Dupont Capital Management 13F-HR Quarterly holdings report by institutional manager

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

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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
23ANDME HOLDING CO CLASS A	23ANDME HOLDING CO CLASS A	90138Q116	101	33,333	SH		SOLE		33,333	0	0
360 DIGITECH INC	ADR USD.00001	88557W101	502	12,000	SH		SOLE		12,000	0	0
3M CO	COMMON STOCK USD.01	88579Y101	1,699	8,555	SH		SOLE		8,555	0	0
5 01 ACQUISITION CORP CL A	COMMON STOCK USD.0001	33836P105	748	75,000	SH		SOLE		75,000	0	0
890 5TH AVENUE PARTNERS CL A	COMMON STOCK USD.0001	28250A105	986	99,996	SH		SOLE		99,996	0	0
890 5TH AVENUE PARTNERS CL A	890 5TH AVENUE PA CL A CW27	28250A113	42	33,332	SH		SOLE		33,332	0	0
890 5TH AVENUE PARTNERS INC	UNIT USD.0001	28250A204	0	4	SH		SOLE		4	0	0
A10 NETWORKS INC	COMMON STOCK USD.00001	002121101	610	54,181	SH		SOLE		54,181	0	0
ABBOTT LABORATORIES	COMMON STOCK	002824100	12,506	107,872	SH		SOLE		107,872	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	6,190	54,956	SH		SOLE		54,956	0	0
ABERCROMBIE FITCH CO CL A	COMMON STOCK USD.01	002896207	326	7,015	SH		SOLE		7,015	0	0
ABG ACQUISITION CORP I A	COMMON STOCK USD.0001	G00496102	765	77,685	SH		SOLE		77,685	0	0
ACADEMY SPORTS OUTDOORS IN	COMMON STOCK USD.01	00402L107	536	12,997	SH		SOLE		12,997	0	0
ACCELERATE ACQUISITION COR A	COMMON STOCK USD.0001	00439D102	1,938	199,998	SH		SOLE		199,998	0	0
ACCELERATE ACQUISITION COR A	ACCELERATE ACQUISITION CW27	00439D110	82	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	10,640	36,093	SH		SOLE		36,093	0	0
ACCURAY INC	COMMON STOCK USD.001	004397105	320	70,762	SH		SOLE		70,762	0	0
ACE CONVERGENCE ACQU CLASS A	ACE CONVERGENCE ACQU C CW27	G0083D104	50	25,000	SH		SOLE		25,000	0	0
ACI WORLDWIDE INC	COMMON STOCK USD.005	004498101	569	15,307	SH		SOLE		15,307	0	0
ACTIVISION BLIZZARD INC	COMMON STOCK USD.000001	00507V109	2,222	23,283	SH		SOLE		23,283	0	0
ACUITY BRANDS INC	COMMON STOCK USD.01	00508Y102	1,392	7,444	SH		SOLE		7,444	0	0
ADIT EDTECH ACQUISITION	COMMON STOCK USD.0001	007024102	242	25,000	SH		SOLE		25,000	0	0
ADIT EDTECH ACQUISITION	ADIT EDTECH ACQ CW27	007024110	9	12,500	SH		SOLE		12,500	0	0
ADOBE INC	COMMON STOCK USD.0001	00724F101	14,435	24,648	SH		SOLE		24,648	0	0
ADTRAN INC	COMMON STOCK USD.01	00738A106	306	14,797	SH		SOLE		14,797	0	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	1,092	5,325	SH		SOLE		5,325	0	0
ADVANCED ENERGY INDUSTRIES	COMMON STOCK USD.001	007973100	383	3,397	SH		SOLE		3,397	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
AEA BRIDGES IMPACT CORP CL A	COMMON STOCK USD.0001	G01046104	974	100,000	SH		SOLE		100,000	0	0
AEA BRIDGES IMPACT CORP CL A	AEA BRIDGES IMPACT COR CW25	G01046112	48	50,000	SH		SOLE		50,000	0	0
AECOM	COMMON STOCK USD.01	00766T100	492	7,777	SH		SOLE		7,777	0	0
AERCAP HOLDINGS NV	COMMON STOCK EUR.01	N00985106	205	4,000	SH		SOLE		4,000	0	0
AES CORP	COMMON STOCK USD.01	00130H105	1,948	74,727	SH		SOLE		74,727	0	0
AEVA TECHNOLOGIES INC	INTERPRIVATE ACQUISITI CW24	00835Q111	0	2	SH		SOLE		2	0	0
AF ACQUISITION CORP	AF ACQUISITION CORP CW28	001040112	15	16,666	SH		SOLE		16,666	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	488	49,998	SH		SOLE		49,998	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	559	3,623	SH		SOLE		3,623	0	0
AFLAC INC	COMMON STOCK USD.1	001055102	3,725	69,420	SH		SOLE		69,420	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	5	7,500	SH		SOLE		7,500	0	0
AGCO CORP	COMMON STOCK USD.01	001084102	3,566	27,354	SH		SOLE		27,354	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	967	99,996	SH		SOLE		99,996	0	0
AGILE GROWTH CORP A	AGILE GROWTH CORP CW27	G01202111	32	33,332	SH		SOLE		33,332	0	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	11,063	74,849	SH		SOLE		74,849	0	0
AGILYSYS INC	COMMON STOCK USD.3	00847J105	615	10,807	SH		SOLE		10,807	0	0
AGREE REALTY CORP	REIT USD.0001	008492100	1,055	14,971	SH		SOLE		14,971	0	0
AJAX I CL A	AJAX I CL A CW26	G0190X126	75	40,000	SH		SOLE		40,000	0	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	402	3,451	SH		SOLE		3,451	0	0
ALARM.COM HOLDINGS INC	COMMON STOCK	011642105	493	5,822	SH		SOLE		5,822	0	0
ALBANY INTL CORP CL A	COMMON STOCK USD.001	012348108	792	8,871	SH		SOLE		8,871	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	676	4,012	SH		SOLE		4,012	0	0
ALCOA CORP	COMMON STOCK USD.01	013872106	3,395	92,150	SH		SOLE		92,150	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	4,741	26,059	SH		SOLE		26,059	0	0
ALEXION PHARMACEUTICALS INC	COMMON STOCK USD.0001	015351109	6,098	33,192	SH		SOLE		33,192	0	0
ALIBABA GROUP HOLDING SP ADR	ADR USD.000025	01609W102	43,613	192,313	SH		SOLE		192,313	0	0
ALIGN TECHNOLOGY INC	COMMON STOCK USD.0001	016255101	4,988	8,163	SH		SOLE		8,163	0	0
ALKERMES PLC	COMMON STOCK USD.01	G01767105	908	37,024	SH		SOLE		37,024	0	0
ALKURI GLOBAL ACQUISIT CL A	COMMON STOCK USD.0001	66981N103	743	75,000	SH		SOLE		75,000	0	0
ALLEGHANY CORP	COMMON STOCK USD1.0	017175100	540	810	SH		SOLE		810	0	0
ALLEGION PLC	COMMON STOCK USD.01	G0176J109	1,768	12,695	SH		SOLE		12,695	0	0
ALLEGRO MICROSYSTEMS INC	COMMON STOCK USD.01	01749D105	349	12,603	SH		SOLE		12,603	0	0
ALLIANT ENERGY CORP	COMMON STOCK USD.01	018802108	253	4,539	SH		SOLE		4,539	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	4,501	113,267	SH		SOLE		113,267	0	0
ALLOGENE THERAPEUTICS INC	COMMON STOCK USD.001	019770106	348	13,341	SH		SOLE		13,341	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	4,190	32,125	SH		SOLE		32,125	0	0
ALLY FINANCIAL INC	COMMON STOCK USD.1	02005N100	546	10,958	SH		SOLE		10,958	0	0
ALPHA CAPITAL ACQUISITION A	ALPHA CAPITAL ACQ CL A CW27	G0316P122	41	49,999	SH		SOLE		49,999	0	0
ALPHA CAPITAL ACQUISITION A	COMMON STOCK USD.0001	G0316P130	971	99,998	SH		SOLE		99,998	0	0
ALPHA CAPITAL ACQUISITION CO	UNIT USD.0001	G0316P114	0	2	SH		SOLE		2	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	22,999	9,419	SH		SOLE		9,419	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	102,273	40,806	SH		SOLE		40,806	0	0
ALTICE USA INC A	COMMON STOCK USD.01	02156K103	647	18,964	SH		SOLE		18,964	0	0
ALTIMAR ACQUISITION CORP A	COMMON STOCK USD.0001	G03709105	10	1,000	SH		SOLE		1,000	0	0
ALTIMAR ACQUISITION CORP A	ALTIMAR ACQ A CW27	G03709121	0	250	SH		SOLE		250	0	0
ALTIMAR ACQUISITION CORP A	COMMON STOCK USD.0001	G0370U108	244	25,000	SH		SOLE		25,000	0	0
ALTIMAR ACQUISITION CORP A	ALTIMAR ACQUISITION A CW28	G0370U116	7	6,250	SH		SOLE		6,250	0	0
ALTIMETER GROWTH CORP 2 A	COMMON STOCK USD.0001	G0371B109	51	5,000	SH		SOLE		5,000	0	0
ALTIMETER GROWTH CORP CL A	ALTIMETER GROWTH CORP CW25	G0370L116	10	3,000	SH		SOLE		3,000	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	4,037	84,664	SH		SOLE		84,664	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	122,108	35,495	SH		SOLE		35,495	0	0
AMC ENTERTAINMENT HLDS CL A	COMMON STOCK USD.01	00165C104	1,283	22,642	SH		SOLE		22,642	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	484	7,243	SH		SOLE		7,243	0	0
AMCOR PLC	COMMON STOCK USD.01	G0250X107	316	27,606	SH		SOLE		27,606	0	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	1,440	18,615	SH		SOLE		18,615	0	0
AMEDISYS INC	COMMON STOCK USD.001	023436108	780	3,183	SH		SOLE		3,183	0	0
AMEREN CORPORATION	COMMON STOCK USD.01	023608102	365	4,556	SH		SOLE		4,556	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	2,859	134,774	SH		SOLE		134,774	0	0
AMERICAN ASSETS TRUST INC	REIT USD.01	024013104	1,637	43,887	SH		SOLE		43,887	0	0
AMERICAN AXLE MFG HOLDINGS	COMMON STOCK USD.01	024061103	261	25,251	SH		SOLE		25,251	0	0
AMERICAN EAGLE OUTFITTERS	COMMON STOCK USD.01	02553E106	866	23,072	SH		SOLE		23,072	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	882	10,427	SH		SOLE		10,427	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	1,967	11,906	SH		SOLE		11,906	0	0
AMERICAN HOMES 4 RENT A	REIT USD.01	02665T306	2,432	62,592	SH		SOLE		62,592	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	842	17,697	SH		SOLE		17,697	0	0
AMERICAN PUBLIC EDUCATION	COMMON STOCK USD.01	02913V103	388	13,697	SH		SOLE		13,697	0	0
AMERICAN STATES WATER CO	COMMON STOCK	029899101	474	5,958	SH		SOLE		5,958	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	11,058	40,934	SH		SOLE		40,934	0	0
AMERICOLD REALTY TRUST	REIT USD.01	03064D108	731	19,308	SH		SOLE		19,308	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	560	2,249	SH		SOLE		2,249	0	0
AMERIS BANCORP	COMMON STOCK USD1.0	03076K108	1,581	31,224	SH		SOLE		31,224	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,874	16,366	SH		SOLE		16,366	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	22,651	169,671	SH		SOLE		169,671	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	3,703	15,193	SH		SOLE		15,193	0	0
AMICUS THERAPEUTICS INC	COMMON STOCK USD.01	03152W109	627	65,000	SH		SOLE		65,000	0	0
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	031652100	3,934	166,190	SH		SOLE		166,190	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	1,543	15,909	SH		SOLE		15,909	0	0
AMPHENOL CORP CL A	COMMON STOCK USD.001	032095101	10,688	156,229	SH		SOLE		156,229	0	0
AMPLITUDE HEALTHCARE ACQ A	COMMON STOCK	03212A105	2,985	300,000	SH		SOLE		300,000	0	0
ANALOG DEVICES INC	COMMON STOCK USD.167	032654105	20,743	120,489	SH		SOLE		120,489	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	269	14,500	SH		SOLE		14,500	0	0
ANNALY CAPITAL MANAGEMENT IN	REIT USD.01	035710409	817	91,955	SH		SOLE		91,955	0	0
ANSYS INC	COMMON STOCK USD.01	03662Q105	2,277	6,560	SH		SOLE		6,560	0	0
ANTARES PHARMA INC	COMMON STOCK USD.01	036642106	314	71,970	SH		SOLE		71,970	0	0
ANTERO RESOURCES CORP	COMMON STOCK USD.01	03674X106	453	30,139	SH		SOLE		30,139	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	24,008	62,882	SH		SOLE		62,882	0	0
ANZU SPECIAL ACQUISITION A	COMMON STOCK USD.0001	03737A101	2,910	300,000	SH		SOLE		300,000	0	0
ANZU SPECIAL ACQUISITION COR	ANZU SPECIAL ACQ CW27	03737A119	107	100,000	SH		SOLE		100,000	0	0
APA CORP	COMMON STOCK USD.625	03743Q108	867	40,103	SH		SOLE		40,103	0	0
APARTMENT INVT MGMT CO A	REIT USD.01	03748R747	1,185	176,669	SH		SOLE		176,669	0	0
APOLLO STRATEGIC GROWTH CL A	COMMON STOCK USD.00005	G0411R106	1,467	150,000	SH		SOLE		150,000	0	0
APOLLO STRATEGIC GROWTH CL A	APOLLO STRATEGIC GROWT CW27	G0411R114	60	50,000	SH		SOLE		50,000	0	0
APOLLO STRATEGIC GROWTH CL A	COMMON STOCK USD.00025	G0412A102	390	40,000	SH		SOLE		40,000	0	0
APOLLO STRATEGIC GROWTH CL A	APOLLO STRATEGIC CL A CW27	G0412A128	10	8,000	SH		SOLE		8,000	0	0
APPLE HOSPITALITY REIT INC	REIT NPV	03784Y200	1,339	87,718	SH		SOLE		87,718	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	138,056	1,008,004	SH		SOLE		1,008,004	0	0
APPLIED INDUSTRIAL TECH INC	COMMON STOCK	03820C105	800	8,785	SH		SOLE		8,785	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	17,077	119,921	SH		SOLE		119,921	0	0
APTIV PLC	COMMON STOCK USD.01	G6095L109	4,120	26,187	SH		SOLE		26,187	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK	039483102	124	2,053	SH		SOLE		2,053	0	0
ARCHIMEDES TECH SPAC PARTNER	ARCHIMEDES TECH SPAC P CW27	039562111	15	18,750	SH		SOLE		18,750	0	0
ARCHIMEDES TECH SPAC SUBUNIT	UNIT USD.0001	039562301	731	75,000	SH		SOLE		75,000	0	0
ARCLIGHT CLEAN TRANSITION A	COMMON STOCK USD.0001	G0R21B104	246	25,000	SH		SOLE		25,000	0	0
ARCLIGHT CLEAN TRANSITION A	ARCLIGHT CLEAN TR CL A CW27	G0R21B112	9	5,000	SH		SOLE		5,000	0	0
ARCTOS NORTHSTAR ACQUISIT A	COMMON STOCK USD.0001	G0477L100	1,460	150,000	SH		SOLE		150,000	0	0
ARCTOS NORTHSTAR ACQUISIT A	ARCTOS NORTHSTAR ACQ CW28	G0477L126	38	37,500	SH		SOLE		37,500	0	0
ARENA PHARMACEUTICALS INC	COMMON STOCK USD.0001	040047607	545	7,992	SH		SOLE		7,992	0	0
ARES ACQUISITION CORP A	COMMON STOCK USD.0001	G33032106	1,950	200,000	SH		SOLE		200,000	0	0
ARES ACQUISITION CORP A	ARES ACQUISITION CL A CW27	G33032122	50	40,000	SH		SOLE		40,000	0	0
ARGO GROUP INTERNATIONAL	COMMON STOCK USD1.0	G0464B107	859	16,573	SH		SOLE		16,573	0	0
ARISTA NETWORKS INC	COMMON STOCK USD.0001	040413106	362	999	SH		SOLE		999	0	0
ARK GLOBAL ACQUISITION CL A	ARK GLOBAL ACQ CL A CW27	66981N111	27	18,750	SH		SOLE		18,750	0	0
ARMADA HOFFLER PROPERTIES IN	REIT USD.01	04208T108	1,320	99,355	SH		SOLE		99,355	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.0	042735100	4,294	37,725	SH		SOLE		37,725	0	0
ARROWHEAD PHARMACEUTICALS IN	COMMON STOCK USD.001	04280A100	848	10,236	SH		SOLE		10,236	0	0
ARTHUR J GALLAGHER CO	COMMON STOCK USD1.0	363576109	824	5,879	SH		SOLE		5,879	0	0
ARTISAN ACQUISITION CORP	UNIT USD.0001	G0509L110	498	50,000	SH		SOLE		50,000	0	0
ARTISAN PARTNERS ASSET MA A	COMMON STOCK USD.01	04316A108	453	8,917	SH		SOLE		8,917	0	0
ASCENDANT DIGITAL ACQUISIT A	COMMON STOCK USD.0001	G05155109	1,492	149,998	SH		SOLE		149,998	0	0
ASCENDANT DIGITAL ACQUISIT A	ASCENDANT DIGITAL ACQU CW25	G05155117	122	74,999	SH		SOLE		74,999	0	0
ASCENDANT DIGITAL ACQUISITIO	UNIT USD.0001	G05155125	0	2	SH		SOLE		2	0	0
ASML HOLDING NV NY REG SHS	NY REG SHRS EUR.09	N07059210	956	1,384	SH		SOLE		1,384	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	1,775	12,903	SH		SOLE		12,903	0	0
ASPIRATIONAL CONSUMER LIFEST	UNIT USD.0001	G05436129	0	2	SH		SOLE		2	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	253	1,619	SH		SOLE		1,619	0	0
ATT INC	COMMON STOCK USD1.0	00206R102	4,097	142,349	SH		SOLE		142,349	0	0
ATHENA TECHNOLOGY ACQUISIT A	COMMON STOCK USD.0001	04687A109	728	75,000	SH		SOLE		75,000	0	0
ATHENA TECHNOLOGY ACQUISIT A	ATHENA TECHNOLOGY ACQ CW28	04687A117	22	25,000	SH		SOLE		25,000	0	0
ATHENE HOLDING LTD CLASS A	COMMON STOCK USD.001	G0684D107	4,590	68,000	SH		SOLE		68,000	0	0
ATHENEX INC	COMMON STOCK USD.001	04685N103	489	105,836	SH		SOLE		105,836	0	0
ATHLON ACQUISITION CORP A	COMMON STOCK USD.0001	04748A106	242	25,000	SH		SOLE		25,000	0	0
ATHLON ACQUISITION CORP A	ATHLON ACQUISITION WTS CW26	04748A114	10	12,500	SH		SOLE		12,500	0	0
ATI PHYSICAL THERAPY INC	ATI PHYSICAL THERAPY INC	00216W117	91	40,000	SH		SOLE		40,000	0	0
ATKORE INC	COMMON STOCK USD.01	047649108	1,849	26,045	SH		SOLE		26,045	0	0
ATLANTIC AVENUE ACQUISI CL A	COMMON STOCK USD.0001	04906P101	1,165	120,000	SH		SOLE		120,000	0	0
ATLANTIC AVENUE ACQUISI CL A	ATLANTIC AVENUE ACQUIS CW27	04906P119	53	60,000	SH		SOLE		60,000	0	0
ATLAS CREST INVESTMENT COR A	COMMON STOCK USD.0001	049287105	244	25,000	SH		SOLE		25,000	0	0
ATLAS CREST INVESTMENT COR A	ATLAS CREST INV CL A CW28	049287113	7	6,250	SH		SOLE		6,250	0	0
ATLASSIAN CORP PLC CLASS A	COMMON STOCK USD.1	G06242104	436	1,698	SH		SOLE		1,698	0	0
ATOSSA THERAPEUTICS INC	COMMON STOCK USD.001	04962H506	222	35,145	SH		SOLE		35,145	0	0
ATRICURE INC	COMMON STOCK USD.001	04963C209	924	11,647	SH		SOLE		11,647	0	0
AURORA ACQUISITION CORP A	COMMON STOCK USD.0001	G0698L103	1,239	125,000	SH		SOLE		125,000	0	0
AURORA ACQUISITION CORP A	AURORA ACQUISITION A CW28	G0698L129	53	31,250	SH		SOLE		31,250	0	0
AUSTERLITZ ACQUISITION COR A	COMMON STOCK USD.0001	G0633D109	992	100,000	SH		SOLE		100,000	0	0
AUSTERLITZ ACQUISITION COR A	AUSTERLITZ ACQ CL A CW26	G0633D125	43	25,000	SH		SOLE		25,000	0	0
AUSTERLITZ ACQUISITION COR A	COMMON STOCK USD.0001	G0633U101	973	100,000	SH		SOLE		100,000	0	0
AUSTERLITZ ACQUISITION COR A	AUSTERLITZ ACQ CL A CW27	G0633U127	31	25,000	SH		SOLE		25,000	0	0
AUTHENTIC EQUITY ACQUISITI A	COMMON STOCK USD.0001	G06607108	242	25,000	SH		SOLE		25,000	0	0
AUTHENTIC EQUITY ACQUISITI A	AUTHENTIC EQUITY ACQ CW27	G06607124	11	12,500	SH		SOLE		12,500	0	0
AUTODESK INC	COMMON STOCK USD.01	052769106	1,290	4,418	SH		SOLE		4,418	0	0
AUTOHOME INC ADR	ADR USD.01	05278C107	3,957	61,859	SH		SOLE		61,859	0	0
AUTOMATIC DATA PROCESSING	COMMON STOCK USD.1	053015103	2,329	11,724	SH		SOLE		11,724	0	0
AUTONATION INC	COMMON STOCK USD.01	05329W102	4,094	43,183	SH		SOLE		43,183	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	6,302	4,223	SH		SOLE		4,223	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	5,569	26,684	SH		SOLE		26,684	0	0
AVANTI ACQUISITION CORP A	COMMON STOCK USD.0001	G0682V109	974	100,000	SH		SOLE		100,000	0	0
AVANTI ACQUISITION CORP A	AVANTI ACQUISITION A CW25	G0682V125	52	50,000	SH		SOLE		50,000	0	0
AVANTOR INC	COMMON STOCK USD.01	05352A100	977	27,517	SH		SOLE		27,517	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.0	053611109	432	2,054	SH		SOLE		2,054	0	0
AVNET INC	COMMON STOCK USD1.0	053807103	1,755	43,788	SH		SOLE		43,788	0	0
AZZ INC	COMMON STOCK USD1.0	002474104	279	5,388	SH		SOLE		5,388	0	0
BAKER HUGHES CO	COMMON STOCK USD.0001	05722G100	232	10,131	SH		SOLE		10,131	0	0
BANCORPSOUTH BANK	COMMON STOCK	05971J102	2,009	70,918	SH		SOLE		70,918	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	40,585	984,344	SH		SOLE		984,344	0	0
BANK OF N.T. BUTTERFIELDSON	COMMON STOCK BMD1.0	G0772R208	570	16,067	SH		SOLE		16,067	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	1,495	29,185	SH		SOLE		29,185	0	0
BANK OZK	COMMON STOCK	06417N103	739	17,525	SH		SOLE		17,525	0	0
BARRICK GOLD CORP	COMMON STOCK	067901108	3,463	167,477	SH		SOLE		167,477	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.0	071813109	1,315	16,341	SH		SOLE		16,341	0	0
BEAM THERAPEUTICS INC	COMMON STOCK USD.01	07373V105	490	3,805	SH		SOLE		3,805	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.0	075887109	7,929	32,603	SH		SOLE		32,603	0	0
BED BATH BEYOND INC	COMMON STOCK USD.01	075896100	312	9,384	SH		SOLE		9,384	0	0
BERKELEY LIGHTS INC	COMMON STOCK	084310101	583	13,009	SH		SOLE		13,009	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	37,922	136,450	SH		SOLE		136,450	0	0
BERKSHIRE HILLS BANCORP INC	COMMON STOCK USD.01	084680107	524	19,099	SH		SOLE		19,099	0	0
BERRY GLOBAL GROUP INC	COMMON STOCK USD.01	08579W103	1,957	30,006	SH		SOLE		30,006	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	1,642	14,278	SH		SOLE		14,278	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	335	5,069	SH		SOLE		5,069	0	0
BIG SKY GROWTH PARTNERS IN A	COMMON STOCK	08954L102	960	100,000	SH		SOLE		100,000	0	0
BIG SKY GROWTH PARTNERS IN A	BIG SKY GROWTH PARTNERS CW	08954L110	30	25,000	SH		SOLE		25,000	0	0
BIO RAD LABORATORIES A	COMMON STOCK USD.0001	090572207	1,513	2,348	SH		SOLE		2,348	0	0
BIO TECHNE CORP	COMMON STOCK USD.01	09073M104	1,291	2,868	SH		SOLE		2,868	0	0
BIODELIVERY SCIENCES INTL	COMMON STOCK USD.001	09060J106	470	131,191	SH		SOLE		131,191	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	1,721	4,969	SH		SOLE		4,969	0	0
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	09061G101	183	2,190	SH		SOLE		2,190	0	0
BITE ACQUISITION CORP	COMMON STOCK USD.0001	09175K105	484	50,000	SH		SOLE		50,000	0	0
BITE ACQUISITION CORP	BITE ACQUISITION CORP CW27	09175K113	18	25,000	SH		SOLE		25,000	0	0
