SEC Info℠  
    Home      Search      My Interests      Help      Sign In      Please Sign In

Dupont Capital Management Corp. – ‘13F-HR’ for 3/31/22 – ‘INFO-TABLE’

On:  Wednesday, 4/27/22, at 9:39am ET   ·   Effective:  4/27/22   ·   For:  3/31/22   ·   Accession #:  1567619-22-8999   ·   File #:  28-05977

Previous ‘13F-HR’:  ‘13F-HR’ on 1/31/22 for 12/31/21   ·   Next:  ‘13F-HR’ on 7/26/22 for 6/30/22   ·   Latest:  ‘13F-HR’ on 4/23/24 for 3/31/24

Find Words in Filings emoji
 		  in    Show  and   ↓Hints

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 4/27/22  Dupont Capital Management Corp.   13F-HR      3/31/22    2:747K                                   Broadridge Fin’l… Inc/FA

Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F

Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a      HTML      3K 
                Money Manager -- primary_doc.xml                                 
 2: INFO-TABLE  Portfolio Securities Holdings Info Table --         HTML      3K 
                form13fInfoTable.xml

‘INFO-TABLE’   —   Portfolio Securities Holdings Info Table — form13fInfoTable.xml



        

This ‘INFO-TABLE’ Document is an XML Data File that may be rendered in various formats:

  Information Table    –   Plain Text   –  SEC Website  –  EDGAR System  –    XML Data    –  <?xml?> File
 
 
Plain Text rendering:  Portfolio Securities Holdings Info Table
 
                                                                                                                                                                                
Information Table
 
Info Table:
Name of Issuer:  ARCLIGHT CLEAN TRANSITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0R21B-10-4
Value:  248
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCLIGHT CLEAN TRANSITION A
Title of Class:  ARCLIGHT CLEAN TR CL A CW27
CUSIP:  G0R21B-11-2
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ABG ACQUISITION CORP I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G00496-10-2
Value:  762
Shrs or Prn Amt:
Ssh Prnamt:  77685
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  77685
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACE CONVERGENCE ACQU CLASS A
Title of Class:  ACE CONVERGENCE ACQU C CW27
CUSIP:  G0083D-10-4
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AEA BRIDGES IMPACT CORP CL A
Title of Class:  AEA BRIDGES IMPACT COR CW25
CUSIP:  G01046-11-2
Value:  40
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AFTERNEXT HEALTHTECH ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G01109-10-0
Value:  1,452
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AFTERNEXT HEALTHTECH ACQUI A
Title of Class:  AFTERNEXT HEALTHTECH CW23
CUSIP:  G01109-12-6
Value:  21
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AFRICAN GOLD ACQUISITION C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0112R-10-8
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AFRICAN GOLD ACQUISITION C A
Title of Class:  AFRICAN GOLD ACQUISITION CW
CUSIP:  G0112R-12-4
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  7500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7500
Shared:  0
None:  0
Info Table:
Name of Issuer:  AGILE GROWTH CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G01202-10-3
Value:  975
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  AGILE GROWTH CORP A
Title of Class:  AGILE GROWTH CORP CW27
CUSIP:  G01202-11-1
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  AGILE GROWTH CORP
Title of Class:  UNIT USD.0001
CUSIP:  G01202-12-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLEGION PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G0176J-10-9
Value:  1,596
Shrs or Prn Amt:
Ssh Prnamt:  14542
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14542
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALKERMES PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G01767-10-5
Value:  561
Shrs or Prn Amt:
Ssh Prnamt:  21307
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21307
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMCOR PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G0250X-10-7
Value:  36
Shrs or Prn Amt:
Ssh Prnamt:  3142
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3142
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHA CAPITAL ACQUISITION CO
Title of Class:  UNIT USD.0001
CUSIP:  G0316P-11-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHA CAPITAL ACQUISITION A
Title of Class:  ALPHA CAPITAL ACQ CL A CW27
CUSIP:  G0316P-12-2
Value:  29
Shrs or Prn Amt:
Ssh Prnamt:  49999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49999
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHA CAPITAL ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0316P-13-0
Value:  990
Shrs or Prn Amt:
Ssh Prnamt:  99998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99998
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALTIMAR ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0370U-10-8
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALTIMAR ACQUISITION CORP A
Title of Class:  ALTIMAR ACQUISITION A CW28
CUSIP:  G0370U-11-6
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  6250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6250
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALTIMETER GROWTH CORP 2 A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0371B-10-9
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANTHEMIS DIGITAL ACQUISITION
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G03959-10-6
Value:  249
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANTHEMIS DIGITAL ACQUISITION
Title of Class:  ANTHEMIS DIGITAL ACQ CW23
CUSIP:  G03959-11-4
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  AON PLC CLASS A
Title of Class:  COMMON STOCK
CUSIP:  G0403H-10-8
Value:  329
Shrs or Prn Amt:
Ssh Prnamt:  1010
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1010
Shared:  0
None:  0
Info Table:
Name of Issuer:  APOLLO STRATEGIC GROWTH CL A
Title of Class:  COMMON STOCK USD.00005
CUSIP:  G0411R-10-6
Value:  1,493
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  APOLLO STRATEGIC GROWTH CL A
Title of Class:  APOLLO STRATEGIC GROWT CW27
CUSIP:  G0411R-11-4
Value:  69
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PATHFINDER ACQUISITION CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G04119-10-6
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PATHFINDER ACQUISITION CL A
Title of Class:  PATHFINDER ACQ CL A CW27
CUSIP:  G04119-12-2
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  APOLLO STRATEGIC GROWTH CL A
Title of Class:  COMMON STOCK USD.00025
CUSIP:  G0412A-10-2
Value:  392
Shrs or Prn Amt:
Ssh Prnamt:  40000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40000
Shared:  0
None:  0
Info Table:
Name of Issuer:  APOLLO STRATEGIC GROWTH CL A
Title of Class:  APOLLO STRATEGIC CL A CW27
CUSIP:  G0412A-12-8
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  8000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCH CAPITAL GROUP LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  G0450A-10-5
Value:  493
Shrs or Prn Amt:
Ssh Prnamt:  10176
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10176
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARGO GROUP INTERNATIONAL
Title of Class:  COMMON STOCK USD1.0
CUSIP:  G0464B-10-7
Value:  138
Shrs or Prn Amt:
Ssh Prnamt:  3347
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3347
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCTOS NORTHSTAR ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0477L-10-0
Value:  1,469
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCTOS NORTHSTAR ACQUISIT A
Title of Class:  ARCTOS NORTHSTAR ACQ CW28
CUSIP:  G0477L-12-6
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARTISAN ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0509L-10-2
Value:  493
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARTISAN ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G0509L-11-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARTISAN ACQUISITION CORP A
Title of Class:  ARTISAN ACQUISITION A CW28
CUSIP:  G0509L-12-8
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASCENDANT DIGITAL ACQU CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G05157-10-5
Value:  501
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASCENDANT DIGITAL ACQU CL A
Title of Class:  ASCENDANT DIGITAL ACQ CW23
CUSIP:  G05157-11-3
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASSURED GUARANTY LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  G0585R-10-6
Value:  315
Shrs or Prn Amt:
Ssh Prnamt:  4951
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4951
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATLASSIAN CORP PLC CLASS A
Title of Class:  COMMON STOCK USD.1
CUSIP:  G06242-10-4
Value:  104
Shrs or Prn Amt:
Ssh Prnamt:  355
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  355
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUSTERLITZ ACQUISITION COR A
Title of Class:  AUSTERLITZ ACQ CL A CW26
CUSIP:  G0633D-12-5
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUSTERLITZ ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0633U-10-1
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUSTERLITZ ACQUISITION COR A
Title of Class:  AUSTERLITZ ACQ CL A CW27
CUSIP:  G0633U-12-7
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUTHENTIC EQUITY ACQUISITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G06607-10-8
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUTHENTIC EQUITY ACQUISITI A
Title of Class:  AUTHENTIC EQUITY ACQ CW27
CUSIP:  G06607-12-4
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVANTI ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0682V-10-9
Value:  986
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVANTI ACQUISITION CORP A
Title of Class:  AVANTI ACQUISITION A CW25
CUSIP:  G0682V-12-5
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AURORA ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G0698L-10-3
Value:  1,233
Shrs or Prn Amt:
Ssh Prnamt:  125000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  125000
Shared:  0
None:  0
Info Table:
Name of Issuer:  AURORA ACQUISITION CORP A
Title of Class:  AURORA ACQUISITION A CW28
CUSIP:  G0698L-12-9
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  31250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31250
Shared:  0
None:  0
Info Table:
Name of Issuer:  BABYLON HOLDINGS LTD CL A
Title of Class:  BABYLON HOLDINGS A CW26
CUSIP:  G07031-11-8
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  18750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18750
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANK OF N.T. BUTTERFIELDSON
Title of Class:  COMMON STOCK BMD1.0
CUSIP:  G0772R-20-8
Value:  512
Shrs or Prn Amt:
Ssh Prnamt:  14274
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14274
Shared:  0
None:  0
Info Table:
Name of Issuer:  BYTE ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1R25Q-10-5
Value:  733
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BYTE ACQUISITION CORP A
Title of Class:  BYTE ACQUISITION COR A CW28
CUSIP:  G1R25Q-11-3
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIOPLUS ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G11217-11-7
Value:  247
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIOPLUS ACQUISITION CORP A
Title of Class:  BIOPLUS ACQUISITION CW23
CUSIP:  G11217-12-5
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACCENTURE PLC CL A
Title of Class:  COMMON STOCK USD.0000225
CUSIP:  G1151C-10-1
Value:  5,904
Shrs or Prn Amt:
Ssh Prnamt:  17508
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17508
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUEACACIA LTD CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G11728-10-5
Value:  974
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUEACACIA LTD CLASS A
Title of Class:  BLUEACACIA LTD CL A CW23
CUSIP:  G11728-11-3
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLEUACACIA LTD
Title of Class:  RIGHT
CUSIP:  G11728-13-9
Value:  15
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUESCAPE OPPORTUNITIES AC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1195N-10-5
