CL A MASON INDUSTRIAL CL A CW27 57520Y114 55 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 273 2,312 SH   SOLE   2,312 0 0
MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 19,703 54,835 SH   SOLE   54,835 0 0
MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 335 9,078 SH   SOLE   9,078 0 0
MATCH GROUP INC COMMON STOCK 57667L107 808 6,113 SH   SOLE   6,113 0 0
MCCORMICK CO NON VTG SHRS COMMON STOCK 579780206 143 1,479 SH   SOLE   1,479 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 3,922 14,630 SH   SOLE   14,630 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 2,696 10,845 SH   SOLE   10,845 0 0
MDC HOLDINGS INC COMMON STOCK USD.01 552676108 770 13,787 SH   SOLE   13,787 0 0
MDH ACQUISITION CORP CL A COMMON STOCK USD.0001 55283P106 1,225 125,000 SH   SOLE   125,000 0 0
MDH ACQUISITION CORP CL A MDH ACQ CL A CW28 55283P114 29 62,500 SH   SOLE   62,500 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 1,985 83,991 SH   SOLE   83,991 0 0
MEDPACE HOLDINGS INC COMMON STOCK USD.01 58506Q109 783 3,597 SH   SOLE   3,597 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 1,808 17,479 SH   SOLE   17,479 0 0
MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 1,084 804 SH   SOLE   804 0 0
MERCK CO. INC. COMMON STOCK USD.5 58933Y105 2,260 29,491 SH   SOLE   29,491 0 0
MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 3,321 27,212 SH   SOLE   27,212 0 0
META PLATFORMS INC CLASS A COMMON STOCK USD.000006 30303M102 39,157 116,418 SH   SOLE   116,418 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 965 99,996 SH   SOLE   99,996 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 271 4,336 SH   SOLE   4,336 0 0
METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 11,670 6,876 SH   SOLE   6,876 0 0
MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 511 35,455 SH   SOLE   35,455 0 0
MGM GROWTH PROPERTIES LLC A REIT 55303A105 605 14,821 SH   SOLE   14,821 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 1,610 18,494 SH   SOLE   18,494 0 0
MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 1,131 12,140 SH   SOLE   12,140 0 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 103,867 308,834 SH   SOLE   308,834 0 0
MID AMERICA APARTMENT COMM REIT USD.01 59522J103 3,252 14,174 SH   SOLE   14,174 0 0
MIMECAST LTD COMMON STOCK USD.01 G14838109 4,034 50,700 SH   SOLE   50,700 0 0
MIMEDX GROUP INC COMMON STOCK USD.001 602496101 281 46,587 SH   SOLE   46,587 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 766 10,471 SH   SOLE   10,471 0 0
MIRATI THERAPEUTICS INC COMMON STOCK 60468T105 114 776 SH   SOLE   776 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 8 16,666 SH   SOLE   16,666 0 0
MKS INSTRUMENTS INC COMMON STOCK 55306N104 1,771 10,166 SH   SOLE   10,166 0 0
MODERNA INC COMMON STOCK USD.0001 60770K107 1,213 4,776 SH   SOLE   4,776 0 0
MOELIS CO CLASS A COMMON STOCK USD.01 60786M105 1,840 29,435 SH   SOLE   29,435 0 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 826 4,533 SH   SOLE   4,533 0 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 116 365 SH   SOLE   365 0 0
MOLSON COORS BEVERAGE CO B COMMON STOCK USD.01 60871R209 69 1,496 SH   SOLE   1,496 0 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 909 13,714 SH   SOLE   13,714 0 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 366 46,331 SH   SOLE   46,331 0 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001 609839105 779 1,580 SH   SOLE   1,580 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 205 2,131 SH   SOLE   2,131 0 0
MOODY S CORP COMMON STOCK USD.01 615369105 4,728 12,105 SH   SOLE   12,105 0 0
MOOG INC CLASS A COMMON STOCK USD1.0 615394202 403 4,978 SH   SOLE   4,978 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 10,786 109,885 SH   SOLE   109,885 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 18 32,500 SH   SOLE   32,500 0 0
MORPHIC HOLDING INC COMMON STOCK USD.0001 61775R105 192 4,045 SH   SOLE   4,045 0 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 69 1,758 SH   SOLE   1,758 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 1,968 199,998 SH   SOLE   199,998 0 0
MOTIVE CAPITAL CORP CL A MOTIVE CAPITAL CORP CL CW25 G6293A111 68 66,666 SH   SOLE   66,666 0 0
MOTIVE CAPITAL CORP II UNIT USD.0001 G6293R122 1,496 150,000 SH   SOLE   150,000 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 196 723 SH   SOLE   723 0 0
MOUNTAIN CO I ACQUISITION UNIT USD.0001 G6301J120 1,018 100,000 SH   SOLE   100,000 0 0
MSCI INC COMMON STOCK USD.01 55354G100 6,512 10,628 SH   SOLE   10,628 0 0
MSD ACQUISITION CORP A COMMON STOCK USD.0001 G5709C109 990 100,000 SH   SOLE   100,000 0 0
MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 1,473 102,316 SH   SOLE   102,316 0 0
MULTIPLAN CORP COMMON STOCK 62548M100 273 61,725 SH   SOLE   61,725 0 0
MURPHY OIL CORP COMMON STOCK USD1.0 626717102 198 7,572 SH   SOLE   7,572 0 0
NABORS ENERGY TRANSITION COR UNIT USD.0001 629567207 1,523 150,000 SH   SOLE   150,000 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F137 148 1,825 SH   SOLE   1,825 0 0
NASDAQ INC COMMON STOCK USD.01 631103108 816 3,887 SH   SOLE   3,887 0 0
NATERA INC COMMON STOCK USD.0001 632307104 459 4,920 SH   SOLE   4,920 0 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1,342 27,909 SH   SOLE   27,909 0 0
NATIONAL STORAGE AFFILIATES REIT USD.01 637870106 2,087 30,157 SH   SOLE   30,157 0 0
NATURES SUNSHINE PRODS INC COMMON STOCK 639027101 250 13,504 SH   SOLE   13,504 0 0
NATUS MEDICAL INC COMMON STOCK USD.001 639050103 220 9,277 SH   SOLE   9,277 0 0
NEOGEN CORP COMMON STOCK USD.16 640491106 329 7,235 SH   SOLE   7,235 0 0
NETAPP INC COMMON STOCK USD.001 64110D104 104 1,128 SH   SOLE   1,128 0 0
NETFLIX INC COMMON STOCK USD.001 64110L106 3,553 5,898 SH   SOLE   5,898 0 0
NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 264 7,980 SH   SOLE   7,980 0 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 266 3,118 SH   SOLE   3,118 0 0
NEVRO CORP COMMON STOCK USD.001 64157F103 172 2,118 SH   SOLE   2,118 0 0
NEW PROVIDENCE ACQUISITION C UNIT USD.0001 64823D201 500 50,000 SH   SOLE   50,000 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 486 49,998 SH   SOLE   49,998 0 0
NEW VISTA ACQUISITION CORP A NEW VISTA ACQ CL A CW27 G6529L121 13 16,666 SH   SOLE   16,666 0 0
NEWELL BRANDS INC COMMON STOCK USD1.0 651229106 56 2,573 SH   SOLE   2,573 0 0
NEWMONT CORP COMMON STOCK USD1.6 651639106 1,069 17,232 SH   SOLE   17,232 0 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 179 60,858 SH   SOLE   60,858 0 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 92 4,132 SH   SOLE   4,132 0 0
NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 65336K103 2,837 18,791 SH   SOLE   18,791 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 8,339 89,324 SH   SOLE   89,324 0 0
NEXTGEN HEALTHCARE INC COMMON STOCK USD.01 65343C102 250 14,076 SH   SOLE   14,076 0 0
NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01 65290C105 106 29,832 SH   SOLE   29,832 0 0
NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001 62921N105 171 9,670 SH   SOLE   9,670 0 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 62 3,025 SH   SOLE   3,025 0 0
NIGHTDRAGON ACQUISITION CO A COMMON STOCK USD.0001 65413D105 731 75,000 SH   SOLE   75,000 0 0