BJ S WHOLESALE CLUB HOLDINGS	COMMON STOCK USD.01	05550J101	2,210	46,448	SH		SOLE		46,448	0	0
BLACK HILLS CORP	COMMON STOCK USD1.0	092113109	483	7,361	SH		SOLE		7,361	0	0
BLACKLINE INC	COMMON STOCK USD.01	09239B109	1,037	9,318	SH		SOLE		9,318	0	0
BLACKROCK INC	COMMON STOCK USD.01	09247X101	12,006	13,722	SH		SOLE		13,722	0	0
BLACKSTONE GROUP INC/THE	COMMON STOCK USD.00001	09260D107	10,364	106,693	SH		SOLE		106,693	0	0
BLADE AIR MOBILITY INC	COMMON STOCK USD.0001	092667104	0	1	SH		SOLE		1	0	0
BLINK CHARGING CO	COMMON STOCK USD.001	09354A100	467	11,340	SH		SOLE		11,340	0	0
BLOOM ENERGY CORP A	COMMON STOCK USD.0001	093712107	523	19,474	SH		SOLE		19,474	0	0
BLUE OWL CAPITAL INC	BLUE OWL CAPITAL INC CW26	09581B111	94	33,332	SH		SOLE		33,332	0	0
BLUEPRINT MEDICINES CORP	COMMON STOCK USD.001	09627Y109	1,129	12,836	SH		SOLE		12,836	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	6	6,666	SH		SOLE		6,666	0	0
BLUESCAPE OPPORTUNITIES AC A	COMMON STOCK USD.0001	G1195N105	981	99,998	SH		SOLE		99,998	0	0
BLUESCAPE OPPORTUNITIES AC A	BLUESCAPE OPPORTUNIT A CW26	G1195N113	67	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	3,534	14,752	SH		SOLE		14,752	0	0
BOISE CASCADE CO	COMMON STOCK USD.01	09739D100	668	11,449	SH		SOLE		11,449	0	0
BOOKING HOLDINGS INC	COMMON STOCK USD.008	09857L108	4,413	2,017	SH		SOLE		2,017	0	0
BOOZ ALLEN HAMILTON HOLDINGS	COMMON STOCK USD.01	099502106	4,358	51,167	SH		SOLE		51,167	0	0
BORGWARNER INC	COMMON STOCK USD.01	099724106	402	8,285	SH		SOLE		8,285	0	0
BOSTON BEER COMPANY INC A	COMMON STOCK USD.01	100557107	557	546	SH		SOLE		546	0	0
BOSTON PROPERTIES INC	REIT USD.01	101121101	2,351	20,519	SH		SOLE		20,519	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	10,605	248,019	SH		SOLE		248,019	0	0
BOTTOMLINE TECHNOLOGIES (DE)	COMMON STOCK USD.001	101388106	348	9,386	SH		SOLE		9,386	0	0
BOWX ACQUISITION CORP CL A	BOWX ACQUISITION CORP CW25	103085114	166	50,000	SH		SOLE		50,000	0	0
BRADY CORPORATION CL A	COMMON STOCK USD.01	104674106	1,502	26,794	SH		SOLE		26,794	0	0
BRANDYWINE REALTY TRUST	REIT USD.01	105368203	730	53,226	SH		SOLE		53,226	0	0
BRIDGETOWN 2 HOLDINGS LTD A	COMMON STOCK USD.0001	G1355V103	306	30,000	SH		SOLE		30,000	0	0
BRIGHT LIGHTS ACQUISITI CL A	COMMON STOCK USD.0001	10920K101	968	100,000	SH		SOLE		100,000	0	0
BRIGHT LIGHTS ACQUISITI CL A	BRIGHT LIGHTS ACQ CL A CW27	10920K119	39	50,000	SH		SOLE		50,000	0	0
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	110122108	9,366	140,174	SH		SOLE		140,174	0	0
BROADCOM INC	COMMON STOCK	11135F101	3,282	6,882	SH		SOLE		6,882	0	0
BROADRIDGE FINANCIAL SOLUTIO	COMMON STOCK USD.01	11133T103	192	1,190	SH		SOLE		1,190	0	0
BROADSCALE ACQUISITION CL A	COMMON STOCK USD.0001	11134Y101	487	50,000	SH		SOLE		50,000	0	0
BROADSCALE ACQUISITION CL A	BROADSCALE ACQ CL A CW26	11134Y119	14	12,500	SH		SOLE		12,500	0	0
BROADSTONE ACQUISITION COR A	COMMON STOCK USD.0001	G1739V100	2,717	275,000	SH		SOLE		275,000	0	0
BROADSTONE ACQUISITION COR A	BROADSTONE ACQUISITION CW28	G1739V126	165	137,500	SH		SOLE		137,500	0	0
BROOKFIELD INFRASTRUCTURE PA	LTD PART	G16252101	839	15,104	SH		SOLE		15,104	0	0
BROWN BROWN INC	COMMON STOCK USD.1	115236101	1,764	33,189	SH		SOLE		33,189	0	0
BROWN FORMAN CORP CLASS B	COMMON STOCK USD.15	115637209	589	7,856	SH		SOLE		7,856	0	0
BRUKER CORP	COMMON STOCK USD.01	116794108	1,316	17,322	SH		SOLE		17,322	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	2,048	20,555	SH		SOLE		20,555	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	967	99,996	SH		SOLE		99,996	0	0
BUILD ACQUISITION CORP A	BUILD ACQUIS CORP A CW26	12008J113	30	33,332	SH		SOLE		33,332	0	0
BUILDERS FIRSTSOURCE INC	COMMON STOCK USD.01	12008R107	933	21,859	SH		SOLE		21,859	0	0
BUNGE LTD	COMMON STOCK USD.01	G16962105	1,040	13,306	SH		SOLE		13,306	0	0
BUTTERFLY NETWORK INC	LONGVIEW ACQUISITION CO CW25	124155110	161	33,333	SH		SOLE		33,333	0	0
BYTE ACQUISITION CORP A	COMMON STOCK USD.0001	G1R25Q105	724	75,000	SH		SOLE		75,000	0	0
BYTE ACQUISITION CORP A	BYTE ACQUISITION COR A CW28	G1R25Q113	48	37,500	SH		SOLE		37,500	0	0
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	12541W209	306	3,264	SH		SOLE		3,264	0	0
CA HEALTHCARE ACQUISITION A	CA HEALTHCARE ACQ CL A CW25	12510W115	2	2,500	SH		SOLE		2,500	0	0
CABOT OIL GAS CORP	COMMON STOCK USD.1	127097103	103	5,892	SH		SOLE		5,892	0	0
CACTUS INC A	COMMON STOCK USD.01	127203107	421	11,477	SH		SOLE		11,477	0	0
CADENCE BANCORP	COMMON STOCK	12739A100	1,785	85,466	SH		SOLE		85,466	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	850	6,212	SH		SOLE		6,212	0	0
CAESARS ENTERTAINMENT INC	COMMON STOCK	12769G100	1,401	13,499	SH		SOLE		13,499	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	1,116	8,411	SH		SOLE		8,411	0	0
CAMPBELL SOUP CO	COMMON STOCK USD.0375	134429109	320	7,009	SH		SOLE		7,009	0	0
CANO HEALTH INC	JAWS ACQUISTION CW25	13781Y111	92	25,000	SH		SOLE		25,000	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	959	6,199	SH		SOLE		6,199	0	0
CAPITOL INVESTMENT CORP V	UNIT USD.0001	14064F209	0	2	SH		SOLE		2	0	0
CAPITOL INVESTMENT CORP V A	COMMON STOCK USD.0001	14064F100	498	49,998	SH		SOLE		49,998	0	0
CAPITOL INVESTMENT CORP V A	CAPITOL INVESTM CL A CW27	14064F118	22	16,666	SH		SOLE		16,666	0	0
CAPSTAR SPECIAL PURPOSE AC A	COMMON STOCK USD.0001	14070Y101	1,958	200,000	SH		SOLE		200,000	0	0
CAPSTAR SPECIAL PURPOSE AC A	CAPSTAR SPECIAL PURPOSE CW27	14070Y119	90	100,000	SH		SOLE		100,000	0	0
CARDINAL HEALTH INC	COMMON STOCK	14149Y108	798	13,975	SH		SOLE		13,975	0	0
CARDIOVASCULAR SYSTEMS INC	COMMON STOCK	141619106	502	11,762	SH		SOLE		11,762	0	0
CAREMAX INC	CAREMAX CW	14171W111	5	999	SH		SOLE		999	0	0
CARETRUST REIT INC	REIT USD.01	14174T107	434	18,675	SH		SOLE		18,675	0	0
CARMAX INC	COMMON STOCK USD.5	143130102	6,273	48,575	SH		SOLE		48,575	0	0
CARNEY TECHNOLOGY ACQU CL A	COMMON STOCK USD.0001	143636108	2,910	300,000	SH		SOLE		300,000	0	0
CARNEY TECHNOLOGY ACQU CL A	CARNEY TECHNOLOGY ACQ CW27	143636116	92	100,000	SH		SOLE		100,000	0	0
CARPENTER TECHNOLOGY	COMMON STOCK USD5.0	144285103	811	20,158	SH		SOLE		20,158	0	0
CARRIER GLOBAL CORP	COMMON STOCK USD.01	14448C104	654	13,464	SH		SOLE		13,464	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	97	9,996	SH		SOLE		9,996	0	0
CARTESIAN GROWTH CORP A	CARTESIAN GROWTH CL A CW27	G19276115	3	3,332	SH		SOLE		3,332	0	0
CATALYST PHARMACEUTICALS INC	COMMON STOCK USD.001	14888U101	467	81,249	SH		SOLE		81,249	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	484	49,998	SH		SOLE		49,998	0	0
CATCHA INVESTMENT CORP A	CATCHA INVESTMENT CW27	G1962Y110	16	16,666	SH		SOLE		16,666	0	0
CATERPILLAR INC	COMMON STOCK USD1.0	149123101	2,071	9,517	SH		SOLE		9,517	0	0
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	149150104	484	12,297	SH		SOLE		12,297	0	0
CBOE GLOBAL MARKETS INC	COMMON STOCK	12503M108	892	7,494	SH		SOLE		7,494	0	0
CBRE ACQUISITION HOLDINGS A	COMMON STOCK USD.0001	12510J106	2,428	250,000	SH		SOLE		250,000	0	0
CBRE ACQUISITION HOLDINGS A	CBRE ACQ HOLDINGS A CW27	12510J114	68	62,500	SH		SOLE		62,500	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	354	4,131	SH		SOLE		4,131	0	0
CC NEUBERGER PRINCIPAL CL A	COMMON STOCK USD.0001	G3166T103	1,483	149,996	SH		SOLE		149,996	0	0
CC NEUBERGER PRINCIPAL CL A	CC NEUBERGER PRINCIPAL CW25	G3166T111	51	37,499	SH		SOLE		37,499	0	0
CC NEUBERGER PRINCIPAL HOL A	COMMON STOCK USD.0001	G1992N100	978	100,000	SH		SOLE		100,000	0	0
CC NEUBERGER PRINCIPAL HOL A	CC NEUBERGER PRINCIPAL CW27	G1992N126	25	20,000	SH		SOLE		20,000	0	0
CC NEUBERGER PRINCIPAL HOLDI	UNIT USD.0001	G3166T129	0	4	SH		SOLE		4	0	0
CDK GLOBAL INC	COMMON STOCK USD.01	12508E101	449	9,040	SH		SOLE		9,040	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	3,777	21,624	SH		SOLE		21,624	0	0
CELANESE CORP	COMMON STOCK USD.0001	150870103	694	4,575	SH		SOLE		4,575	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	1,441	19,759	SH		SOLE		19,759	0	0
CENTENNIAL RESOURCE DEVELO A	COMMON STOCK USD.0001	15136A102	527	77,742	SH		SOLE		77,742	0	0
CENTRICUS ACQUISITION CORP A	COMMON STOCK USD.0001	G2072Q104	693	70,000	SH		SOLE		70,000	0	0
CENTRICUS ACQUISITION CORP A	CENTRICUS ACQ CL A CW28	G2072Q120	24	17,500	SH		SOLE		17,500	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	3,053	120,299	SH		SOLE		120,299	0	0
CERBERUS TELECOM ACQUISIT A	COMMON STOCK USD.0001	G2040C104	1,241	124,998	SH		SOLE		124,998	0	0
CERBERUS TELECOM ACQUISIT A	CERBERUS TELECOM ACQUI CW25	G2040C120	69	41,666	SH		SOLE		41,666	0	0
CERBERUS TELECOM ACQUISITION	UNIT USD.0001	G2040C112	0	2	SH		SOLE		2	0	0
CEREVEL THERAPEUTICS HOLDING	CEREVEL THERAPEUTICS HO CW25	15678U102	190	13,333	SH		SOLE		13,333	0	0
CERIDIAN HCM HOLDING INC	COMMON STOCK USD.01	15677J108	43	448	SH		SOLE		448	0	0
CERNER CORP	COMMON STOCK USD.01	156782104	8,366	107,033	SH		SOLE		107,033	0	0
CERTARA INC	COMMON STOCK USD.01	15687V109	227	8,028	SH		SOLE		8,028	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	244	24,996	SH		SOLE		24,996	0	0
CF ACQUISITION CORP V A	CF ACQUISITION V CL A CW27	12520R114	10	8,332	SH		SOLE		8,332	0	0
CF ACQUISITION CORP VI CLS A	COMMON STOCK USD.0001	12521J103	97	10,000	SH		SOLE		10,000	0	0
CF ACQUISITION CORP VI CLS A	CF ACQUISITION VI CL A CW28	12521J111	2	2,500	SH		SOLE		2,500	0	0
CF ACQUISITION CORP VIII A	COMMON STOCK USD.0001	12520C109	99	10,000	SH		SOLE		10,000	0	0
CF ACQUISITION CORP VIII A	CF ACQUISITION VIII A CW27	12520C117	3	2,500	SH		SOLE		2,500	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	412	8,016	SH		SOLE		8,016	0	0
CHAMPIONX CORP	COMMON STOCK USD.01	15872M104	87	3,385	SH		SOLE		3,385	0	0
CHANNELADVISOR CORP	COMMON STOCK USD.001	159179100	597	24,376	SH		SOLE		24,376	0	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	3,465	9,366	SH		SOLE		9,366	0	0
CHARTER COMMUNICATIONS INC A	COMMON STOCK USD.001	16119P108	1,871	2,593	SH		SOLE		2,593	0	0
CHECK POINT SOFTWARE TECH	COMMON STOCK USD.01	M22465104	325	2,795	SH		SOLE		2,795	0	0
CHEMED CORP	COMMON STOCK USD1.0	16359R103	1,897	3,997	SH		SOLE		3,997	0	0
CHEMOURS CO/THE	COMMON STOCK	163851108	220	6,327	SH		SOLE		6,327	0	0
CHESAPEAKE ENERGY CORP	CHESAPEAKE ENERGY CORP CW26	165167164	205	7,629	SH		SOLE		7,629	0	0
CHESAPEAKE ENERGY CORP	CHESAPEAKE ENERGY CW26	165167172	202	8,477	SH		SOLE		8,477	0	0
CHESAPEAKE ENERGY CORP	CHESAPEAKE ENERGY CORP CW26	165167180	98	4,708	SH		SOLE		4,708	0	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167735	384	7,389	SH		SOLE		7,389	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	9,684	92,453	SH		SOLE		92,453	0	0
CHILDREN S PLACE INC/THE	COMMON STOCK USD.1	168905107	609	6,539	SH		SOLE		6,539	0	0
CHOICE HOTELS INTL INC	COMMON STOCK USD.01	169905106	6,291	52,931	SH		SOLE		52,931	0	0
CHP MERGER CORP CLASS A	COMMON STOCK USD.0001	12558Y106	398	40,000	SH		SOLE		40,000	0	0
CHUBB LTD	COMMON STOCK	H1467J104	3,959	24,911	SH		SOLE		24,911	0	0
CHURCHILL CAPITAL CORP IV	UNIT USD.0001	171439201	0	5	SH		SOLE		5	0	0
CHURCHILL CAPITAL CORP V A	COMMON STOCK USD.0001	17144T107	50	5,000	SH		SOLE		5,000	0	0
CHURCHILL CAPITAL CORP V A	CHURCHILL CAP V CL A CW27	17144T115	3	1,250	SH		SOLE		1,250	0	0
CHURCHILL CAPITAL CORP VI A	COMMON STOCK USD.0001	17143W101	493	50,000	SH		SOLE		50,000	0	0
CHURCHILL CAPITAL CORP VII A	COMMON STOCK USD.0001	17144M102	487	50,000	SH		SOLE		50,000	0	0
CHUY S HOLDINGS INC	COMMON STOCK USD.01	171604101	597	16,021	SH		SOLE		16,021	0	0
CIENA CORP	COMMON STOCK USD.01	171779309	726	12,756	SH		SOLE		12,756	0	0
CIGNA CORP	COMMON STOCK USD.01	125523100	5,866	24,743	SH		SOLE		24,743	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.0	172062101	325	2,783	SH		SOLE		2,783	0	0
CINTAS CORP	COMMON STOCK	172908105	1,812	4,744	SH		SOLE		4,744	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	3,391	63,974	SH		SOLE		63,974	0	0
CITIC CAPITAL ACQUISITION A	COMMON STOCK USD.0001	G21513109	991	100,000	SH		SOLE		100,000	0	0
CITIC CAPITAL ACQUISITION A	CITIC CAPITAL ACQUISIT CW27	G21513117	53	50,000	SH		SOLE		50,000	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	11,525	162,903	SH		SOLE		162,903	0	0
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	174610105	5,406	117,849	SH		SOLE		117,849	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	442	3,772	SH		SOLE		3,772	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	241	24,996	SH		SOLE		24,996	0	0
CLARIM ACQUISITION CORP CL A	CLARIM ACQ CL A CW27	18049C116	7	8,332	SH		SOLE		8,332	0	0
CLEAN HARBORS INC	COMMON STOCK USD.01	184496107	54	581	SH		SOLE		581	0	0
CLEAR CHANNEL OUTDOOR HOLDIN	COMMON STOCK	18453H106	1,008	381,911	SH		SOLE		381,911	0	0
CLIMATE REAL IMPACT SOLUTI A	COMMON STOCK USD.0001	187171103	148	15,000	SH		SOLE		15,000	0	0
CLIMATE REAL IMPACT SOLUTI A	CLIMATE REAL IMPACT SOL CW27	187171111	4	3,000	SH		SOLE		3,000	0	0
CLOUDERA INC	COMMON STOCK USD.00005	18914U100	3,889	245,215	SH		SOLE		245,215	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	401	69,101	SH		SOLE		69,101	0	0
CM LIFE SCIENCES INC	UNIT USD.0001	18978W208	0	2	SH		SOLE		2	0	0
CM LIFE SCIENCES INC CLASS A	CM LIFE SCIENCES INC A CW27	18978W117	31	6,666	SH		SOLE		6,666	0	0
CME GROUP INC	COMMON STOCK USD.01	12572Q105	1,332	6,261	SH		SOLE		6,261	0	0
CMS ENERGY CORP	COMMON STOCK USD.01	125896100	581	9,826	SH		SOLE		9,826	0	0
CNH INDUSTRIAL NV	COMMON STOCK EUR.01	N20944109	802	47,940	SH		SOLE		47,940	0	0
CNO FINANCIAL GROUP INC	COMMON STOCK USD.01	12621E103	431	18,246	SH		SOLE		18,246	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	5,418	100,131	SH		SOLE		100,131	0	0
COCA COLA CONSOLIDATED INC	COMMON STOCK USD1.0	191098102	796	1,979	SH		SOLE		1,979	0	0
COCA COLA EUROPACIFIC PARTNE	COMMON STOCK EUR.01	G25839104	1,058	17,840	SH		SOLE		17,840	0	0
COGENT COMMUNICATIONS HOLDIN	COMMON STOCK USD.001	19239V302	1,099	14,298	SH		SOLE		14,298	0	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	5,907	85,289	SH		SOLE		85,289	0	0
COGNYTE SOFTWARE LTD	COMMON STOCK	M25133105	123	5,000	SH		SOLE		5,000	0	0
COHEN STEERS INC	COMMON STOCK USD.01	19247A100	971	11,828	SH		SOLE		11,828	0	0
COHERENT INC	COMMON STOCK USD.01	192479103	829	3,136	SH		SOLE		3,136	0	0
COHN ROBBINS HOLDINGS CL A	COMMON STOCK USD.0001	G23726105	492	49,998	SH		SOLE		49,998	0	0
COHN ROBBINS HOLDINGS CL A	COHN ROBBINS HOLDINGS CW25	G23726113	19	16,666	SH		SOLE		16,666	0	0
COHN ROBBINS HOLDINGS CORP	UNIT USD.0001	G23726121	0	2	SH		SOLE		2	0	0
COLFAX CORP	COMMON STOCK USD.001	194014106	501	10,946	SH		SOLE		10,946	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	194162103	2,686	33,017	SH		SOLE		33,017	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	327	13,819	SH		SOLE		13,819	0	0
COLONNADE ACQUISITION CORP A	COMMON STOCK USD.0001	G2284B101	244	25,000	SH		SOLE		25,000	0	0
COLONNADE ACQUISITION CORP A	COLONNADE ACQ CL A CW27	G2284B119	5	5,000	SH		SOLE		5,000	0	0
COLUMBIA BANKING SYSTEM INC	COMMON STOCK	197236102	384	9,947	SH		SOLE		9,947	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	6,670	116,968	SH		SOLE		116,968	0	0
COMERICA INC	COMMON STOCK USD5.0	200340107	259	3,637	SH		SOLE		3,637	0	0
COMMERCIAL METALS CO	COMMON STOCK USD.01	201723103	2,043	66,493	SH		SOLE		66,493	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	322	20,830	SH		SOLE		20,830	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	2,274	29,092	SH		SOLE		29,092	0	0
COMPUTE HEALTH ACQUISITION A	COMMON STOCK USD.0001	204833107	982	100,000	SH		SOLE		100,000	0	0
COMPUTE HEALTH ACQUISITION A	COMPUTE HEALTH ACQ A CW27	204833115	38	25,000	SH		SOLE		25,000	0	0
COMTECH TELECOMMUNICATIONS	COMMON STOCK USD.1	205826209	499	20,652	SH		SOLE		20,652	0	0
CONAGRA BRANDS INC	COMMON STOCK USD5.0	205887102	3,083	84,741	SH		SOLE		84,741	0	0
CONCENTRIX CORP	COMMON STOCK	20602D101	504	3,134	SH		SOLE		3,134	0	0
CONN S INC	COMMON STOCK USD.01	208242107	963	37,769	SH		SOLE		37,769	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	4,720	77,503	SH		SOLE		77,503	0	0
CONSOL ENERGY INC	COMMON STOCK USD.01	20854L108	993	53,779	SH		SOLE		53,779	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	449	6,254	SH		SOLE		6,254	0	0
CONSONANCE HFW ACQUISITION A	COMMON STOCK USD.0001	G2445M103	695	69,996	SH		SOLE		69,996	0	0
CONSONANCE HFW ACQUISITION A	CONSONANCE HFW ACQ CW25	G2445M111	36	23,332	SH		SOLE		23,332	0	0
CONSONANCE HFW ACQUISITION C	UNIT USD.0001	G2445M129	0	4	SH		SOLE		4	0	0
CONSTELLATION ACQUISITION A	COMMON STOCK USD.0001	G2R18K105	979	99,996	SH		SOLE		99,996	0	0
CONSTELLATION ACQUISITION A	CONSTELLATION ACQ A CW27	G2R18K113	30	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	820	3,505	SH		SOLE		3,505	0	0
CONX CORP CLASS A SHARES	COMMON STOCK USD.0001	212873103	986	100,000	SH		SOLE		100,000	0	0
CONX CORP CLASS A SHARES	CONX CORP CLASS A CW27	212873111	34	25,000	SH		SOLE		25,000	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	664	1,676	SH		SOLE		1,676	0	0
COPART INC	COMMON STOCK	217204106	7,160	54,312	SH		SOLE		54,312	0	0
CORCEPT THERAPEUTICS INC	COMMON STOCK USD.001	218352102	733	33,296	SH		SOLE		33,296	0	0
CORNER GROWTH ACQUISITION CO	UNIT USD.0001	G2426E112	504	50,000	SH		SOLE		50,000	0	0
CORNERSTONE BUILDING BRANDS	COMMON STOCK USD.01	21925D109	597	32,853	SH		SOLE		32,853	0	0
CORNERSTONE ONDEMAND INC	COMMON STOCK USD.0001	21925Y103	948	18,370	SH		SOLE		18,370	0	0
CORNING INC	COMMON STOCK USD.5	219350105	453	11,087	SH		SOLE		11,087	0	0
CORTEVA INC	COMMON STOCK USD.01	22052L104	188,941	4,260,223	SH		SOLE		4,260,223	0	0
COSTAR GROUP INC	COMMON STOCK USD.01	22160N109	1,650	19,920	SH		SOLE		19,920	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	5,327	13,464	SH		SOLE		13,464	0	0
COUSINS PROPERTIES INC	REIT USD1.0	222795502	2,284	62,104	SH		SOLE		62,104	0	0
CRANE CO	COMMON STOCK USD1.0	224399105	1,612	17,452	SH		SOLE		17,452	0	0
CRESCENT COVE ACQUISITION A	COMMON STOCK USD.0001	G2554Y104	242	25,000	SH		SOLE		25,000	0	0
CRESCENT COVE ACQUISITION A	CRESCENT COVE ACQ A CW27	G2554Y120	11	12,500	SH		SOLE		12,500	0	0
CROCS INC	COMMON STOCK USD.001	227046109	2,167	18,595	SH		SOLE		18,595	0	0
CROWDSTRIKE HOLDINGS INC A	COMMON STOCK	22788C105	995	3,958	SH		SOLE		3,958	0	0
CROWN CASTLE INTL CORP	REIT USD.01	22822V101	1,477	7,572	SH		SOLE		7,572	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.0	228368106	7,187	70,315	SH		SOLE		70,315	0	0
CROWN PROPTECH ACQUISITION A	COMMON STOCK USD.0001	G25741102	1,934	199,998	SH		SOLE		199,998	0	0
CROWN PROPTECH ACQUISITION A	CROWN PROPTECH ACQ A CW27	G25741110	55	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	388	39,996	SH		SOLE		39,996	0	0
CRUCIBLE ACQUISITION CORP A	CRUCIBLE ACQ CL A CW25	22877P116	14	13,332	SH		SOLE		13,332	0	0
CRYOLIFE INC	COMMON STOCK USD.01	228903100	336	11,820	SH		SOLE		11,820	0	0