Value:  986
Shrs or Prn Amt:
Ssh Prnamt:  99998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99998
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUESCAPE OPPORTUNITIES AC A
Title of Class:  BLUESCAPE OPPORTUNIT A CW26
CUSIP:  G1195N-11-3
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  49999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49999
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUESCAPE OPPORTUNITIES ACQ
Title of Class:  UNIT USD.0001
CUSIP:  G1195N-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUERIVER ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1261Q-10-7
Value:  196
Shrs or Prn Amt:
Ssh Prnamt:  19998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19998
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUERIVER ACQUISITION CORP A
Title of Class:  BLUERIVER ACQUISIT A CW26
CUSIP:  G1261Q-11-5
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  6666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6666
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUERIVER ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G1261Q-12-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUE WHALE ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1330M-10-3
Value:  970
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUE WHALE ACQUISITION COR A
Title of Class:  BLUE WHALE ACQ CORP CW23
CUSIP:  G1330M-12-9
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MIMECAST LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  G14838-10-9
Value:  4,034
Shrs or Prn Amt:
Ssh Prnamt:  50700
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50700
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROOKFIELD INFRASTRUCTURE PA
Title of Class:  LTD PART
CUSIP:  G16252-10-1
Value:  770
Shrs or Prn Amt:
Ssh Prnamt:  11629
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11629
Shared:  0
None:  0
Info Table:
Name of Issuer:  BULLPEN PARLAY ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1792A-10-0
Value:  987
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BULLPEN PARLAY ACQUISITION A
Title of Class:  BULLPEN PARLAY ACQUISITI 23
CUSIP:  G1792A-11-8
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CAPITALWORKS EMERGING M CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1889L-10-0
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CAPITALWORKS EMERGING M CL A
Title of Class:  CAPITALWORKS EMERGING CW23
CUSIP:  G1889L-12-6
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  7500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7500
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARTESIAN GROWTH CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G19276-10-7
Value:  99
Shrs or Prn Amt:
Ssh Prnamt:  9996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9996
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARTESIAN GROWTH CORP A
Title of Class:  CARTESIAN GROWTH CL A CW27
CUSIP:  G19276-11-5
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  3332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3332
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARTESIAN GROWTH CORP
Title of Class:  UNIT USD.0001
CUSIP:  G19276-12-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  CATCHA INVESTMENT CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1962Y-10-2
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  CATCHA INVESTMENT CORP A
Title of Class:  CATCHA INVESTMENT CW27
CUSIP:  G1962Y-11-0
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  CATCHA INVESTMENT CORP
Title of Class:  UNIT USD.0001
CUSIP:  G1962Y-12-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  CC NEUBERGER PRINCIPAL III A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G1992N-10-0
Value:  986
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CC NEUBERGER PRINCIPAL III A
Title of Class:  CC NEUBERGER PRINCIPAL CW27
CUSIP:  G1992N-12-6
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DP CAP ACQUISITION CORP I
Title of Class:  UNIT USD.0001
CUSIP:  G2R05B-11-8
Value:  505
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSTELLATION ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2R18K-10-5
Value:  981
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSTELLATION ACQUISITION A
Title of Class:  CONSTELLATION ACQ A CW27
CUSIP:  G2R18K-11-3
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSTELLATION ACQUISITION CO
Title of Class:  UNIT USD.0001
CUSIP:  G2R18K-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLONNADE ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2284B-10-1
Value:  244
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLONNADE ACQUISITION CORP A
Title of Class:  COLONNADE ACQ CL A CW27
CUSIP:  G2284B-11-9
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COHN ROBBINS HOLDINGS CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G23726-10-5
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  COHN ROBBINS HOLDINGS CL A
Title of Class:  COHN ROBBINS HOLDINGS CW25
CUSIP:  G23726-11-3
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  COHN ROBBINS HOLDINGS CORP
Title of Class:  UNIT USD.0001
CUSIP:  G23726-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORNER GROWTH ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2426E-10-4
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORNER GROWTH ACQUISITION CO
Title of Class:  UNIT USD.0001
CUSIP:  G2426E-11-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORNER GROWTH ACQUISITION A
Title of Class:  CORNER GROWTH ACQUISITI CW23
CUSIP:  G2426E-12-0
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMPASS DIGITAL ACQUISITION
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2476C-10-7
Value:  1,447
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMPASS DIGITAL ACQUISITION
Title of Class:  COMPASS DIGITAL ACQ CW23
CUSIP:  G2476C-12-3
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORSAIR PARTNERING CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2540H-10-8
Value:  1,214
Shrs or Prn Amt:
Ssh Prnamt:  124998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  124998
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORSAIR PARTNERING CORP A
Title of Class:  CORSAIR PARTNERING A CW27
CUSIP:  G2540H-11-6
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  41666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41666
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORSAIR PARTNERING CORP
Title of Class:  UNIT USD.0001
CUSIP:  G2540H-12-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRESCENT COVE ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2554Y-10-4
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRESCENT COVE ACQUISITION A
Title of Class:  CRESCENT COVE ACQ A CW27
CUSIP:  G2554Y-12-0
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROWN PROPTECH ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G25741-10-2
Value:  1976
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROWN PROPTECH ACQUISITION A
Title of Class:  CROWN PROPTECH ACQ A CW27
CUSIP:  G25741-11-0
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROWN PROPTECH ACQUISITIONS
Title of Class:  UNIT USD.0001
CUSIP:  G25741-12-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  COCA COLA EUROPACIFIC PARTNE
Title of Class:  COMMON STOCK EUR.01
CUSIP:  G25839-10-4
Value:  23
Shrs or Prn Amt:
Ssh Prnamt:  469
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  469
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRESCERA CAPITAL ACQUIS CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G26507-10-6
Value:  745
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRESCERA CAPITAL ACQUIS CL A
Title of Class:  CRESCERA CAPITAL ACQ CW23
CUSIP:  G26507-11-4
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEEP LAKE CAPITAL ACQUIS CLA
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G27029-10-0
Value:  1,671
Shrs or Prn Amt:
Ssh Prnamt:  169998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  169998
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEEP LAKE CAPITAL ACQUIS CLA
Title of Class:  DEEP LAKE CAPITAL CL B CW27
CUSIP:  G27029-11-8
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  84999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  84999
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEEP LAKE CAPITAL ACQUISITIO
Title of Class:  UNIT USD.0001
CUSIP:  G27029-12-6
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  CUSHMAN WAKEFIELD PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G2717B-10-8
Value:  1,806
Shrs or Prn Amt:
Ssh Prnamt:  88052
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  88052
Shared:  0
None:  0
Info Table:
Name of Issuer:  DHC ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2758T-10-9
Value:  1,715
Shrs or Prn Amt:
Ssh Prnamt:  174996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  174996
Shared:  0
None:  0
Info Table:
Name of Issuer:  DHC ACQUISITION CORP A
Title of Class:  DHC ACQUISITION CORP A CW27
CUSIP:  G2758T-11-7
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  58332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  58332
Shared:  0
None:  0
Info Table:
Name of Issuer:  DHC ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G2758T-12-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  DECARBONIZATION PLUS ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2773W-10-3
Value:  80
Shrs or Prn Amt:
Ssh Prnamt:  8000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DECARBONIZATION PLUS ACQUI A
Title of Class:  DECARBONIZATION PLUS A CW28
CUSIP:  G2773W-11-1
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  4000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DRAGONEER GROWTH OPP III A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G28315-10-2
Value:  195
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DLOCAL LTD
Title of Class:  COMMON STOCK USD.002
CUSIP:  G29018-10-1
Value:  167
Shrs or Prn Amt:
Ssh Prnamt:  5327
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5327
Shared:  0
None:  0
Info Table:
Name of Issuer:  EATON CORP PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G29183-10-3
Value:  2,815
Shrs or Prn Amt:
Ssh Prnamt:  18551
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18551
Shared:  0
None:  0
Info Table:
Name of Issuer:  EJF ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G2955B-10-9
Value:  986
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  EJF ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G2955B-11-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  EJF ACQUISITION CORP A
Title of Class:  EJF ACQUISITION CORP A CW27
CUSIP:  G2955B-12-5
Value:  32
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINTECH EVOLUTION ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3R19A-10-4
Value:  1,470
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINTECH EVOLUTION ACQUISIT A
Title of Class:  FINTECH EVOLUTION ACQ CW28
CUSIP:  G3R19A-12-0
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESGEN ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3R95N-10-3
Value:  501
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESGEN ACQUISITION CORP A
Title of Class:  ESGEN ACQUISITION A CW23
CUSIP:  G3R95N-11-1
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ELLIOTT OPPORTUNITY II COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G30092-10-3
Value:  1,467
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ELLIOTT OPPORTUNITY II COR A
Title of Class:  ELLIOTT OPPORTUNITY II CW23
CUSIP:  G30092-11-1
Value:  23
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENDO INTERNATIONAL PLC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G30401-10-6
Value:  191
Shrs or Prn Amt:
Ssh Prnamt:  82612
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  82612
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCION TECH GROWTH I CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G31067-10-4
Value:  2,946
Shrs or Prn Amt:
Ssh Prnamt:  300000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCION TECH GROWTH I CLASS A
Title of Class:  SCION TECH GROWTH I CW25
CUSIP:  G31067-11-2
Value:  27
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCION TECH GROWTH II CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G31070-10-8