NIGHTDRAGON ACQUISITION CO A NIGHTDRAGON ACQ CW27 65413D113 14 15,000 SH   SOLE   15,000 0 0
NIKE INC CL B COMMON STOCK 654106103 8,610 51,658 SH   SOLE   51,658 0 0
NISOURCE INC COMMON STOCK USD.01 65473P105 86 3,114 SH   SOLE   3,114 0 0
NOBLE CORP COMMON STOCK USD.00001 G6610J209 185 7,443 SH   SOLE   7,443 0 0
NORDSON CORP COMMON STOCK 655663102 2,114 8,281 SH   SOLE   8,281 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 359 1,205 SH   SOLE   1,205 0 0
NORTH ATLANTIC ACQUISITION A COMMON STOCK USD.0001 G66139109 245 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 394 40,000 SH   SOLE   40,000 0 0
NORTH MOUNTAIN MERGER CORP A NORTH MOUNTAIN MERGER CW25 661204115 16 20,000 SH   SOLE   20,000 0 0
NORTHERN STAR INVESTMENT A COMMON STOCK USD.0001 66574L100 975 99,996 SH   SOLE   99,996 0 0
NORTHERN STAR INVESTMENT A NORTHERN STAR INV CL A CW27 66574L118 15 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVESTMENT A COMMON STOCK USD.0001 66575B101 974 99,996 SH   SOLE   99,996 0 0
NORTHERN STAR INVESTMENT A NORTHERN STAR INV CL A CW27 66575B119 14 16,666 SH   SOLE   16,666 0 0
NORTHERN STAR INVESTMENT C A COMMON STOCK USD.0001 66573W107 970 100,000 SH   SOLE   100,000 0 0
NORTHERN STAR INVESTMENT C A NORTHERN STAR INV CL A CW28 66573W115 13 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 97 812 SH   SOLE   812 0 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 295 762 SH   SOLE   762 0 0
NORTONLIFELOCK INC COMMON STOCK USD.01 668771108 74 2,840 SH   SOLE   2,840 0 0
NOVOCURE LTD COMMON STOCK G6674U108 232 3,085 SH   SOLE   3,085 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 42 33,332 SH   SOLE   33,332 0 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 1,219 28,307 SH   SOLE   28,307 0 0
NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 160 3,151 SH   SOLE   3,151 0 0
NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 4,083 73,800 SH   SOLE   73,800 0 0
NUCOR CORP COMMON STOCK USD.4 670346105 2,974 26,050 SH   SOLE   26,050 0 0
NUVASIVE INC COMMON STOCK USD.001 670704105 177 3,381 SH   SOLE   3,381 0 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 16,944 57,610 SH   SOLE   57,610 0 0
NVR INC COMMON STOCK USD.01 62944T105 71 12 SH   SOLE   12 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 4,018 17,639 SH   SOLE   17,639 0 0
O I GLASS INC COMMON STOCK 67098H104 147 12,207 SH   SOLE   12,207 0 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 4,564 6,462 SH   SOLE   6,462 0 0
OAKTREE ACQ CORP II CL A COMMON STOCK USD.0001 G6715X103 741 75,000 SH   SOLE   75,000 0 0
OAKTREE ACQ CORP II CL A OAKTREE ACQ CORP II A CW27 G6715X111 20 18,750 SH   SOLE   18,750 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 2,371 81,773 SH   SOLE   81,773 0 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 681 60,226 SH   SOLE   60,226 0 0
OFG BANCORP COMMON STOCK USD1.0 67103X102 871 32,781 SH   SOLE   32,781 0 0
OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 5,103 14,238 SH   SOLE   14,238 0 0
OLEMA PHARMACEUTICALS INC COMMON STOCK USD.0001 68062P106 173 18,451 SH   SOLE   18,451 0 0
OLIN CORP COMMON STOCK USD1.0 680665205 211 3,673 SH   SOLE   3,673 0 0
OMEGA ALPHA SPAC CLASS A COMMON STOCK USD.0001 G6749V107 147 15,000 SH   SOLE   15,000 0 0
OMNICELL INC COMMON STOCK USD.001 68213N109 958 5,307 SH   SOLE   5,307 0 0
OMNICHANNEL ACQUISITION CL A COMMON STOCK USD.0001 68218L108 846 85,000 SH   SOLE   85,000 0 0
OMNICHANNEL ACQUISITION CL A OMNICHANNEL ACQ CL A CW27 68218L116 25 42,500 SH   SOLE   42,500 0 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 74 1,013 SH   SOLE   1,013 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 10 16,666 SH   SOLE   16,666 0 0
ONE EQUITY PARTNERS OPEN WAT UNIT USD.0001 68237L204 0 2 SH   SOLE   2 0 0
ONEMAIN HOLDINGS INC COMMON STOCK USD.01 68268W103 95 1,896 SH   SOLE   1,896 0 0
ONEOK INC COMMON STOCK USD.01 682680103 108 1,834 SH   SOLE   1,834 0 0
OPEN LENDING CORP CL A COMMON STOCK 68373J104 236 10,513 SH   SOLE   10,513 0 0
OPKO HEALTH INC COMMON STOCK USD.01 68375N103 276 57,455 SH   SOLE   57,455 0 0
OPTION CARE HEALTH INC COMMON STOCK USD.0001 68404L201 1,331 46,814 SH   SOLE   46,814 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 667 7,647 SH   SOLE   7,647 0 0
ORGANOGENESIS HOLDINGS INC COMMON STOCK 68621F102 206 22,248 SH   SOLE   22,248 0 0
ORGANON CO COMMON STOCK USD.01 68622V106 22 719 SH   SOLE   719 0 0
ORION ACQUISITION CORP CL A COMMON STOCK USD.0001 68626A108 489 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 976 100,000 SH   SOLE   100,000 0 0
ORION BIOTECH OPPORTUNITI A ORION BIOTECH OPPORTU CW27 G6780C117 19 20,000 SH   SOLE   20,000 0 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 1,502 13,327 SH   SOLE   13,327 0 0
OTIS WORLDWIDE CORP COMMON STOCK USD.01 68902V107 198 2,275 SH   SOLE   2,275 0 0
OUTBRAIN INC COMMON STOCK USD.001 69002R103 331 23,669 SH   SOLE   23,669 0 0
OUTFRONT MEDIA INC REIT USD.01 69007J106 507 18,910 SH   SOLE   18,910 0 0
OVINTIV INC COMMON STOCK 69047Q102 623 18,494 SH   SOLE   18,494 0 0
OWENS MINOR INC COMMON STOCK USD2.0 690732102 190 4,377 SH   SOLE   4,377 0 0
OWENS CORNING COMMON STOCK USD.001 690742101 778 8,592 SH   SOLE   8,592 0 0
P3 HEALTH PARTNERS INC COMMON STOCK USD.0001 744413105 0 2 SH   SOLE   2 0 0
P3 HEALTH PARTNERS INC FORESIGHT ACQ CORP A CW27 744413113 17 16,666 SH   SOLE   16,666 0 0
PACCAR INC COMMON STOCK USD1.0 693718108 854 9,676 SH   SOLE   9,676 0 0
PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01 69478X105 738 18,430 SH   SOLE   18,430 0 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 94 688 SH   SOLE   688 0 0
PANACEA ACQUISITION CORPII A COMMON STOCK USD.0001 G6882C106 291 30,000 SH   SOLE   30,000 0 0
PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 382 2,865 SH   SOLE   2,865 0 0
PARK HOTELS RESORTS INC REIT USD.01 700517105 513 27,189 SH   SOLE   27,189 0 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1,147 3,606 SH   SOLE   3,606 0 0
PARSONS CORP SR UNSECURED 08/25 0.25 70202LAB8 1,240 1,250,000 SH   SOLE   1,250,000 0 0
PATHFINDER ACQUISITION CL A COMMON STOCK USD.0001 G04119106 970 100,000 SH   SOLE   100,000 0 0
PATHFINDER ACQUISITION CL A PATHFINDER ACQ CL A CW27 G04119122 12 20,000 SH   SOLE   20,000 0 0
PAYCHEX INC COMMON STOCK USD.01 704326107 187 1,369 SH   SOLE   1,369 0 0
PAYCOM SOFTWARE INC COMMON STOCK USD.01 70432V102 125 300 SH   SOLE   300 0 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 6,389 33,879 SH   SOLE   33,879 0 0
PBF ENERGY INC CLASS A COMMON STOCK USD.001 69318G106 338 26,044 SH   SOLE   26,044 0 0
PEABODY ENERGY CORP COMMON STOCK 704551100 824 81,858 SH   SOLE   81,858 0 0
PEAR THERAPEUTICS INC COMMON STOCK USD.0001 704723105 0 2 SH   SOLE   2 0 0
PEAR THERAPEUTICS INC WARRANT 704723113 10 16,666 SH   SOLE   16,666 0 0
PENNYMAC FINANCIAL SERVICES COMMON STOCK USD.0001 70932M107 2,090 29,955 SH   SOLE   29,955 0 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 62 577 SH   SOLE   577 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 59 812 SH   SOLE   812 0 0
PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01 712704105 37 2,051 SH   SOLE   2,051 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 9,890 56,935 SH   SOLE   56,935 0 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 1,468 11,358 SH   SOLE   11,358 0 0