CRYOPORT INC	COMMON STOCK USD.001	229050307	258	4,082	SH		SOLE		4,082	0	0
CSX CORP	COMMON STOCK USD1.0	126408103	13,732	428,061	SH		SOLE		428,061	0	0
CTS CORP	COMMON STOCK	126501105	473	12,741	SH		SOLE		12,741	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	1,187	4,870	SH		SOLE		4,870	0	0
CURO GROUP HOLDINGS CORP	COMMON STOCK	23131L107	324	19,030	SH		SOLE		19,030	0	0
CURTISS WRIGHT CORP	COMMON STOCK USD1.0	231561101	2,635	22,190	SH		SOLE		22,190	0	0
CUSHMAN WAKEFIELD PLC	COMMON STOCK USD.01	G2717B108	457	26,182	SH		SOLE		26,182	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	588	32,762	SH		SOLE		32,762	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	1,698	20,348	SH		SOLE		20,348	0	0
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	M2682V108	698	5,361	SH		SOLE		5,361	0	0
CYMABAY THERAPEUTICS INC	COMMON STOCK USD.0001	23257D103	282	64,658	SH		SOLE		64,658	0	0
CYRUSONE INC	REIT USD.01	23283R100	549	7,674	SH		SOLE		7,674	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	3	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
D8 HOLDINGS CORP A	COMMON STOCK USD.0001	G2614K110	3,340	335,000	SH		SOLE		335,000	0	0
D8 HOLDINGS CORP A	D8 HOLDINGS CORP A CW27	G2614K128	415	250,000	SH		SOLE		250,000	0	0
DANA INC	COMMON STOCK USD.01	235825205	842	35,445	SH		SOLE		35,445	0	0
DANAHER CORP	COMMON STOCK USD.01	235851102	34,261	127,668	SH		SOLE		127,668	0	0
DAQO NEW ENERGY CORP ADR	ADR	23703Q203	337	5,180	SH		SOLE		5,180	0	0
DARDEN RESTAURANTS INC	COMMON STOCK	237194105	725	4,964	SH		SOLE		4,964	0	0
DAVITA INC	COMMON STOCK USD.001	23918K108	1,596	13,253	SH		SOLE		13,253	0	0
DD3 ACQUISITION CORP II A	COMMON STOCK USD.0001	23318M100	297	30,000	SH		SOLE		30,000	0	0
DD3 ACQUISITION CORP II A	DD3 ACQUISITION II A CW27	23318M118	23	15,000	SH		SOLE		15,000	0	0
DECARBONIZATION PLUS ACQ WRTS	CALL EXP 19JAN26 WRTS	242794113	34	23,332	SH		SOLE		23,332	0	0
DECARBONIZATION PLUS ACQUI A	COMMON STOCK USD.0001	242794105	691	69,996	SH		SOLE		69,996	0	0
DECARBONIZATION PLUS ACQUISI	UNIT USD.0001	242794204	0	4	SH		SOLE		4	0	0
DECKERS OUTDOOR CORP	COMMON STOCK USD.01	243537107	177	462	SH		SOLE		462	0	0
DEEP LAKE CAPITAL ACQUIS CLA	COMMON STOCK USD.0001	G27029100	1,646	169,998	SH		SOLE		169,998	0	0
DEEP LAKE CAPITAL ACQUIS CLA	DEEP LAKE CAPITAL CL B CW27	G27029118	77	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	5,135	14,559	SH		SOLE		14,559	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	24665A103	573	26,485	SH		SOLE		26,485	0	0
DELL TECHNOLOGIES C	COMMON STOCK	24703L202	1,396	14,007	SH		SOLE		14,007	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	7,475	172,791	SH		SOLE		172,791	0	0
DENALI THERAPEUTICS INC	COMMON STOCK USD.01	24823R105	950	12,111	SH		SOLE		12,111	0	0
DENTSPLY SIRONA INC	COMMON STOCK USD.01	24906P109	1,578	24,943	SH		SOLE		24,943	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	689	1,614	SH		SOLE		1,614	0	0
DFP HEALTHCARE ACQUISIT CL A	COMMON STOCK USD.0001	23343Q100	497	50,000	SH		SOLE		50,000	0	0
DFP HEALTHCARE ACQUISIT CL A	DFP HEALTHCARE ACQUISIT CW22	23343Q118	22	12,500	SH		SOLE		12,500	0	0
DHB CAPITAL CORP	UNIT USD.0001	23291W208	0	4	SH		SOLE		4	0	0
DHB CAPITAL CORP CL A	COMMON STOCK USD.0001	23291W109	975	99,996	SH		SOLE		99,996	0	0
DHB CAPITAL CORP CL A	DHB CAPITAL CORP CL A CW28	23291W117	30	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	1,697	174,996	SH		SOLE		174,996	0	0
DHC ACQUISITION CORP A	DHC ACQUISITION CORP A CW27	G2758T117	59	58,332	SH		SOLE		58,332	0	0
DIAMONDBACK ENERGY INC	COMMON STOCK USD.01	25278X109	472	5,025	SH		SOLE		5,025	0	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	2,440	24,349	SH		SOLE		24,349	0	0
DIEBOLD NIXDORF INC	COMMON STOCK USD1.25	253651103	465	36,182	SH		SOLE		36,182	0	0
DIGITAL REALTY TRUST INC	REIT USD.01	253868103	5,803	38,569	SH		SOLE		38,569	0	0
DIGITAL TRANSFORMATION OPP A	COMMON STOCK USD.0001	25401K107	2,425	250,000	SH		SOLE		250,000	0	0
DIGITAL TRANSFORMATION OPP A	DIGITAL TRANSFORMATION CW28	25401K115	58	62,500	SH		SOLE		62,500	0	0
DIGITAL TURBINE INC	COMMON STOCK USD.0001	25400W102	687	9,042	SH		SOLE		9,042	0	0
DILLARDS INC CL A	COMMON STOCK	254067101	1,083	5,988	SH		SOLE		5,988	0	0
DIODES INC	COMMON STOCK USD.667	254543101	4,547	57,001	SH		SOLE		57,001	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	576	4,867	SH		SOLE		4,867	0	0
DISCOVERY INC A	COMMON STOCK USD.01	25470F104	186	6,048	SH		SOLE		6,048	0	0
DISH NETWORK CORP A	COMMON STOCK USD.01	25470M109	185	4,425	SH		SOLE		4,425	0	0
DMY TECHNOLOGY GR III CL A	DMY TECH GRP III CL A CW26	233278118	80	25,000	SH		SOLE		25,000	0	0
DMY TECHNOLOGY GROUP IV A	COMMON STOCK USD.0001	23344K102	49	5,000	SH		SOLE		5,000	0	0
DMY TECHNOLOGY GROUP IV A	DMY TECH GROUP IV CL A CW27	23344K110	1	1,000	SH		SOLE		1,000	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	15,632	72,240	SH		SOLE		72,240	0	0
DOLLAR TREE INC	COMMON STOCK USD.01	256746108	551	5,533	SH		SOLE		5,533	0	0
DOMINION ENERGY INC	COMMON STOCK	25746U109	1,054	14,325	SH		SOLE		14,325	0	0
DOMINO S PIZZA INC	COMMON STOCK USD.01	25754A201	3,009	6,450	SH		SOLE		6,450	0	0
DONNELLEY FINANCIAL SOLUTION	COMMON STOCK USD.01	25787G100	1,049	31,784	SH		SOLE		31,784	0	0
DOVER CORP	COMMON STOCK USD1.0	260003108	1,310	8,696	SH		SOLE		8,696	0	0
DOW INC	COMMON STOCK USD.01	260557103	1,086	17,156	SH		SOLE		17,156	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	1,976	199,998	SH		SOLE		199,998	0	0
DPCM CAPITAL INC CLASS A	DPCM CAPITAL INC A CW27	23344P119	86	66,666	SH		SOLE		66,666	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	516	5,709	SH		SOLE		5,709	0	0
DRAGONEER GROWTH OPP III A	COMMON STOCK USD.0001	G28315102	200	20,000	SH		SOLE		20,000	0	0
DRAGONEER GROWTH OPPORT CL A	COMMON STOCK USD.0001	G28314105	202	20,000	SH		SOLE		20,000	0	0
DRAGONEER GROWTH OPPORTUN A	COMMON STOCK USD.0001	G28302100	100	10,000	SH		SOLE		10,000	0	0
DRAGONEER GROWTH OPPORTUN A	DRAGONEER GROWTH OPPORTUNIWS	G28302118	4	2,000	SH		SOLE		2,000	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	2,233	17,230	SH		SOLE		17,230	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	1,114	11,282	SH		SOLE		11,282	0	0
DUKE REALTY CORP	REIT USD.01	264411505	3,634	76,744	SH		SOLE		76,744	0	0
DXC TECHNOLOGY CO	COMMON STOCK USD.01	23355L106	134	3,430	SH		SOLE		3,430	0	0
DYNAMICS SPECIAL PURPOSE C A	COMMON STOCK USD.0001	268010105	696	70,000	SH		SOLE		70,000	0	0
DYNATRACE INC	COMMON STOCK USD.001	268150109	518	8,868	SH		SOLE		8,868	0	0
E.MERGE TECHNOLOGY ACQUISI A	COMMON STOCK USD.0001	26873Y104	244	24,999	SH		SOLE		24,999	0	0
E.MERGE TECHNOLOGY ACQUISI A	E.MERGE TECHNOLOGY ACQ CW25	26873Y112	8	8,333	SH		SOLE		8,333	0	0
E.MERGE TECHNOLOGY ACQUISITI	UNIT USD.0001	26873Y203	0	1	SH		SOLE		1	0	0
E2OPEN PARENT HOLDINGS INC	COMMON STOCK USD.0001	29788T103	0	2	SH		SOLE		2	0	0
EAGLE PHARMACEUTICALS INC	COMMON STOCK USD.001	269796108	1,056	24,673	SH		SOLE		24,673	0	0
EAST RESOURCES ACQUISITION A	COMMON STOCK USD.0001	274681105	1,952	200,000	SH		SOLE		200,000	0	0
EAST RESOURCES ACQUISITION A	EAST RESOURCES ACQUIS CW27	274681113	105	100,000	SH		SOLE		100,000	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	2,789	38,902	SH		SOLE		38,902	0	0
EASTGROUP PROPERTIES INC	REIT	277276101	1,888	11,478	SH		SOLE		11,478	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	2,373	20,326	SH		SOLE		20,326	0	0
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	357	42,911	SH		SOLE		42,911	0	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	1,667	11,247	SH		SOLE		11,247	0	0
EBAY INC	COMMON STOCK USD.001	278642103	4,303	61,287	SH		SOLE		61,287	0	0
EBIX INC	COMMON STOCK USD.1	278715206	443	13,065	SH		SOLE		13,065	0	0
ECHO GLOBAL LOGISTICS INC	COMMON STOCK USD.0001	27875T101	546	17,757	SH		SOLE		17,757	0	0
ECP ENVIRONMENTAL GROWTH O A	COMMON STOCK USD.0001	26829T100	98	10,000	SH		SOLE		10,000	0	0
ECP ENVIRONMENTAL GROWTH O A	ECP ENVIRONMENTAL GROW CW28	26829T118	3	2,500	SH		SOLE		2,500	0	0
EDIFY ACQUISITION CORP CL A	COMMON STOCK USD.0001	28059Q103	48	5,000	SH		SOLE		5,000	0	0
EDIFY ACQUISITION CORP CL A	EDIFY ACQ CL A CW27	28059Q111	2	2,500	SH		SOLE		2,500	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	612	10,587	SH		SOLE		10,587	0	0
EDITAS MEDICINE INC	COMMON STOCK USD.0001	28106W103	548	9,678	SH		SOLE		9,678	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	967	99,996	SH		SOLE		99,996	0	0
EJF ACQUISITION CORP A	EJF ACQUISITION CORP A CW27	G2955B125	27	33,332	SH		SOLE		33,332	0	0
ELECTRIC LAST MILE SOLUTIONS	FORUM MERGER III CORP CW27	28489L112	113	49,999	SH		SOLE		49,999	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	4,023	27,969	SH		SOLE		27,969	0	0
ELI LILLY CO	COMMON STOCK	532457108	3,189	13,896	SH		SOLE		13,896	0	0
ELLIOTT OPPORTUNITY II CORP	UNIT USD.0001	G30092129	1,001	100,000	SH		SOLE		100,000	0	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	4,982	40,440	SH		SOLE		40,440	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	879	13,955	SH		SOLE		13,955	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	941	9,774	SH		SOLE		9,774	0	0
EMPOWER LTD CLASS A	EMPOWER LTD CLASS A CW27	G3R39W110	47	25,000	SH		SOLE		25,000	0	0
ENCORE WIRE CORP	COMMON STOCK USD.01	292562105	1,872	24,703	SH		SOLE		24,703	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK	29272W109	125	2,908	SH		SOLE		2,908	0	0
ENPHASE ENERGY INC	COMMON STOCK USD.00001	29355A107	432	2,355	SH		SOLE		2,355	0	0
ENSIGN GROUP INC/THE	COMMON STOCK USD.001	29358P101	434	5,002	SH		SOLE		5,002	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	305	3,063	SH		SOLE		3,063	0	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	7,840	93,955	SH		SOLE		93,955	0	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	1,065	2,085	SH		SOLE		2,085	0	0
EPR PROPERTIES	REIT USD.01	26884U109	311	5,897	SH		SOLE		5,897	0	0
EQ HEALTH ACQUISITION CORP A	COMMON STOCK USD.0001	26886A101	193	20,000	SH		SOLE		20,000	0	0
EQ HEALTH ACQUISITION CORP A	EQ HEALTH ACQ A CW28	26886A119	7	10,000	SH		SOLE		10,000	0	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	564	2,355	SH		SOLE		2,355	0	0
EQUINIX INC	REIT USD.001	29444U700	17,721	22,080	SH		SOLE		22,080	0	0
EQUITY DISTRIBUTION ACQUIS A	COMMON STOCK USD.0001	29465E106	493	49,998	SH		SOLE		49,998	0	0
EQUITY DISTRIBUTION ACQUIS A	EQUITY DISTRIBUTION A CW25	29465E114	20	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	7,672	103,243	SH		SOLE		103,243	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	4,082	53,011	SH		SOLE		53,011	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	968	99,996	SH		SOLE		99,996	0	0
ESM ACQUISITION CORP A	ESM ACQUISITION CL A CW26	G3195H112	34	33,332	SH		SOLE		33,332	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	505	11,233	SH		SOLE		11,233	0	0
ESSENTIAL PROPERTIES REALTY	REIT USD.01	29670E107	1,223	45,245	SH		SOLE		45,245	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	2,293	7,644	SH		SOLE		7,644	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	9,596	30,167	SH		SOLE		30,167	0	0
ETHAN ALLEN INTERIORS INC	COMMON STOCK USD.01	297602104	662	23,975	SH		SOLE		23,975	0	0
ETSY INC	COMMON STOCK USD.001	29786A106	1,329	6,458	SH		SOLE		6,458	0	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	9,052	66,880	SH		SOLE		66,880	0	0
EUROPEAN BIOTECH ACQUISITI A	COMMON STOCK USD.0001	G3167F102	966	99,996	SH		SOLE		99,996	0	0
EUROPEAN BIOTECH ACQUISITI A	EUROPEAN BIOTECH CW26	G3167F128	32	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	445	3,159	SH		SOLE		3,159	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	2,217	8,798	SH		SOLE		8,798	0	0
EVERGY INC	COMMON STOCK	30034W106	2,503	41,428	SH		SOLE		41,428	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	576	7,182	SH		SOLE		7,182	0	0
EVERTEC INC	COMMON STOCK USD.01	30040P103	917	21,017	SH		SOLE		21,017	0	0
EXELIXIS INC	COMMON STOCK USD.001	30161Q104	568	31,154	SH		SOLE		31,154	0	0
EXELON CORP	COMMON STOCK	30161N101	2,827	63,800	SH		SOLE		63,800	0	0
EXP WORLD HOLDINGS INC	COMMON STOCK USD.00001	30212W100	1,253	32,323	SH		SOLE		32,323	0	0
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	302130109	335	2,644	SH		SOLE		2,644	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	4,656	28,419	SH		SOLE		28,419	0	0
EXTREME NETWORKS INC	COMMON STOCK USD.001	30226D106	325	29,126	SH		SOLE		29,126	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	4,718	74,791	SH		SOLE		74,791	0	0
EZCORP INC	COMPANY GUAR 05/25 2.375	302301AE6	3,204	3,635,000	SH		SOLE		3,635,000	0	0
EZCORP INC	COMPANY GUAR 07/24 2.875	302301AF3	2,664	2,800,000	SH		SOLE		2,800,000	0	0
F5 NETWORKS INC	COMMON STOCK	315616102	213	1,142	SH		SOLE		1,142	0	0
FACEBOOK INC CLASS A	COMMON STOCK USD.000006	30303M102	75,605	217,438	SH		SOLE		217,438	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	2,565	7,644	SH		SOLE		7,644	0	0
FAIR ISAAC CORP	COMMON STOCK USD.01	303250104	4,622	9,194	SH		SOLE		9,194	0	0
FALCON CAPITAL ACQUISITION	UNIT USD.0001	30606L207	0	2	SH		SOLE		2	0	0
FAR PEAK ACQUISITION CORP	UNIT USD.0001	G3312L129	0	1	SH		SOLE		1	0	0
FAR PEAK ACQUISITION CORP A	COMMON STOCK USD.0001	G3312L103	995	99,999	SH		SOLE		99,999	0	0
FAR PEAK ACQUISITION CORP A	FAR PEAK ACQ CL A CW25	G3312L111	47	33,333	SH		SOLE		33,333	0	0
FAST ACQUISITION CORP CL A	FAST ACQUISITION CORP CW27	311875116	522	175,000	SH		SOLE		175,000	0	0
FAST ACQUISITION CORP II A	COMMON STOCK USD.0001	311874101	979	100,000	SH		SOLE		100,000	0	0
FAST ACQUISITION CORP II A	FAST ACQUISITION II A CW26	311874119	31	25,000	SH		SOLE		25,000	0	0
FASTENAL CO	COMMON STOCK USD.01	311900104	594	11,421	SH		SOLE		11,421	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	146	1,247	SH		SOLE		1,247	0	0
FEDERATED HERMES INC	COMMON STOCK	314211103	428	12,618	SH		SOLE		12,618	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	5,353	17,942	SH		SOLE		17,942	0	0
FIDELITY NATIONAL FINANCIAL	COMMON STOCK USD.0001	31620R303	7,735	177,978	SH		SOLE		177,978	0	0
FIDELITY NATIONAL INFO SERV	COMMON STOCK USD.01	31620M106	3,767	26,590	SH		SOLE		26,590	0	0
FIESTA RESTAURANT GROUP	COMMON STOCK USD.01	31660B101	438	32,582	SH		SOLE		32,582	0	0
FIFTH THIRD BANCORP	COMMON STOCK	316773100	1,163	30,409	SH		SOLE		30,409	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	603	60,000	SH		SOLE		60,000	0	0
FIGURE ACQUISITION CORP I A	FIGURE ACQ I CL A CW27	302438114	21	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	5	3,750	SH		SOLE		3,750	0	0
FINTECH ACQUISITION CORP VI	UNIT USD.0001	31811H205	1,009	100,000	SH		SOLE		100,000	0	0
FINTECH EVOLUTION ACQUISIT A	COMMON STOCK USD.0001	G3R19A104	1,446	150,000	SH		SOLE		150,000	0	0
FINTECH EVOLUTION ACQUISIT A	FINTECH EVOLUTION ACQ CW28	G3R19A120	50	50,000	SH		SOLE		50,000	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	3,310	53,081	SH		SOLE		53,081	0	0
FIRST COMMONWEALTH FINL CORP	COMMON STOCK USD1.0	319829107	1,298	92,248	SH		SOLE		92,248	0	0
FIRST HORIZON CORP	COMMON STOCK USD.625	320517105	3,349	193,793	SH		SOLE		193,793	0	0
FIRST INDUSTRIAL REALTY TR	REIT USD.01	32054K103	801	15,336	SH		SOLE		15,336	0	0
FIRST MERCHANTS CORP	COMMON STOCK	320817109	731	17,535	SH		SOLE		17,535	0	0
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	33616C100	285	1,523	SH		SOLE		1,523	0	0
FIRST RESERVE SUSTAINABLE A	COMMON STOCK USD.0001	336169107	485	50,000	SH		SOLE		50,000	0	0
FIRST RESERVE SUSTAINABLE A	FIRST RESERVE SUST A CW27	336169115	15	12,500	SH		SOLE		12,500	0	0
FIRSTCASH INC	COMMON STOCK USD.01	33767D105	272	3,560	SH		SOLE		3,560	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	359	9,636	SH		SOLE		9,636	0	0
FIRSTMARK HORIZON ACQUISIT A	COMMON STOCK USD.0001	33765Y101	993	99,999	SH		SOLE		99,999	0	0
FIRSTMARK HORIZON ACQUISIT A	FIRSTMARK HORIZON ACQU CW25	33765Y119	51	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	1,227	11,482	SH		SOLE		11,482	0	0
FLAME ACQUISITION CORP CL A	COMMON STOCK USD.0001	33850F108	1,449	150,000	SH		SOLE		150,000	0	0
FLAME ACQUISITION CORP CL A	FLAME ACQUISITION CL A CW28	33850F116	80	75,000	SH		SOLE		75,000	0	0
FLEETCOR TECHNOLOGIES INC	COMMON STOCK USD.001	339041105	688	2,685	SH		SOLE		2,685	0	0
FLUIDIGM CORP	COMMON STOCK USD.001	34385P108	282	45,733	SH		SOLE		45,733	0	0
FLUOR CORP	COMMON STOCK USD.01	343412102	242	13,694	SH		SOLE		13,694	0	0
FMC CORP	COMMON STOCK USD.1	302491303	4,530	41,868	SH		SOLE		41,868	0	0
FOLEY TRASIMENE ACQ CLASS A	FOLEY TRASIMENE ACQUI CW25	34431F112	253	121,666	SH		SOLE		121,666	0	0
FOLEY TRASIMENE ACQUISITION	UNIT USD.0001	34431F203	0	2	SH		SOLE		2	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	484	7,856	SH		SOLE		7,856	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	1,349	90,802	SH		SOLE		90,802	0	0
FORESIGHT ACQUISITION CORP	UNIT USD.0001	34552Y205	0	2	SH		SOLE		2	0	0
FORESIGHT ACQUISITION CORP A	COMMON STOCK USD.0001	34552Y106	494	49,998	SH		SOLE		49,998	0	0
FORESIGHT ACQUISITION CORP A	FORESIGHT ACQ CORP A CW27	34552Y114	23	16,666	SH		SOLE		16,666	0	0
FOREST ROAD ACQUISITION CO A	COMMON STOCK USD.0001	34619V103	980	100,000	SH		SOLE		100,000	0	0
FOREST ROAD ACQUISITION CO A	FOREST ROAD ACQ CL A CW26	34619V111	28	20,000	SH		SOLE		20,000	0	0
FORMFACTOR INC	COMMON STOCK USD.001	346375108	294	8,070	SH		SOLE		8,070	0	0
FORTINET INC	COMMON STOCK USD.001	34959E109	2,185	9,172	SH		SOLE		9,172	0	0
FORTISTAR SUSTAINABLE SOLU A	COMMON STOCK USD.0001	34962M106	486	49,998	SH		SOLE		49,998	0	0
FORTISTAR SUSTAINABLE SOLU A	FORTISTAR SUSTAIN A CW27	34962M114	28	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	698	10,003	SH		SOLE		10,003	0	0
FORTRESS CAPITAL ACQUISITI A	COMMON STOCK USD.0001	G36427105	492	50,000	SH		SOLE		50,000	0	0
FORTRESS CAPITAL ACQUISITI A	FORTRESS CAP ACQ CL A CW27	G36427121	11	10,000	SH		SOLE		10,000	0	0
FORTRESS VALUE ACQUIS IV A	COMMON STOCK USD.0001	34964K108	1,962	200,000	SH		SOLE		200,000	0	0
FORTRESS VALUE ACQUIS IV A	FORTRESS VALUE ACQ IV CW28	34964K116	32	25,000	SH		SOLE		25,000	0	0
FORTRESS VALUE ACQUISITION A	COMMON STOCK USD.0001	34964G107	982	100,000	SH		SOLE		100,000	0	0
FORTRESS VALUE ACQUISITION A	FORTRESS VALUE ACQ A CW27	34964G115	24	20,000	SH		SOLE		20,000	0	0
FORTUNE BRANDS HOME SECURI	COMMON STOCK USD.01	34964C106	2,793	28,041	SH		SOLE		28,041	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	8	6,250	SH		SOLE		6,250	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	602	42,135	SH		SOLE		42,135	0	0
FOX CORP CLASS A	COMMON STOCK USD.01	35137L105	344	9,261	SH		SOLE		9,261	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	645	20,161	SH		SOLE		20,161	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	9	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	485	50,000	SH		SOLE		50,000	0	0