Value:  980
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCION TECH GROWTH II CLASS A
Title of Class:  SCION TECH GROWTH II CW27
CUSIP:  G31070-11-6
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCION TECH GROWTH II
Title of Class:  UNIT USD.0001
CUSIP:  G31070-12-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENTERPRISE 4.0 TECHNOLOGY AC
Title of Class:  UNIT USD.0001
CUSIP:  G3137C-12-2
Value:  50
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARYA SCIENCES ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G31658-10-0
Value:  972
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CC NEUBERGER PRINCIPAL II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3166T-10-3
Value:  1,488
Shrs or Prn Amt:
Ssh Prnamt:  149996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  149996
Shared:  0
None:  0
Info Table:
Name of Issuer:  CC NEUBERGER PRINCIPAL CL A
Title of Class:  CC NEUBERGER PRINCIPAL CW25
CUSIP:  G3166T-11-1
Value:  37
Shrs or Prn Amt:
Ssh Prnamt:  37499
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37499
Shared:  0
None:  0
Info Table:
Name of Issuer:  CC NEUBERGER PRINCIPAL HOLDI
Title of Class:  UNIT USD.0001
CUSIP:  G3166T-12-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  EUROPEAN BIOTECH ACQUISITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3167F-10-2
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  EUROPEAN BIOTECH ACQUISITION
Title of Class:  UNIT USD.0001
CUSIP:  G3167F-11-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  EUROPEAN BIOTECH ACQUISITI A
Title of Class:  EUROPEAN BIOTECH CW26
CUSIP:  G3167F-12-8
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENPHYS ACQUISITION CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3167L-10-9
Value:  964
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENPHYS ACQUISITION CORP
Title of Class:  ENPHYS ACQUISITION CW24
CUSIP:  G3167L-11-7
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESM ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3195H-10-4
Value:  977
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESM ACQUISITION CORP A
Title of Class:  ESM ACQUISITION CL A CW26
CUSIP:  G3195H-11-2
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESM ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G3195H-12-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESSENT GROUP LTD
Title of Class:  COMMON STOCK USD.015
CUSIP:  G3198U-10-2
Value:  1,539
Shrs or Prn Amt:
Ssh Prnamt:  37338
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37338
Shared:  0
None:  0
Info Table:
Name of Issuer:  HPX CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G32219-10-0
Value:  595
Shrs or Prn Amt:
Ssh Prnamt:  60000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  60000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HPX CORP A
Title of Class:  HPX CORP A CW25
CUSIP:  G32219-12-6
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVEREST RE GROUP LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  G3223R-10-8
Value:  3,187
Shrs or Prn Amt:
Ssh Prnamt:  10574
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10574
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARES ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G33032-10-6
Value:  1962
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARES ACQUISITION CORP A
Title of Class:  ARES ACQUISITION CL A CW27
CUSIP:  G33032-12-2
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  40000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAR PEAK ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3312L-10-3
Value:  994
Shrs or Prn Amt:
Ssh Prnamt:  99999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99999
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAR PEAK ACQUISITION CORP A
Title of Class:  FAR PEAK ACQ CL A CW25
CUSIP:  G3312L-11-1
Value:  54
Shrs or Prn Amt:
Ssh Prnamt:  33333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33333
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAR PEAK ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G3312L-12-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIFTH WALL ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G34142-10-2
Value:  728
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTRESS CAPITAL ACQUISITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G36427-10-5
Value:  494
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTRESS CAPITAL ACQUISITI A
Title of Class:  FORTRESS CAP ACQ CL A CW27
CUSIP:  G36427-12-1
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FREEDOM ACQUISITION I CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3663X-11-0
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FREEDOM ACQUISITION I CORP A
Title of Class:  FREEDOM ACQ I CL A CW27
CUSIP:  G3663X-12-8
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRONTIER INVESTMENT CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G36816-10-9
Value:  972
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRONTIER INVESTMENT CORP
Title of Class:  UNIT USD.0001
CUSIP:  G36816-11-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRONTIER INVESTMENT CORP A
Title of Class:  FRONTIER INVESTMENT A CW23
CUSIP:  G36816-12-5
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRONTIER ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G36826-10-8
Value:  980
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRONTIER ACQUISITION CORP A
Title of Class:  FRONTIER ACQUISITON CW28
CUSIP:  G36826-12-4
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRAZIER LIFESCIENCES ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3710A-10-5
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  24999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24999
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRAZIER LIFESCIENCES ACQUI A
Title of Class:  FRAZIER LIFESCIENCES AC CW25
CUSIP:  G3710A-11-3
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  8333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8333
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRAZIER LIFESCIENCES ACQUIS
Title of Class:  UNIT USD.0001
CUSIP:  G3710A-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  FTAC HERA ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3728Y-10-3
Value:  1,469
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FTAC HERA ACQUISITION CORP A
Title of Class:  FTAC HERA ACQ CL A CW27
CUSIP:  G3728Y-11-1
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  FTAC ATHENA ACQUISITION CO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G37283-10-1
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FTAC ATHENA ACQUISITION CO A
Title of Class:  FTAC ATHENA ACQ CL A CW26
CUSIP:  G37283-11-9
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  GAMES ESPORTS EXPERIENCE A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3731J-11-9
Value:  200
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GAMES ESPORTS EXPERIENCE A
Title of Class:  GAMES + ESPORTS EXPERIEN 23
CUSIP:  G3731J-12-7
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENPACT LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  G3922B-10-7
Value:  157
Shrs or Prn Amt:
Ssh Prnamt:  3604
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3604
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL SYNERGY ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3934J-10-6
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL SYNERGY ACQUISITION A
Title of Class:  GLOBAL SYNERGY ACQUIS CW27
CUSIP:  G3934J-12-2
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL TECHNOLOGY ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3934N-10-7
Value:  499
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL TECHNOLOGY ACQUISIT A
Title of Class:  GLOBAL TECHNOLOGY ACQ CW23
CUSIP:  G3934N-11-5
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL PARTNER ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G3934P-10-2
Value:  735
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL PARTNER ACQUISITION A
Title of Class:  GLOBAL PARTNER ACQ A CW27
CUSIP:  G3934P-12-8
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOBI ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.001
CUSIP:  G4022Y-10-4
Value:  972
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GREEN VISOR FINANCIAL TECHNO
Title of Class:  UNIT USD.0001
CUSIP:  G4166K-11-8
Value:  101
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  G SQUARED ASCEND I INC CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G4204R-10-9
Value:  2,463
Shrs or Prn Amt:
Ssh Prnamt:  250000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  250000
Shared:  0
None:  0
Info Table:
Name of Issuer:  G SQUARED ASCEND I INC CL A
Title of Class:  G SQUARED ASCEND I CW27
CUSIP:  G4204R-11-7
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HERBALIFE NUTRITION LTD
Title of Class:  COMMON STOCK USD.002
CUSIP:  G4412G-10-1
Value:  314
Shrs or Prn Amt:
Ssh Prnamt:  10339
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10339
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIGHLAND TRANSCEND PART CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G44690-10-8
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  24996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24996
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIGHLAND TRANSCEND PARTNERS
Title of Class:  UNIT USD.0001
CUSIP:  G44690-11-6
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIGHLAND TRANSCEND PART CL A
Title of Class:  HIGHLAND TRANSCEN CL A CW27
CUSIP:  G44690-12-4
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  8332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8332
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIG ACQUISITION CORP CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G44898-10-7
Value:  739
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIG ACQUISITION CORP CLASS A
Title of Class:  HIG ACQUISITION CORP A CW25
CUSIP:  G44898-12-3
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HORIZON ACQUIS CORP II CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G46044-10-6
Value:  1982
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  HORIZON ACQUIS CORP II CL A
Title of Class:  HORIZON ACQUIS CORP II CW27
CUSIP:  G46044-11-4
Value:  44
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  HORIZON ACQUISITION CORP II
Title of Class:  UNIT USD.0001
CUSIP:  G46044-12-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  HORIZON THERAPEUTICS PLC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G46188-10-1
Value:  1,618
Shrs or Prn Amt:
Ssh Prnamt:  15383
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15383
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUNT COS ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G46482-10-8
Value:  501
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUNT COS ACQUISITION CORP A
Title of Class:  HUNT COS ACQUISIT CL A CW28
CUSIP:  G46482-12-4
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ICONIC SPORTS ACQ CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G4712C-10-7
Value:  700
Shrs or Prn Amt:
Ssh Prnamt:  70000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ICONIC SPORTS ACQ CORP A
Title of Class:  ICONIC SPORTS ACQ CW23
CUSIP:  G4712C-11-5
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  35000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INDEPENDENCE HDS CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G4761A-10-1
Value:  1958
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INDEPENDENCE HDS CORP CL A
Title of Class:  INDEPENDENCE HDS CL A CW28
CUSIP:  G4761A-12-7
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  40000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INFLECTION POINT ACQUISITI A
Title of Class:  INFLECTION POINT ACQUISI CW
CUSIP:  G47874-11-3
Value:  25
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INFLECTION POINT ACQUISITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G47874-12-1
Value:  967
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INFINITE ACQUISITION CO CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G48028-10-7
Value:  988