PERIDOT ACQUISITION CORP A COMMON STOCK USD.0001 G7008B105 973 100,000 SH   SOLE   100,000 0 0
PERIDOT ACQUISITION CORP A PERIDOT ACQUISITION A CW28 G7008B121 17 20,000 SH   SOLE   20,000 0 0
PERIPHAS CAPITAL PARTNR CL A COMMON STOCK 713895100 4,874 200,000 SH   SOLE   200,000 0 0
PERIPHAS CAPITAL PARTNR CL A PERIPHAS CAPITAL CL A CW28 713895118 82 50,000 SH   SOLE   50,000 0 0
PERKINELMER INC COMMON STOCK USD1.0 714046109 136 678 SH   SOLE   678 0 0
PERSHING SQUARE TONTINE A COMMON STOCK USD.0001 71531R109 1,052 53,334 SH   SOLE   53,334 0 0
PERSHING SQUARE TONTINE A PERSHING SQUARE TONTINE WS 71531R117 28 21,110 SH   SOLE   21,110 0 0
PFIZER INC COMMON STOCK USD.05 717081103 6,019 101,938 SH   SOLE   101,938 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 4,190 44,107 SH   SOLE   44,107 0 0
PHILLIPS 66 COMMON STOCK 718546104 209 2,882 SH   SOLE   2,882 0 0
PHILLIPS 66 PARTNERS LP MLP 718549207 3,683 102,100 SH   SOLE   102,100 0 0
PHOENIX BIOTECH ACQUISI CL A COMMON STOCK USD.0001 71902K105 248 25,000 SH   SOLE   25,000 0 0
PHOENIX BIOTECH ACQUISI CL A PHOENIX BIOTECH ACQ CW26 71902K113 5 12,500 SH   SOLE   12,500 0 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 857 45,503 SH   SOLE   45,503 0 0
PINE ISLAND ACQUISITION CL A PINE ISLAND ACQ CL A CW27 722615119 31 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 2,657 270,000 SH   SOLE   270,000 0 0
PINE TECHNOLOGY ACQUISI CL A PINE TECHNOLOGY ACQ A CW28 722850112 54 90,000 SH   SOLE   90,000 0 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 135 1,912 SH   SOLE   1,912 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 1,974 199,998 SH   SOLE   199,998 0 0
PIONEER MERGER CORP CLASS A PIONEER MERGER CL A CW27 G7S24C111 43 66,666 SH   SOLE   66,666 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 412 4,551 SH   SOLE   4,551 0 0
PLANET LABS PBC WARRANT 72703X114 2 1,000 SH   SOLE   1,000 0 0
PLAYSTUDIOS INC ACIES ACQUISITION CL A CW27 72815G116 20 33,333 SH   SOLE   33,333 0 0
PLUM ACQUISITION CORP I A PLUM ACQUISITION I A CW28 G7134L118 12 16,000 SH   SOLE   16,000 0 0
PLUM ACQUISITION CORP I A COMMON STOCK USD.0001 G7134L126 777 80,000 SH   SOLE   80,000 0 0
PMV CONSUMER ACQUISITION A COMMON STOCK USD.0001 693486102 2,458 250,000 SH   SOLE   250,000 0 0
PMV CONSUMER ACQUISITION A PMV CONSUMER ACQUISIT CW27 693486110 77 125,000 SH   SOLE   125,000 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 320 1,595 SH   SOLE   1,595 0 0
PNM RESOURCES INC COMMON STOCK 69349H107 3,252 71,300 SH   SOLE   71,300 0 0
POEMA GLOBAL HOLDINGS CORP A COMMON STOCK G7154B107 988 100,000 SH   SOLE   100,000 0 0
POEMA GLOBAL HOLDINGS CORP A POEMA GLOBAL HOLD CL A CW27 G7154B115 72 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 490 49,998 SH   SOLE   49,998 0 0
PONTEM CORP CLASS A PONTEM CORP CLASS A CW27 G71707122 15 16,666 SH   SOLE   16,666 0 0
POOL CORP COMMON STOCK USD.001 73278L105 117 206 SH   SOLE   206 0 0
POPULAR INC COMMON STOCK USD.01 733174700 554 6,749 SH   SOLE   6,749 0 0
POPULATION HEALTH INVEST A COMMON STOCK USD.0001 G71716107 689 69,996 SH   SOLE   69,996 0 0
POPULATION HEALTH INVEST A POPULATION HEALTH CL A CW25 G71716115 12 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 31 50,000 SH   SOLE   50,000 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 2,347 44,350 SH   SOLE   44,350 0 0
POTLATCHDELTIC CORP REIT USD1.0 737630103 984 16,343 SH   SOLE   16,343 0 0
POWERED BRANDS UNIT USD.0001 G7209M124 0 2 SH   SOLE   2 0 0
POWERED BRANDS CLASS A COMMON STOCK USD.0001 G7209M108 489 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
PPG INDUSTRIES INC COMMON STOCK USD1.66666 693506107 2,134 12,378 SH   SOLE   12,378 0 0
PPL CORP COMMON STOCK USD.01 69351T106 115 3,828 SH   SOLE   3,828 0 0
PRECISION BIOSCIENCES INC COMMON STOCK 74019P108 145 19,661 SH   SOLE   19,661 0 0
PREFERRED APARTMENT COMMUNIT REIT USD.01 74039L103 632 35,001 SH   SOLE   35,001 0 0
PREFERRED BANK/LOS ANGELES COMMON STOCK 740367404 528 7,358 SH   SOLE   7,358 0 0
PRIMAVERA CAPITAL ACQUISIT A COMMON STOCK USD.0001 G7255E109 291 30,000 SH   SOLE   30,000 0 0
PRIMAVERA CAPITAL ACQUISIT A PRIMAVERA CAP ACQ CL A CW26 G7255E117 10 15,000 SH   SOLE   15,000 0 0
PRIME IMPACT ACQU I CL A COMMON STOCK USD.0001 G61074103 984 99,999 SH   SOLE   99,999 0 0
PRIME IMPACT ACQU I CL A PRIME IMPACT ACQU I CW30 G61074129 18 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 4,434 28,927 SH   SOLE   28,927 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 84 1,167 SH   SOLE   1,167 0 0
PRIVETERRA ACQUISITION COR A COMMON STOCK USD.0001 74275N102 1,458 149,997 SH   SOLE   149,997 0 0
PRIVETERRA ACQUISITION COR A PRIVETERRA ACQ CL A CW27 74275N110 25 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 6,334 38,720 SH   SOLE   38,720 0 0
PROG HOLDINGS INC COMMON STOCK USD.5 74319R101 814 18,034 SH   SOLE   18,034 0 0
PROGRESS ACQUISITION CORP A COMMON STOCK USD.0001 74327P105 634 65,000 SH   SOLE   65,000 0 0
PROGRESS ACQUISITION CORP A PROGRESS ACQ CL A CW27 74327P113 16 32,500 SH   SOLE   32,500 0 0
PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 1,217 11,854 SH   SOLE   11,854 0 0
PROJECT ENERGY REIMAGINED AC COMMON STOCK USD.0001 G72556106 3 300 SH   SOLE   300 0 0
PROJECT ENERGY REIMAGINED AC PROJECT ENERGY REIMAG CW28 G72556114 1 150 SH   SOLE   150 0 0
PROLOGIS INC REIT USD.01 74340W103 18,262 108,469 SH   SOLE   108,469 0 0
PROOF ACQUISITION CORP I UNIT USD.0001 74349W203 501 50,000 SH   SOLE   50,000 0 0
PROPERTY SOLUTIONS ACQUISI A COMMON STOCK USD.0001 74350A108 971 100,000 SH   SOLE   100,000 0 0
PROPERTY SOLUTIONS ACQUISI A PROPERTY SOLUTIONS A CW26 74350A116 14 25,000 SH   SOLE   25,000 0 0
PROPETRO HOLDING CORP COMMON STOCK 74347M108 243 30,037 SH   SOLE   30,037 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 97 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
PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 49 678 SH   SOLE   678 0 0
PROVIDENT ACQUISITION CORP A COMMON STOCK USD.0001 G7282L100 296 30,000 SH   SOLE   30,000 0 0
PROVIDENT ACQUISITION CORP A PROVIDENT ACQUISITION CW26 G7282L126 8 15,000 SH   SOLE   15,000 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 672 27,748 SH   SOLE   27,748 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 93 857 SH   SOLE   857 0 0
PS BUSINESS PARKS INC/MD REIT USD.01 69360J107 1,171 6,360 SH   SOLE   6,360 0 0
PTC THERAPEUTICS INC COMMON STOCK USD.001 69366J200 374 9,388 SH   SOLE   9,388 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 99 1,488 SH   SOLE   1,488 0 0
PUBLIC STORAGE REIT USD.1 74460D109 5,989 15,990 SH   SOLE   15,990 0 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 59 1,025 SH   SOLE   1,025 0 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 216 71,012 SH   SOLE   71,012 0 0
PVH CORP COMMON STOCK USD1.0 693656100 2,441 22,885 SH   SOLE   22,885 0 0
PWP FORWARD ACQUISITION CO A COMMON STOCK USD.0001 74709Q101 487 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
PYROPHYTE ACQUISITION CORP A COMMON STOCK USD.0001 G7308P101 1,037 100,000 SH   SOLE   100,000 0 0
PYROPHYTE ACQUISITION CORP A PHYT WS CW G7308P127 28 50,000 SH   SOLE   50,000 0 0
QCR HOLDINGS INC COMMON STOCK USD1.0 74727A104 336 5,992 SH   SOLE   5,992 0 0