FREEDOM ACQUISITION I CORP A	FREEDOM ACQ I CL A CW27	G3663X128	14	12,500	SH		SOLE		12,500	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	3,778	101,802	SH		SOLE		101,802	0	0
FRONTIER ACQUISITION CORP A	COMMON STOCK USD.0001	G36826108	974	100,000	SH		SOLE		100,000	0	0
FRONTIER ACQUISITION CORP A	FRONTIER ACQUISITON CW28	G36826124	35	25,000	SH		SOLE		25,000	0	0
FS DEVELOPMENT CORP II A	COMMON STOCK USD.0001	30318F100	100	10,000	SH		SOLE		10,000	0	0
FTAC ATHENA ACQUISITION CO A	COMMON STOCK USD.0001	G37283101	99	10,000	SH		SOLE		10,000	0	0
FTAC ATHENA ACQUISITION CO A	FTAC ATHENA ACQ CL A CW26	G37283119	4	2,500	SH		SOLE		2,500	0	0
FTAC HERA ACQUISITION CORP A	COMMON STOCK USD.0001	G3728Y103	1,463	150,000	SH		SOLE		150,000	0	0
FTAC HERA ACQUISITION CORP A	FTAC HERA ACQ CL A CW27	G3728Y111	50	37,500	SH		SOLE		37,500	0	0
FUSION ACQUISITION CORP A	FUSION ACQUISITION CW27	36118H113	17	12,500	SH		SOLE		12,500	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	8	8,332	SH		SOLE		8,332	0	0
FUTU HOLDINGS LTD ADR	ADR USD.00001	36118L106	922	5,149	SH		SOLE		5,149	0	0
G SQUARED ASCEND I INC CL A	COMMON STOCK USD.0001	G4204R109	2,468	250,000	SH		SOLE		250,000	0	0
G SQUARED ASCEND I INC CL A	G SQUARED ASCEND I CW27	G4204R117	61	50,000	SH		SOLE		50,000	0	0
GAMING HOSPITALITY ACQUI A	COMMON STOCK USD.0001	364681106	675	69,996	SH		SOLE		69,996	0	0
GAMING HOSPITALITY ACQUI A	GAMING + HOSPITALITY A CW28	364681114	24	23,332	SH		SOLE		23,332	0	0
GAMING HOSPITALITY ACQUISI	UNIT USD.0001	364681205	0	4	SH		SOLE		4	0	0
GANNETT CO INC	COMMON STOCK USD.01	36472T109	284	51,712	SH		SOLE		51,712	0	0
GARMIN LTD	COMMON STOCK CHF.1	H2906T109	187	1,293	SH		SOLE		1,293	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	3,724	15,375	SH		SOLE		15,375	0	0
GATES INDUSTRIAL CORP PLC	COMMON STOCK USD.01	G39108108	336	18,619	SH		SOLE		18,619	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	2,490	5,998	SH		SOLE		5,998	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	369550108	691	3,673	SH		SOLE		3,673	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	3,221	239,319	SH		SOLE		239,319	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	703	11,532	SH		SOLE		11,532	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	4,928	83,277	SH		SOLE		83,277	0	0
GENESCO INC	COMMON STOCK USD1.0	371532102	428	6,722	SH		SOLE		6,722	0	0
GENUINE PARTS CO	COMMON STOCK USD1.0	372460105	137	1,083	SH		SOLE		1,083	0	0
GENWORTH FINANCIAL INC CL A	COMMON STOCK USD.001	37247D106	428	109,641	SH		SOLE		109,641	0	0
GEO GROUP INC/THE	REIT USD.01	36162J106	279	39,129	SH		SOLE		39,129	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	3,362	48,826	SH		SOLE		48,826	0	0
GLOBAL MEDICAL REIT INC	REIT	37954A204	380	25,749	SH		SOLE		25,749	0	0
GLOBAL NET LEASE INC	REIT USD.01	379378201	1,325	71,616	SH		SOLE		71,616	0	0
GLOBAL PARTNER ACQUISITION A	COMMON STOCK USD.0001	G3934P102	729	75,000	SH		SOLE		75,000	0	0
GLOBAL PARTNER ACQUISITION A	GLOBAL PARTNER ACQ A CW27	G3934P128	14	12,500	SH		SOLE		12,500	0	0
GLOBAL PAYMENTS INC	COMMON STOCK	37940X102	2,222	11,850	SH		SOLE		11,850	0	0
GLOBAL SYNERGY ACQUISITION A	COMMON STOCK USD.0001	G3934J106	485	50,000	SH		SOLE		50,000	0	0
GLOBAL SYNERGY ACQUISITION A	GLOBAL SYNERGY ACQUIS CW27	G3934J122	20	25,000	SH		SOLE		25,000	0	0
GLOBALSTAR INC	COMMON STOCK USD.0001	378973408	119	66,700	SH		SOLE		66,700	0	0
GLOBE LIFE INC	COMMON STOCK USD1.0	37959E102	31	329	SH		SOLE		329	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	1,956	199,998	SH		SOLE		199,998	0	0
GO ACQUISITION CORP CLASS A	GO ACQUISITION CORP CW27GO	362019119	73	66,666	SH		SOLE		66,666	0	0
GOAL ACQUISITIONS CORP	COMMON STOCK USD.0001	38021H107	964	100,000	SH		SOLE		100,000	0	0
GOAL ACQUISITIONS CORP	GOAL ACQUISITIONS CORP CW	38021H115	64	100,000	SH		SOLE		100,000	0	0
GOBI ACQUISITION CORP A	COMMON STOCK USD.001	G4022Y104	985	100,000	SH		SOLE		100,000	0	0
GOLDEN ENTERTAINMENT INC	COMMON STOCK USD.01	381013101	472	10,525	SH		SOLE		10,525	0	0
GOLDEN FALCON ACQUISITI CL A	COMMON STOCK USD.0001	38102H109	1,458	150,000	SH		SOLE		150,000	0	0
GOLDEN FALCON ACQUISITI CL A	GOLDEN FALCON ACQ CL A CW26	38102H117	70	75,000	SH		SOLE		75,000	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	8,271	21,794	SH		SOLE		21,794	0	0
GORES GUGGENHEIM INC CL A	COMMON STOCK USD.0001	38286Q107	732	75,000	SH		SOLE		75,000	0	0
GORES GUGGENHEIM INC CL A	GORES GUGGENHEIM CL A CW27	38286Q115	21	15,000	SH		SOLE		15,000	0	0
GORES HOLDINGS V INC CLASS A	GORES HOLDINGS V INC CW27	382864114	102	50,000	SH		SOLE		50,000	0	0
GORES HOLDINGS VI INC A	GORES HOLDINGS VI A CW27	38286R113	89	15,000	SH		SOLE		15,000	0	0
GORES HOLDINGS VII INC A	COMMON STOCK USD.0001	38286T101	693	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	COMMON STOCK USD.0001	382863108	694	70,000	SH		SOLE		70,000	0	0
GORES HOLDINGS VIII INC CL A	GORES HOLD VIII CL A CW27	382863116	11	8,750	SH		SOLE		8,750	0	0
GORES METROPOULOS II INC A	COMMON STOCK USD.0001	382873107	692	70,000	SH		SOLE		70,000	0	0
GORES METROPOULOS II INC A	GORES METROPOULOS II CW28	382873115	20	14,000	SH		SOLE		14,000	0	0
GORES TECHNOLOGY PARTNERS A	COMMON STOCK USD.0001	382870103	402	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	694	70,000	SH		SOLE		70,000	0	0
GORES TECHNOLOGY PRTNR II A	GORES TECH PARTN II A CW27	38287L115	25	14,000	SH		SOLE		14,000	0	0
GRACO INC	COMMON STOCK USD1.0	384109104	1,826	24,120	SH		SOLE		24,120	0	0
GREAT SOUTHERN BANCORP INC	COMMON STOCK USD.01	390905107	370	6,860	SH		SOLE		6,860	0	0
GRITSTONE BIO INC	COMMON STOCK USD.0001	39868T105	298	32,680	SH		SOLE		32,680	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	2	1,666	SH		SOLE		1,666	0	0
GROUP NINE ACQUISITION CORP	UNIT USD.0001	39947R203	0	2	SH		SOLE		2	0	0
GROUPON INC	COMMON STOCK USD.0001	399473206	242	5,597	SH		SOLE		5,597	0	0
GS ACQUISITION HDS CORP II	UNIT USD.0001	36258Q204	0	4	SH		SOLE		4	0	0
GS ACQUISITION HOLDINGS A	COMMON STOCK USD.0001	36258Q105	208	19,996	SH		SOLE		19,996	0	0
GS ACQUISITION HOLDINGS A	GS ACQUISITION HOLDINGS CW25	36258Q113	11	4,999	SH		SOLE		4,999	0	0
GULFPORT ENERGY CORP	COMMON STOCK USD.0001	402635502	179	2,770	SH		SOLE		2,770	0	0
HR BLOCK INC	COMMON STOCK	093671105	270	11,495	SH		SOLE		11,495	0	0
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	405024100	929	13,935	SH		SOLE		13,935	0	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	1,586	68,612	SH		SOLE		68,612	0	0
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	40637H109	846	18,629	SH		SOLE		18,629	0	0
HAMILTON LANE ALL CLASS A	COMMON STOCK USD.0001	40749M103	682	69,996	SH		SOLE		69,996	0	0
HAMILTON LANE ALL CLASS A	HAMILTON LANE ALL CLAS CW26	40749M111	23	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	887	19,960	SH		SOLE		19,960	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	631	33,771	SH		SOLE		33,771	0	0
HANMI FINANCIAL CORPORATION	COMMON STOCK USD.001	410495204	694	36,394	SH		SOLE		36,394	0	0
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	416515104	361	5,828	SH		SOLE		5,828	0	0
HARVARD BIOSCIENCE INC	COMMON STOCK USD.01	416906105	347	41,678	SH		SOLE		41,678	0	0
HASBRO INC	COMMON STOCK USD.5	418056107	163	1,727	SH		SOLE		1,727	0	0
HAWAIIAN ELECTRIC INDS	COMMON STOCK	419870100	2,753	65,110	SH		SOLE		65,110	0	0
HAYMAKER ACQUISITION CORP A	COMMON STOCK USD.0001	42087R108	272	28,000	SH		SOLE		28,000	0	0
HAYMAKER ACQUISITION CORP A	HAYMAKER ACQUISITION CO CW27	42087R116	7	7,000	SH		SOLE		7,000	0	0
HCA HEALTHCARE INC	COMMON STOCK USD.01	40412C101	3,130	15,139	SH		SOLE		15,139	0	0
HEALTH ASSURANCE ACQUISIT A	COMMON STOCK USD.0001	42226W109	1,001	99,996	SH		SOLE		99,996	0	0
HEALTH ASSURANCE ACQUISIT A	HEALTH ASSURANCE ACQU CW25	42226W117	45	24,999	SH		SOLE		24,999	0	0
HEALTH ASSURANCE ACQUISITION	UNIT USD.0001	42226W208	0	4	SH		SOLE		4	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	333	11,013	SH		SOLE		11,013	0	0
HEALTHCARE SERVICES ACQUI A	COMMON STOCK USD.0001	42227K104	968	100,000	SH		SOLE		100,000	0	0
HEALTHCARE SERVICES ACQUI A	HEALTHCARE SERVICES CW27	42227K112	45	50,000	SH		SOLE		50,000	0	0
HEALTHCARE TRUST OF AME CL A	REIT USD.01	42225P501	779	29,188	SH		SOLE		29,188	0	0
HEALTHCOR CATALIO ACQUISIT A	COMMON STOCK USD.0001	G44125105	887	90,000	SH		SOLE		90,000	0	0
HEALTHPEAK PROPERTIES INC	REIT USD1.0	42250P103	2,046	61,452	SH		SOLE		61,452	0	0
HEALTHSTREAM INC	COMMON STOCK	42222N103	529	18,917	SH		SOLE		18,917	0	0
HEARTLAND FINANCIAL USA INC	COMMON STOCK USD1.0	42234Q102	504	10,717	SH		SOLE		10,717	0	0
HECLA MINING CO	COMMON STOCK USD.25	422704106	563	75,717	SH		SOLE		75,717	0	0
HEICO CORP	COMMON STOCK USD.01	422806109	1,387	9,947	SH		SOLE		9,947	0	0
HELEN OF TROY LTD	COMMON STOCK USD.1	G4388N106	778	3,412	SH		SOLE		3,412	0	0
HELMERICH PAYNE	COMMON STOCK USD.1	423452101	420	12,885	SH		SOLE		12,885	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	6	2,500	SH		SOLE		2,500	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	969	13,067	SH		SOLE		13,067	0	0
HERBALIFE NUTRITION LTD	COMMON STOCK USD.002	G4412G101	1,397	26,485	SH		SOLE		26,485	0	0
HERC HOLDINGS INC	COMMON STOCK USD.01	42704L104	1,317	11,755	SH		SOLE		11,755	0	0
HERMAN MILLER INC	COMMON STOCK USD.2	600544100	294	6,240	SH		SOLE		6,240	0	0
HERON THERAPEUTICS INC	COMMON STOCK USD.01	427746102	375	24,143	SH		SOLE		24,143	0	0
HERSHEY CO/THE	COMMON STOCK USD1.0	427866108	666	3,821	SH		SOLE		3,821	0	0
HESS CORP	COMMON STOCK USD1.0	42809H107	490	5,610	SH		SOLE		5,610	0	0
HEWLETT PACKARD ENTERPRISE	COMMON STOCK USD.01	42824C109	1,666	114,250	SH		SOLE		114,250	0	0
HIG ACQUISITION CORP CLASS A	COMMON STOCK USD.0001	G44898107	728	75,000	SH		SOLE		75,000	0	0
HIG ACQUISITION CORP CLASS A	HIG ACQUISITION CORP A CW25	G44898123	28	25,000	SH		SOLE		25,000	0	0
HIGHLAND TRANSCEND PART CL A	COMMON STOCK USD.0001	G44690108	243	24,996	SH		SOLE		24,996	0	0
HIGHLAND TRANSCEND PART CL A	HIGHLAND TRANSCEN CL A CW27	G44690124	9	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	1,057	23,396	SH		SOLE		23,396	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	2,457	21,629	SH		SOLE		21,629	0	0
HILLENBRAND INC	COMMON STOCK	431571108	268	6,073	SH		SOLE		6,073	0	0
HILLTOP HOLDINGS INC	COMMON STOCK USD.01	432748101	1,096	30,119	SH		SOLE		30,119	0	0
HNI CORP	COMMON STOCK USD1.0	404251100	273	6,214	SH		SOLE		6,214	0	0
HOLICITY INC	UNIT USD.0001	435063201	0	1	SH		SOLE		1	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	741	11,102	SH		SOLE		11,102	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	20,565	64,489	SH		SOLE		64,489	0	0
HOMOLOGY MEDICINES INC	COMMON STOCK USD.0001	438083107	388	53,370	SH		SOLE		53,370	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	438516106	2,782	12,683	SH		SOLE		12,683	0	0
HORIZON ACQUIS CORP II CL A	COMMON STOCK USD.0001	G46044106	1,954	199,998	SH		SOLE		199,998	0	0
HORIZON ACQUIS CORP II CL A	HORIZON ACQUIS CORP II CW27	G46044114	78	66,666	SH		SOLE		66,666	0	0
HORIZON ACQUISITION COR CL A	HORIZON ACQUISITION CW25	G46049113	119	66,666	SH		SOLE		66,666	0	0
HORIZON ACQUISITION CORP	UNIT	G46049121	0	2	SH		SOLE		2	0	0
HORIZON ACQUISITION CORP II	UNIT USD.0001	G46044122	0	2	SH		SOLE		2	0	0
HORIZON THERAPEUTICS PLC	COMMON STOCK USD.0001	G46188101	179	1,909	SH		SOLE		1,909	0	0
HOST HOTELS RESORTS INC	REIT USD.01	44107P104	1,923	112,533	SH		SOLE		112,533	0	0
HOWMET AEROSPACE INC	COMMON STOCK	443201108	1,331	38,604	SH		SOLE		38,604	0	0
HP INC	COMMON STOCK USD.01	40434L105	3,782	125,264	SH		SOLE		125,264	0	0
HPX CORP A	COMMON STOCK USD.0001	G32219100	591	60,000	SH		SOLE		60,000	0	0
HPX CORP A	HPX CORP A CW25	G32219126	26	30,000	SH		SOLE		30,000	0	0
HUDSON EXECUTIVE INVESTMEN A	COMMON STOCK USD.0001	44376L107	1,463	150,000	SH		SOLE		150,000	0	0
HUDSON EXECUTIVE INVESTMEN A	HUDSON EXECUTIVE INV A CW28	44376L115	38	30,000	SH		SOLE		30,000	0	0
HUDSON EXECUTIVE INVESTMENT	COMMON STOCK USD.0001	443760103	194	20,000	SH		SOLE		20,000	0	0
HUDSON EXECUTIVE INVESTMENT	HUDSON EXECUTIVE INV CW27	443760111	6	5,000	SH		SOLE		5,000	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	1,012	2,285	SH		SOLE		2,285	0	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	117	715	SH		SOLE		715	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	712	49,899	SH		SOLE		49,899	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	8,959	42,510	SH		SOLE		42,510	0	0
IAA INC	COMMON STOCK USD.01	449253103	2,109	38,669	SH		SOLE		38,669	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.0001	44891N208	9,737	63,155	SH		SOLE		63,155	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	277	16,197	SH		SOLE		16,197	0	0
IDEX CORP	COMMON STOCK USD.01	45167R104	18,640	84,708	SH		SOLE		84,708	0	0
IDEXX LABORATORIES INC	COMMON STOCK USD.1	45168D104	2,010	3,182	SH		SOLE		3,182	0	0
IHEARTMEDIA INC CLASS A	COMMON STOCK	45174J509	3,940	146,287	SH		SOLE		146,287	0	0
IHS MARKIT LTD	COMMON STOCK USD.01	G47567105	12,076	107,191	SH		SOLE		107,191	0	0
II VI INC	COMMON STOCK	902104108	520	7,168	SH		SOLE		7,168	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	844	3,774	SH		SOLE		3,774	0	0
IMAX CORP	COMMON STOCK	45245E109	560	26,059	SH		SOLE		26,059	0	0
INARI MEDICAL INC	COMMON STOCK USD.001	45332Y109	622	6,672	SH		SOLE		6,672	0	0
INCYTE CORP	COMMON STOCK USD.001	45337C102	895	10,639	SH		SOLE		10,639	0	0
INDEPENDENCE HDS CORP CL A	COMMON STOCK USD.0001	G4761A101	2,000	200,000	SH		SOLE		200,000	0	0
INDEPENDENCE HDS CORP CL A	INDEPENDENCE HDS CL A CW28	G4761A127	48	40,000	SH		SOLE		40,000	0	0
INDEPENDENCE REALTY TRUST IN	REIT USD.01	45378A106	804	44,090	SH		SOLE		44,090	0	0
INGERSOLL RAND INC	COMMON STOCK USD.01	45687V106	356	7,300	SH		SOLE		7,300	0	0
INGLES MARKETS INC CLASS A	COMMON STOCK USD.05	457030104	662	11,361	SH		SOLE		11,361	0	0
INNOVATIVE INDUSTRIAL PROPER	REIT USD.001	45781V101	469	2,454	SH		SOLE		2,454	0	0
INNOVIVA INC	COMMON STOCK USD.01	45781M101	654	48,791	SH		SOLE		48,791	0	0
INOVALON HOLDINGS INC A	COMMON STOCK USD.000005	45781D101	326	9,561	SH		SOLE		9,561	0	0
INSMED INC	COMMON STOCK USD.01	457669307	306	10,751	SH		SOLE		10,751	0	0
INSPERITY INC	COMMON STOCK USD.01	45778Q107	484	5,355	SH		SOLE		5,355	0	0
INTEGER HOLDINGS CORP	COMMON STOCK USD.001	45826H109	736	7,814	SH		SOLE		7,814	0	0
INTEGRA LIFESCIENCES HOLDING	COMMON STOCK USD.01	457985208	48	700	SH		SOLE		700	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	8,136	144,928	SH		SOLE		144,928	0	0
INTELLIA THERAPEUTICS INC	COMMON STOCK USD.0001	45826J105	1,508	9,313	SH		SOLE		9,313	0	0
INTERACTIVE BROKERS GRO CL A	COMMON STOCK USD.01	45841N107	1,251	19,039	SH		SOLE		19,039	0	0
INTERCEPT PHARMACEUTICALS IN	COMMON STOCK USD.001	45845P108	477	23,894	SH		SOLE		23,894	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	8,363	70,459	SH		SOLE		70,459	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	265	3,635	SH		SOLE		3,635	0	0
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.0	459044103	644	15,008	SH		SOLE		15,008	0	0
INTERNATIONAL GAME TECHNOLOG	COMMON STOCK USD.1	G4863A108	1,150	47,982	SH		SOLE		47,982	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	460146103	2,477	40,395	SH		SOLE		40,395	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	24	20,000	SH		SOLE		20,000	0	0
INTERPRIVATE III FINANCIAL A	COMMON STOCK USD.0001	46064R106	970	100,000	SH		SOLE		100,000	0	0
INTERPRIVATE III FINANCIAL A	INTERPRIVATE III FIN A CW27	46064R114	23	20,000	SH		SOLE		20,000	0	0
INTERPRIVATE IV INFRATECH A	COMMON STOCK USD.0001	46064T102	1,463	150,000	SH		SOLE		150,000	0	0
INTERPRIVATE IV INFRATECH A	INTERPRIVATE IV INFRAT CW27	46064T110	37	30,000	SH		SOLE		30,000	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	2,970	91,415	SH		SOLE		91,415	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	4,832	32,962	SH		SOLE		32,962	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	2,441	4,979	SH		SOLE		4,979	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	188	7,037	SH		SOLE		7,037	0	0
INVESTINDUSTRIAL ACQ CLASS A	COMMON STOCK USD.0001	G4771L105	976	99,999	SH		SOLE		99,999	0	0
INVESTINDUSTRIAL ACQ CLASS A	INVESTINDUSTRIAL CL A CW27	G4771L113	35	33,333	SH		SOLE		33,333	0	0
INVESTINDUSTRIAL ACQUISITION	UNIT USD.0001	G4771L121	0	1	SH		SOLE		1	0	0
INVITAE CORP	COMMON STOCK USD.0001	46185L103	1,171	34,707	SH		SOLE		34,707	0	0
INVITATION HOMES INC	REIT USD.01	46187W107	2,916	78,211	SH		SOLE		78,211	0	0
ION ACQUISITION CORP 2 LTD	UNIT USD.0001	G49393120	0	8	SH		SOLE		8	0	0
ION ACQUISITION CORP 2 LTD A	COMMON STOCK USD.0001	G49393104	49	4,992	SH		SOLE		4,992	0	0
ION ACQUISITION CORP 2 LTD A	ION ACQ CL A CW27	G49393112	1	624	SH		SOLE		624	0	0
ION ACQUISITION CORP 3 LTD A	COMMON STOCK USD.0001	G4940J114	981	100,000	SH		SOLE		100,000	0	0
ION GEOPHYSICAL CORP	SECURED 12/25 8	462044AJ7	1,060	1,044,000	SH		SOLE		1,044,000	0	0
ION GEOPHYSICAL CORP	COMMON STOCK USD.01	462044207	135	64,534	SH		SOLE		64,534	0	0
IPG PHOTONICS CORP	COMMON STOCK USD.0001	44980X109	248	1,177	SH		SOLE		1,177	0	0
IQVIA HOLDINGS INC	COMMON STOCK USD.01	46266C105	16,163	66,702	SH		SOLE		66,702	0	0
IRIDIUM COMMUNICATIONS INC	COMMON STOCK USD.001	46269C102	477	11,933	SH		SOLE		11,933	0	0
IRON MOUNTAIN INC	REIT USD.01	46284V101	2,292	54,159	SH		SOLE		54,159	0	0
ISHARES CORE SP MID CAP ETF	ISHARES CORE S+P MIDCAP ETF	464287507	30,817	114,675	SH		SOLE		114,675	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	155,373	1,969,733	SH		SOLE		1,969,733	0	0
ISHARES MSCI EAFE VALUE ETF	ISHARES MSCI EAFE VALUE ETF	464288877	15,809	305,436	SH		SOLE		305,436	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	70,671	1,281,426	SH		SOLE		1,281,426	0	0
ISHARES MSCI WORLD ETF	ISHARES MSCI WORLD ETF	464286392	2,148	16,972	SH		SOLE		16,972	0	0
ISHARES RUSSELL 2000 ETF	ISHARES RUSSELL 2000 ETF	464287655	41,064	179,030	SH		SOLE		179,030	0	0
ISHARES RUSSELL 2000 VALUE ETF	ISHARES RUSSELL 2000 VALUE E	464287630	16,078	96,990	SH		SOLE		96,990	0	0
ISHARES SP MID CAP 400 VALUE	ISHARES S+P MID CAP 400 VALU	464287705	14,685	139,403	SH		SOLE		139,403	0	0
ISOS ACQUISITION CORP	ISOS ACQUISITION CORP CW26	G4962C104	33	33,332	SH		SOLE		33,332	0	0
ISOS ACQUISITION CORP	UNIT USD.0001	G4962C120	0	4	SH		SOLE		4	0	0
ISOS ACQUISITION CORP A	COMMON STOCK USD.0001	G4962C112	988	99,996	SH		SOLE		99,996	0	0
ITIQUIRA ACQUISITION CORP A	COMMON STOCK USD.0001	G49773107	1,493	155,000	SH		SOLE		155,000	0	0
ITIQUIRA ACQUISITION CORP A	ITIQUIRA ACQ CL A CW27	G49773115	64	77,500	SH		SOLE		77,500	0	0
ITT INC	COMMON STOCK USD1.0	45073V108	906	9,890	SH		SOLE		9,890	0	0
IVANHOE CAPITAL ACQUISIT A	IVANHOE CAPITAL CL A CW27	G4R87P106	61	33,332	SH		SOLE		33,332	0	0
IVANHOE CAPITAL ACQUISIT A	COMMON STOCK USD.0001	G4R87P114	1,017	99,996	SH		SOLE		99,996	0	0