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INFINITE ACQUISITION CO CL A
Title of Class:  INFINITE ACQUISITION CW23
CUSIP:  G48028-12-3
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INNOVATIVE INTERNATIONAL A A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G4809M-10-9
Value:  100
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INNOVATIVE INTERNATIONAL A A
Title of Class:  INNOVATIVE INTERNATIONAL ACQ
CUSIP:  G4809M-12-5
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERNATIONAL GAME TECHNOLOG
Title of Class:  COMMON STOCK USD.1
CUSIP:  G4863A-10-8
Value:  841
Shrs or Prn Amt:
Ssh Prnamt:  34087
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34087
Shared:  0
None:  0
Info Table:
Name of Issuer:  INVESCO LTD
Title of Class:  COMMON STOCK USD.2
CUSIP:  G491BT-10-8
Value:  38
Shrs or Prn Amt:
Ssh Prnamt:  1649
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1649
Shared:  0
None:  0
Info Table:
Name of Issuer:  ION ACQUISITION CORP 3 LTD A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G4940J-11-4
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ITIQUIRA ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G49773-10-7
Value:  1,521
Shrs or Prn Amt:
Ssh Prnamt:  155000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  155000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ITIQUIRA ACQUISITION CORP A
Title of Class:  ITIQUIRA ACQ CL A CW27
CUSIP:  G49773-11-5
Value:  27
Shrs or Prn Amt:
Ssh Prnamt:  77500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  77500
Shared:  0
None:  0
Info Table:
Name of Issuer:  JACK CREEK INVESTMENT C CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G4989X-11-5
Value:  1,472
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JACK CREEK INVESTMENT C CL A
Title of Class:  JACK CREEK INVESTMENT CW27
CUSIP:  G4989X-12-3
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JAWS JUGGERNAUT ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G50735-10-2
Value:  1,464
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JAWS JUGGERNAUT ACQUISITIO A
Title of Class:  JAWS JUGGERNAUT ACQUI CW23
CUSIP:  G50735-11-0
Value:  24
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  JAWS MUSTANG ACQUISITION C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G50737-10-8
Value:  1,472
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JAWS MUSTANG ACQUISITION C A
Title of Class:  JAWS MUSTANG ACQ C CW26
CUSIP:  G50737-12-4
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  37500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37500
Shared:  0
None:  0
Info Table:
Name of Issuer:  JOHNSON CONTROLS INTERNATION
Title of Class:  COMMON STOCK USD.01
CUSIP:  G51502-10-5
Value:  1,252
Shrs or Prn Amt:
Ssh Prnamt:  19099
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19099
Shared:  0
None:  0
Info Table:
Name of Issuer:  KAIROS ACQUISITION CORP A
Title of Class:  KAIROS ACQ CL A CW27
CUSIP:  G52110-10-6
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KAIROS ACQUISITION CORP A
Title of Class:  COMMON STOCK
CUSIP:  G52110-11-4
Value:  1,472
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KERNEL GROUP HOLDINGS INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G5259L-10-3
Value:  1,472
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KERNEL GROUP HOLDINGS INC A
Title of Class:  KERNEL GROUP HLDG A CW27
CUSIP:  G5259L-12-9
Value:  19
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LAMF GLOBAL VENTURES CORP I
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G5338L-10-8
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LAMF GLOBAL VENTURES CORP I
Title of Class:  LAMF GLOBAL VENTURES CW23
CUSIP:  G5338L-12-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  L CATTERTON ASIA ACQ CLASS A
Title of Class:  L CATTERTON ASIA ACQ CW
CUSIP:  G5346G-11-7
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  L CATTERTON ASIA ACQ CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G5346G-12-5
Value:  732
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEAD EDGE GROWTH OPPORTUNI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G54085-10-8
Value:  147
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEAD EDGE GROWTH OPPORTUNI A
Title of Class:  LEAD EDGE GROWTH OPP A CW28
CUSIP:  G54085-11-6
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3750
Shared:  0
None:  0
Info Table:
Name of Issuer:  LDH GROWTH CORP I CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G54094-10-0
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LDH GROWTH CORP I CLASS A
Title of Class:  LDH GROWTH CORP I CL A CW28
CUSIP:  G54094-12-6
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEVERE HOLDINGS CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G5462L-10-6
Value:  489
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEVERE HOLDINGS CORP
Title of Class:  UNIT USD.0001
CUSIP:  G5462L-11-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEVERE HOLDINGS CORP A
Title of Class:  LEVERE HOLDINGS CORP A CW28
CUSIP:  G5462L-12-2
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  LINDE PLC
Title of Class:  COMMON STOCK EUR.001
CUSIP:  G5494J-10-3
Value:  4,695
Shrs or Prn Amt:
Ssh Prnamt:  14698
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14698
Shared:  0
None:  0
Info Table:
Name of Issuer:  WORLD QUANTUM GROWTH ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G5596W-10-1
Value:  990
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WORLD QUANTUM GROWTH ACQUI A
Title of Class:  WORLD QUANTUM GROWTH CW28
CUSIP:  G5596W-12-7
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MSD ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G5709C-10-9
Value:  982
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARLIN TECHNOLOGY CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G58411-10-2
Value:  1964
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARLIN TECHNOLOGY CORP A
Title of Class:  MARLIN TECHNOLOGY CW26
CUSIP:  G58411-11-0
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARLIN TECHNOLOGY CORP
Title of Class:  UNIT USD.0001
CUSIP:  G58411-12-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  MACONDRAY CAPITAL ACQUISITIO
Title of Class:  UNIT USD.0001
CUSIP:  G5853A-12-3
Value:  1,000
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MEDTRONIC PLC
Title of Class:  COMMON STOCK USD.1
CUSIP:  G5960L-10-3
Value:  1,621
Shrs or Prn Amt:
Ssh Prnamt:  14609
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14609
Shared:  0
None:  0
Info Table:
Name of Issuer:  MORINGA ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6S23K-10-8
Value:  636
Shrs or Prn Amt:
Ssh Prnamt:  65000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  65000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MORINGA ACQUISITION CORP A
Title of Class:  MORINGA ACQUISITION COR CW26
CUSIP:  G6S23K-12-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  32500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32500
Shared:  0
None:  0
Info Table:
Name of Issuer:  METALS ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G60405-10-0
Value:  996
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  METALS ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G60405-11-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  APTIV PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G6095L-10-9
Value:  1,113
Shrs or Prn Amt:
Ssh Prnamt:  9294
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9294
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIME IMPACT ACQU I CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G61074-10-3
Value:  989
Shrs or Prn Amt:
Ssh Prnamt:  99999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99999
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIME IMPACT ACQUISITION I
Title of Class:  UNIT USD.0001
CUSIP:  G61074-11-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIME IMPACT ACQU I CL A
Title of Class:  PRIME IMPACT ACQU I CW30
CUSIP:  G61074-12-9
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  33333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33333
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOTIVE CAPITAL CORP II CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6293R-10-6
Value:  1,488
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOTIVE CAPITAL CORP II CL A
Title of Class:  MOTIVE CAPITAL II CL A 23
CUSIP:  G6293R-11-4
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOUNTAIN CO I ACQUISITION
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6301J-10-4
Value:  1,008
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOUNTAIN CO I ACQUISITION
Title of Class:  MOUNTAIN + CO I ACQ CW23
CUSIP:  G6301J-11-2
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHA PARTNERS TECHNOLOGY A
Title of Class:  ALPHA PARTNERS TECHNOLOGY CW
CUSIP:  G63290-10-3
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHA PARTNERS TECHNOLOGY A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G63290-11-1
Value:  968
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHA PARTNERS TECHNOLOGY ME
Title of Class:  UNIT USD.0001
CUSIP:  G63290-12-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  NABORS INDUSTRIES LTD
Title of Class:  COMMON STOCK USD.001
CUSIP:  G6359F-13-7
Value:  256
Shrs or Prn Amt:
Ssh Prnamt:  1676
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1676
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW VISTA ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6529L-10-5
Value:  489
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW VISTA ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G6529L-11-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW VISTA ACQUISITION CORP A
Title of Class:  NEW VISTA ACQ CL A CW27
CUSIP:  G6529L-12-1
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  NOBLE CORP
Title of Class:  COMMON STOCK USD.00001
CUSIP:  G6610J-20-9
Value:  261
Shrs or Prn Amt:
Ssh Prnamt:  7443
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7443
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTH ATLANTIC ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G66139-10-9
Value:  247
Shrs or Prn Amt:
Ssh Prnamt:  24996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24996
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTH ATLANTIC ACQUISITION C
Title of Class:  UNIT USD.0001
CUSIP:  G66139-11-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTH ATLANTIC ACQUISITION A
Title of Class:  NORTH ATLANTIC ACQ CW25
CUSIP:  G66139-12-5
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  8332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8332
Shared:  0
None:  0
Info Table:
Name of Issuer:  OAKTREE ACQ CORP II CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6715X-10-3
Value:  746
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  OAKTREE ACQ CORP II CL A
Title of Class:  OAKTREE ACQ CORP II A CW27
CUSIP:  G6715X-11-1
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  18750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18750
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMEGA ALPHA SPAC CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6749V-10-7
Value:  147
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORION BIOTECH OPPORTUNITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6780C-10-9
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORION BIOTECH OPPORTUNITI A
Title of Class:  ORION BIOTECH OPPORTU CW27
CUSIP:  G6780C-11-7
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORTHO CLINICAL DIAGNOSTICS H
Title of Class:  COMMON STOCK USD.00001
CUSIP:  G6829J-10-7
Value:  4,269
Shrs or Prn Amt:
Ssh Prnamt:  228800
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  228800
Shared:  0
None:  0
Info Table:
Name of Issuer:  PANACEA ACQUISITION CORPII A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G6882C-10-6
Value:  293
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PENTAIR PLC
Title of Class:  COMMON STOCK USD.01
CUSIP:  G7S00T-10-4
Value:  36
Shrs or Prn Amt:
Ssh Prnamt:  662
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  662
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIONEER MERGER CORP CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7S24C-10-3
Value:  1960