QORVO INC COMMON STOCK USD.0001 74736K101 515 3,296 SH   SOLE   3,296 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 2,150 11,757 SH   SOLE   11,757 0 0
QUALYS INC COMMON STOCK USD.001 74758T303 2,253 16,422 SH   SOLE   16,422 0 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 99 861 SH   SOLE   861 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 1,344 7,768 SH   SOLE   7,768 0 0
QUIDEL CORP COMMON STOCK USD.001 74838J101 698 5,170 SH   SOLE   5,170 0 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 143 3,444 SH   SOLE   3,444 0 0
RAPID7 INC COMMON STOCK USD.01 753422104 502 4,267 SH   SOLE   4,267 0 0
RAPT THERAPEUTICS INC COMMON STOCK 75382E109 209 5,688 SH   SOLE   5,688 0 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 62 615 SH   SOLE   615 0 0
RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0 75513E101 9,052 105,185 SH   SOLE   105,185 0 0
RCF ACQUISITION CORP UNIT USD.0001 G7330C128 1,010 100,000 SH   SOLE   100,000 0 0
REALOGY HOLDINGS CORP COMMON STOCK USD.01 75605Y106 455 27,073 SH   SOLE   27,073 0 0
REALTY INCOME CORP REIT USD1.0 756109104 6,727 93,966 SH   SOLE   93,966 0 0
RED ROCK RESORTS INC CLASS A COMMON STOCK USD.01 75700L108 417 7,589 SH   SOLE   7,589 0 0
REDBALL ACQUISITION CORP UNIT USD.0001 G7417R121 0 1 SH   SOLE   1 0 0
REDBALL ACQUISITION CORP A REDBALL ACQUISITION CW22 G7417R113 156 125,333 SH   SOLE   125,333 0 0
REGENCY CENTERS CORP REIT USD.01 758849103 1,687 22,394 SH   SOLE   22,394 0 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 2,167 3,432 SH   SOLE   3,432 0 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 603 27,647 SH   SOLE   27,647 0 0
RELAY THERAPEUTICS INC COMMON STOCK 75943R102 160 5,206 SH   SOLE   5,206 0 0
RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 1,434 8,838 SH   SOLE   8,838 0 0
RENEW ENERGY GLOBAL PLC A RENEW ENERGY GLOBAL CW26 G7500M120 52 33,332 SH   SOLE   33,332 0 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 360 7,487 SH   SOLE   7,487 0 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 1,904 7,190 SH   SOLE   7,190 0 0
REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 2,926 20,984 SH   SOLE   20,984 0 0
RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 76118Y104 221 8,484 SH   SOLE   8,484 0 0
RESMED INC COMMON STOCK USD.004 761152107 188 720 SH   SOLE   720 0 0
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 213 10,892 SH   SOLE   10,892 0 0
RETRACTABLE TECHNOLOGIES INC COMMON STOCK 76129W105 136 19,600 SH   SOLE   19,600 0 0
REVOLUTION HEALTHCARE ACQU A COMMON STOCK USD.0001 76155Y108 486 50,000 SH   SOLE   50,000 0 0
REVOLUTION HEALTHCARE ACQU A REVOLUTION HEALTHCARE CW28 76155Y116 8 10,000 SH   SOLE   10,000 0 0
REVOLVE GROUP INC COMMON STOCK USD.001 76156B107 367 6,547 SH   SOLE   6,547 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD.01 76169C100 5,022 61,917 SH   SOLE   61,917 0 0
RIBBIT LEAP LTD CLASS A COMMON STOCK USD.0001 G7552B105 50 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 500 50,000 SH   SOLE   50,000 0 0
RICE ACQUISITION CORP II A RICE ACQUISITION CORP II CW G75529126 19 12,500 SH   SOLE   12,500 0 0
RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001 766559603 176 66,586 SH   SOLE   66,586 0 0
RIGEL RESOURCE ACQUISITION C UNIT USD.0001 G7573M122 1,014 100,000 SH   SOLE   100,000 0 0
RIMINI STREET INC COMMON STOCK 76674Q107 158 26,441 SH   SOLE   26,441 0 0
RIOT BLOCKCHAIN INC COMMON STOCK 767292105 172 7,696 SH   SOLE   7,696 0 0
RITE AID CORP COMMON STOCK USD1.0 767754872 636 43,276 SH   SOLE   43,276 0 0
RLI CORP COMMON STOCK USD1.0 749607107 779 6,952 SH   SOLE   6,952 0 0
RMG ACQUISITION CORP III A COMMON STOCK USD.0001 G76088106 488 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 781 7,007 SH   SOLE   7,007 0 0
ROCKET INTERNET GROWTH OPP A COMMON STOCK USD.0001 G7613T103 245 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
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 1,671 4,790 SH   SOLE   4,790 0 0
ROGERS CORP COMMON STOCK USD1.0 775133101 1,475 5,402 SH   SOLE   5,402 0 0
ROLLINS INC COMMON STOCK USD1.0 775711104 52 1,531 SH   SOLE   1,531 0 0
ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 5,563 11,310 SH   SOLE   11,310 0 0
ROSS STORES INC COMMON STOCK USD.01 778296103 2,174 19,025 SH   SOLE   19,025 0 0
RPT REALTY REIT USD.01 74971D101 290 21,689 SH   SOLE   21,689 0 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 1,109 55,705 SH   SOLE   55,705 0 0
RXR ACQUISITION CORP CL A COMMON STOCK USD.0001 74981W107 985 101,000 SH   SOLE   101,000 0 0
RXR ACQUISITION CORP CL A RXR ACQUISITION CL A CW26 74981W115 14 20,200 SH   SOLE   20,200 0 0
RYDER SYSTEM INC COMMON STOCK USD.5 783549108 1,771 21,483 SH   SOLE   21,483 0 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 778 8,459 SH   SOLE   8,459 0 0
SP GLOBAL INC COMMON STOCK USD1.0 78409V104 10,363 21,959 SH   SOLE   21,959 0 0
SAIA INC COMMON STOCK USD.001 78709Y105 1,631 4,839 SH   SOLE   4,839 0 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 7,529 29,625 SH   SOLE   29,625 0 0
SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 210 11,394 SH   SOLE   11,394 0 0
SANDBRIDGE X2 CORP A COMMON STOCK USD.0001 799792106 1,460 150,000 SH   SOLE   150,000 0 0
SANDBRIDGE X2 CORP A SANDBRIDGE X2 CL A CW27 799792114 28 50,000 SH   SOLE   50,000 0 0
SANDERSON FARMS INC COMMON STOCK USD1.0 800013104 1,099 5,749 SH   SOLE   5,749 0 0
SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P869 174 16,603 SH   SOLE   16,603 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 773 18,635 SH   SOLE   18,635 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK EUR.01 G7T16G103 466 13,523 SH   SOLE   13,523 0 0
SARCOS TECHNOLOGY AND ROBOTI ROTOR ACQUSIITION CL A CW27 80359A114 51 25,000 SH   SOLE   25,000 0 0
SARISSA CAPITAL ACQUISITI A COMMON STOCK USD.0001 G7823W102 643 64,998 SH   SOLE   64,998 0 0
SARISSA CAPITAL ACQUISITI A SARISSA CAPITAL ACQUI CW27 G7823W110 22 21,666 SH   SOLE   21,666 0 0
SARISSA CAPITAL ACQUISITION UNIT USD.0001 G7823W128 0 2 SH   SOLE   2 0 0
SATELLOGIC INC-A -23 SATELLOGIC INC A 23 G7823S119 4 8,332 SH   SOLE   8,332 0 0
SBA COMMUNICATIONS CORP REIT USD.01 78410G104 948 2,438 SH   SOLE   2,438 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 187 6,238 SH   SOLE   6,238 0 0
SCHNEIDER NATIONAL INC CL B COMMON STOCK 80689H102 886 32,927 SH   SOLE   32,927 0 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 606 15,174 SH   SOLE   15,174 0 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 9,910 117,834 SH   SOLE   117,834 0 0
SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001 808625107 48 572 SH   SOLE   572 0 0
SCIENCE STRATEGIC ACQUISIT A COMMON STOCK USD.0001 808641104 487 49,998 SH   SOLE   49,998 0 0
SCIENCE STRATEGIC ACQUISIT A SCIENCE STRATEGIC A CW27 808641112 9 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 293 4,385 SH   SOLE   4,385 0 0
SCION TECH GROWTH I CLASS A COMMON STOCK USD.0001 G31067104 2,928 300,000 SH   SOLE   300,000 0 0
SCION TECH GROWTH I CLASS A SCION TECH GROWTH I CW25 G31067112 57 100,000 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 973 99,996 SH   SOLE   99,996 0 0
SCION TECH GROWTH II CLASS A SCION TECH GROWTH II CW27 G31070116 20 33,332 SH   SOLE   33,332 0 0