IVANHOE CAPITAL ACQUISITION	UNIT USD.0001	G4R87P122	0	4	SH		SOLE		4	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	3,907	28,405	SH		SOLE		28,405	0	0
JABIL INC	COMMON STOCK USD.001	466313103	904	15,554	SH		SOLE		15,554	0	0
JACK CREEK INVESTMENT C CL A	COMMON STOCK USD.0001	G4989X115	1,449	150,000	SH		SOLE		150,000	0	0
JACK CREEK INVESTMENT C CL A	JACK CREEK INVESTMENT CW27	G4989X123	61	75,000	SH		SOLE		75,000	0	0
JACK HENRY ASSOCIATES INC	COMMON STOCK USD.01	426281101	2,742	16,769	SH		SOLE		16,769	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	1,321	11,858	SH		SOLE		11,858	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.0	469814107	3,364	25,214	SH		SOLE		25,214	0	0
JANUS HENDERSON GROUP PLC	COMMON STOCK USD1.5	G4474Y214	2,584	66,569	SH		SOLE		66,569	0	0
JAWS HURRICANE ACQUISITON CO	UNIT USD.0001	47201B202	604	60,000	SH		SOLE		60,000	0	0
JAWS JUGGERNAUT ACQUISITION	UNIT USD.0001	G50735128	503	50,000	SH		SOLE		50,000	0	0
JAWS MUSTANG ACQUISITION C A	COMMON STOCK USD.0001	G50737108	1,464	150,000	SH		SOLE		150,000	0	0
JAWS MUSTANG ACQUISITION C A	JAWS MUSTANG ACQ C CW26	G50737124	47	37,500	SH		SOLE		37,500	0	0
JAWS SPITFIRE ACQUISITION A	JAWS SPITFIRE ACQ CL A CW25	G50740110	10	4,999	SH		SOLE		4,999	0	0
JAWS SPITFIRE ACQUISITION CO	UNIT USD.0001	G50740128	0	4	SH		SOLE		4	0	0
JBG SMITH PROPERTIES	REIT USD.01	46590V100	1,517	48,148	SH		SOLE		48,148	0	0
JEFFERIES FINANCIAL GROUP IN	COMMON STOCK USD1.0	47233W109	132	3,868	SH		SOLE		3,868	0	0
JIYA ACQUISITION CORP CL A	COMMON STOCK USD.0001	47760M102	746	75,000	SH		SOLE		75,000	0	0
JM SMUCKER CO/THE	COMMON STOCK	832696405	248	1,917	SH		SOLE		1,917	0	0
JOFF FINTECH ACQ CORP A	COMMON STOCK USD.0001	46592C100	2,415	249,996	SH		SOLE		249,996	0	0
JOFF FINTECH ACQ CORP A	JOFF FINTECH ACQ CW27	46592C118	86	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	25,743	156,264	SH		SOLE		156,264	0	0
JOHNSON CONTROLS INTERNATION	COMMON STOCK USD.01	G51502105	1,868	27,217	SH		SOLE		27,217	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	2,403	12,294	SH		SOLE		12,294	0	0
JPMORGAN CHASE CO	COMMON STOCK USD1.0	46625H100	36,249	233,051	SH		SOLE		233,051	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	174	6,362	SH		SOLE		6,362	0	0
KAIROS ACQUISITION CORP A	KAIROS ACQ CL A CW27	G52110106	59	75,000	SH		SOLE		75,000	0	0
KAIROS ACQUISITION CORP A	COMMON STOCK	G52110114	1,455	150,000	SH		SOLE		150,000	0	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	1,947	6,870	SH		SOLE		6,870	0	0
KB HOME	COMMON STOCK USD1.0	48666K109	462	11,354	SH		SOLE		11,354	0	0
KBR INC	COMMON STOCK USD.001	48242W106	634	16,623	SH		SOLE		16,623	0	0
KELLOGG CO	COMMON STOCK USD.25	487836108	553	8,595	SH		SOLE		8,595	0	0
KENSINGTON CAPITAL ACQU CL A	COMMON STOCK USD.0001	49006L104	1,990	199,996	SH		SOLE		199,996	0	0
KENSINGTON CAPITAL ACQU CL A	KENSINGTON CAPITAL ACQ CW27	49006L112	86	49,999	SH		SOLE		49,999	0	0
KENSINGTON CAPITAL ACQUISITI	UNIT USD.0001	49006L203	0	4	SH		SOLE		4	0	0
KERNEL GROUP HOLDINGS INC A	COMMON STOCK USD.0001	G5259L103	1,460	150,000	SH		SOLE		150,000	0	0
KERNEL GROUP HOLDINGS INC A	KERNEL GROUP HLDG A CW27	G5259L129	78	75,000	SH		SOLE		75,000	0	0
KEYCORP	COMMON STOCK USD1.0	493267108	2,738	132,582	SH		SOLE		132,582	0	0
KEYSIGHT TECHNOLOGIES IN	COMMON STOCK	49338L103	475	3,079	SH		SOLE		3,079	0	0
KFORCE INC	COMMON STOCK USD.01	493732101	1,519	24,135	SH		SOLE		24,135	0	0
KHOSLA VENTURES ACQUISITION	COMMON STOCK USD.0001	482504107	49	5,000	SH		SOLE		5,000	0	0
KILROY REALTY CORP	REIT USD.01	49427F108	1,610	23,122	SH		SOLE		23,122	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	976	7,298	SH		SOLE		7,298	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	2,260	108,400	SH		SOLE		108,400	0	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	2,141	117,461	SH		SOLE		117,461	0	0
KINS TECHNOLOGY GROUP INC A	COMMON STOCK USD.0001	49714K109	986	100,000	SH		SOLE		100,000	0	0
KINS TECHNOLOGY GROUP INC A	KINS TECH GROUP CL A CW25	49714K117	42	50,000	SH		SOLE		50,000	0	0
KIRKLAND LAKE GOLD LTD	COMMON STOCK	49741E100	1,141	29,611	SH		SOLE		29,611	0	0
KKR CO INC	COMMON STOCK USD.01	48251W104	1,326	22,378	SH		SOLE		22,378	0	0
KKR ACQUISITION HOLDINGS I A	COMMON STOCK USD.0001	48253T109	393	40,000	SH		SOLE		40,000	0	0
KKR ACQUISITION HOLDINGS I A	KKR ACQ HOLDING I CL A CW27	48253T117	12	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	388	39,996	SH		SOLE		39,996	0	0
KL ACQUISITION CORP/MO CLS A	KL ACQUISITION CORP CW28	49837C117	13	13,332	SH		SOLE		13,332	0	0
KLA CORP	COMMON STOCK USD.001	482480100	1,763	5,439	SH		SOLE		5,439	0	0
KNIGHT SWIFT TRANSPORTATION	COMMON STOCK USD.001	499049104	3,587	78,903	SH		SOLE		78,903	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	997	18,093	SH		SOLE		18,093	0	0
KONTOOR BRANDS INC	COMMON STOCK	50050N103	332	5,894	SH		SOLE		5,894	0	0
KORN FERRY	COMMON STOCK USD.01	500643200	1,976	27,239	SH		SOLE		27,239	0	0
KOSMOS ENERGY LTD	COMMON STOCK USD.01	500688106	391	113,005	SH		SOLE		113,005	0	0
KRAFT HEINZ CO/THE	COMMON STOCK USD.01	500754106	263	6,460	SH		SOLE		6,460	0	0
KRATON CORP	COMMON STOCK USD.01	50077C106	265	8,192	SH		SOLE		8,192	0	0
KROGER CO	COMMON STOCK USD1.0	501044101	1,974	51,534	SH		SOLE		51,534	0	0
KRONOS WORLDWIDE INC	COMMON STOCK USD.01	50105F105	297	20,738	SH		SOLE		20,738	0	0
L BRANDS INC	COMMON STOCK USD.5	501797104	1,636	22,708	SH		SOLE		22,708	0	0
L CATTERTON ASIA ACQ CLASS A	L CATTERTON ASIA ACQ CW	G5346G117	23	25,000	SH		SOLE		25,000	0	0
L CATTERTON ASIA ACQ CLASS A	COMMON STOCK USD.0001	G5346G125	728	75,000	SH		SOLE		75,000	0	0
L3HARRIS TECHNOLOGIES INC	COMMON STOCK USD1.0	502431109	11,358	52,548	SH		SOLE		52,548	0	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	1,466	5,314	SH		SOLE		5,314	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	3,144	4,831	SH		SOLE		4,831	0	0
LAMB WESTON HOLDINGS INC	COMMON STOCK USD1.0	513272104	281	3,488	SH		SOLE		3,488	0	0
LANDS END INC	COMMON STOCK USD.01	51509F105	941	22,923	SH		SOLE		22,923	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	1,193	7,549	SH		SOLE		7,549	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	808	14,380	SH		SOLE		14,380	0	0
LDH GROWTH CORP I CLASS A	COMMON STOCK USD.0001	G54094100	97	10,000	SH		SOLE		10,000	0	0
LDH GROWTH CORP I CLASS A	LDH GROWTH CORP I CL A CW28	G54094126	3	2,000	SH		SOLE		2,000	0	0
LEAD EDGE GROWTH OPPORTUNI A	COMMON STOCK USD.0001	G54085108	147	15,000	SH		SOLE		15,000	0	0
LEAD EDGE GROWTH OPPORTUNI A	LEAD EDGE GROWTH OPP A CW28	G54085116	5	3,750	SH		SOLE		3,750	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	70	400	SH		SOLE		400	0	0
LEGGETT PLATT INC	COMMON STOCK USD.01	524660107	249	4,800	SH		SOLE		4,800	0	0
LEIDOS HOLDINGS INC	COMMON STOCK USD.0001	525327102	247	2,439	SH		SOLE		2,439	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	2,599	26,160	SH		SOLE		26,160	0	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	2,755	7,854	SH		SOLE		7,854	0	0
LEO HOLDINGS III CORP A	COMMON STOCK USD.0001	G5463T108	691	70,000	SH		SOLE		70,000	0	0
LEO HOLDINGS III CORP A	LEO HOLDINGS III A CW28	G5463T124	16	14,000	SH		SOLE		14,000	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	489	49,998	SH		SOLE		49,998	0	0
LEVERE HOLDINGS CORP A	LEVERE HOLDINGS CORP A CW28	G5462L122	17	16,666	SH		SOLE		16,666	0	0
LEXINFINTECH HOLDINGS L ADR	ADR	528877103	2,491	203,349	SH		SOLE		203,349	0	0
LGL SYSTEMS ACQUISITION A	COMMON STOCK USD.0001	50201G106	999	100,000	SH		SOLE		100,000	0	0
LGL SYSTEMS ACQUISITION A	LGL SYSTEMS ACQUISITI CW26	50201G114	91	50,000	SH		SOLE		50,000	0	0
LHC GROUP INC	COMMON STOCK USD.01	50187A107	286	1,430	SH		SOLE		1,430	0	0
LIBERTY BROADBAND C	COMMON STOCK USD.01	530307305	1,707	9,829	SH		SOLE		9,829	0	0
LIBERTY MEDIA ACQUISITION A	COMMON STOCK USD.0001	53073L104	102	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	2,518	23,460	SH		SOLE		23,460	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	467	3,556	SH		SOLE		3,556	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	260	4,136	SH		SOLE		4,136	0	0
LINDE PLC	COMMON STOCK EUR.001	G5494J103	3,018	10,438	SH		SOLE		10,438	0	0
LIONHEART ACQUISITION CORP A	COMMON STOCK USD.0001	53625R104	986	100,000	SH		SOLE		100,000	0	0
LIONHEART ACQUISITION CORP A	LIONHEART ACQUISITION CW26	53625R112	46	50,000	SH		SOLE		50,000	0	0
LIONS GATE ENTERTAINMENT A	COMMON STOCK NPV	535919401	849	41,000	SH		SOLE		41,000	0	0
LIVE OAK ACQUISITION CO CL A	COMMON STOCK USD.0001	53804W106	496	49,998	SH		SOLE		49,998	0	0
LIVE OAK ACQUISITION CO CL A	LIVE OAK ACQ CL A CW25	53804W114	37	16,666	SH		SOLE		16,666	0	0
LIVE OAK ACQUISITION CORP II	UNIT USD.0001	53804W205	0	2	SH		SOLE		2	0	0
LIVE OAK 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	2	1,000	SH		SOLE		1,000	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	85	1,733	SH		SOLE		1,733	0	0
LOCKHEED MARTIN CORP	COMMON STOCK USD1.0	539830109	8,192	21,653	SH		SOLE		21,653	0	0
LOEWS CORP	COMMON STOCK USD.01	540424108	176	3,225	SH		SOLE		3,225	0	0
LONGVIEW ACQUISITION CORP A	COMMON STOCK USD.0001	54319Q105	490	50,000	SH		SOLE		50,000	0	0
LONGVIEW ACQUISITION CORP A	LONGVIEW ACQUIS A CW26	54319Q113	14	10,000	SH		SOLE		10,000	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.0	546347105	519	8,616	SH		SOLE		8,616	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	5,528	28,499	SH		SOLE		28,499	0	0
LTC PROPERTIES INC	REIT USD.01	502175102	729	18,996	SH		SOLE		18,996	0	0
LUMBER LIQUIDATORS HOLDINGS	COMMON STOCK USD.001	55003T107	225	10,650	SH		SOLE		10,650	0	0
LUMEN TECHNOLOGIES INC	COMMON STOCK USD1.0	550241103	3,840	282,544	SH		SOLE		282,544	0	0
LUMENTUM HOLDINGS INC	COMMON STOCK USD.001	55024U109	650	7,922	SH		SOLE		7,922	0	0
LUX HEALTH TECH ACQUIS CL A	COMMON STOCK USD.0001	55068A100	989	99,999	SH		SOLE		99,999	0	0
LUX HEALTH TECH ACQUIS CL A	LUX HEALTH TECH ACQUIS CW27	55068A118	44	33,333	SH		SOLE		33,333	0	0
LUX HEALTH TECH ACQUISITION	UNIT USD.0001	55068A209	0	1	SH		SOLE		1	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	2,015	19,585	SH		SOLE		19,585	0	0
MT BANK CORP	COMMON STOCK USD.5	55261F104	349	2,399	SH		SOLE		2,399	0	0
M3 BRIGADE ACQUISITION II A	COMMON STOCK USD.0001	553800103	486	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
MACERICH CO/THE	REIT USD.01	554382101	860	47,112	SH		SOLE		47,112	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	1,178	62,152	SH		SOLE		62,152	0	0
MAGENTA THERAPEUTICS INC	COMMON STOCK USD.001	55910K108	257	26,236	SH		SOLE		26,236	0	0
MANNKIND CORP	COMMON STOCK USD.01	56400P706	3,965	727,600	SH		SOLE		727,600	0	0
MANPOWERGROUP INC	COMMON STOCK USD.01	56418H100	2,165	18,206	SH		SOLE		18,206	0	0
MARATHON OIL CORP	COMMON STOCK USD1.0	565849106	1,842	135,242	SH		SOLE		135,242	0	0
MARATHON PETROLEUM CORP	COMMON STOCK USD.01	56585A102	2,411	39,906	SH		SOLE		39,906	0	0
MARAVAI LIFESCIENCES HLDGS A	COMMON STOCK USD.01	56600D107	475	11,374	SH		SOLE		11,374	0	0
MARCUS MILLICHAP INC	COMMON STOCK USD.0001	566324109	295	7,596	SH		SOLE		7,596	0	0
MARKEL CORP	COMMON STOCK	570535104	1,733	1,460	SH		SOLE		1,460	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	1,936	199,998	SH		SOLE		199,998	0	0
MARLIN TECHNOLOGY CORP A	MARLIN TECHNOLOGY CW26	G58411110	79	66,666	SH		SOLE		66,666	0	0
MARQUEE RAINE ACQUISITION A	COMMON STOCK USD.0001	G58442107	396	40,000	SH		SOLE		40,000	0	0
MARQUEE RAINE ACQUISITION A	MARQUEE RAINE ACQ CL A CW25	G58442123	13	10,000	SH		SOLE		10,000	0	0
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	571903202	2,124	15,558	SH		SOLE		15,558	0	0
MARSH MCLENNAN COS	COMMON STOCK USD1.0	571748102	5,348	38,015	SH		SOLE		38,015	0	0
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	573284106	359	1,021	SH		SOLE		1,021	0	0
MARVELL TECHNOLOGY INC	COMMON STOCK USD.002	573874104	984	16,873	SH		SOLE		16,873	0	0
MASCO CORP	COMMON STOCK USD1.0	574599106	16,628	282,267	SH		SOLE		282,267	0	0
MASON INDUSTRIAL TECHN CL A	COMMON STOCK USD.0001	57520Y106	2,414	249,996	SH		SOLE		249,996	0	0
MASON INDUSTRIAL TECHN CL A	MASON INDUSTRIAL CL A CW27	57520Y114	75	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	711	6,360	SH		SOLE		6,360	0	0
MASTERCARD INC A	COMMON STOCK USD.0001	57636Q104	29,846	81,749	SH		SOLE		81,749	0	0
MATADOR RESOURCES CO	COMMON STOCK USD.01	576485205	522	14,495	SH		SOLE		14,495	0	0
MATCH GROUP INC	COMMON STOCK	57667L107	984	6,102	SH		SOLE		6,102	0	0
MATTEL INC	COMMON STOCK USD1.0	577081102	1,008	50,167	SH		SOLE		50,167	0	0
MAXIM INTEGRATED PRODUCTS	COMMON STOCK USD.001	57772K101	2,254	21,393	SH		SOLE		21,393	0	0
MCAP ACQUISITION CORP	UNIT USD.0001	55282T208	0	2	SH		SOLE		2	0	0
MCAP ACQUISITION CORP A	COMMON STOCK USD.0001	55282T109	481	49,998	SH		SOLE		49,998	0	0
MCAP ACQUISITION CORP A	MCAP ACQUISITION CW27	55282T117	17	16,666	SH		SOLE		16,666	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	5,910	25,584	SH		SOLE		25,584	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	3,287	17,188	SH		SOLE		17,188	0	0
MDC HOLDINGS INC	COMMON STOCK USD.01	552676108	1,114	22,013	SH		SOLE		22,013	0	0
MDH ACQUISITION CORP CL A	COMMON STOCK USD.0001	55283P106	1,205	125,000	SH		SOLE		125,000	0	0
MDH ACQUISITION CORP CL A	MDH ACQ CL A CW28	55283P114	49	62,500	SH		SOLE		62,500	0	0
MDU RESOURCES GROUP INC	COMMON STOCK USD1.0	552690109	1,159	36,969	SH		SOLE		36,969	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	3,584	178,314	SH		SOLE		178,314	0	0
MEDIFAST INC	COMMON STOCK USD.001	58470H101	232	819	SH		SOLE		819	0	0
MEDPACE HOLDINGS INC	COMMON STOCK USD.01	58506Q109	564	3,195	SH		SOLE		3,195	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	4,607	37,114	SH		SOLE		37,114	0	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	986	633	SH		SOLE		633	0	0
MERCK CO. INC.	COMMON STOCK USD.5	58933Y105	5,927	76,213	SH		SOLE		76,213	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	1,928	20,489	SH		SOLE		20,489	0	0
META FINANCIAL GROUP INC	COMMON STOCK USD.01	59100U108	882	17,417	SH		SOLE		17,417	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	2,547	42,556	SH		SOLE		42,556	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	12,354	8,918	SH		SOLE		8,918	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	552848103	724	53,242	SH		SOLE		53,242	0	0
MGM GROWTH PROPERTIES LLC A	REIT	55303A105	864	23,587	SH		SOLE		23,587	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	3,446	23,016	SH		SOLE		23,016	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	4,578	53,866	SH		SOLE		53,866	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	150,189	554,408	SH		SOLE		554,408	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	4,071	24,174	SH		SOLE		24,174	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	376	30,061	SH		SOLE		30,061	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	1,315	16,718	SH		SOLE		16,718	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	485	49,998	SH		SOLE		49,998	0	0
MISSION ADVANCEMENT CORP A	MISSION ADVANCEMENT A CW28	60501L119	13	16,666	SH		SOLE		16,666	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	900	5,059	SH		SOLE		5,059	0	0
MODERNA INC	COMMON STOCK USD.0001	60770K107	1,331	5,664	SH		SOLE		5,664	0	0
MOELIS CO CLASS A	COMMON STOCK USD.01	60786M105	506	8,887	SH		SOLE		8,887	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	2,759	14,353	SH		SOLE		14,353	0	0
MOLINA HEALTHCARE INC	COMMON STOCK USD.001	60855R100	53	211	SH		SOLE		211	0	0
MOLSON COORS BEVERAGE CO B	COMMON STOCK USD.01	60871R209	240	4,477	SH		SOLE		4,477	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	2,902	46,477	SH		SOLE		46,477	0	0
MONEYGRAM INTERNATIONAL INC	COMMON STOCK USD.01	60935Y208	316	31,381	SH		SOLE		31,381	0	0
MONSTER BEVERAGE CORP	COMMON STOCK	61174X109	678	7,417	SH		SOLE		7,417	0	0
MONTES ARCHIMEDES ACQUISIT A	COMMON STOCK USD.0001	612657106	3,956	400,000	SH		SOLE		400,000	0	0
MONTES ARCHIMEDES ACQUISIT A	MONTES ARCHIMEDES ACQ CW25	612657114	308	200,000	SH		SOLE		200,000	0	0
MOODY S CORP	COMMON STOCK USD.01	615369105	7,674	21,176	SH		SOLE		21,176	0	0
MOOG INC CLASS A	COMMON STOCK USD1.0	615394202	1,785	21,231	SH		SOLE		21,231	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	20,276	221,134	SH		SOLE		221,134	0	0
MORINGA ACQUISITION CORP A	COMMON STOCK USD.0001	G6S23K108	627	65,000	SH		SOLE		65,000	0	0
MORINGA ACQUISITION CORP A	MORINGA ACQUISITION COR CW26	G6S23K124	25	32,500	SH		SOLE		32,500	0	0
MORPHIC HOLDING INC	COMMON STOCK USD.0001	61775R105	371	6,458	SH		SOLE		6,458	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	654	20,503	SH		SOLE		20,503	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	1,954	199,998	SH		SOLE		199,998	0	0
MOTIVE CAPITAL CORP CL A	MOTIVE CAPITAL CORP CL CW25	G6293A111	64	66,666	SH		SOLE		66,666	0	0
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	620076307	447	2,060	SH		SOLE		2,060	0	0
MP MATERIALS CORP	COMMON STOCK USD.0001	553368101	0	1	SH		SOLE		1	0	0
MR COOPER GROUP INC	COMMON STOCK USD.01	62482R107	540	16,347	SH		SOLE		16,347	0	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	563	59,841	SH		SOLE		59,841	0	0
MSCI INC	COMMON STOCK USD.01	55354G100	9,306	17,457	SH		SOLE		17,457	0	0
MSD ACQUISITION CORP A	COMMON STOCK USD.0001	G5709C109	985	100,000	SH		SOLE		100,000	0	0
MULTIPLAN CORP	MULTIPLAN CORP CW25	62548M118	155	68,750	SH		SOLE		68,750	0	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	695	22,738	SH		SOLE		22,738	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F137	333	2,916	SH		SOLE		2,916	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	1,006	5,723	SH		SOLE		5,723	0	0
NATERA INC	COMMON STOCK USD.0001	632307104	1,751	15,427	SH		SOLE		15,427	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.0	636180101	189	3,624	SH		SOLE		3,624	0	0
NATIONAL HEALTHCARE CORP	COMMON STOCK USD.01	635906100	367	5,244	SH		SOLE		5,244	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	2,399	51,172	SH		SOLE		51,172	0	0
NATIONAL STORAGE AFFILIATES	REIT USD.01	637870106	2,179	43,094	SH		SOLE		43,094	0	0
NATIONAL VISION HOLDINGS INC	COMMON STOCK USD.01	63845R107	149	2,908	SH		SOLE		2,908	0	0
NATUS MEDICAL INC	COMMON STOCK USD.001	639050103	385	14,811	SH		SOLE		14,811	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	3,538	79,500	SH		SOLE		79,500	0	0
NEBULA CARAVEL ACQUISITION A	COMMON STOCK USD.0001	629070103	699	70,000	SH		SOLE		70,000	0	0
NEBULA CARAVEL ACQUISITION A	NEBULA CARAVEL ACQ A CW27	629070111	36	14,000	SH		SOLE		14,000	0	0
NEOGEN CORP	COMMON STOCK USD.16	640491106	532	11,552	SH		SOLE		11,552	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	361	4,413	SH		SOLE		4,413	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	6,287	11,903	SH		SOLE		11,903	0	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	356	9,281	SH		SOLE		9,281	0	0