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIONEER MERGER CORP CLASS A
Title of Class:  PIONEER MERGER CL A CW27
CUSIP:  G7S24C-11-1
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIONEER MERGER CORP
Title of Class:  UNIT USD.0001
CUSIP:  G7S24C-12-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  SAPIENS INTERNATIONAL CORP
Title of Class:  COMMON STOCK EUR.01
CUSIP:  G7T16G-10-3
Value:  315
Shrs or Prn Amt:
Ssh Prnamt:  12424
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12424
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCULPTOR ACQUISITION CORP I
Title of Class:  UNIT USD.0001
CUSIP:  G7T983-12-9
Value:  1,006
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERIDOT ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7008B-10-5
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERIDOT ACQUISITION CORP A
Title of Class:  PERIDOT ACQUISITION A CW28
CUSIP:  G7008B-12-1
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PLUM ACQUISITION CORP I A
Title of Class:  PLUM ACQUISITION I A CW28
CUSIP:  G7134L-11-8
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  16000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PLUM ACQUISITION CORP I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7134L-12-6
Value:  782
Shrs or Prn Amt:
Ssh Prnamt:  80000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  80000
Shared:  0
None:  0
Info Table:
Name of Issuer:  POEMA GLOBAL HOLDINGS CORP A
Title of Class:  COMMON STOCK
CUSIP:  G7154B-10-7
Value:  987
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  POEMA GLOBAL HOLDINGS CORP A
Title of Class:  POEMA GLOBAL HOLD CL A CW27
CUSIP:  G7154B-11-5
Value:  67
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  THRIVE ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7158C-10-1
Value:  50
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  THRIVE ACQUISITION CORP A
Title of Class:  THRIVE ACQUISITION CW23
CUSIP:  G7158C-11-9
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  PONTEM CORP CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G71707-10-6
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  PONTEM CORP
Title of Class:  UNIT USD.0001
CUSIP:  G71707-11-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  PONTEM CORP CLASS A
Title of Class:  PONTEM CORP CLASS A CW27
CUSIP:  G71707-12-2
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  POPULATION HEALTH INVEST A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G71716-10-7
Value:  689
Shrs or Prn Amt:
Ssh Prnamt:  69996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  69996
Shared:  0
None:  0
Info Table:
Name of Issuer:  POPULATION HEALTH INVEST A
Title of Class:  POPULATION HEALTH CL A CW25
CUSIP:  G71716-11-5
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  23332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23332
Shared:  0
None:  0
Info Table:
Name of Issuer:  POPULATION HEALTH INVESTMENT
Title of Class:  UNIT USD.0001
CUSIP:  G71716-12-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  PORTAGE FINTECH ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7185D-10-6
Value:  1,472
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PORTAGE FINTECH ACQUISITIO A
Title of Class:  PORTAGE FINTECH ACQ CW23
CUSIP:  G7185D-11-4
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  POWERED BRANDS CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7209M-10-8
Value:  491
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  POWERED BRANDS CLASS A
Title of Class:  POWERED BRANDS CL A CW27
CUSIP:  G7209M-11-6
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  POWERED BRANDS
Title of Class:  UNIT USD.0001
CUSIP:  G7209M-12-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIMAVERA CAPITAL ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7255E-10-9
Value:  295
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIMAVERA CAPITAL ACQUISIT A
Title of Class:  PRIMAVERA CAP ACQ CL A CW26
CUSIP:  G7255E-11-7
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROJECT ENERGY REIMAGINED AC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G72556-10-6
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  300
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROJECT ENERGY REIMAGINED AC
Title of Class:  PROJECT ENERGY REIMAG CW28
CUSIP:  G72556-11-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  150
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROSPECTOR CAPITAL CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7273A-10-5
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  9996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9996
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROSPECTOR CAPITAL CORP CL A
Title of Class:  PROSPECTOR CAPITAL CORP CW25
CUSIP:  G7273A-11-3
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3332
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROSPECTOR CAPITAL CORP
Title of Class:  UNIT USD.0001
CUSIP:  G7273A-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROVIDENT ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7282L-10-0
Value:  296
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROVIDENT ACQUISITION CORP A
Title of Class:  PROVIDENT ACQUISITION CW26
CUSIP:  G7282L-12-6
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PYROPHYTE ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7308P-10-1
Value:  997
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PYROPHYTE ACQUISITION CORP A
Title of Class:  PHYT WS CW
CUSIP:  G7308P-12-7
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUEEN S GAMBIT GROWTH CL A
Title of Class:  QUEEN S GAMBIT GRTH A CW27
CUSIP:  G7315C-11-9
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  1666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1666
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUEEN S GAMBIT GROWTH CAPITA
Title of Class:  UNIT USD.0001
CUSIP:  G7315C-12-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  RCF ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7330C-10-2
Value:  994
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RCF ACQUISITION CORP A
Title of Class:  RCF ACQUISITION CORP CW23
CUSIP:  G7330C-11-0
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  REDBALL ACQUISITION CORP A
Title of Class:  REDBALL ACQUISITION CW22
CUSIP:  G7417R-11-3
Value:  107
Shrs or Prn Amt:
Ssh Prnamt:  125333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  125333
Shared:  0
None:  0
Info Table:
Name of Issuer:  REDBALL ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G7417R-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIBBIT LEAP LTD CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7552B-10-5
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIBBIT LEAP LTD CLASS A
Title of Class:  RIBBIT LEAP LTD A CW25
CUSIP:  G7552B-11-3
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  1000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RICE ACQUISITION CORP II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G75529-10-0
Value:  493
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RICE ACQUISITION CORP II A
Title of Class:  RICE ACQUISITION CORP II CW
CUSIP:  G75529-12-6
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIGEL RESOURCE ACQUISIT CL A
Title of Class:  COMMON STOCK
CUSIP:  G7573M-10-6
Value:  993
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIGEL RESOURCE ACQUISIT CL A
Title of Class:  RIGEL RESOURCE ACQUISI CW23
CUSIP:  G7573M-11-4
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RMG ACQUISITION CORP III A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G76088-10-6
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RMG ACQUISITION CORP III A
Title of Class:  RMG ACQUISITION CL A CW27
CUSIP:  G76088-12-2
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROCKET INTERNET GROWTH OPP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7613T-10-3
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROCKET INTERNET GROWTH OPP A
Title of Class:  ROCKET INTERNET GROWTH CW27
CUSIP:  G7613T-12-9
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  6250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6250
Shared:  0
None:  0
Info Table:
Name of Issuer:  SATELLOGIC INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7823S-10-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  SATELLOGIC INC A
Title of Class:  SATELLOGIC INC A 23
CUSIP:  G7823S-11-9
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  8332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8332
Shared:  0
None:  0
Info Table:
Name of Issuer:  SARISSA CAPITAL ACQUISITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G7823W-10-2
Value:  643
Shrs or Prn Amt:
Ssh Prnamt:  64998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  64998
Shared:  0
None:  0
Info Table:
Name of Issuer:  SARISSA CAPITAL ACQUISITI A
Title of Class:  SARISSA CAPITAL ACQUI CW27
CUSIP:  G7823W-11-0
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  21666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21666
Shared:  0
None:  0
Info Table:
Name of Issuer:  SARISSA CAPITAL ACQUISITION
Title of Class:  UNIT USD.0001
CUSIP:  G7823W-12-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCREAMING EAGLE ACQ CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G79407-10-5
Value:  2,919
Shrs or Prn Amt:
Ssh Prnamt:  300000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCREAMING EAGLE ACQ CLASS A
Title of Class:  SCREAMING EAGLE ACQ CL A 27
CUSIP:  G79407-12-1
Value:  61
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SDCL EDGE ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G79471-10-1
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SDCL EDGE ACQUISITION CORP A
Title of Class:  SDCL EDGE ACQ CL A CW28
CUSIP:  G79471-12-7
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEAGATE TECHNOLOGY HOLDINGS
Title of Class:  COMMON STOCK USD.00001
CUSIP:  G7997R-10-3
Value:  107
Shrs or Prn Amt:
Ssh Prnamt:  1186
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1186
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUPERNOVA PARTNERS ACQUISI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8T90F-10-2
Value:  685
Shrs or Prn Amt:
Ssh Prnamt:  70000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUPERNOVA PARTNERS ACQUISI A
Title of Class:  SUPERNOVA PARTNERSS A CW27
CUSIP:  G8T90F-12-8
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  14000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEMPER PARATUS ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8028L-10-7
Value:  250
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEMPER PARATUS ACQUISITION A
Title of Class:  SEMPER PARATUS ACQU CW26
CUSIP:  G8028L-13-1
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  7 ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G80694-10-5
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  7 ACQUISITION CORP A
Title of Class:  7 ACQUISITION CORP A CW23
CUSIP:  G80694-11-3
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIGNET JEWELERS LTD
Title of Class:  COMMON STOCK USD.18
CUSIP:  G81276-10-0
Value:  184
Shrs or Prn Amt:
Ssh Prnamt:  2532
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2532
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVER CREST ACQUISITION C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G81355-10-2
Value:  1,475
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVER CREST ACQUISITION C A
Title of Class:  SILVER CREST ACQ CL A CW28
CUSIP:  G81355-12-8
Value:  34
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVERSPAC INC CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8136V-10-4
Value:  966
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVERSPAC INC CL A
Title of Class:  SILVERSPAC INC CW23
CUSIP:  G8136V-11-2
Value:  15
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVERSPAC INC
Title of Class:  UNIT USD.0001
CUSIP:  G8136V-12-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVER SPIKE ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8201H-10-5
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SILVER SPIKE ACQUISITION A
Title of Class:  SILVER SPIKE ACQ A CW26
CUSIP:  G8201H-11-3