SCP CO HEALTHCARE ACQUIS A COMMON STOCK USD.0001 784065104 245 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
SCULPTOR ACQUISITION CORP I UNIT USD.0001 G7T983129 1,001 100,000 SH   SOLE   100,000 0 0
SCVX CORP CLASS A CVX CORP CLASS A CW25 G79448117 8 25,000 SH   SOLE   25,000 0 0
SCVX CORP CLASS A COMMON STOCK USD.0001 G79448208 500 50,000 SH   SOLE   50,000 0 0
SDCL EDGE ACQUISITION CORP A COMMON STOCK USD.0001 G79471101 974 100,000 SH   SOLE   100,000 0 0
SDCL EDGE ACQUISITION CORP A SDCL EDGE ACQ CL A CW28 G79471127 25 50,000 SH   SOLE   50,000 0 0
SEA LTD ADR ADR 81141R100 664 2,970 SH   SOLE   2,970 0 0
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK USD.00001 G7997R103 432 3,820 SH   SOLE   3,820 0 0
SEAGEN INC COMMON STOCK USD.001 81181C104 127 824 SH   SOLE   824 0 0
SEALED AIR CORP COMMON STOCK USD.1 81211K100 5,764 85,433 SH   SOLE   85,433 0 0
SEASPINE HOLDINGS CORP COMMON STOCK USD.01 81255T108 278 20,401 SH   SOLE   20,401 0 0
SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01 81282V100 378 5,823 SH   SOLE   5,823 0 0
SECUREWORKS CORP A COMMON STOCK USD.01 81374A105 283 17,750 SH   SOLE   17,750 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 571 19,414 SH   SOLE   19,414 0 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 1,565 19,094 SH   SOLE   19,094 0 0
SEMA4 HLDGS CORP WTS CALL EXP 22JUL26 81663L119 7 6,666 SH   SOLE   6,666 0 0
SEMPER PARATUS ACQUISITION C UNIT USD.0001 G8028L123 253 25,000 SH   SOLE   25,000 0 0
SEMPRA ENERGY COMMON STOCK 816851109 453 3,421 SH   SOLE   3,421 0 0
SEMTECH CORP COMMON STOCK USD.01 816850101 1,779 20,007 SH   SOLE   20,007 0 0
SENIOR CONNECT ACQUISITION A COMMON STOCK USD.0001 81723H108 1,948 200,000 SH   SOLE   200,000 0 0
SENIOR CONNECT ACQUISITION A SENIOR CONNECT ACQ A CW27 81723H116 53 100,000 SH   SOLE   100,000 0 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 5,289 52,858 SH   SOLE   52,858 0 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 3,816 53,760 SH   SOLE   53,760 0 0
SERVICE PROPERTIES TRUST REIT USD.01 81761L102 179 20,389 SH   SOLE   20,389 0 0
SERVICENOW INC COMMON STOCK USD.001 81762P102 1,591 2,451 SH   SOLE   2,451 0 0
SERVISFIRST BANCSHARES INC COMMON STOCK USD.001 81768T108 444 5,226 SH   SOLE   5,226 0 0
SHELTER ACQUISITION CORP I A COMMON STOCK USD.0001 822821104 975 100,000 SH   SOLE   100,000 0 0
SHELTER ACQUISITION CORP I A SHELTER ACQ I CL A CW27 822821112 27 50,000 SH   SOLE   50,000 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 5,227 14,843 SH   SOLE   14,843 0 0
SHOCKWAVE MEDICAL INC COMMON STOCK USD.001 82489T104 426 2,391 SH   SOLE   2,391 0 0
SHUTTERSTOCK INC COMMON STOCK USD.01 825690100 277 2,496 SH   SOLE   2,496 0 0
SIGNA SPORTS UNITED NV COMMON STOCK N80029106 0 2 SH   SOLE   2 0 0
SIGNA SPORTS UNITED NV SIGNA SPORTS UNITED BV WRNT N80029114 57 66,666 SH   SOLE   66,666 0 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 3,272 10,114 SH   SOLE   10,114 0 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 240 2,756 SH   SOLE   2,756 0 0
SILVER CREST ACQUISITION C A COMMON STOCK USD.0001 G81355102 1,472 150,000 SH   SOLE   150,000 0 0
SILVER CREST ACQUISITION C A SILVER CREST ACQ CL A CW28 G81355128 45 75,000 SH   SOLE   75,000 0 0
SILVER SPIKE ACQUISITION A COMMON STOCK USD.0001 G8201H105 486 50,000 SH   SOLE   50,000 0 0
SILVER SPIKE ACQUISITION A SILVER SPIKE ACQ A CW26 G8201H113 11 12,500 SH   SOLE   12,500 0 0
SILVERBOX ENGAGED MERGER C A SILVERBOX ENGAGED MERG CW27 82836L119 35 25,000 SH   SOLE   25,000 0 0
SILVERSPAC INC UNIT USD.0001 G8136V120 0 4 SH   SOLE   4 0 0
SILVERSPAC INC CL A COMMON STOCK USD.0001 G8136V104 967 99,996 SH   SOLE   99,996 0 0
SILVERSPAC INC CL A SILVERSPAC INC CW23 G8136V112 23 33,332 SH   SOLE   33,332 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 7,374 46,155 SH   SOLE   46,155 0 0
SITIME CORP COMMON STOCK USD.0001 82982T106 143 489 SH   SOLE   489 0 0
SIZZLE ACQUISITION CORP UNIT USD.0001 83014E208 257 25,000 SH   SOLE   25,000 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 14 16,666 SH   SOLE   16,666 0 0
SKYDECK ACQUISITION CORP A COMMON STOCK USD.0001 G82220123 486 49,998 SH   SOLE   49,998 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 96 620 SH   SOLE   620 0 0
SL GREEN REALTY CORP REIT USD.01 78440X887 452 6,308 SH   SOLE   6,308 0 0
SLEEP NUMBER CORP COMMON STOCK USD.01 83125X103 1,513 19,749 SH   SOLE   19,749 0 0
SLM CORP COMMON STOCK USD.2 78442P106 117 5,951 SH   SOLE   5,951 0 0
SM ENERGY CO COMMON STOCK USD.01 78454L100 552 18,738 SH   SOLE   18,738 0 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 2,229 25,965 SH   SOLE   25,965 0 0
SNAP ON INC COMMON STOCK USD1.0 833034101 4,037 18,742 SH   SOLE   18,742 0 0
SOAR TECHNOLOGY ACQUISITIO A COMMON STOCK USD.0001 G82472112 1,314 129,996 SH   SOLE   129,996 0 0
SOAR TECHNOLOGY ACQUISITIO A SOAR TECH ACQ CL A CW27 G82472120 25 43,332 SH   SOLE   43,332 0 0
SOAR TECHNOLOGY ACQUISITION UNIT USD.0001 G82472104 0 4 SH   SOLE   4 0 0
SOCIAL CAPITAL HEDOSOPH A COMMON STOCK USD.0001 G82514103 409 39,996 SH   SOLE   39,996 0 0
SOCIAL CAPITAL HEDOSOPH A SOCIAL CAPITAL HEDOSOP CW25 G82514111 20 9,999 SH   SOLE   9,999 0 0
SOCIAL CAPITAL HEDOSOPH VI A SOCIAL CAPITAL HED VI CW25 G8251L113 24 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 993 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253U103 989 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253W109 990 100,000 SH   SOLE   100,000 0 0
SOCIAL CAPITAL SUVRETTA HO A COMMON STOCK USD.0001 G8253Y105 982 100,000 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
SOFI TECHNOLOGIES INC COMMON STOCK USD.0001 83406F102 671 42,458 SH   SOLE   42,458 0 0
SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001 83417M104 602 2,144 SH   SOLE   2,144 0 0
SONDER HOLDINGS INC COMMON STOCK USD.0001 83542D102 698 70,000 SH   SOLE   70,000 0 0
SONDER HOLDINGS INC CALL EXP31JAN22 83542D110 26 14,000 SH   SOLE   14,000 0 0
SOUTHERN CO/THE COMMON STOCK USD5.0 842587107 308 4,498 SH   SOLE   4,498 0 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 276 6,431 SH   SOLE   6,431 0 0
SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0 844895102 1,303 18,604 SH   SOLE   18,604 0 0
SPARTAN ACQUISITION III A COMMON STOCK USD.0001 84677R106 987 100,000 SH   SOLE   100,000 0 0
SPARTAN ACQUISITION III A SPARTAN ACQ III CL A CW26 84677R114 36 25,000 SH   SOLE   25,000 0 0
SPDR PORTFOLIO SP 500 VALUE E SPDR PORT S+P 500 VALUE 78464A508 17,737 422,298 SH   SOLE   422,298 0 0
SPDR SP 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 54,331 114,390 SH   SOLE   114,390 0 0
SPDR SP BIOTECH ETF SPDR S+P BIOTECH ETF 78464A870 2,541 22,695 SH   SOLE   22,695 0 0
SPINDLETOP HEALTH ACQUISITIO UNIT USD.001 84854Q202 251 25,000 SH   SOLE   25,000 0 0
SPIRIT REALTY CAPITAL INC REIT USD.05 84860W300 645 13,388 SH   SOLE   13,388 0 0
SPORTS ENTERTAINMENT ACQUI A SPORTS ENTERTAINMENT CW25 84918M114 98 37,500 SH   SOLE   37,500 0 0
SPORTS VENTURES ACQUISITIO A COMMON STOCK USD.0001 G8372A103 1,461 150,000 SH   SOLE   150,000 0 0
SPORTS VENTURES ACQUISITIO A SPORTS VENT ACQ CL A CW27 G8372A129 34 50,000 SH   SOLE   50,000 0 0
SPORTSTEK ACQUISITION CORP A COMMON STOCK USD.0001 849196100 1,461 150,000 SH   SOLE   150,000 0 0