NETSCOUT SYSTEMS INC	COMMON STOCK USD.001	64115T104	364	12,741	SH		SOLE		12,741	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	833	8,563	SH		SOLE		8,563	0	0
NEURONETICS INC	COMMON STOCK USD.01	64131A105	328	20,476	SH		SOLE		20,476	0	0
NEVRO CORP	COMMON STOCK USD.001	64157F103	731	4,412	SH		SOLE		4,412	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	483	49,998	SH		SOLE		49,998	0	0
NEW VISTA ACQUISITION CORP A	NEW VISTA ACQ CL A CW27	G6529L121	17	16,666	SH		SOLE		16,666	0	0
NEW YORK TIMES CO A	COMMON STOCK USD.1	650111107	681	15,633	SH		SOLE		15,633	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	144	5,260	SH		SOLE		5,260	0	0
NEWMONT CORP	COMMON STOCK USD1.6	651639106	2,074	32,721	SH		SOLE		32,721	0	0
NEWS CORP CLASS A	COMMON STOCK USD.01	65249B109	1,374	53,334	SH		SOLE		53,334	0	0
NEXPOINT RESIDENTIAL	REIT USD.01	65341D102	808	14,691	SH		SOLE		14,691	0	0
NEXSTAR MEDIA GROUP INC CL A	COMMON STOCK USD.01	65336K103	3,010	20,353	SH		SOLE		20,353	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	12,763	174,172	SH		SOLE		174,172	0	0
NEXTGEN ACQUISITION CORP	UNIT USD.0001	G65305115	0	1	SH		SOLE		1	0	0
NEXTGEN ACQUISITION CORP A	COMMON STOCK USD.0001	G65317102	257	25,000	SH		SOLE		25,000	0	0
NEXTGEN ACQUISITION CORP A	NEXTGEN ACQ CORP II A CW27	G65317128	13	5,000	SH		SOLE		5,000	0	0
NEXTGEN ACQUISITION CORP CLA	NEXTGEN ACQUISITION CW25	G65305123	62	33,333	SH		SOLE		33,333	0	0
NEXTGEN HEALTHCARE INC	COMMON STOCK USD.01	65343C102	373	22,471	SH		SOLE		22,471	0	0
NEXTIER OILFIELD SOLUTIONS I	COMMON STOCK USD.01	65290C105	223	46,832	SH		SOLE		46,832	0	0
NIELSEN HOLDINGS PLC	COMMON STOCK EUR.07	G6518L108	165	6,674	SH		SOLE		6,674	0	0
NIGHTDRAGON ACQUISITION CO A	COMMON STOCK USD.0001	65413D105	732	75,000	SH		SOLE		75,000	0	0
NIGHTDRAGON ACQUISITION CO A	NIGHTDRAGON ACQ CW27	65413D113	21	15,000	SH		SOLE		15,000	0	0
NIKE INC CL B	COMMON STOCK	654106103	13,791	89,271	SH		SOLE		89,271	0	0
NIKOLA CORP	COMMON STOCK USD.0001	654110105	1,108	61,340	SH		SOLE		61,340	0	0
NIO INC ADR	ADR USD.00025	62914V106	794	14,921	SH		SOLE		14,921	0	0
NISOURCE INC	COMMON STOCK USD.01	65473P105	610	24,911	SH		SOLE		24,911	0	0
NOBLE CORP	COMMON STOCK USD.00001	G6610J209	184	7,443	SH		SOLE		7,443	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	655844108	1,078	4,060	SH		SOLE		4,060	0	0
NORTH ATLANTIC ACQUISITION A	COMMON STOCK USD.0001	G66139109	243	24,996	SH		SOLE		24,996	0	0
NORTH ATLANTIC ACQUISITION A	NORTH ATLANTIC ACQ CW25	G66139125	9	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	389	40,000	SH		SOLE		40,000	0	0
NORTH MOUNTAIN MERGER CORP A	NORTH MOUNTAIN MERGER CW25	661204115	23	20,000	SH		SOLE		20,000	0	0
NORTHERN GENESIS ACQUISITION	COMMON STOCK USD.0001	66516U101	995	99,996	SH		SOLE		99,996	0	0
NORTHERN GENESIS ACQUISITION	NORTHERN GENESIS ACQ CW27	66516U119	55	33,332	SH		SOLE		33,332	0	0
NORTHERN GENESIS ACQUISITION	UNIT USD.0001	66516U200	0	4	SH		SOLE		4	0	0
NORTHERN STAR INVESTMENT A	COMMON STOCK USD.0001	66574L100	978	99,996	SH		SOLE		99,996	0	0
NORTHERN STAR INVESTMENT A	NORTHERN STAR INV CL A CW27	66574L118	20	16,666	SH		SOLE		16,666	0	0
NORTHERN STAR INVESTMENT A	COMMON STOCK USD.0001	66575B101	985	99,996	SH		SOLE		99,996	0	0
NORTHERN STAR INVESTMENT A	NORTHERN STAR INV CL A CW27	66575B119	24	16,666	SH		SOLE		16,666	0	0
NORTHERN STAR INVESTMENT C A	COMMON STOCK USD.0001	66573W107	996	100,000	SH		SOLE		100,000	0	0
NORTHERN STAR INVESTMENT C A	NORTHERN STAR INV CL A CW28	66573W115	49	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	399	3,449	SH		SOLE		3,449	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.0	666807102	1,168	3,214	SH		SOLE		3,214	0	0
NORTONLIFELOCK INC	COMMON STOCK USD.01	668771108	269	9,886	SH		SOLE		9,886	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	975	99,996	SH		SOLE		99,996	0	0
NOVUS CAPITAL CORP II A	NOVUS CAPITAL II CL A CW27	67012W112	39	33,332	SH		SOLE		33,332	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	4,280	106,192	SH		SOLE		106,192	0	0
NUANCE COMMUNICATIONS INC	COMMON STOCK USD.001	67020Y100	4,018	73,800	SH		SOLE		73,800	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	737	7,687	SH		SOLE		7,687	0	0
NUVASIVE INC	COMMON STOCK USD.001	670704105	969	14,292	SH		SOLE		14,292	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	22,453	28,063	SH		SOLE		28,063	0	0
NVR INC	COMMON STOCK USD.01	62944T105	224	45	SH		SOLE		45	0	0
NXP SEMICONDUCTORS NV	COMMON STOCK	N6596X109	5,393	26,215	SH		SOLE		26,215	0	0
O I GLASS INC	COMMON STOCK	67098H104	649	39,728	SH		SOLE		39,728	0	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	5,890	10,403	SH		SOLE		10,403	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	23	18,750	SH		SOLE		18,750	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	4,505	144,075	SH		SOLE		144,075	0	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	784	50,347	SH		SOLE		50,347	0	0
OFG BANCORP	COMMON STOCK USD1.0	67103X102	1,413	63,882	SH		SOLE		63,882	0	0
OKTA INC	COMMON STOCK	679295105	893	3,648	SH		SOLE		3,648	0	0
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	679580100	7,880	31,049	SH		SOLE		31,049	0	0
OLD NATIONAL BANCORP	COMMON STOCK	680033107	684	38,858	SH		SOLE		38,858	0	0
OMEGA ALPHA SPAC CLASS A	COMMON STOCK USD.0001	G6749V107	149	15,000	SH		SOLE		15,000	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	147	4,040	SH		SOLE		4,040	0	0
OMNICELL INC	COMMON STOCK USD.001	68213N109	1,065	7,035	SH		SOLE		7,035	0	0
OMNICHANNEL ACQUISITION CL A	COMMON STOCK USD.0001	68218L108	836	85,000	SH		SOLE		85,000	0	0
OMNICHANNEL ACQUISITION CL A	OMNICHANNEL ACQ CL A CW27	68218L116	43	42,500	SH		SOLE		42,500	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	3,265	40,819	SH		SOLE		40,819	0	0
ON SEMICONDUCTOR CORP	COMMON STOCK USD.01	682189105	922	24,091	SH		SOLE		24,091	0	0
ONE CLASS A	ONE CLASS A CW25	G7000X121	58	25,000	SH		SOLE		25,000	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	15	16,666	SH		SOLE		16,666	0	0
ONE EQUITY PARTNERS OPEN WAT	UNIT USD.0001	68237L204	0	2	SH		SOLE		2	0	0
ONE GAS INC	COMMON STOCK	68235P108	277	3,743	SH		SOLE		3,743	0	0
ONEMAIN HOLDINGS INC	COMMON STOCK USD.01	68268W103	1,756	29,311	SH		SOLE		29,311	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	440	7,903	SH		SOLE		7,903	0	0
OPENDOOR TECHNOLOGIES INC	COMMON STOCK USD.0001	683712103	0	1	SH		SOLE		1	0	0
OPKO HEALTH INC	COMMON STOCK USD.01	68375N103	371	91,721	SH		SOLE		91,721	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	4,850	62,308	SH		SOLE		62,308	0	0
ORBCOMM INC	COMMON STOCK USD.001	68555P100	3,025	269,100	SH		SOLE		269,100	0	0
ORGANOGENESIS HOLDINGS INC	COMMON STOCK	68621F102	332	19,961	SH		SOLE		19,961	0	0
ORGANON CO	COMMON STOCK USD.01	68622V106	347	11,482	SH		SOLE		11,482	0	0
ORIGIN MATERIALS INC	ORIGIN MATERIALS CW26	68622D114	130	66,666	SH		SOLE		66,666	0	0
ORIGINAL BARK CO/THE	ORIGINAL BARK CO/THE CW25	68622E112	116	33,333	SH		SOLE		33,333	0	0
ORION ACQUISITION CORP CL A	COMMON STOCK USD.0001	68626A108	483	50,000	SH		SOLE		50,000	0	0
ORION ACQUISITION CORP CL A	ORION ACQUISITION CL A CW26	68626A116	12	12,500	SH		SOLE		12,500	0	0
ORION BIOTECH OPPORTUNITIES	UNIT USD.0001	G6780C125	1,010	100,000	SH		SOLE		100,000	0	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	2,774	22,253	SH		SOLE		22,253	0	0
OTIS WORLDWIDE CORP	COMMON STOCK USD.01	68902V107	619	7,575	SH		SOLE		7,575	0	0
OUSTER INC WTS	CALL EXP 11MAR26	68989M111	173	47,500	SH		SOLE		47,500	0	0
OVERSTOCK.COM INC	COMMON STOCK USD.0001	690370101	436	4,729	SH		SOLE		4,729	0	0
OWENS MINOR INC	COMMON STOCK USD2.0	690732102	296	6,989	SH		SOLE		6,989	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	2,350	24,005	SH		SOLE		24,005	0	0
PACCAR INC	COMMON STOCK USD1.0	693718108	428	4,793	SH		SOLE		4,793	0	0
PACIFIC BIOSCIENCES OF CALIF	COMMON STOCK USD.0001	69404D108	615	17,581	SH		SOLE		17,581	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	257	1,898	SH		SOLE		1,898	0	0
PANACEA ACQUISITION CORPII A	COMMON STOCK USD.0001	G6882C106	300	30,000	SH		SOLE		30,000	0	0
PAPA JOHN S INTL INC	COMMON STOCK USD.01	698813102	470	4,503	SH		SOLE		4,503	0	0
PARK HOTELS RESORTS INC	REIT USD.01	700517105	1,048	50,865	SH		SOLE		50,865	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	2,855	9,296	SH		SOLE		9,296	0	0
PATHFINDER ACQUISITION CL A	COMMON STOCK USD.0001	G04119106	981	100,000	SH		SOLE		100,000	0	0
PATHFINDER ACQUISITION CL A	PATHFINDER ACQ CL A CW27	G04119122	23	20,000	SH		SOLE		20,000	0	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	518	4,830	SH		SOLE		4,830	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	22,897	78,555	SH		SOLE		78,555	0	0
PAYSAFE LTD	PAYSAFE LTD CW26	G6964L115	179	50,000	SH		SOLE		50,000	0	0
PBF ENERGY INC CLASS A	COMMON STOCK USD.001	69318G106	636	41,578	SH		SOLE		41,578	0	0
PEABODY ENERGY CORP	COMMON STOCK	704551100	1,009	127,206	SH		SOLE		127,206	0	0
PENN NATIONAL GAMING INC	COMMON STOCK USD.01	707569109	539	7,044	SH		SOLE		7,044	0	0
PENNYMAC FINANCIAL SERVICES	COMMON STOCK USD.0001	70932M107	2,258	36,582	SH		SOLE		36,582	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	1,739	23,032	SH		SOLE		23,032	0	0
PENTAIR PLC	COMMON STOCK USD.01	G7S00T104	660	9,774	SH		SOLE		9,774	0	0
PEOPLE S UNITED FINANCIAL	COMMON STOCK USD.01	712704105	65	3,787	SH		SOLE		3,787	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	10,756	72,593	SH		SOLE		72,593	0	0
PERIDOT ACQUISITION CORP A	PERIDOT ACQUISITION CW27	G7008A107	203	75,000	SH		SOLE		75,000	0	0
PERIDOT ACQUISITION CORP A	COMMON STOCK USD.0001	G7008B105	975	100,000	SH		SOLE		100,000	0	0
PERIDOT ACQUISITION CORP A	PERIDOT ACQUISITION A CW28	G7008B121	23	20,000	SH		SOLE		20,000	0	0
PERIPHAS CAPITAL PARTNR CL A	COMMON STOCK	713895100	4,903	200,000	SH		SOLE		200,000	0	0
PERIPHAS CAPITAL PARTNR CL A	PERIPHAS CAPITAL CL A CW28	713895118	108	50,000	SH		SOLE		50,000	0	0
PERKINELMER INC	COMMON STOCK USD1.0	714046109	2,998	19,413	SH		SOLE		19,413	0	0
PERSHING SQUARE TONTINE A	COMMON STOCK USD.0001	71531R109	1,214	53,334	SH		SOLE		53,334	0	0
PERSHING SQUARE TONTINE A	PERSHING SQUARE TONTINE WS	71531R117	133	21,110	SH		SOLE		21,110	0	0
PERSONALIS INC	COMMON STOCK	71535D106	850	33,585	SH		SOLE		33,585	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	5,078	129,685	SH		SOLE		129,685	0	0
PHIBRO ANIMAL HEALTH CORP A	COMMON STOCK USD.001	71742Q106	734	25,409	SH		SOLE		25,409	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	4,966	50,101	SH		SOLE		50,101	0	0
PHILLIPS 66	COMMON STOCK	718546104	793	9,237	SH		SOLE		9,237	0	0
PHYSICIANS REALTY TRUST	REIT USD.01	71943U104	1,342	72,641	SH		SOLE		72,641	0	0
PINE ISLAND ACQUISITION CL A	COMMON STOCK USD.0001	722615101	973	99,999	SH		SOLE		99,999	0	0
PINE ISLAND ACQUISITION CL A	PINE ISLAND ACQ CL A CW27	722615119	40	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	2,608	270,000	SH		SOLE		270,000	0	0
PINE TECHNOLOGY ACQUISI CL A	PINE TECHNOLOGY ACQ A CW28	722850112	75	90,000	SH		SOLE		90,000	0	0
PINNACLE FINANCIAL PARTNERS	COMMON STOCK USD1.0	72346Q104	859	9,734	SH		SOLE		9,734	0	0
PINNACLE WEST CAPITAL	COMMON STOCK	723484101	169	2,056	SH		SOLE		2,056	0	0
PINTEREST INC CLASS A	COMMON STOCK USD.00001	72352L106	620	7,859	SH		SOLE		7,859	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	1,982	199,998	SH		SOLE		199,998	0	0
PIONEER MERGER CORP CLASS A	PIONEER MERGER CL A CW27	G7S24C111	108	66,666	SH		SOLE		66,666	0	0
PIONEER NATURAL RESOURCES CO	COMMON STOCK USD.01	723787107	153	939	SH		SOLE		939	0	0
PITNEY BOWES INC	COMMON STOCK USD1.0	724479100	397	45,278	SH		SOLE		45,278	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	4	3,000	SH		SOLE		3,000	0	0
PLANET FITNESS INC CL A	COMMON STOCK USD.0001	72703H101	342	4,551	SH		SOLE		4,551	0	0
PLAYSTUDIOS INC WTS	EXP CALL 27NOV30	72815G116	62	33,333	SH		SOLE		33,333	0	0
PLUM ACQUISITION CORP I A	PLUM ACQUISITION I A CW28	G7134L118	19	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	2,438	250,000	SH		SOLE		250,000	0	0
PMV CONSUMER ACQUISITION A	PMV CONSUMER ACQUISIT CW27	693486110	107	125,000	SH		SOLE		125,000	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	693475105	1,033	5,416	SH		SOLE		5,416	0	0
PNM RESOURCES INC	COMMON STOCK	69349H107	3,477	71,300	SH		SOLE		71,300	0	0
POEMA GLOBAL HOLDINGS CORP A	COMMON STOCK	G7154B107	968	100,000	SH		SOLE		100,000	0	0
POEMA GLOBAL HOLDINGS CORP A	POEMA GLOBAL HOLD CL A CW27	G7154B115	38	50,000	SH		SOLE		50,000	0	0
POLARIS INC	COMMON STOCK USD.01	731068102	3,192	23,306	SH		SOLE		23,306	0	0
PONTEM CORP	UNIT USD.0001	G71707114	0	2	SH		SOLE		2	0	0
PONTEM CORP CLASS A	COMMON STOCK USD.0001	G71707106	486	49,998	SH		SOLE		49,998	0	0
PONTEM CORP CLASS A	PONTEM CORP CLASS A CW27	G71707122	16	16,666	SH		SOLE		16,666	0	0
POOL CORP	COMMON STOCK USD.001	73278L105	308	671	SH		SOLE		671	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	2,164	28,835	SH		SOLE		28,835	0	0
POPULATION HEALTH INVEST A	COMMON STOCK USD.0001	G71716107	687	69,996	SH		SOLE		69,996	0	0
POPULATION HEALTH INVEST A	POPULATION HEALTH CL A CW25	G71716115	25	23,332	SH		SOLE		23,332	0	0
POPULATION HEALTH INVESTMENT	UNIT USD.0001	G71716123	0	4	SH		SOLE		4	0	0
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK	736508847	2,815	61,100	SH		SOLE		61,100	0	0
POTLATCHDELTIC CORP	REIT USD1.0	737630103	2,938	55,272	SH		SOLE		55,272	0	0
POWER DIGITAL INFRAST CL A	COMMON STOCK USD.0001	739190106	98	10,000	SH		SOLE		10,000	0	0
POWER DIGITAL INFRAST CL A	POWER + DIGITAL INFRAS CW28	739190114	3	2,500	SH		SOLE		2,500	0	0
POWERED BRANDS	UNIT USD.0001	G7209M124	0	2	SH		SOLE		2	0	0
POWERED BRANDS CLASS A	COMMON STOCK USD.0001	G7209M108	486	49,998	SH		SOLE		49,998	0	0
POWERED BRANDS CLASS A	POWERED BRANDS CL A CW27	G7209M116	16	16,666	SH		SOLE		16,666	0	0
PPD INC	COMMON STOCK USD.01	69355F102	3,918	85,000	SH		SOLE		85,000	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	4,099	24,145	SH		SOLE		24,145	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	4,083	145,989	SH		SOLE		145,989	0	0
PRA HEALTH SCIENCES INC	COMMON STOCK USD.01	69354M108	3,899	23,600	SH		SOLE		23,600	0	0
PREFERRED APARTMENT COMMUNIT	REIT USD.01	74039L103	955	97,907	SH		SOLE		97,907	0	0
PREFERRED BANK/LOS ANGELES	COMMON STOCK	740367404	565	8,932	SH		SOLE		8,932	0	0
PRIMAVERA CAPITAL ACQUISIT A	COMMON STOCK USD.0001	G7255E109	293	30,000	SH		SOLE		30,000	0	0
PRIMAVERA CAPITAL ACQUISIT A	PRIMAVERA CAP ACQ CL A CW26	G7255E117	15	15,000	SH		SOLE		15,000	0	0
PRIME IMPACT ACQU I CL A	COMMON STOCK USD.0001	G61074103	975	99,999	SH		SOLE		99,999	0	0
PRIME IMPACT ACQU I CL A	PRIME IMPACT ACQU I CW30	G61074129	33	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	3,649	23,829	SH		SOLE		23,829	0	0
PRIMORIS SERVICES CORP	COMMON STOCK USD.0001	74164F103	718	24,400	SH		SOLE		24,400	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	255	4,041	SH		SOLE		4,041	0	0
PRIVETERRA ACQUISITION COR A	COMMON STOCK USD.0001	74275N102	1,444	149,997	SH		SOLE		149,997	0	0
PRIVETERRA ACQUISITION COR A	PRIVETERRA ACQ CL A CW27	74275N110	50	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	10,391	77,013	SH		SOLE		77,013	0	0
PROG HOLDINGS INC	COMMON STOCK USD.5	74319R101	959	19,932	SH		SOLE		19,932	0	0
PROGRESS ACQUISITION CORP A	COMMON STOCK USD.0001	74327P105	632	65,000	SH		SOLE		65,000	0	0
PROGRESS ACQUISITION CORP A	PROGRESS ACQ CL A CW27	74327P113	23	32,500	SH		SOLE		32,500	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.0	743315103	4,053	41,264	SH		SOLE		41,264	0	0
PROLOGIS INC	REIT USD.01	74340W103	25,713	215,119	SH		SOLE		215,119	0	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	3,927	22,600	SH		SOLE		22,600	0	0
PROPERTY SOLUTIONS ACQUISI A	COMMON STOCK USD.0001	74350A108	970	100,000	SH		SOLE		100,000	0	0
PROPERTY SOLUTIONS ACQUISI A	PROPERTY SOLUTIONS A CW26	74350A116	33	25,000	SH		SOLE		25,000	0	0
PROPERTY SOLUTIONS ACQUISITI	PROPERTY SOLUTIONS ACQ CW27	74348Q116	360	90,000	SH		SOLE		90,000	0	0
PROPETRO HOLDING CORP	COMMON STOCK	74347M108	439	47,953	SH		SOLE		47,953	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	3	3,332	SH		SOLE		3,332	0	0
PROTERRA INC	ARCLIGHT CLEAN TRANSIT CW27	74374T117	315	56,141	SH		SOLE		56,141	0	0
PROVIDENT ACQUISITION CORP A	COMMON STOCK USD.0001	G7282L100	291	30,000	SH		SOLE		30,000	0	0
PROVIDENT ACQUISITION CORP A	PROVIDENT ACQUISITION CW26	G7282L126	12	15,000	SH		SOLE		15,000	0	0
PROVIDENT FINANCIAL SERVICES	COMMON STOCK USD.01	74386T105	1,482	64,745	SH		SOLE		64,745	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	636	6,210	SH		SOLE		6,210	0	0
PTC INC	COMMON STOCK USD.01	69370C100	495	3,506	SH		SOLE		3,506	0	0
PTC THERAPEUTICS INC	COMMON STOCK USD.001	69366J200	634	14,989	SH		SOLE		14,989	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	744573106	394	6,600	SH		SOLE		6,600	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,778	22,540	SH		SOLE		22,540	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	3,100	56,814	SH		SOLE		56,814	0	0
PVH CORP	COMMON STOCK USD1.0	693656100	274	2,548	SH		SOLE		2,548	0	0
PWP FORWARD ACQUISITION CO A	COMMON STOCK USD.0001	74709Q101	489	50,000	SH		SOLE		50,000	0	0
PWP FORWARD ACQUISITION CO A	PWP FORWARD ACQ CL A CW27	74709Q119	10	10,000	SH		SOLE		10,000	0	0
QAD INC A	COMMON STOCK	74727D306	969	11,133	SH		SOLE		11,133	0	0
QCR HOLDINGS INC	COMMON STOCK USD1.0	74727A104	460	9,568	SH		SOLE		9,568	0	0
QELL ACQUISITION CORP	UNIT USD.0001	G7307X121	0	2	SH		SOLE		2	0	0
QELL ACQUISITION CORP A SHRS	QELL ACQUISITION CORP CW25	G7307X113	11	6,666	SH		SOLE		6,666	0	0
QORVO INC	COMMON STOCK USD.0001	74736K101	1,531	7,826	SH		SOLE		7,826	0	0
QTS REALTY TRUST INC CL A	REIT USD.01	74736A103	1,034	13,382	SH		SOLE		13,382	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	4,503	31,506	SH		SOLE		31,506	0	0
QUALYS INC	COMMON STOCK USD.001	74758T303	1,378	13,690	SH		SOLE		13,690	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	48	530	SH		SOLE		530	0	0
QUANTUM SI INC	HIGHCAPE CAPITAL ACQUI CW27	74765K113	32	8,332	SH		SOLE		8,332	0	0
QUEEN S GAMBIT GROWTH CL A	COMMON STOCK USD.0001	G7315C101	48	4,998	SH		SOLE		4,998	0	0
QUEEN S GAMBIT GROWTH CL A	QUEEN S GAMBIT GRTH A CW27	G7315C119	2	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	297	2,252	SH		SOLE		2,252	0	0
QUIDEL CORP	COMMON STOCK USD.001	74838J101	529	4,130	SH		SOLE		4,130	0	0
QUOTIENT TECHNOLOGY INC	COMMON STOCK USD.00001	749119103	279	25,776	SH		SOLE		25,776	0	0
QURATE RETAIL INC SERIES A	COMMON STOCK USD.01	74915M100	414	31,595	SH		SOLE		31,595	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	355	15,973	SH		SOLE		15,973	0	0
RADIUS HEALTH INC	COMMON STOCK USD.0001	750469207	536	29,410	SH		SOLE		29,410	0	0