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SKYDECK ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G82220-10-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  SKYDECK ACQUISITION CORP A
Title of Class:  SKYDECK ACQ CORP CL A CW27
CUSIP:  G82220-11-5
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  SKYDECK ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G82220-12-3
Value:  486
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOAR TECHNOLOGY ACQUISITION
Title of Class:  UNIT USD.0001
CUSIP:  G82472-10-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOAR TECHNOLOGY ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G82472-11-2
Value:  1,317
Shrs or Prn Amt:
Ssh Prnamt:  129996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  129996
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOAR TECHNOLOGY ACQUISITIO A
Title of Class:  SOAR TECH ACQ CL A CW27
CUSIP:  G82472-12-0
Value:  15
Shrs or Prn Amt:
Ssh Prnamt:  43332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  43332
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL HEDOSOPH VI A
Title of Class:  SOCIAL CAPITAL HED VI CW25
CUSIP:  G8251L-11-3
Value:  15
Shrs or Prn Amt:
Ssh Prnamt:  12499
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12499
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL HEDOSOPHIA HO
Title of Class:  UNIT USD.0001
CUSIP:  G8251L-12-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL HEDOSOPH A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G82514-10-3
Value:  400
Shrs or Prn Amt:
Ssh Prnamt:  39996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39996
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL HEDOSOPH A
Title of Class:  SOCIAL CAPITAL HEDOSOP CW25
CUSIP:  G82514-11-1
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  9999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9999
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL HEDOSOPHIA HO
Title of Class:  UNIT USD.0001
CUSIP:  G82514-12-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL SUVRETTA HO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8253T-10-6
Value:  989
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL SUVRETTA HO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8253U-10-3
Value:  975
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL SUVRETTA HO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8253W-10-9
Value:  988
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL CAPITAL SUVRETTA HO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8253Y-10-5
Value:  974
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPORTS VENTURES ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8372A-10-3
Value:  1,484
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPORTS VENTURES ACQUISITIO A
Title of Class:  SPORTS VENT ACQ CL A CW27
CUSIP:  G8372A-12-9
Value:  55
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ST ENERGY TRANSITION I LTD
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8465L-10-7
Value:  986
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ST ENERGY TRANSITION I LTD
Title of Class:  ST ENERGY TRANSITION I CW23
CUSIP:  G8465L-11-5
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SVF INVESTMENT CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8601L-10-2
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SVF INVESTMENT CORP CL A
Title of Class:  SVF INVESTMENT CL A CW27
CUSIP:  G8601L-12-8
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SVF INVESTMENT CORP 2 CLS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8601M-10-0
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SVF INVESTMENT CORP 3 CLS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8601N-10-8
Value:  50
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TAILWIND INTERNATIONAL ACQ A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8662F-10-1
Value:  979
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  TAILWIND INTERNATIONAL ACQ A
Title of Class:  TAILWIND INTERNATIONAL CW28
CUSIP:  G8662F-11-9
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  TAILWIND INTERNATIONAL ACQUI
Title of Class:  UNIT USD.0001
CUSIP:  G8662F-12-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  TALON 1 ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G86656-10-8
Value:  1,007
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TALON 1 ACQUISITION CORP A
Title of Class:  TALON 1 ACQUISITION COR CW23
CUSIP:  G86656-11-6
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TARGET GLOBAL ACQUISITION I
Title of Class:  UNIT USD.0001
CUSIP:  G8675N-11-7
Value:  2,991
Shrs or Prn Amt:
Ssh Prnamt:  300000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TCV ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8704C-12-4
Value:  540
Shrs or Prn Amt:
Ssh Prnamt:  55300
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55300
Shared:  0
None:  0
Info Table:
Name of Issuer:  TEKKORP DIGITAL ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8739H-10-6
Value:  1972
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TEKKORP DIGITAL ACQUISITIO A
Title of Class:  TEKKORP DIGITAL ACQUI CW27
CUSIP:  G8739H-11-4
Value:  31
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TORTOISEECOFIN ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G8956E-10-9
Value:  972
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TORTOISEECOFIN ACQUISITION A
Title of Class:  TORTOISEECOFIN ACQUISIT CW
CUSIP:  G8956E-11-7
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TPG PACE BENEFICIAL II COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G89826-10-4
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TPG PACE BENEFICIAL FIN CL A
Title of Class:  TPG PACE BENEFICIAL A CW27
CUSIP:  G8990D-11-7
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRANE TECHNOLOGIES PLC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  G8994E-10-3
Value:  4,324
Shrs or Prn Amt:
Ssh Prnamt:  28314
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28314
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRINE II ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9059F-10-0
Value:  995
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRINE II ACQUISITION CORP A
Title of Class:  TRINE II ACQ CL A CW27
CUSIP:  G9059F-11-8
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TUATARA CAPITAL ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9118J-10-1
Value:  198
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TUATARA CAPITAL ACQUISITIO A
Title of Class:  TUATARA CAP ACQ CL A CW27
CUSIP:  G9118J-11-9
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TURMERIC ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9127T-10-8
Value:  740
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TURMERIC ACQUISITION CORP A
Title of Class:  TURMERIC ACQUISITION A CW25
CUSIP:  G9127T-12-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWIN RIDGE CAPITAL ACQUISI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9151L-10-4
Value:  1958
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWIN RIDGE CAPITAL ACQUISITI
Title of Class:  UNIT USD.0001
CUSIP:  G9151L-11-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWIN RIDGE CAPITAL ACQUISI A
Title of Class:  TWIN RIDGE CAPITAL ACQ CW28
CUSIP:  G9151L-12-0
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWO CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9152V-10-1
Value:  734
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TZP STRATEGIES ACQUISI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G91595-10-1
Value:  294
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TZP STRATEGIES ACQUISI CL A
Title of Class:  TZP STRATEGIES CL A CW27
CUSIP:  G91595-11-9
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VY GLOBAL GROWTH CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9444H-10-0
Value:  990
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VY GLOBAL GROWTH CL A
Title of Class:  VY GLOBAL GROWTH CL A CW30
CUSIP:  G9444H-11-8
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOLAR LNG LTD
Title of Class:  COMMON STOCK USD1.0
CUSIP:  G9456A-10-0
Value:  298
Shrs or Prn Amt:
Ssh Prnamt:  12024
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12024
Shared:  0
None:  0
Info Table:
Name of Issuer:  VECTOR ACQUISITION CORP II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9460A-10-4
Value:  1950
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WALDENCAST ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9460C-10-0
Value:  396
Shrs or Prn Amt:
Ssh Prnamt:  39996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39996
Shared:  0
None:  0
Info Table:
Name of Issuer:  WALDENCAST ACQUISITION COR A
Title of Class:  WALDENCAST ACQ CL A CW27
CUSIP:  G9460C-11-8
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  13332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13332
Shared:  0
None:  0
Info Table:
Name of Issuer:  WALDENCAST ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  G9460C-12-6
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  VALARIS LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  G9460G-10-1
Value:  342
Shrs or Prn Amt:
Ssh Prnamt:  6579
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6579
Shared:  0
None:  0
Info Table:
Name of Issuer:  WARBURG PINCUS CAPITAL I B
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9460M-10-8
Value:  982
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WARBURG PINCUS CAPITAL I B
Title of Class:  WARBURG PINCUS CAPITAL CW
CUSIP:  G9460M-12-4
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VALOR LATITUDE ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9460N-10-6
Value:  485
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  VALOR LATITUDE ACQUISITION C
Title of Class:  UNIT USD.0001
CUSIP:  G9460N-11-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  VALOR LATITUDE ACQUISITION A
Title of Class:  VALOR LATITUDE ACQ A CW28
CUSIP:  G9460N-12-2
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOGREEN INVESTMENTS CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9461B-10-1
Value:  500
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOGREEN INVESTMENTS CORP
Title of Class:  GOGREEN INVESTMENTS CW23
CUSIP:  G9461B-11-9
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WARBURG PINCUS CAPITAL COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9461D-10-7
Value:  197
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WARBURG PINCUS CAPITAL COR A
Title of Class:  WARBURG PINCUS CAP A CW27
CUSIP:  G9461D-11-5
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  4000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4000
Shared:  0
None:  0
Info Table:
Name of Issuer:  UTA ACQUISITION CORPORATIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G9473A-10-9
Value:  690
Shrs or Prn Amt:
Ssh Prnamt:  70000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70000
Shared:  0
None:  0
Info Table:
Name of Issuer:  UTA ACQUISITION CORPORATIO A
Title of Class:  UTA ACQUISITION CORPORAT 23
CUSIP:  G9473A-11-7
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  35000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WORLDWIDE WEBB ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  G97775-10-3
Value:  985
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WORLDWIDE WEBB ACQUISITION A
Title of Class:  WORLDWIDE WEBB ACQ CW23
CUSIP:  G97775-11-1
Value:  19
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHUBB LTD
Title of Class:  COMMON STOCK
CUSIP:  H1467J-10-4
Value:  2,268
Shrs or Prn Amt:
Ssh Prnamt:  10602
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10602
Shared:  0
None:  0
Info Table:
Name of Issuer:  GARMIN LTD
Title of Class:  COMMON STOCK CHF.1
CUSIP:  H2906T-10-9
Value:  92
Shrs or Prn Amt:
Ssh Prnamt:  779
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  779
Shared:  0
None:  0
Info Table:
Name of Issuer:  TE CONNECTIVITY LTD
Title of Class:  COMMON STOCK CHF.57
CUSIP:  H84989-10-4
Value:  1,409
Shrs or Prn Amt:
Ssh Prnamt:  10755
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10755
Shared:  0
None:  0
Info Table:
Name of Issuer:  CODERE ONLINE LUXEMBOURG SA
Title of Class:  CODERE ONLINE LUXEMBOU CW
CUSIP:  L18268-11-7