SPORTSTEK ACQUISITION CORP A SPORTSTEK ACQ CL A CW27 849196118 44 75,000 SH   SOLE   75,000 0 0
SPROUT SOCIAL INC CLASS A COMMON STOCK USD.0001 85209W109 421 4,644 SH   SOLE   4,644 0 0
SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 85208M102 1,182 39,830 SH   SOLE   39,830 0 0
SPS COMMERCE INC COMMON STOCK USD.001 78463M107 1,107 7,775 SH   SOLE   7,775 0 0
SSC TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 5,540 67,580 SH   SOLE   67,580 0 0
ST ENERGY TRANSITION I LTD UNIT USD.0001 G8465L123 1,001 100,000 SH   SOLE   100,000 0 0
STAAR SURGICAL CO COMMON STOCK USD.01 852312305 190 2,082 SH   SOLE   2,082 0 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 655 13,662 SH   SOLE   13,662 0 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 426 3,847 SH   SOLE   3,847 0 0
STANLEY BLACK DECKER INC COMMON STOCK USD2.5 854502101 192 1,018 SH   SOLE   1,018 0 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,829 15,639 SH   SOLE   15,639 0 0
STATE STREET CORP COMMON STOCK USD1.0 857477103 182 1,955 SH   SOLE   1,955 0 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 969 15,614 SH   SOLE   15,614 0 0
STEPSTONE GROUP INC CLASS A COMMON STOCK USD.001 85914M107 428 10,288 SH   SOLE   10,288 0 0
STEVANATO GROUP SPA COMMON STOCK T9224W109 508 22,636 SH   SOLE   22,636 0 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 655 14,086 SH   SOLE   14,086 0 0
STEWART INFORMATION SERVICES COMMON STOCK USD1.0 860372101 459 5,763 SH   SOLE   5,763 0 0
STRATIM CLOUD ACQUISITION CO COMMON STOCK USD.0001 86309R107 967 99,996 SH   SOLE   99,996 0 0
STRATIM CLOUD ACQUISITION CO STRATIM CLOUD ACQ CW28 86309R115 21 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 392 1,464 SH   SOLE   1,464 0 0
SUN COMMUNITIES INC REIT USD.01 866674104 2,821 13,433 SH   SOLE   13,433 0 0
SUNCOKE ENERGY INC COMMON STOCK USD.01 86722A103 343 52,064 SH   SOLE   52,064 0 0
SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 505 43,021 SH   SOLE   43,021 0 0
SUPERNOVA PARTNERS ACQUISI A SUPERNOVA PARTNERS ACQ CW27 G8T86C121 12 5,000 SH   SOLE   5,000 0 0
SUPERNOVA PARTNERS ACQUISI A COMMON STOCK USD.0001 G8T90F102 681 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
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 1 2,500 SH   SOLE   2,500 0 0
SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1,393 2,054 SH   SOLE   2,054 0 0
SVF INVESTMENT CORP 2 CLS A COMMON STOCK USD.0001 G8601M100 50 5,000 SH   SOLE   5,000 0 0
SVF INVESTMENT CORP 3 CLS A COMMON STOCK USD.0001 G8601N108 50 5,000 SH   SOLE   5,000 0 0
SVF INVESTMENT CORP CL A COMMON STOCK USD.0001 G8601L102 502 50,000 SH   SOLE   50,000 0 0
SVF INVESTMENT CORP CL A SVF INVESTMENT CL A CW27 G8601L128 13 10,000 SH   SOLE   10,000 0 0
SWITCH INC A COMMON STOCK USD.001 87105L104 566 19,747 SH   SOLE   19,747 0 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 367 1,268 SH   SOLE   1,268 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 139 2,988 SH   SOLE   2,988 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 2,756 7,480 SH   SOLE   7,480 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 1,385 28,928 SH   SOLE   28,928 0 0
SYSCO CORP COMMON STOCK USD1.0 871829107 563 7,164 SH   SOLE   7,164 0 0
T MOBILE US INC COMMON STOCK USD.0001 872590104 6,032 52,010 SH   SOLE   52,010 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 209 1,065 SH   SOLE   1,065 0 0
TAILWIND ACQUISITION CORP A TAILWIND ACQUISITION CW27 87403Q110 13 25,000 SH   SOLE   25,000 0 0
TAILWIND INTERNATIONAL ACQ A COMMON STOCK USD.0001 G8662F101 975 99,996 SH   SOLE   99,996 0 0
TAILWIND INTERNATIONAL ACQ A TAILWIND INTERNATIONAL CW28 G8662F119 19 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 TAILWIND TWO ACQ CL A CW28 G86613125 14 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 3,585 29,801 SH   SOLE   29,801 0 0
TALON 1 ACQUISITION CORP UNIT USD.0001 G86656124 1,011 100,000 SH   SOLE   100,000 0 0
TAPESTRY INC COMMON STOCK USD.01 876030107 1,020 25,111 SH   SOLE   25,111 0 0
TARGET CORP COMMON STOCK USD.0833 87612E106 7,357 31,787 SH   SOLE   31,787 0 0
TARGET GLOBAL ACQUISITION I UNIT USD.0001 G8675N117 2,988 300,000 SH   SOLE   300,000 0 0
TCV ACQUISITION CORP A COMMON STOCK USD.0001 G8704C124 545 55,300 SH   SOLE   55,300 0 0
TCW SPECIAL PURPOSE ACQ CL A COMMON STOCK USD.0001 87301L106 1,952 199,998 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 2,002 12,410 SH   SOLE   12,410 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 1,215 124,998 SH   SOLE   124,998 0 0
TECH AND ENERGY TRANSITION A TECH AND ENERGY TRANSI CW27 87823R110 29 41,666 SH   SOLE   41,666 0 0
TEEKAY LNG PARTNERS LP COMMON STOCK Y8564M105 3,955 233,583 SH   SOLE   233,583 0 0
TEGNA INC COMMON STOCK USD1.0 87901J105 587 31,643 SH   SOLE   31,643 0 0
TEKKORP DIGITAL ACQUISITIO A COMMON STOCK USD.0001 G8739H106 1,986 200,000 SH   SOLE   200,000 0 0
TEKKORP DIGITAL ACQUISITIO A TEKKORP DIGITAL ACQUI CW27 G8739H114 65 100,000 SH   SOLE   100,000 0 0
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 1,799 4,118 SH   SOLE   4,118 0 0
TELEFLEX INC COMMON STOCK USD1.0 879369106 148 451 SH   SOLE   451 0 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 328 6,964 SH   SOLE   6,964 0 0
TENABLE HOLDINGS INC COMMON STOCK USD.01 88025T102 306 5,558 SH   SOLE   5,558 0 0
TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G407 1,475 18,060 SH   SOLE   18,060 0 0
TENNANT CO COMMON STOCK USD.375 880345103 370 4,560 SH   SOLE   4,560 0 0
TERADATA CORP COMMON STOCK USD.01 88076W103 715 16,833 SH   SOLE   16,833 0 0
TERADYNE INC COMMON STOCK USD.125 880770102 1,668 10,199 SH   SOLE   10,199 0 0
TEREX CORP COMMON STOCK USD.01 880779103 289 6,586 SH   SOLE   6,586 0 0
TERRENO REALTY CORP REIT USD.01 88146M101 2,306 27,038 SH   SOLE   27,038 0 0
TESLA INC COMMON STOCK USD.001 88160R101 7,362 6,966 SH   SOLE   6,966 0 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 6,457 34,258 SH   SOLE   34,258 0 0
TEXTRON INC COMMON STOCK USD.125 883203101 2,269 29,387 SH   SOLE   29,387 0 0
THE ONCOLOGY INSTITUTE INC CALL EXP15NOV26 68236X118 9 12,500 SH   SOLE   12,500 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 14,974 22,442 SH   SOLE   22,442 0 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 832 8,013 SH   SOLE   8,013 0 0
THRIVE ACQUISITION CORP A COMMON STOCK USD.0001 G7158C101 50 5,000 SH   SOLE   5,000 0 0
THRIVE ACQUISITION CORP A THRIVE ACQUISITION CW23 G7158C119 1 2,500 SH   SOLE   2,500 0 0
THUNDER BRIDGE CAPITAL PAR A COMMON STOCK USD.0001 88605L107 1,463 150,000 SH   SOLE   150,000 0 0
THUNDER BRIDGE CAPITAL PAR A THUNDER BRIDGE CAPITAL CW 88605L115 26 30,000 SH   SOLE   30,000 0 0
THUNDER BRIDGE CAPITAL PAR A COMMON STOCK USD.0001 88605T100 977 100,000 SH   SOLE   100,000 0 0
THUNDER BRIDGE CAPITAL PAR A THUNDER BRIDGE CAP A CW28 88605T118 17 20,000 SH   SOLE   20,000 0 0
TILRAY BRANDS INC COMMON STOCK USD.0001 88688T100 34 4,811 SH   SOLE   4,811 0 0
TISHMAN SPEYER INNOVATI CL A COMMON STOCK USD.0001 88825H100 488 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 5,777 76,094 SH   SOLE   76,094 0 0
TLG ACQUISITION ONE COR CL A COMMON STOCK USD.0001 87257M108 2,919 300,000 SH   SOLE   300,000 0 0
TLG ACQUISITION ONE COR CL A TLG ACQUISITION ONE A CW28 87257M116 52 100,000 SH   SOLE   100,000 0 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 713 9,853 SH   SOLE   9,853 0 0
