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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
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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
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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
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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
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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