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORION ENGINEERED CARBONS SA
Title of Class:  COMMON STOCK
CUSIP:  L72967-10-9
Value:  145
Shrs or Prn Amt:
Ssh Prnamt:  9070
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9070
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHECK POINT SOFTWARE TECH
Title of Class:  COMMON STOCK USD.01
CUSIP:  M22465-10-4
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  1170
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1170
Shared:  0
None:  0
Info Table:
Name of Issuer:  COGNYTE SOFTWARE LTD
Title of Class:  COMMON STOCK
CUSIP:  M25133-10-5
Value:  24
Shrs or Prn Amt:
Ssh Prnamt:  2113
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2113
Shared:  0
None:  0
Info Table:
Name of Issuer:  CYBERARK SOFTWARE LTD/ISRAEL
Title of Class:  COMMON STOCK ILS.01
CUSIP:  M2682V-10-8
Value:  2,740
Shrs or Prn Amt:
Ssh Prnamt:  16235
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16235
Shared:  0
None:  0
Info Table:
Name of Issuer:  KORNIT DIGITAL LTD
Title of Class:  COMMON STOCK ILS.01
CUSIP:  M6372Q-11-3
Value:  24
Shrs or Prn Amt:
Ssh Prnamt:  285
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  285
Shared:  0
None:  0
Info Table:
Name of Issuer:  RADWARE LTD
Title of Class:  COMMON STOCK ILS.05
CUSIP:  M81873-10-7
Value:  81
Shrs or Prn Amt:
Ssh Prnamt:  2535
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2535
Shared:  0
None:  0
Info Table:
Name of Issuer:  TOWER SEMICONDUCTOR LTD
Title of Class:  COMMON STOCK ILS15.0
CUSIP:  M87915-27-4
Value:  475
Shrs or Prn Amt:
Ssh Prnamt:  9807
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9807
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIM INTEGRATED SHIPPING SERV
Title of Class:  COMMON STOCK
CUSIP:  M9T951-10-9
Value:  80
Shrs or Prn Amt:
Ssh Prnamt:  1104
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1104
Shared:  0
None:  0
Info Table:
Name of Issuer:  AERCAP HOLDINGS NV
Title of Class:  COMMON STOCK EUR.01
CUSIP:  N00985-10-6
Value:  170
Shrs or Prn Amt:
Ssh Prnamt:  3384
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3384
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASML HOLDING NV NY REG SHS
Title of Class:  NY REG SHRS EUR.09
CUSIP:  N07059-21-0
Value:  416
Shrs or Prn Amt:
Ssh Prnamt:  623
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  623
Shared:  0
None:  0
Info Table:
Name of Issuer:  CNH INDUSTRIAL NV
Title of Class:  COMMON STOCK EUR.01
CUSIP:  N20944-10-9
Value:  571
Shrs or Prn Amt:
Ssh Prnamt:  35976
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35976
Shared:  0
None:  0
Info Table:
Name of Issuer:  ERMENEGILDO ZEGNA HOLDITALIA
Title of Class:  COMMON STOCK
CUSIP:  N30577-10-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  LILIUM NV
Title of Class:  COMMON STOCK EUR.12
CUSIP:  N52586-10-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  LYONDELLBASELL INDU CL A
Title of Class:  COMMON STOCK EUR.04
CUSIP:  N53745-10-0
Value:  1,367
Shrs or Prn Amt:
Ssh Prnamt:  13294
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13294
Shared:  0
None:  0
Info Table:
Name of Issuer:  NXP SEMICONDUCTORS NV
Title of Class:  COMMON STOCK
CUSIP:  N6596X-10-9
Value:  3,239
Shrs or Prn Amt:
Ssh Prnamt:  17500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIGNA SPORTS UNITED NV
Title of Class:  COMMON STOCK
CUSIP:  N80029-10-6
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIGNA SPORTS UNITED NV
Title of Class:  SIGNA SPORTS UNITED BV WRNT
CUSIP:  N80029-11-4
Value:  35
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRITIUM DCFC LTD
Title of Class:  COMMON STOCK USD.0001
CUSIP:  Q9225T-10-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACCO BRANDS CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  00081T-10-8
Value:  178
Shrs or Prn Amt:
Ssh Prnamt:  22310
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22310
Shared:  0
None:  0
Info Table:
Name of Issuer:  AF ACQUISITION CORP CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  001040-10-4
Value:  487
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  AF ACQUISITION CORP CLASS A
Title of Class:  AF ACQUISITION CORP CW28
CUSIP:  001040-11-2
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  AF ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  001040-20-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  AFLAC INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  001055-10-2
Value:  119
Shrs or Prn Amt:
Ssh Prnamt:  1844
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1844
Shared:  0
None:  0
Info Table:
Name of Issuer:  AGCO CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  001084-10-2
Value:  1,478
Shrs or Prn Amt:
Ssh Prnamt:  10122
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10122
Shared:  0
None:  0
Info Table:
Name of Issuer:  AES CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  00130H-10-5
Value:  180
Shrs or Prn Amt:
Ssh Prnamt:  6978
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6978
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMC ENTERTAINMENT HLDS CL A
Title of Class:  COMMON STOCK USD.01
CUSIP:  00165C-10-4
Value:  468
Shrs or Prn Amt:
Ssh Prnamt:  19008
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19008
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMN HEALTHCARE SERVICES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  001744-10-1
Value:  1,571
Shrs or Prn Amt:
Ssh Prnamt:  15062
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15062
Shared:  0
None:  0
Info Table:
Name of Issuer:  API GROUP CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  00187Y-10-0
Value:  156
Shrs or Prn Amt:
Ssh Prnamt:  7435
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7435
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATT INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  00206R-10-2
Value:  1,054
Shrs or Prn Amt:
Ssh Prnamt:  44590
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44590
Shared:  0
None:  0
Info Table:
Name of Issuer:  A10 NETWORKS INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  002121-10-1
Value:  435
Shrs or Prn Amt:
Ssh Prnamt:  31182
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31182
Shared:  0
None:  0
Info Table:
Name of Issuer:  AZZ INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  002474-10-4
Value:  905
Shrs or Prn Amt:
Ssh Prnamt:  18757
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18757
Shared:  0
None:  0
Info Table:
Name of Issuer:  ABBOTT LABORATORIES
Title of Class:  COMMON STOCK
CUSIP:  002824-10-0
Value:  10,065
Shrs or Prn Amt:
Ssh Prnamt:  85039
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  85039
Shared:  0
None:  0
Info Table:
Name of Issuer:  ABBVIE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  00287Y-10-9
Value:  6,072
Shrs or Prn Amt:
Ssh Prnamt:  37458
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37458
Shared:  0
None:  0
Info Table:
Name of Issuer:  ABIOMED INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  003654-10-0
Value:  128
Shrs or Prn Amt:
Ssh Prnamt:  386
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  386
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACADIA PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  004225-10-8
Value:  494
Shrs or Prn Amt:
Ssh Prnamt:  20383
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20383
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACCELERATE ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  00439D-10-2
Value:  1952
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACCELERATE ACQUISITION COR A
Title of Class:  ACCELERATE ACQUISITION CW27
CUSIP:  00439D-11-0
Value:  26
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACCELERATE ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  00439D-20-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACI WORLDWIDE INC
Title of Class:  COMMON STOCK USD.005
CUSIP:  004498-10-1
Value:  813
Shrs or Prn Amt:
Ssh Prnamt:  25828
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25828
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACROPOLIS INFRASTRUCTURE A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  005029-10-3
Value:  1942
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACROPOLIS INFRASTRUCTURE A
Title of Class:  ACROPOLIS INFRASTRUCTU CW26
CUSIP:  005029-11-1
Value:  32
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACROPOLIS INFRASTRUCTURE ACQ
Title of Class:  UNIT USD.0001
CUSIP:  005029-20-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACTIVISION BLIZZARD INC
Title of Class:  COMMON STOCK USD.000001
CUSIP:  00507V-10-9
Value:  1,115
Shrs or Prn Amt:
Ssh Prnamt:  13923
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13923
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACUITY BRANDS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  00508Y-10-2
Value:  1,692
Shrs or Prn Amt:
Ssh Prnamt:  8939
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8939
Shared:  0
None:  0
Info Table:
Name of Issuer:  ACUSHNET HOLDINGS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  005098-10-8
Value:  967
Shrs or Prn Amt:
Ssh Prnamt:  24017
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24017
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADIT EDTECH ACQUISITION
Title of Class:  COMMON STOCK USD.0001
CUSIP:  007024-10-2
Value:  247
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADIT EDTECH ACQUISITION
Title of Class:  ADIT EDTECH ACQ CW27
CUSIP:  007024-11-0
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADOBE INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  00724F-10-1
Value:  11,401
Shrs or Prn Amt:
Ssh Prnamt:  25022
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25022
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADTRAN INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  00738A-10-6
Value:  157
Shrs or Prn Amt:
Ssh Prnamt:  8514
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8514
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADTHEORENT HOLDINGS CO INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  00739D-10-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADVANCE AUTO PARTS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  00751Y-10-6
Value:  580
Shrs or Prn Amt:
Ssh Prnamt:  2802
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2802
Shared:  0
None:  0
Info Table:
Name of Issuer:  AECOM
Title of Class:  COMMON STOCK USD.01
CUSIP:  00766T-10-0
Value:  1,704
Shrs or Prn Amt:
Ssh Prnamt:  22184
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22184
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADVANCED MERGER PARTNERS I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  00777J-10-9
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  4992
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4992
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADVANCED MERGER PARTNERS I A
Title of Class:  ADVANCED MERGER PART CW26
CUSIP:  00777J-11-7
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  832
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  832
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADVANCED MERGER PARTNERS INC
Title of Class:  UNIT USD.0001
CUSIP:  00777J-20-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  8
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADVANCED MICRO DEVICES
Title of Class:  COMMON STOCK USD.01
CUSIP:  007903-10-7
Value:  3,430
Shrs or Prn Amt:
Ssh Prnamt:  31374
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31374
Shared:  0
None:  0
Info Table:
Name of Issuer:  ADVANCED ENERGY INDUSTRIES
Title of Class:  COMMON STOCK USD.001
CUSIP:  007973-10-0
Value:  985
Shrs or Prn Amt:
Ssh Prnamt:  11445
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11445
Shared:  0
None:  0
Info Table:
Name of Issuer:  AEVA TECHNOLOGIES INC
Title of Class:  INTERPRIVATE ACQUISITI CW24
CUSIP:  00835Q-11-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  AGILENT TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  00846U-10-1
Value:  3,771
Shrs or Prn Amt:
Ssh Prnamt:  28497
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28497
Shared:  0
None:  0
Info Table:
Name of Issuer:  AGILYSYS INC
Title of Class:  COMMON STOCK USD.3
CUSIP:  00847J-10-5