RADWARE LTD	COMMON STOCK ILS.05	M81873107	185	6,000	SH		SOLE		6,000	0	0
RAPID7 INC	COMMON STOCK USD.01	753422104	490	5,180	SH		SOLE		5,180	0	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	144	1,109	SH		SOLE		1,109	0	0
RAYTHEON TECHNOLOGIES CORP	COMMON STOCK USD1.0	75513E101	11,850	138,902	SH		SOLE		138,902	0	0
REALOGY HOLDINGS CORP	COMMON STOCK USD.01	75605Y106	787	43,221	SH		SOLE		43,221	0	0
REALTY INCOME CORP	REIT USD1.0	756109104	4,262	63,862	SH		SOLE		63,862	0	0
RED ROCK RESORTS INC CLASS A	COMMON STOCK USD.01	75700L108	1,471	34,611	SH		SOLE		34,611	0	0
REDBALL ACQUISITION CORP	UNIT USD.0001	G7417R121	0	1	SH		SOLE		1	0	0
REDBALL ACQUISITION CORP A	COMMON STOCK USD.0001	G7417R105	3,674	375,999	SH		SOLE		375,999	0	0
REDBALL ACQUISITION CORP A	REDBALL ACQUISITION CW22	G7417R113	135	125,333	SH		SOLE		125,333	0	0
REDFIN CORP	COMMON STOCK	75737F108	751	11,846	SH		SOLE		11,846	0	0
REGAL BELOIT CORP	COMMON STOCK USD.01	758750103	1,215	9,104	SH		SOLE		9,104	0	0
REGENCY CENTERS CORP	REIT USD.01	758849103	4,023	62,783	SH		SOLE		62,783	0	0
REGENERON PHARMACEUTICALS	COMMON STOCK USD.001	75886F107	2,817	5,043	SH		SOLE		5,043	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	195	9,666	SH		SOLE		9,666	0	0
REINSURANCE GROUP OF AMERICA	COMMON STOCK USD.01	759351604	49	433	SH		SOLE		433	0	0
REINVENT TECHNOLOGY CLASS A	REINVENT TECHNOLOGY A CW25	G7483N103	98	50,000	SH		SOLE		50,000	0	0
REINVENT TECHNOLOGY PAR A	COMMON STOCK USD.0001	G7484L106	494	50,000	SH		SOLE		50,000	0	0
REINVENT TECHNOLOGY PAR A	REINVENT TECHNOLOGY PA CW28	G7484L122	11	6,250	SH		SOLE		6,250	0	0
REINVENT TECHNOLOGY PART A	REINVENT TECH CL A CW27	G74847115	7	3,999	SH		SOLE		3,999	0	0
REINVENT TECHNOLOGY PARTNERS	UNIT USD.0001	G74847123	0	5	SH		SOLE		5	0	0
RELIANCE STEEL ALUMINUM	COMMON STOCK	759509102	2,341	15,514	SH		SOLE		15,514	0	0
RENT A CENTER INC	COMMON STOCK USD.01	76009N100	634	11,955	SH		SOLE		11,955	0	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	645	3,233	SH		SOLE		3,233	0	0
REPLIMUNE GROUP INC	COMMON STOCK USD.001	76029N106	358	9,323	SH		SOLE		9,323	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	2,497	22,701	SH		SOLE		22,701	0	0
RESIDEO TECHNOLOGIES INC	COMMON STOCK USD.001	76118Y104	629	20,950	SH		SOLE		20,950	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	1,820	103,073	SH		SOLE		103,073	0	0
RETAIL PROPERTIES OF AME A	REIT USD.001	76131V202	417	36,435	SH		SOLE		36,435	0	0
RETRACTABLE TECHNOLOGIES INC	COMMON STOCK	76129W105	362	31,290	SH		SOLE		31,290	0	0
REVLON INC CLASS A	COMMON STOCK USD.01	761525609	287	22,356	SH		SOLE		22,356	0	0
REVOLUTION ACCELERATION AC A	REVOLUTION ACCELERATION CW26	76156P114	67	33,332	SH		SOLE		33,332	0	0
REVOLUTION ACCELERATION ACQ	UNIT USD.0001	76156P205	0	4	SH		SOLE		4	0	0
REVOLUTION HEALTHCARE ACQU A	COMMON STOCK USD.0001	76155Y108	491	50,000	SH		SOLE		50,000	0	0
REVOLUTION HEALTHCARE ACQU A	REVOLUTION HEALTHCARE CW28	76155Y116	14	10,000	SH		SOLE		10,000	0	0
REXFORD INDUSTRIAL REALTY IN	REIT USD.01	76169C100	4,910	86,223	SH		SOLE		86,223	0	0
REXNORD CORP	COMMON STOCK USD.01	76169B102	1,409	28,161	SH		SOLE		28,161	0	0
RIBBIT LEAP LTD CLASS A	COMMON STOCK USD.0001	G7552B105	53	5,000	SH		SOLE		5,000	0	0
RIBBIT LEAP LTD CLASS A	RIBBIT LEAP LTD A CW25	G7552B113	2	1,000	SH		SOLE		1,000	0	0
RICE ACQUISITION CORP II	UNIT USD.0001	G75529118	511	50,000	SH		SOLE		50,000	0	0
RIGEL PHARMACEUTICALS INC	COMMON STOCK USD.001	766559603	585	134,724	SH		SOLE		134,724	0	0
RINGCENTRAL INC CLASS A	COMMON STOCK USD.0001	76680R206	366	1,261	SH		SOLE		1,261	0	0
RITE AID CORP	COMMON STOCK USD1.0	767754872	974	59,776	SH		SOLE		59,776	0	0
RLI CORP	COMMON STOCK USD1.0	749607107	557	5,324	SH		SOLE		5,324	0	0
RMG ACQUISITION CORP II	UNIT USD.0001	G76083115	0	4	SH		SOLE		4	0	0
RMG ACQUISITION CORP II CL A	RMG ACQ II CL A CW25	G76083123	55	33,332	SH		SOLE		33,332	0	0
RMG ACQUISITION CORP III A	COMMON STOCK USD.0001	G76088106	487	50,000	SH		SOLE		50,000	0	0
RMG ACQUISITION CORP III A	RMG ACQUISITION CL A CW27	G76088122	13	10,000	SH		SOLE		10,000	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	2,185	24,562	SH		SOLE		24,562	0	0
ROCKET INTERNET GROWTH OPP A	COMMON STOCK USD.0001	G7613T103	246	25,000	SH		SOLE		25,000	0	0
ROCKET INTERNET GROWTH OPP A	ROCKET INTERNET GROWTH CW27	G7613T129	8	6,250	SH		SOLE		6,250	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.0	773903109	745	2,604	SH		SOLE		2,604	0	0
ROLLINS INC	COMMON STOCK USD1.0	775711104	136	3,986	SH		SOLE		3,986	0	0
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	776696106	9,968	21,199	SH		SOLE		21,199	0	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	3,416	27,545	SH		SOLE		27,545	0	0
ROTOR ACQUISITION CORP CL A	COMMON STOCK USD.0001	77879W105	499	50,000	SH		SOLE		50,000	0	0
ROTOR ACQUISITION CORP CL A	ROTOR ACQUSIITION CL A CW27	77879W113	31	25,000	SH		SOLE		25,000	0	0
ROYALTY PHARMA PLC CL A	COMMON STOCK	G7709Q104	471	11,487	SH		SOLE		11,487	0	0
RPM INTERNATIONAL INC	COMMON STOCK USD.01	749685103	41	458	SH		SOLE		458	0	0
RUBIUS THERAPEUTICS INC	COMMON STOCK	78116T103	282	11,546	SH		SOLE		11,546	0	0
RXR ACQUISITION CORP CL A	COMMON STOCK USD.0001	74981W107	981	101,000	SH		SOLE		101,000	0	0
RXR ACQUISITION CORP CL A	RXR ACQUISITION CL A CW26	74981W115	22	20,200	SH		SOLE		20,200	0	0
RYDER SYSTEM INC	COMMON STOCK USD.5	783549108	1,140	15,342	SH		SOLE		15,342	0	0
SP GLOBAL INC	COMMON STOCK USD1.0	78409V104	15,217	37,074	SH		SOLE		37,074	0	0
SABRE GLBL INC	COMPANY GUAR 04/25 4	78573NAE2	182	100,000	SH		SOLE		100,000	0	0
SALESFORCE.COM INC	COMMON STOCK USD.001	79466L302	13,226	54,143	SH		SOLE		54,143	0	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	401	18,192	SH		SOLE		18,192	0	0
SANDBRIDGE ACQUISITION COR A	COMMON STOCK	799793104	1,996	200,000	SH		SOLE		200,000	0	0
SANDBRIDGE ACQUISITION COR A	SANDBRIDGE ACQUISITION CW27	799793112	140	100,000	SH		SOLE		100,000	0	0
SANDBRIDGE X2 CORP A	COMMON STOCK USD.0001	799792106	1,451	150,000	SH		SOLE		150,000	0	0
SANDBRIDGE X2 CORP A	SANDBRIDGE X2 CL A CW27	799792114	53	50,000	SH		SOLE		50,000	0	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P869	381	60,603	SH		SOLE		60,603	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	1,159	29,751	SH		SOLE		29,751	0	0
SANTANDER CONSUMER USA HOLDI	COMMON STOCK USD.01	80283M101	1,509	41,549	SH		SOLE		41,549	0	0
SARISSA CAPITAL ACQUISITI A	COMMON STOCK USD.0001	G7823W102	645	64,998	SH		SOLE		64,998	0	0
SARISSA CAPITAL ACQUISITI A	SARISSA CAPITAL ACQUI CW27	G7823W110	30	21,666	SH		SOLE		21,666	0	0
SARISSA CAPITAL ACQUISITION	UNIT USD.0001	G7823W128	0	2	SH		SOLE		2	0	0
SBA COMMUNICATIONS CORP	REIT USD.01	78410G104	4,329	13,584	SH		SOLE		13,584	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	769	24,020	SH		SOLE		24,020	0	0
SCHNEIDER NATIONAL INC CL B	COMMON STOCK	80689H102	530	24,362	SH		SOLE		24,362	0	0
SCHOLASTIC CORP	COMMON STOCK USD.01	807066105	918	24,224	SH		SOLE		24,224	0	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	1,919	26,358	SH		SOLE		26,358	0	0
SCIENCE STRATEGIC ACQUISIT A	COMMON STOCK USD.0001	808641104	484	49,998	SH		SOLE		49,998	0	0
SCIENCE STRATEGIC ACQUISIT A	SCIENCE STRATEGIC A CW27	808641112	15	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	542	7,002	SH		SOLE		7,002	0	0
SCION TECH GROWTH I CLASS A	COMMON STOCK USD.0001	G31067104	2,931	300,000	SH		SOLE		300,000	0	0
SCION TECH GROWTH I CLASS A	SCION TECH GROWTH I CW25	G31067112	105	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	970	99,996	SH		SOLE		99,996	0	0
SCION TECH GROWTH II CLASS A	SCION TECH GROWTH II CW27	G31070116	31	33,332	SH		SOLE		33,332	0	0
SCP CO HEALTHCARE ACQUIS A	COMMON STOCK USD.0001	784065104	242	25,000	SH		SOLE		25,000	0	0
SCP CO HEALTHCARE ACQUIS A	SCP + CO HEALTHCARE A CW28	784065112	11	12,500	SH		SOLE		12,500	0	0
SCVX CORP CLASS A	CVX CORP CLASS A CW25	G79448117	27	25,000	SH		SOLE		25,000	0	0
SCVX CORP CLASS A	COMMON STOCK USD.0001	G79448208	495	50,000	SH		SOLE		50,000	0	0
SEAGATE TECHNOLOGY HOLDINGS	COMMON STOCK USD.00001	G7997R103	395	4,487	SH		SOLE		4,487	0	0
SEAGEN INC	COMMON STOCK USD.001	81181C104	181	1,147	SH		SOLE		1,147	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	2,215	37,382	SH		SOLE		37,382	0	0
SEASPINE HOLDINGS CORP	COMMON STOCK USD.01	81255T108	668	32,569	SH		SOLE		32,569	0	0
SECUREWORKS CORP A	COMMON STOCK USD.01	81374A105	847	45,692	SH		SOLE		45,692	0	0
SELECT ENERGY SERVICES INC A	COMMON STOCK USD.01	81617J301	286	47,290	SH		SOLE		47,290	0	0
SELECT MEDICAL HOLDINGS CORP	COMMON STOCK USD.001	81619Q105	1,749	41,395	SH		SOLE		41,395	0	0
SELECTIVE INSURANCE GROUP	COMMON STOCK USD2.0	816300107	1,785	21,991	SH		SOLE		21,991	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	656	4,955	SH		SOLE		4,955	0	0
SEMTECH CORP	COMMON STOCK USD.01	816850101	1,645	23,915	SH		SOLE		23,915	0	0
SENIOR CONNECT ACQUISITION A	COMMON STOCK USD.0001	81723H108	1,946	200,000	SH		SOLE		200,000	0	0
SENIOR CONNECT ACQUISITION A	SENIOR CONNECT ACQ A CW27	81723H116	85	100,000	SH		SOLE		100,000	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	2,042	23,585	SH		SOLE		23,585	0	0
SERVICE CORP INTERNATIONAL	COMMON STOCK USD1.0	817565104	4,424	82,559	SH		SOLE		82,559	0	0
SERVICE PROPERTIES TRUST	REIT USD.01	81761L102	246	19,503	SH		SOLE		19,503	0	0
SHELTER ACQUISITION CORP I	UNIT USD.0001	822821203	999	100,000	SH		SOLE		100,000	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.0	824348106	11,885	43,621	SH		SOLE		43,621	0	0
SHOCKWAVE MEDICAL INC	COMMON STOCK USD.001	82489T104	975	5,139	SH		SOLE		5,139	0	0
SHUTTERSTOCK INC	COMMON STOCK USD.01	825690100	391	3,986	SH		SOLE		3,986	0	0
SIGNATURE BANK	COMMON STOCK USD.01	82669G104	665	2,706	SH		SOLE		2,706	0	0
SIGNET JEWELERS LTD	COMMON STOCK USD.18	G81276100	356	4,402	SH		SOLE		4,402	0	0
SILVER CREST ACQUISITION C A	COMMON STOCK USD.0001	G81355102	1,448	150,000	SH		SOLE		150,000	0	0
SILVER CREST ACQUISITION C A	SILVER CREST ACQ CL A CW28	G81355128	64	75,000	SH		SOLE		75,000	0	0
SILVER SPIKE ACQUISITION A	COMMON STOCK USD.0001	G8201H105	488	50,000	SH		SOLE		50,000	0	0
SILVER SPIKE ACQUISITION A	SILVER SPIKE ACQ A CW26	G8201H113	17	12,500	SH		SOLE		12,500	0	0
SILVERBOX ENGAGED MERGER C A	COMMON STOCK USD.0001	82836L101	728	75,000	SH		SOLE		75,000	0	0
SILVERBOX ENGAGED MERGER C A	SILVERBOX ENGAGED MERG CW27	82836L119	19	25,000	SH		SOLE		25,000	0	0
SIMON PROPERTY GROUP ACQUI A	COMMON STOCK USD.0001	82880R103	10	1,000	SH		SOLE		1,000	0	0
SIMON PROPERTY GROUP ACQUI A	SIMON PROPERTY GROUP CW26	82880R111	0	200	SH		SOLE		200	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	6,688	51,256	SH		SOLE		51,256	0	0
SIMPSON MANUFACTURING CO INC	COMMON STOCK USD.01	829073105	1,579	14,296	SH		SOLE		14,296	0	0
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	829226109	829	24,954	SH		SOLE		24,954	0	0
SKYDECK ACQUISITION CORP	UNIT USD.0001	G82220107	500	50,000	SH		SOLE		50,000	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	669	3,490	SH		SOLE		3,490	0	0
SLACK TECHNOLOGIES INC CL A	COMMON STOCK USD.0001	83088V102	4,062	91,700	SH		SOLE		91,700	0	0
SLM CORP	COMMON STOCK USD.2	78442P106	141	6,715	SH		SOLE		6,715	0	0
SM ENERGY CO	COMMON STOCK USD.01	78454L100	675	27,411	SH		SOLE		27,411	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.0	831865209	9,312	129,232	SH		SOLE		129,232	0	0
SMITH WESSON BRANDS INC	COMMON STOCK USD.001	831754106	547	15,752	SH		SOLE		15,752	0	0
SNAP ON INC	COMMON STOCK USD1.0	833034101	2,962	13,259	SH		SOLE		13,259	0	0
SOARING EAGLE ACQU CL A	SOARING EAGLE CL A CW27	G8354H118	7	2,000	SH		SOLE		2,000	0	0
SOARING EAGLE ACQU CL A	COMMON STOCK USD.0001	G8354H126	100	10,000	SH		SOLE		10,000	0	0
SOCIAL CAPITAL HEDOSOPH A	COMMON STOCK USD.0001	G82514103	416	39,996	SH		SOLE		39,996	0	0
SOCIAL CAPITAL HEDOSOPH A	SOCIAL CAPITAL HEDOSOP CW25	G82514111	24	9,999	SH		SOLE		9,999	0	0
SOCIAL CAPITAL HEDOSOPH VI A	COMMON STOCK USD.0001	G8251L105	510	49,996	SH		SOLE		49,996	0	0
SOCIAL CAPITAL HEDOSOPH VI A	SOCIAL CAPITAL HED VI CW25	G8251L113	26	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	1,011	100,000	SH		SOLE		100,000	0	0
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	G8253U103	768	76,000	SH		SOLE		76,000	0	0
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	G8253W109	1,011	100,000	SH		SOLE		100,000	0	0
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	G8253Y105	758	75,000	SH		SOLE		75,000	0	0
SOCIAL LEVERAGE ACQUISITIO A	COMMON STOCK USD.0001	83363K102	97	10,000	SH		SOLE		10,000	0	0
SOCIAL LEVERAGE ACQUISITIO A	SOCIAL LEVERAGE ACQ A CW27	83363K110	3	2,500	SH		SOLE		2,500	0	0
SOFI TECHNOLOGIES INC	SOFI TECHNOLOGIES INC	83406F110	106	12,499	SH		SOLE		12,499	0	0
SOLARWINDS CORP	COMMON STOCK USD.001	83417Q105	580	34,366	SH		SOLE		34,366	0	0
SONOCO PRODUCTS CO	COMMON STOCK	835495102	1,186	17,722	SH		SOLE		17,722	0	0
SOUTH STATE CORP	COMMON STOCK USD2.5	840441109	456	5,581	SH		SOLE		5,581	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.0	842587107	809	13,377	SH		SOLE		13,377	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.0	844741108	1,569	29,559	SH		SOLE		29,559	0	0
SOUTHWEST GAS HOLDINGS INC	COMMON STOCK USD1.0	844895102	1,661	25,096	SH		SOLE		25,096	0	0
SPARTAN ACQUISITION III A	COMMON STOCK USD.0001	84677R106	978	100,000	SH		SOLE		100,000	0	0
SPARTAN ACQUISITION III A	SPARTAN ACQ III CL A CW26	84677R114	30	25,000	SH		SOLE		25,000	0	0
SPDR PORTFOLIO SP 500 VALUE E	SPDR PORT S+P 500 VALUE	78464A508	136,288	3,446,846	SH		SOLE		3,446,846	0	0
SPDR SP 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	5,468	12,774	SH		SOLE		12,774	0	0
SPECTRUM BRANDS HOLDINGS INC	COMMON STOCK USD.01	84790A105	1,140	13,407	SH		SOLE		13,407	0	0
SPIRIT REALTY CAPITAL INC	REIT USD.05	84860W300	1,399	29,242	SH		SOLE		29,242	0	0
SPORTS ENTERTAINMENT ACQUI A	SPORTS ENTERTAINMENT CW25	84918M114	82	37,500	SH		SOLE		37,500	0	0
SPORTS VENTURES ACQUISITIO A	COMMON STOCK USD.0001	G8372A103	1,457	150,000	SH		SOLE		150,000	0	0
SPORTS VENTURES ACQUISITIO A	SPORTS VENT ACQ CL A CW27	G8372A129	47	50,000	SH		SOLE		50,000	0	0
SPORTSTEK ACQUISITION CORP A	COMMON STOCK USD.0001	849196100	1,443	150,000	SH		SOLE		150,000	0	0
SPORTSTEK ACQUISITION CORP A	SPORTSTEK ACQ CL A CW27	849196118	57	75,000	SH		SOLE		75,000	0	0
SPROUTS FARMERS MARKET INC	COMMON STOCK USD.001	85208M102	1,275	51,306	SH		SOLE		51,306	0	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	2,022	20,248	SH		SOLE		20,248	0	0
SQUARE INC A	COMMON STOCK USD.0000001	852234103	798	3,274	SH		SOLE		3,274	0	0
SSC TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	6,245	86,661	SH		SOLE		86,661	0	0
STAAR SURGICAL CO	COMMON STOCK USD.01	852312305	507	3,325	SH		SOLE		3,325	0	0
STAG INDUSTRIAL INC	REIT USD.01	85254J102	535	14,281	SH		SOLE		14,281	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	350	1,745	SH		SOLE		1,745	0	0
STANLEY BLACK DECKER INC	COMMON STOCK USD2.5	854502101	1,246	6,076	SH		SOLE		6,076	0	0
STAR PEAK CORP II CLASS A	COMMON STOCK USD.0001	855179107	297	30,000	SH		SOLE		30,000	0	0
STAR PEAK CORP II CLASS A	STAR PEAK CORP II CL A CW25	855179115	13	7,500	SH		SOLE		7,500	0	0
STARBOARD VALUE ACQUISITI A	STARBOARD VALUE ACQUIS CW27	85521J117	51	25,000	SH		SOLE		25,000	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	8,721	77,997	SH		SOLE		77,997	0	0
STATE STREET CORP	COMMON STOCK USD1.0	857477103	476	5,790	SH		SOLE		5,790	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	931	15,614	SH		SOLE		15,614	0	0
STEPSTONE GROUP INC CLASS A	COMMON STOCK USD.001	85914M107	284	8,262	SH		SOLE		8,262	0	0
STERIS PLC	COMMON STOCK USD75.0	G8473T100	731	3,541	SH		SOLE		3,541	0	0
STERLING BANCORP/DE	COMMON STOCK USD.01	85917A100	318	12,810	SH		SOLE		12,810	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.0	860372101	522	9,201	SH		SOLE		9,201	0	0
STIFEL FINANCIAL CORP	COMMON STOCK USD.15	860630102	464	7,154	SH		SOLE		7,154	0	0
STITCH FIX INC CLASS A	COMMON STOCK USD.00002	860897107	524	8,686	SH		SOLE		8,686	0	0
STORE CAPITAL CORP	REIT USD.01	862121100	705	20,443	SH		SOLE		20,443	0	0
STRATIM CLOUD ACQUISITION CO	COMMON STOCK USD.0001	86309R107	968	99,996	SH		SOLE		99,996	0	0
STRATIM CLOUD ACQUISITION CO	STRATIM CLOUD ACQ CW28	86309R115	28	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	1,832	7,053	SH		SOLE		7,053	0	0
SUMMIT HOTEL PROPERTIES INC	REIT	866082100	324	34,747	SH		SOLE		34,747	0	0
SUMO LOGIC INC	COMMON STOCK USD.0001	86646P103	512	24,776	SH		SOLE		24,776	0	0
SUN COMMUNITIES INC	REIT USD.01	866674104	3,356	19,580	SH		SOLE		19,580	0	0
SUNCOKE ENERGY INC	COMMON STOCK USD.01	86722A103	593	83,115	SH		SOLE		83,115	0	0
SUPERNOVA PARTNERS ACQUISI A	COMMON STOCK USD.0001	G8T86C105	194	20,000	SH		SOLE		20,000	0	0
SUPERNOVA PARTNERS ACQUISI A	SUPERNOVA PARTNERS ACQ CW27	G8T86C121	6	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	17	14,000	SH		SOLE		14,000	0	0
SUPERNOVA PARTNERS ACQUISI A	SUPERNOVA PARTNERS ACQU CW25	86846V116	67	43,333	SH		SOLE		43,333	0	0
SUPERNOVA PARTNERS ACQUISITI	UNIT USD.0001	86846V207	0	1	SH		SOLE		1	0	0
SURGERY PARTNERS INC	COMMON STOCK USD.01	86881A100	1,489	22,347	SH		SOLE		22,347	0	0
SUSTAINABLE DEVELOPMENT AC A	COMMON STOCK USD.0001	86934L103	49	5,000	SH		SOLE		5,000	0	0
SUSTAINABLE DEVELOPMENT AC A	SUSTAINABLE DEVELOP A CW28	86934L111	2	2,500	SH		SOLE		2,500	0	0
SUSTAINABLE OPPORTUNITIES A	SUSTAINABLE OPPORTUNIT CW25I	G8598Y117	270	187,500	SH		SOLE		187,500	0	0
SVB FINANCIAL GROUP	COMMON STOCK USD.001	78486Q101	603	1,083	SH		SOLE		1,083	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	494	50,000	SH		SOLE		50,000	0	0
SVF INVESTMENT CORP CL A	SVF INVESTMENT CL A CW27	G8601L128	15	10,000	SH		SOLE		10,000	0	0
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	87165B103	1,089	22,446	SH		SOLE		22,446	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	443	3,636	SH		SOLE		3,636	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	958	3,473	SH		SOLE		3,473	0	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	87161C501	443	10,104	SH		SOLE		10,104	0	0
SYSCO CORP	COMMON STOCK USD1.0	871829107	776	9,977	SH		SOLE		9,977	0	0
T MOBILE US INC	COMMON STOCK USD.0001	872590104	10,763	74,318	SH		SOLE		74,318	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,061	5,358	SH		SOLE		5,358	0	0
TABOOLA.COM LTD	TABOOLA.COM LTD CW27	M8744T114	15	4,999	SH		SOLE		4,999	0	0
TAILWIND ACQUISITION CORP A	TAILWIND ACQUISITION CW27	87403Q110	34	25,000	SH		SOLE		25,000	0	0
TAILWIND INTERNATIONAL ACQ A	COMMON STOCK USD.0001	G8662F101	967	99,996	SH		SOLE		99,996	0	0
TAILWIND INTERNATIONAL ACQ A	TAILWIND INTERNATIONAL CW28	G8662F119	31	33,332	SH		SOLE		33,332	0	0
TAILWIND INTERNATIONAL ACQUI	UNIT USD.0001	G8662F127	0	4	SH		SOLE		4	0	0