TORO CO COMMON STOCK USD1.0 891092108 1,584 15,852 SH   SOLE   15,852 0 0
TORTOISEECOFIN ACQUISITION A COMMON STOCK USD.0001 G8956E109 969 100,000 SH   SOLE   100,000 0 0
TORTOISEECOFIN ACQUISITION A TORTOISEECOFIN ACQUISIT CW G8956E117 24 25,000 SH   SOLE   25,000 0 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 528 13,319 SH   SOLE   13,319 0 0
TPG PACE BENEFICIAL FIN CL A TPG PACE BENEFICIAL A CW27 G8990D117 8 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 5,329 22,334 SH   SOLE   22,334 0 0
TRADEWEB MARKETS INC CLASS A COMMON STOCK USD.01 892672106 883 8,815 SH   SOLE   8,815 0 0
TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0 G8994E103 6,663 32,983 SH   SOLE   32,983 0 0
TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 9,043 14,213 SH   SOLE   14,213 0 0
TRANSUNION COMMON STOCK USD.01 89400J107 1,794 15,127 SH   SOLE   15,127 0 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 165 1,055 SH   SOLE   1,055 0 0
TRAVERE THERAPEUTICS INC COMMON STOCK USD.0001 89422G107 436 14,032 SH   SOLE   14,032 0 0
TREACE MEDICAL CONCEPTS INC COMMON STOCK USD.001 89455T109 341 18,310 SH   SOLE   18,310 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 996 99,999 SH   SOLE   99,999 0 0
TREBIA ACQUISITION CORP A TREBIA ACQUISITION CW G9027T117 38 33,333 SH   SOLE   33,333 0 0
TREX COMPANY INC COMMON STOCK USD.01 89531P105 47 349 SH   SOLE   349 0 0
TRI POINTE HOMES INC COMMON STOCK USD.01 87265H109 1,719 61,621 SH   SOLE   61,621 0 0
TRIBE CAPITAL GROWTH CORP A COMMON STOCK USD.0001 89601Y101 245 25,000 SH   SOLE   25,000 0 0
TRIBE CAPITAL GROWTH CORP A TRIBE CAPITAL GROWTH CORP CW 89601Y119 5 6,250 SH   SOLE   6,250 0 0
TRICO BANCSHARES COMMON STOCK 896095106 392 9,133 SH   SOLE   9,133 0 0
TRIMBLE INC COMMON STOCK USD.001 896239100 104 1,189 SH   SOLE   1,189 0 0
TRINE II ACQUISITION CORP UNIT USD.0001 G9059F126 1,013 100,000 SH   SOLE   100,000 0 0
TRINET GROUP INC COMMON STOCK USD.000025 896288107 1,562 16,401 SH   SOLE   16,401 0 0
TRITIUM DCFC LTD COMMON STOCK USD.0001 Q9225T108 698 69,996 SH   SOLE   69,996 0 0
TRITIUM DCFC LTD -CW24 TRITIUM DCFC LTD Q9225T116 37 23,332 SH   SOLE   23,332 0 0
TRUIST FINANCIAL CORP COMMON STOCK USD5.0 89832Q109 321 5,489 SH   SOLE   5,489 0 0
TUATARA CAPITAL ACQUISITIO A COMMON STOCK USD.0001 G9118J101 197 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 735 75,000 SH   SOLE   75,000 0 0
TURMERIC ACQUISITION CORP A TURMERIC ACQUISITION A CW25 G9127T124 15 25,000 SH   SOLE   25,000 0 0
TURNING POINT THERAPEUTICS I COMMON STOCK USD.0001 90041T108 241 5,054 SH   SOLE   5,054 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 388 39,996 SH   SOLE   39,996 0 0
TWELVE SEAS INVTMNT CO II A TWELVE SEAS INV II A CW28 90118T114 7 13,332 SH   SOLE   13,332 0 0
TWIN RIDGE CAPITAL ACQUISI A COMMON STOCK USD.0001 G9151L104 1,938 199,998 SH   SOLE   199,998 0 0
TWIN RIDGE CAPITAL ACQUISI A TWIN RIDGE CAPITAL ACQ CW28 G9151L120 40 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 385 4,981 SH   SOLE   4,981 0 0
TWO CLASS A COMMON STOCK USD.0001 G9152V101 730 75,000 SH   SOLE   75,000 0 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 2,480 28,452 SH   SOLE   28,452 0 0
TZP STRATEGIES ACQUISI CL A COMMON STOCK USD.0001 G91595101 292 30,000 SH   SOLE   30,000 0 0
TZP STRATEGIES ACQUISI CL A TZP STRATEGIES CL A CW27 G91595119 5 10,000 SH   SOLE   10,000 0 0
U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 273 2,862 SH   SOLE   2,862 0 0
UBIQUITI INC COMMON STOCK USD.001 90353W103 1,227 4,001 SH   SOLE   4,001 0 0
UDR INC REIT USD.01 902653104 2,138 35,641 SH   SOLE   35,641 0 0
UFP INDUSTRIES INC COMMON STOCK 90278Q108 3,134 34,058 SH   SOLE   34,058 0 0
ULTA BEAUTY INC COMMON STOCK USD.01 90384S303 148 360 SH   SOLE   360 0 0
ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 532 9,283 SH   SOLE   9,283 0 0
UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 199 1,876 SH   SOLE   1,876 0 0
UMH PROPERTIES INC REIT USD.1 903002103 777 28,418 SH   SOLE   28,418 0 0
UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333 904311107 664 31,343 SH   SOLE   31,343 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 12,637 50,160 SH   SOLE   50,160 0 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 14,512 67,704 SH   SOLE   67,704 0 0
UNITED RENTALS INC COMMON STOCK USD.01 911363109 1,428 4,296 SH   SOLE   4,296 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 470 2,177 SH   SOLE   2,177 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 21,907 43,627 SH   SOLE   43,627 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 376 2,898 SH   SOLE   2,898 0 0
URSTADT BIDDLE CLASS A REIT USD.01 917286205 225 10,568 SH   SOLE   10,568 0 0
US BANCORP COMMON STOCK USD.01 902973304 357 6,364 SH   SOLE   6,364 0 0
USA TRUCK INC COMMON STOCK USD.01 902925106 667 33,555 SH   SOLE   33,555 0 0
USANA HEALTH SCIENCES INC COMMON STOCK USD.001 90328M107 175 1,725 SH   SOLE   1,725 0 0
USHG ACQUISITION CORP UNIT USD.0001 91748P209 0 2 SH   SOLE   2 0 0
USHG ACQUISITION CORP A USHG ACQUISITION CL A CW28 91748P118 3 1,666 SH   SOLE   1,666 0 0
UTA ACQUISITION CORPORATION UNIT USD.0001 G9473A125 704 70,000 SH   SOLE   70,000 0 0
VALARIS LTD COMMON STOCK USD.01 G9460G101 237 6,579 SH   SOLE   6,579 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 191 2,547 SH   SOLE   2,547 0 0
VALLEY NATIONAL BANCORP COMMON STOCK 919794107 344 25,005 SH   SOLE   25,005 0 0
VALOR LATITUDE ACQUISITION A COMMON STOCK USD.0001 G9460N106 486 49,998 SH   SOLE   49,998 0 0
VALOR LATITUDE ACQUISITION A VALOR LATITUDE ACQ A CW28 G9460N122 12 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 244 15,553 SH   SOLE   15,553 0 0
VANGUARD REAL ESTATE ETF VANGUARD REAL ESTATE ETF 922908553 866 7,467 SH   SOLE   7,467 0 0
VANGUARD SP 500 ETF VANGUARD S+P 500 ETF 922908363 6,392 14,641 SH   SOLE   14,641 0 0
VAREX IMAGING CORP COMMON STOCK USD.01 92214X106 397 12,586 SH   SOLE   12,586 0 0
VECTOIQ ACQUISITION CO CL A COMMON STOCK USD.0001 92244F109 487 50,000 SH   SOLE   50,000 0 0
VECTOIQ ACQUISITION CO CL A VECTOIQ ACQUISITION CO CW23 92244F117 9 10,000 SH   SOLE   10,000 0 0
VECTOR ACQUISITION CORP II A COMMON STOCK USD.0001 G9460A104 1,954 200,000 SH   SOLE   200,000 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 194 19,998 SH   SOLE   19,998 0 0
VELOCITY ACQUISITION CORP A VELOCITY ACQUISITION CW27 92259E112 3 6,666 SH   SOLE   6,666 0 0
VENTAS INC REIT USD.25 92276F100 1,382 27,042 SH   SOLE   27,042 0 0
VERACYTE INC COMMON STOCK USD.001 92337F107 346 8,398 SH   SOLE   8,398 0 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1,617 30,792 SH   SOLE   30,792 0 0
VERISIGN INC COMMON STOCK USD.001 92343E102 3,742 14,744 SH   SOLE   14,744 0 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 4,842 21,169 SH   SOLE   21,169 0 0
VERITEX HOLDINGS INC COMMON STOCK USD.01 923451108 909 22,863 SH   SOLE   22,863 0 0
VERITIV CORP COMMON STOCK USD.01 923454102 172 1,405 SH   SOLE   1,405 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 2,191 42,173 SH   SOLE   42,173 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 1,598 7,278 SH   SOLE   7,278 0 0
VERTIV HOLDINGS CO COMMON STOCK USD.0001 92537N108 954 38,225 SH   SOLE   38,225 0 0