TAILWIND TWO ACQUISITION A	COMMON STOCK	G86613109	483	49,998	SH		SOLE		49,998	0	0
TAILWIND TWO ACQUISITION A	TAILWIND TWO ACQ CL A CW28	G86613125	17	16,666	SH		SOLE		16,666	0	0
TAILWIND TWO ACQUISITION COR	UNIT USD.0001	G86613117	0	2	SH		SOLE		2	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	5,895	49,056	SH		SOLE		49,056	0	0
TAKE TWO INTERACTIVE SOFTWRE	COMMON STOCK USD.01	874054109	482	2,723	SH		SOLE		2,723	0	0
TALEND SA ADR	ADR	874224207	3,595	54,800	SH		SOLE		54,800	0	0
TANDEM DIABETES CARE INC	COMMON STOCK	875372203	425	4,368	SH		SOLE		4,368	0	0
TAPESTRY INC	COMMON STOCK USD.01	876030107	313	7,209	SH		SOLE		7,209	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	12,857	53,186	SH		SOLE		53,186	0	0
TCV ACQUISITION CORP A	COMMON STOCK USD.0001	G8704C124	548	55,300	SH		SOLE		55,300	0	0
TCW SPECIAL PURPOSE ACQ CL A	COMMON STOCK USD.0001	87301L106	1,944	199,998	SH		SOLE		199,998	0	0
TCW SPECIAL PURPOSE ACQ CL A	TCW SPECIAL PURPOSE AC CW28	87301L114	63	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	3,023	22,359	SH		SOLE		22,359	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	1,207	124,998	SH		SOLE		124,998	0	0
TECH AND ENERGY TRANSITION A	TECH AND ENERGY TRANSI CW27	87823R110	42	41,666	SH		SOLE		41,666	0	0
TEGNA INC	COMMON STOCK USD1.0	87901J105	297	15,855	SH		SOLE		15,855	0	0
TEKKORP DIGITAL ACQUISITIO A	COMMON STOCK USD.0001	G8739H106	1,950	200,000	SH		SOLE		200,000	0	0
TEKKORP DIGITAL ACQUISITIO A	TEKKORP DIGITAL ACQUI CW27	G8739H114	109	100,000	SH		SOLE		100,000	0	0
TELEDYNE TECHNOLOGIES INC	COMMON STOCK USD.01	879360105	2,796	6,675	SH		SOLE		6,675	0	0
TELEFLEX INC	COMMON STOCK USD1.0	879369106	658	1,637	SH		SOLE		1,637	0	0
TENET HEALTHCARE CORP	COMMON STOCK USD.05	88033G407	2,101	31,364	SH		SOLE		31,364	0	0
TENNANT CO	COMMON STOCK USD.375	880345103	581	7,282	SH		SOLE		7,282	0	0
TERADATA CORP	COMMON STOCK USD.01	88076W103	189	3,783	SH		SOLE		3,783	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	2,290	17,096	SH		SOLE		17,096	0	0
TEREX CORP	COMMON STOCK USD.01	880779103	3,995	83,895	SH		SOLE		83,895	0	0
TERRENO REALTY CORP	REIT USD.01	88146M101	388	6,021	SH		SOLE		6,021	0	0
TESLA INC	COMMON STOCK USD.001	88160R101	10,484	15,424	SH		SOLE		15,424	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	882508104	11,265	58,579	SH		SOLE		58,579	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	908	13,200	SH		SOLE		13,200	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	883556102	15,674	31,071	SH		SOLE		31,071	0	0
THIMBLE POINT ACQUISITION A	COMMON STOCK USD.0001	88408P107	494	49,998	SH		SOLE		49,998	0	0
THIMBLE POINT ACQUISITION A	THIMBLE POINT ACQ A CW26	88408P115	23	16,666	SH		SOLE		16,666	0	0
THIMBLE POINT ACQUISITION CO	UNIT USD.0001	88408P206	0	2	SH		SOLE		2	0	0
THOR INDUSTRIES INC	COMMON STOCK USD.1	885160101	1,068	9,450	SH		SOLE		9,450	0	0
THUNDER BRIDGE CAPITAL PAR A	COMMON STOCK USD.0001	88605T100	972	100,000	SH		SOLE		100,000	0	0
THUNDER BRIDGE CAPITAL PAR A	THUNDER BRIDGE CAP A CW28	88605T118	26	20,000	SH		SOLE		20,000	0	0
THUNDER BRIDGE CAPITAL PARTN	UNIT USD.0001	88605L206	993	100,000	SH		SOLE		100,000	0	0
TILRAY INC	COMMON STOCK	88688T100	151	8,381	SH		SOLE		8,381	0	0
TIMKEN CO	COMMON STOCK	887389104	1,176	14,592	SH		SOLE		14,592	0	0
TIPTREE INC	COMMON STOCK USD.001	88822Q103	345	37,095	SH		SOLE		37,095	0	0
TISHMAN SPEYER INNOVATI CL A	COMMON STOCK USD.0001	88825H100	494	50,000	SH		SOLE		50,000	0	0
TISHMAN SPEYER INNOVATI CL A	TISHMAN SPEYER IN CL A CW27	88825H118	13	10,000	SH		SOLE		10,000	0	0
TJX COMPANIES INC	COMMON STOCK USD1.0	872540109	15,106	224,053	SH		SOLE		224,053	0	0
TLG ACQUISITION ONE COR CL A	COMMON STOCK USD.0001	87257M108	2,901	300,000	SH		SOLE		300,000	0	0
TLG ACQUISITION ONE COR CL A	TLG ACQUISITION ONE A CW28	87257M116	79	100,000	SH		SOLE		100,000	0	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	491	8,488	SH		SOLE		8,488	0	0
TORTOISE ACQUISITION CORP A	TORTOISE ACQUISITION A CW27	G89554128	11	5,000	SH		SOLE		5,000	0	0
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS1.0	M87915274	683	23,199	SH		SOLE		23,199	0	0
TPG PACE BENEFICIAL FIN CL A	TPG PACE BENEFICIAL A CW27	G8990D117	33	10,000	SH		SOLE		10,000	0	0
TPG PACE BENEFICIAL II COR A	COMMON STOCK USD.0001	G89826104	252	25,000	SH		SOLE		25,000	0	0
TPG PACE SOLUTIONS CORP	COMMON STOCK USD.0001	G8656V104	249	25,000	SH		SOLE		25,000	0	0
TPG PACE TECH OPPORTUNITI A	COMMON STOCK USD.0001	G8990Y103	248	25,000	SH		SOLE		25,000	0	0
TPG PACE TECH OPPORTUNITI A	TPG PACE TECH OPPORTUN CW27	G8990Y129	9	5,000	SH		SOLE		5,000	0	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	7,114	38,237	SH		SOLE		38,237	0	0
TRADEWEB MARKETS INC CLASS A	COMMON STOCK USD.01	892672106	541	6,400	SH		SOLE		6,400	0	0
TRANE TECHNOLOGIES PLC	COMMON STOCK USD1.0	G8994E103	10,343	56,170	SH		SOLE		56,170	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	14,354	22,176	SH		SOLE		22,176	0	0
TRANSUNION	COMMON STOCK USD.01	89400J107	1,959	17,839	SH		SOLE		17,839	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	769	5,136	SH		SOLE		5,136	0	0
TRAVERE THERAPEUTICS INC	COMMON STOCK USD.0001	89422G107	327	22,401	SH		SOLE		22,401	0	0
TREACE MEDICAL CONCEPTS INC	COMMON STOCK USD.001	89455T109	637	20,389	SH		SOLE		20,389	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	990	99,999	SH		SOLE		99,999	0	0
TREBIA ACQUISITION CORP A	TREBIA ACQUISITION CW	G9027T117	57	33,333	SH		SOLE		33,333	0	0
TRI POINTE HOMES INC	COMMON STOCK USD.01	87265H109	2,141	99,887	SH		SOLE		99,887	0	0
TRIBE CAPITAL GROWTH CORP A	COMMON STOCK USD.0001	89601Y101	244	25,000	SH		SOLE		25,000	0	0
TRIBE CAPITAL GROWTH CORP A	TRIBE CAPITAL GROWTH CORP CW	89601Y119	8	6,250	SH		SOLE		6,250	0	0
TRICO BANCSHARES	COMMON STOCK	896095106	621	14,582	SH		SOLE		14,582	0	0
TRIMBLE INC	COMMON STOCK	896239100	373	4,555	SH		SOLE		4,555	0	0
TRINET GROUP INC	COMMON STOCK USD.000025	896288107	377	5,199	SH		SOLE		5,199	0	0
TRINSEO SA	COMMON STOCK USD.01	L9340P101	781	13,049	SH		SOLE		13,049	0	0
TRUIST FINANCIAL CORP	COMMON STOCK USD5.0	89832Q109	1,198	21,583	SH		SOLE		21,583	0	0
TUATARA CAPITAL ACQUISITIO A	COMMON STOCK USD.0001	G9118J101	194	20,000	SH		SOLE		20,000	0	0
TUATARA CAPITAL ACQUISITIO A	TUATARA CAP ACQ CL A CW27	G9118J119	12	10,000	SH		SOLE		10,000	0	0
TURMERIC ACQUISITION CORP A	COMMON STOCK USD.0001	G9127T108	741	75,000	SH		SOLE		75,000	0	0
TURMERIC ACQUISITION CORP A	TURMERIC ACQUISITION A CW25	G9127T124	25	25,000	SH		SOLE		25,000	0	0
TURNING POINT THERAPEUTICS I	COMMON STOCK USD.0001	90041T108	630	8,070	SH		SOLE		8,070	0	0
TWC TECH HOLDINGS II CORP A	TWC TECH HOLDINGS II CW27	90117G113	87	50,000	SH		SOLE		50,000	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	386	39,996	SH		SOLE		39,996	0	0
TWELVE SEAS INVTMNT CO II A	TWELVE SEAS INV II A CW28	90118T114	12	13,332	SH		SOLE		13,332	0	0
TWIN RIDGE CAPITAL ACQUISI A	COMMON STOCK USD.0001	G9151L104	1,935	199,998	SH		SOLE		199,998	0	0
TWIN RIDGE CAPITAL ACQUISI A	TWIN RIDGE CAPITAL ACQ CW28	G9151L120	60	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	352	2,639	SH		SOLE		2,639	0	0
TWO CLASS A	COMMON STOCK USD.0001	G9152V101	739	75,000	SH		SOLE		75,000	0	0
TYLER TECHNOLOGIES INC	COMMON STOCK USD.01	902252105	405	896	SH		SOLE		896	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	3,832	51,949	SH		SOLE		51,949	0	0
TZP STRATEGIES ACQUISI CL A	COMMON STOCK USD.0001	G91595101	291	30,000	SH		SOLE		30,000	0	0
TZP STRATEGIES ACQUISI CL A	TZP STRATEGIES CL A CW27	G91595119	8	10,000	SH		SOLE		10,000	0	0
U.S. PHYSICAL THERAPY INC	COMMON STOCK USD.01	90337L108	530	4,573	SH		SOLE		4,573	0	0
UDR INC	REIT USD.01	902653104	3,253	66,416	SH		SOLE		66,416	0	0
UFP INDUSTRIES INC	COMMON STOCK	90278Q108	2,544	34,215	SH		SOLE		34,215	0	0
ULTA BEAUTY INC	COMMON STOCK USD.01	90384S303	594	1,719	SH		SOLE		1,719	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	929	17,290	SH		SOLE		17,290	0	0
UMH PROPERTIES INC	REIT USD.1	903002103	663	30,382	SH		SOLE		30,382	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	875	47,405	SH		SOLE		47,405	0	0
UNDER ARMOUR INC CLASS A	COMMON STOCK USD.000333	904311107	658	31,122	SH		SOLE		31,122	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	17,767	80,787	SH		SOLE		80,787	0	0
UNITED COMMUNITY BANKS/GA	COMMON STOCK USD1.0	90984P303	264	8,239	SH		SOLE		8,239	0	0
UNITED NATURAL FOODS INC	COMMON STOCK USD.01	911163103	383	10,358	SH		SOLE		10,358	0	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	22,622	108,775	SH		SOLE		108,775	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	2,916	9,141	SH		SOLE		9,141	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	778	4,339	SH		SOLE		4,339	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	29,977	74,860	SH		SOLE		74,860	0	0
UNIVERSAL HEALTH RLTY INCOME	REIT USD.01	91359E105	626	10,177	SH		SOLE		10,177	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	591	4,037	SH		SOLE		4,037	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	507	17,862	SH		SOLE		17,862	0	0
UPWORK INC	COMMON STOCK USD.0001	91688F104	738	12,653	SH		SOLE		12,653	0	0
URBAN EDGE PROPERTIES	REIT USD.01	91704F104	2,991	156,594	SH		SOLE		156,594	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	327	16,871	SH		SOLE		16,871	0	0
US BANCORP	COMMON STOCK USD.01	902973304	1,324	23,241	SH		SOLE		23,241	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	16,042	217,367	SH		SOLE		217,367	0	0
US FOODS HOLDING CORP	COMMON STOCK USD.01	912008109	416	10,857	SH		SOLE		10,857	0	0
USA TRUCK INC	COMMON STOCK USD.01	902925106	618	38,437	SH		SOLE		38,437	0	0
USANA HEALTH SCIENCES INC	COMMON STOCK USD.001	90328M107	282	2,755	SH		SOLE		2,755	0	0
USHG ACQUISITION CORP	UNIT USD.0001	91748P209	0	2	SH		SOLE		2	0	0
USHG ACQUISITION CORP A	COMMON STOCK USD.0001	91748P100	48	4,998	SH		SOLE		4,998	0	0
USHG ACQUISITION CORP A	USHG ACQUISITION CL A CW28	91748P118	2	1,666	SH		SOLE		1,666	0	0
UWM HOLDINGS CORP	GORES HOLDINGS IV INC CW25	91823B117	45	25,000	SH		SOLE		25,000	0	0
VALARIS LTD	COMMON STOCK USD.01	G9460G101	1,429	49,492	SH		SOLE		49,492	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	712	9,123	SH		SOLE		9,123	0	0
VALOR LATITUDE ACQUISITION A	COMMON STOCK USD.0001	G9460N106	483	49,998	SH		SOLE		49,998	0	0
VALOR LATITUDE ACQUISITION A	VALOR LATITUDE ACQ A CW28	G9460N122	15	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	1,047	48,669	SH		SOLE		48,669	0	0
VANGUARD REAL ESTATE ETF	VANGUARD REAL ESTATE ETF	922908553	644	6,324	SH		SOLE		6,324	0	0
VANGUARD SP 500 ETF	VANGUARD S+P 500 ETF	922908363	13,208	33,565	SH		SOLE		33,565	0	0
VAREX IMAGING CORP	COMMON STOCK USD.01	92214X106	786	29,302	SH		SOLE		29,302	0	0
VBI VACCINES INC	COMMON STOCK	91822J103	275	82,021	SH		SOLE		82,021	0	0
VECTOIQ ACQUISITION CO CL A	COMMON STOCK USD.0001	92244F109	500	50,000	SH		SOLE		50,000	0	0
VECTOIQ ACQUISITION CO CL A	VECTOIQ ACQUISITION CO CW23	92244F117	13	10,000	SH		SOLE		10,000	0	0
VECTOR ACQUISITION CORP	UNIT USD.0001	G9442R100	0	3	SH		SOLE		3	0	0
VECTOR ACQUISITION CORP A	VECTOR ACQUISITION A CW27	G9442R118	280	99,999	SH		SOLE		99,999	0	0
VECTOR ACQUISITION CORP II A	COMMON STOCK USD.0001	G9460A104	1,986	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	193	19,998	SH		SOLE		19,998	0	0
VELOCITY ACQUISITION CORP A	VELOCITY ACQUISITION CW27	92259E112	6	6,666	SH		SOLE		6,666	0	0
VENTAS INC	REIT USD.25	92276F100	4,059	71,089	SH		SOLE		71,089	0	0
VERACYTE INC	COMMON STOCK USD.001	92337F107	536	13,408	SH		SOLE		13,408	0	0
VEREIT INC	REIT USD.01	92339V308	1,626	35,411	SH		SOLE		35,411	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	2,216	49,158	SH		SOLE		49,158	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	3,016	13,248	SH		SOLE		13,248	0	0
VERISK ANALYTICS INC	COMMON STOCK USD.001	92345Y106	7,155	40,951	SH		SOLE		40,951	0	0
VERITEX HOLDINGS INC	COMMON STOCK USD.01	923451108	1,123	31,704	SH		SOLE		31,704	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	4,800	85,669	SH		SOLE		85,669	0	0
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	92532F100	1,844	9,147	SH		SOLE		9,147	0	0
VERTIV HOLDINGS CO	COMMON STOCK USD.0001	92537N108	810	29,668	SH		SOLE		29,668	0	0
VF CORP	COMMON STOCK	918204108	636	7,752	SH		SOLE		7,752	0	0
VIACOMCBS INC CLASS B	COMMON STOCK USD.001	92556H206	744	16,464	SH		SOLE		16,464	0	0
VIATRIS INC	COMMON STOCK	92556V106	219	15,344	SH		SOLE		15,344	0	0
VICI PROPERTIES INC	REIT USD.01	925652109	3,433	110,662	SH		SOLE		110,662	0	0
VIMEO INC	COMMON STOCK USD.01	92719V100	5,024	102,529	SH		SOLE		102,529	0	0
VINE ENERGY INC CLASS A	COMMON STOCK USD.01	92735P103	399	25,595	SH		SOLE		25,595	0	0
VIRTU FINANCIAL INC CLASS A	COMMON STOCK USD.00001	928254101	2,305	83,428	SH		SOLE		83,428	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	45,283	193,665	SH		SOLE		193,665	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	1,181	52,359	SH		SOLE		52,359	0	0
VISTA OUTDOOR INC	COMMON STOCK USD.01	928377100	439	9,493	SH		SOLE		9,493	0	0
VISTRA CORP	COMMON STOCK USD.01	92840M102	4,682	252,401	SH		SOLE		252,401	0	0
VOCERA COMMUNICATIONS INC	COMMON STOCK USD.0003	92857F107	368	9,232	SH		SOLE		9,232	0	0
VORNADO REALTY TRUST	REIT USD.04	929042109	1,494	32,005	SH		SOLE		32,005	0	0
VOYA FINANCIAL INC	COMMON STOCK USD.01	929089100	841	13,678	SH		SOLE		13,678	0	0
VULCAN MATERIALS CO	COMMON STOCK USD1.0	929160109	413	2,374	SH		SOLE		2,374	0	0
VY GLOBAL GROWTH CL A	COMMON STOCK USD.0001	G9444H100	995	100,000	SH		SOLE		100,000	0	0
VY GLOBAL GROWTH CL A	VY GLOBAL GROWTH CL A CW30	G9444H118	36	20,000	SH		SOLE		20,000	0	0
WABTEC CORP	COMMON STOCK USD.01	929740108	283	3,437	SH		SOLE		3,437	0	0
WALDENCAST ACQUISITION COR A	COMMON STOCK USD.0001	G9460C100	398	39,996	SH		SOLE		39,996	0	0
WALDENCAST ACQUISITION COR A	WALDENCAST ACQ CL A CW27	G9460C118	15	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	587	11,160	SH		SOLE		11,160	0	0
WALMART INC	COMMON STOCK USD.1	931142103	16,013	113,548	SH		SOLE		113,548	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	29,819	169,649	SH		SOLE		169,649	0	0
WARBURG PINCUS CAPITAL COR A	COMMON STOCK USD.0001	G9461D107	197	20,000	SH		SOLE		20,000	0	0
WARBURG PINCUS CAPITAL COR A	WARBURG PINCUS CAP A CW27	G9461D115	6	4,000	SH		SOLE		4,000	0	0
WARBURG PINCUS CAPITAL I B	COMMON STOCK USD.0001	G9460M108	988	100,000	SH		SOLE		100,000	0	0
WARBURG PINCUS CAPITAL I B	WARBURG PINCUS CAPITAL CW	G9460M124	26	20,000	SH		SOLE		20,000	0	0
WARRIOR TECHNOLOGIES ACQ A	COMMON STOCK USD.0001	936273101	1,936	200,000	SH		SOLE		200,000	0	0
WARRIOR TECHNOLOGIES ACQ A	WARRIOR TECHNOLOGIES A CW28	936273119	76	100,000	SH		SOLE		100,000	0	0
WASHINGTON FEDERAL INC	COMMON STOCK USD1.0	938824109	566	17,798	SH		SOLE		17,798	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	553	3,950	SH		SOLE		3,950	0	0
WATERS CORP	COMMON STOCK USD.01	941848103	807	2,336	SH		SOLE		2,336	0	0
WATTS WATER TECHNOLOGIES A	COMMON STOCK USD.1	942749102	1,358	9,306	SH		SOLE		9,306	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	366	4,115	SH		SOLE		4,115	0	0
WEINGARTEN REALTY INVESTORS	REIT USD.03	948741103	859	26,800	SH		SOLE		26,800	0	0
WELLS FARGO CO	COMMON STOCK USD1.666	949746101	3,265	72,085	SH		SOLE		72,085	0	0
WELLTOWER INC	REIT USD1.0	95040Q104	6,252	75,239	SH		SOLE		75,239	0	0
WERNER ENTERPRISES INC	COMMON STOCK USD.01	950755108	644	14,464	SH		SOLE		14,464	0	0
WESBANCO INC	COMMON STOCK USD2.0833	950810101	948	26,613	SH		SOLE		26,613	0	0
WESTERN ALLIANCE BANCORP	COMMON STOCK USD.0001	957638109	1,204	12,971	SH		SOLE		12,971	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	415	5,836	SH		SOLE		5,836	0	0
WESTERN UNION CO	COMMON STOCK USD.01	959802109	541	23,544	SH		SOLE		23,544	0	0
WESTLAKE CHEMICAL CORP	COMMON STOCK USD.01	960413102	2,872	31,883	SH		SOLE		31,883	0	0
WESTROCK CO	COMMON STOCK	96145D105	3,131	58,838	SH		SOLE		58,838	0	0
WEYERHAEUSER CO	REIT USD1.25	962166104	368	10,691	SH		SOLE		10,691	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.0	963320106	657	3,012	SH		SOLE		3,012	0	0
WILLIAMS COS INC	COMMON STOCK USD1.0	969457100	375	14,141	SH		SOLE		14,141	0	0
WILLIAMS SONOMA INC	COMMON STOCK USD.01	969904101	677	4,241	SH		SOLE		4,241	0	0
WILLIS TOWERS WATSON PLC	COMMON STOCK USD.000304635	G96629103	5,253	22,839	SH		SOLE		22,839	0	0
WINGSTOP INC	COMMON STOCK USD.01	974155103	1,993	12,644	SH		SOLE		12,644	0	0
WINNEBAGO INDUSTRIES	COMMON STOCK USD.5	974637100	949	13,962	SH		SOLE		13,962	0	0
WISDOMTREE INVESTMENTS INC	COMMON STOCK USD.01	97717P104	652	105,188	SH		SOLE		105,188	0	0
WIX.COM LTD	COMMON STOCK ILS.01	M98068105	274	944	SH		SOLE		944	0	0
WOLVERINE WORLD WIDE INC	COMMON STOCK USD1.0	978097103	913	27,132	SH		SOLE		27,132	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	838	26,404	SH		SOLE		26,404	0	0
WORLD WRESTLING ENTERTAIN A	COMMON STOCK USD.01	98156Q108	805	13,902	SH		SOLE		13,902	0	0
WP CAREY INC	REIT USD.001	92936U109	1,027	13,767	SH		SOLE		13,767	0	0
WR BERKLEY CORP	COMMON STOCK USD.2	084423102	1,097	14,738	SH		SOLE		14,738	0	0
WR GRACE CO	COMMON STOCK USD.01	38388F108	3,947	57,100	SH		SOLE		57,100	0	0
WSFS FINANCIAL CORP	COMMON STOCK USD.01	929328102	2,602	55,839	SH		SOLE		55,839	0	0
WW GRAINGER INC	COMMON STOCK USD.5	384802104	175	400	SH		SOLE		400	0	0
WW INTERNATIONAL INC	COMMON STOCK	98262P101	535	14,809	SH		SOLE		14,809	0	0
WYNDHAM HOTELS RESORTS INC	COMMON STOCK USD.01	98311A105	633	8,751	SH		SOLE		8,751	0	0
XILINX INC	COMMON STOCK USD.01	983919101	2,864	19,803	SH		SOLE		19,803	0	0
XPO LOGISTICS INC	COMMON STOCK USD.001	983793100	921	6,582	SH		SOLE		6,582	0	0
XYLEM INC	COMMON STOCK	98419M100	416	3,464	SH		SOLE		3,464	0	0
YELP INC	COMMON STOCK USD.000001	985817105	2,182	54,610	SH		SOLE		54,610	0	0
YUCAIPA ACQUISITION CORP	UNIT USD.0001	G9879L121	0	2	SH		SOLE		2	0	0
YUCAIPA ACQUISITION CORP A	COMMON STOCK USD.0001	G9879L105	1,974	199,998	SH		SOLE		199,998	0	0
YUCAIPA ACQUISITION CORP A	YUCAIPA ACQUISITION A CW25	G9879L113	89	66,666	SH		SOLE		66,666	0	0
YUM BRANDS INC	COMMON STOCK	988498101	888	7,723	SH		SOLE		7,723	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	3	3,332	SH		SOLE		3,332	0	0
ZAI LAB LTD ADR	ADR USD.00006	98887Q104	970	5,480	SH		SOLE		5,480	0	0
ZEBRA TECHNOLOGIES CORP CL A	COMMON STOCK USD.01	989207105	695	1,312	SH		SOLE		1,312	0	0
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	98956P102	752	4,678	SH		SOLE		4,678	0	0
ZIMMER ENERGY TRANSITION ACQ	UNIT USD.0001	989570205	502	50,000	SH		SOLE		50,000	0	0
ZIONS BANCORP NA	COMMON STOCK USD.001	989701107	1,447	27,377	SH		SOLE		27,377	0	0
ZOETIS INC	COMMON STOCK USD.01	98978V103	5,003	26,848	SH		SOLE		26,848	0	0
ZUMIEZ INC	COMMON STOCK	989817101	755	15,419	SH		SOLE		15,419	0	0