VIATRIS INC COMMON STOCK 92556V106 262 19,328 SH   SOLE   19,328 0 0
VICI PROPERTIES INC REIT USD.01 925652109 2,205 73,236 SH   SOLE   73,236 0 0
VILLAGE FARMS INTERNATIONAL COMMON STOCK 92707Y108 55 8,612 SH   SOLE   8,612 0 0
VIMEO INC COMMON STOCK USD.01 92719V100 1,335 74,323 SH   SOLE   74,323 0 0
VIR BIOTECHNOLOGY INC COMMON STOCK 92764N102 174 4,161 SH   SOLE   4,161 0 0
VIRGIN ORBIT HOLDINGS INC WTS CALL EXP 29DEC26 92771A119 7 5,000 SH   SOLE   5,000 0 0
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001 928254101 194 6,738 SH   SOLE   6,738 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 12,231 56,441 SH   SOLE   56,441 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 32 1,461 SH   SOLE   1,461 0 0
VISTA OUTDOOR INC COMMON STOCK USD.01 928377100 585 12,699 SH   SOLE   12,699 0 0
VISTEON CORP COMMON STOCK 92839U206 815 7,329 SH   SOLE   7,329 0 0
VISTRA CORP COMMON STOCK USD.01 92840M102 4,513 198,183 SH   SOLE   198,183 0 0
VIVID SEATS INC CLASS A COMMON STOCK USD.0001 92854T100 0 2 SH   SOLE   2 0 0
VIVINT SMART HOME INC COMMON STOCK 928542109 320 32,758 SH   SOLE   32,758 0 0
VMG CONSUMER ACQUISITION COR UNIT USD.0001 91842V201 1,269 125,000 SH   SOLE   125,000 0 0
VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 4,037 194,200 SH   SOLE   194,200 0 0
VORNADO REALTY TRUST REIT USD.04 929042109 34 821 SH   SOLE   821 0 0
VOYA FINANCIAL INC COMMON STOCK USD.01 929089100 1,500 22,620 SH   SOLE   22,620 0 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 161 778 SH   SOLE   778 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 23 20,000 SH   SOLE   20,000 0 0
WT OFFSHORE INC COMMON STOCK USD.00001 92922P106 174 53,978 SH   SOLE   53,978 0 0
WABTEC CORP COMMON STOCK USD.01 929740108 53 577 SH   SOLE   577 0 0
WALDENCAST ACQUISITION COR A COMMON STOCK USD.0001 G9460C100 397 39,996 SH   SOLE   39,996 0 0
WALDENCAST ACQUISITION COR A WALDENCAST ACQ CL A CW27 G9460C118 16 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 193 3,698 SH   SOLE   3,698 0 0
WALMART INC COMMON STOCK USD.1 931142103 4,857 33,570 SH   SOLE   33,570 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 11,298 72,940 SH   SOLE   72,940 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 976 100,000 SH   SOLE   100,000 0 0
WARBURG PINCUS CAPITAL I B WARBURG PINCUS CAPITAL CW G9460M124 21 20,000 SH   SOLE   20,000 0 0
WARRIOR TECHNOLOGIES ACQ A COMMON STOCK USD.0001 936273101 1,966 200,000 SH   SOLE   200,000 0 0
WARRIOR TECHNOLOGIES ACQ A WARRIOR TECHNOLOGIES A CW28 936273119 50 100,000 SH   SOLE   100,000 0 0
WASHINGTON FEDERAL INC COMMON STOCK USD1.0 938824109 287 8,599 SH   SOLE   8,599 0 0
WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 285 1,706 SH   SOLE   1,706 0 0
WATERS CORP COMMON STOCK USD.01 941848103 137 368 SH   SOLE   368 0 0
WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 2,857 14,716 SH   SOLE   14,716 0 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 121 1,244 SH   SOLE   1,244 0 0
WEIBO CORP SPON ADR ADR USD.00025 948596101 3,174 102,459 SH   SOLE   102,459 0 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 1,468 30,601 SH   SOLE   30,601 0 0
WELLTOWER INC REIT USD1.0 95040Q104 3,242 37,793 SH   SOLE   37,793 0 0
WENDY S CO/THE COMMON STOCK USD.1 95058W100 471 19,762 SH   SOLE   19,762 0 0
WESBANCO INC COMMON STOCK USD2.0833 950810101 790 22,585 SH   SOLE   22,585 0 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 1,426 10,834 SH   SOLE   10,834 0 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 240 512 SH   SOLE   512 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 1,159 10,769 SH   SOLE   10,769 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 109 1,676 SH   SOLE   1,676 0 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 3,067 31,575 SH   SOLE   31,575 0 0
WESTROCK CO COMMON STOCK 96145D105 96 2,167 SH   SOLE   2,167 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 1,339 32,520 SH   SOLE   32,520 0 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 71 302 SH   SOLE   302 0 0
WILEY (JOHN) SONS CLASS A COMMON STOCK USD1.0 968223206 778 13,587 SH   SOLE   13,587 0 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 121 4,649 SH   SOLE   4,649 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 430 2,543 SH   SOLE   2,543 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 208 876 SH   SOLE   876 0 0
WILLSCOT MOBILE MINI HOLDING COMMON STOCK USD.0001 971378104 1,855 45,428 SH   SOLE   45,428 0 0
WINGSTOP INC COMMON STOCK USD.01 974155103 573 3,318 SH   SOLE   3,318 0 0
WINNEBAGO INDUSTRIES COMMON STOCK USD.5 974637100 783 10,445 SH   SOLE   10,445 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 1,251 13,778 SH   SOLE   13,778 0 0
WIX.COM LTD COMMON STOCK ILS.01 M98068105 27 168 SH   SOLE   168 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 380 14,341 SH   SOLE   14,341 0 0
WORLD QUANTUM GROWTH ACQUI A COMMON STOCK USD.0001 G5596W101 981 100,000 SH   SOLE   100,000 0 0
WORLD QUANTUM GROWTH ACQUI A WORLD QUANTUM GROWTH CW28 G5596W127 28 50,000 SH   SOLE   50,000 0 0
WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 83 1,675 SH   SOLE   1,675 0 0
WORLDWIDE WEBB ACQUISITION A COMMON STOCK USD.0001 G97775103 998 100,000 SH   SOLE   100,000 0 0
WORLDWIDE WEBB ACQUISITION A WORLDWIDE WEBB ACQ CW23 G97775111 30 50,000 SH   SOLE   50,000 0 0
WP CAREY INC REIT USD.001 92936U109 710 8,650 SH   SOLE   8,650 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 741 8,996 SH   SOLE   8,996 0 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 1,467 29,272 SH   SOLE   29,272 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 90 174 SH   SOLE   174 0 0
WW INTERNATIONAL INC COMMON STOCK 98262P101 133 8,216 SH   SOLE   8,216 0 0
WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 646 7,209 SH   SOLE   7,209 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 258 3,817 SH   SOLE   3,817 0 0
XILINX INC COMMON STOCK USD.01 983919101 3,762 17,743 SH   SOLE   17,743 0 0
XOS INC COMMON STOCK USD.0001 98423B108 0 1 SH   SOLE   1 0 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 275 3,553 SH   SOLE   3,553 0 0
XYLEM INC COMMON STOCK 98419M100 119 994 SH   SOLE   994 0 0
YELP INC COMMON STOCK USD.000001 985817105 1,428 39,402 SH   SOLE   39,402 0 0
YUM BRANDS INC COMMON STOCK 988498101 907 6,535 SH   SOLE   6,535 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 328 5,217 SH   SOLE   5,217 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 2,043 3,433 SH   SOLE   3,433 0 0
ZENDESK INC COMMON STOCK USD.01 98936J101 1,022 9,797 SH   SOLE   9,797 0 0
ZIFF DAVIS INC COMMON STOCK USD.01 48123V102 1,282 11,562 SH   SOLE   11,562 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 174 1,371 SH   SOLE   1,371 0 0
ZIMMER ENERGY TRANSITION A COMMON STOCK USD.0001 989570106 485 49,998 SH   SOLE   49,998 0 0
ZIMMER ENERGY TRANSITION A ZIMMER ENERGY TRANS A CW23 989570114 22 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 3,278 51,900 SH   SOLE   51,900 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 4,184 17,145 SH   SOLE   17,145 0 0
ZUMIEZ INC COMMON STOCK 989817101 463 9,658 SH   SOLE   9,658 0 0
ZURN WATER SOLUTIONS CORP COMMON STOCK USD.01 98983L108 452 12,417 SH   SOLE   12,417 0 0