Value:  174
Shrs or Prn Amt:
Ssh Prnamt:  4364
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4364
Shared:  0
None:  0
Info Table:
Name of Issuer:  AIR LEASE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  00912X-30-2
Value:  484
Shrs or Prn Amt:
Ssh Prnamt:  10843
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10843
Shared:  0
None:  0
Info Table:
Name of Issuer:  AIR PRODUCTS CHEMICALS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  009158-10-6
Value:  264
Shrs or Prn Amt:
Ssh Prnamt:  1056
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1056
Shared:  0
None:  0
Info Table:
Name of Issuer:  AKAMAI TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  00971T-10-1
Value:  79
Shrs or Prn Amt:
Ssh Prnamt:  658
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  658
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALARM.COM HOLDINGS INC
Title of Class:  COMMON STOCK
CUSIP:  011642-10-5
Value:  223
Shrs or Prn Amt:
Ssh Prnamt:  3349
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3349
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALASKA AIR GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  011659-10-9
Value:  113
Shrs or Prn Amt:
Ssh Prnamt:  1952
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1952
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALBANY INTL CORP CL A
Title of Class:  COMMON STOCK USD.001
CUSIP:  012348-10-8
Value:  921
Shrs or Prn Amt:
Ssh Prnamt:  10924
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10924
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALBEMARLE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  012653-10-1
Value:  968
Shrs or Prn Amt:
Ssh Prnamt:  4378
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4378
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALBERTSONS COS INC CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  013091-10-3
Value:  427
Shrs or Prn Amt:
Ssh Prnamt:  12856
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12856
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALCOA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  013872-10-6
Value:  58
Shrs or Prn Amt:
Ssh Prnamt:  644
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  644
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALDEYRA THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  01438T-10-6
Value:  702
Shrs or Prn Amt:
Ssh Prnamt:  158031
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  158031
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALEXANDER BALDWIN INC
Title of Class:  REIT
CUSIP:  014491-10-4
Value:  338
Shrs or Prn Amt:
Ssh Prnamt:  14577
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14577
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALEXANDRIA REAL ESTATE EQUIT
Title of Class:  REIT USD.01
CUSIP:  015271-10-9
Value:  3,341
Shrs or Prn Amt:
Ssh Prnamt:  16599
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16599
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLEGRO MICROSYSTEMS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  01749D-10-5
Value:  375
Shrs or Prn Amt:
Ssh Prnamt:  13214
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13214
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLIANT ENERGY CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  018802-10-8
Value:  26
Shrs or Prn Amt:
Ssh Prnamt:  412
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  412
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLISON TRANSMISSION HOLDING
Title of Class:  COMMON STOCK USD.01
CUSIP:  01973R-10-1
Value:  865
Shrs or Prn Amt:
Ssh Prnamt:  22038
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22038
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLOGENE THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  019770-10-6
Value:  144
Shrs or Prn Amt:
Ssh Prnamt:  15817
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15817
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLSTATE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  020002-10-1
Value:  2,359
Shrs or Prn Amt:
Ssh Prnamt:  17029
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17029
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALLY FINANCIAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  02005N-10-0
Value:  1,080
Shrs or Prn Amt:
Ssh Prnamt:  24845
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24845
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHABET INC CL C
Title of Class:  COMMON STOCK USD.001
CUSIP:  02079K-10-7
Value:  56,731
Shrs or Prn Amt:
Ssh Prnamt:  20312
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20312
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALPHABET INC CL A
Title of Class:  COMMON STOCK USD.001
CUSIP:  02079K-30-5
Value:  10,641
Shrs or Prn Amt:
Ssh Prnamt:  3826
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3826
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALTICE USA INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  02156K-10-3
Value:  239
Shrs or Prn Amt:
Ssh Prnamt:  19166
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19166
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALTC ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  02156V-10-9
Value:  1952
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ALTRIA GROUP INC
Title of Class:  COMMON STOCK USD.333
CUSIP:  02209S-10-3
Value:  2,745
Shrs or Prn Amt:
Ssh Prnamt:  52533
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  52533
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMAZON.COM INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  023135-10-6
Value:  56,964
Shrs or Prn Amt:
Ssh Prnamt:  17474
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17474
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMEDISYS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  023436-10-8
Value:  809
Shrs or Prn Amt:
Ssh Prnamt:  4697
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4697
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN AIRLINES GROUP INC
Title of Class:  COMMON STOCK
CUSIP:  02376R-10-2
Value:  1,520
Shrs or Prn Amt:
Ssh Prnamt:  83274
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  83274
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN ASSETS TRUST INC
Title of Class:  REIT USD.01
CUSIP:  024013-10-4
Value:  869
Shrs or Prn Amt:
Ssh Prnamt:  22947
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22947
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN AXLE MFG HOLDINGS
Title of Class:  COMMON STOCK USD.01
CUSIP:  024061-10-3
Value:  113
Shrs or Prn Amt:
Ssh Prnamt:  14531
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14531
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN EAGLE OUTFITTERS
Title of Class:  COMMON STOCK USD.01
CUSIP:  02553E-10-6
Value:  223
Shrs or Prn Amt:
Ssh Prnamt:  13277
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13277
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN ELECTRIC POWER
Title of Class:  COMMON STOCK USD6.5
CUSIP:  025537-10-1
Value:  205
Shrs or Prn Amt:
Ssh Prnamt:  2056
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2056
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN EXPRESS CO
Title of Class:  COMMON STOCK USD.2
CUSIP:  025816-10-9
Value:  1,679
Shrs or Prn Amt:
Ssh Prnamt:  8981
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8981
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN HOMES 4 RENT A
Title of Class:  REIT USD.01
CUSIP:  02665T-30-6
Value:  3,217
Shrs or Prn Amt:
Ssh Prnamt:  80370
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  80370
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN INTERNATIONAL GROUP
Title of Class:  COMMON STOCK USD2.5
CUSIP:  026874-78-4
Value:  272
Shrs or Prn Amt:
Ssh Prnamt:  4333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4333
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN NATIONAL GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  02772A-10-9
Value:  1,828
Shrs or Prn Amt:
Ssh Prnamt:  9665
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9665
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN PUBLIC EDUCATION
Title of Class:  COMMON STOCK USD.01
CUSIP:  02913V-10-3
Value:  167
Shrs or Prn Amt:
Ssh Prnamt:  7881
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7881
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN SOFTWARE INC CL A
Title of Class:  COMMON STOCK USD.1
CUSIP:  029683-10-9
Value:  144
Shrs or Prn Amt:
Ssh Prnamt:  6928
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6928
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN STATES WATER CO
Title of Class:  COMMON STOCK
CUSIP:  029899-10-1
Value:  630
Shrs or Prn Amt:
Ssh Prnamt:  7072
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7072
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN TOWER CORP
Title of Class:  REIT USD.01
CUSIP:  03027X-10-0
Value:  1,276
Shrs or Prn Amt:
Ssh Prnamt:  5079
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5079
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICAN WATER WORKS CO INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  030420-10-3
Value:  170
Shrs or Prn Amt:
Ssh Prnamt:  1029
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1029
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERICOLD REALTY TRUST
Title of Class:  REIT USD.01
CUSIP:  03064D-10-8
Value:  900
Shrs or Prn Amt:
Ssh Prnamt:  32299
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32299
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERISAFE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  03071H-10-0
Value:  404
Shrs or Prn Amt:
Ssh Prnamt:  8143
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8143
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERISOURCEBERGEN CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  03073E-10-5
Value:  46
Shrs or Prn Amt:
Ssh Prnamt:  299
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  299
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERIPRISE FINANCIAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  03076C-10-6
Value:  111
Shrs or Prn Amt:
Ssh Prnamt:  371
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  371
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMERIS BANCORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  03076K-10-8
Value:  1,162
Shrs or Prn Amt:
Ssh Prnamt:  26476
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26476
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMETEK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  031100-10-0
Value:  12,525
Shrs or Prn Amt:
Ssh Prnamt:  94043
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  94043
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMGEN INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  031162-10-0
Value:  1,575
Shrs or Prn Amt:
Ssh Prnamt:  6512
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6512
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMICUS THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  03152W-10-9
Value:  354
Shrs or Prn Amt:
Ssh Prnamt:  37407
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37407
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMKOR TECHNOLOGY INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  031652-10-0
Value:  1,351
Shrs or Prn Amt:
Ssh Prnamt:  62211
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  62211
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMNEAL PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  03168L-10-5
Value:  187
Shrs or Prn Amt:
Ssh Prnamt:  44756
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44756
Shared:  0
None:  0
Info Table:
Name of Issuer:  AMPHENOL CORP CL A
Title of Class:  COMMON STOCK USD.001
CUSIP:  032095-10-1
Value:  6,294
Shrs or Prn Amt:
Ssh Prnamt:  83534
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  83534
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANALOG DEVICES INC
Title of Class:  COMMON STOCK USD.167
CUSIP:  032654-10-5
Value:  9,576
Shrs or Prn Amt:
Ssh Prnamt:  57976
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  57976
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANAPLAN INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  03272L-10-8
Value:  4,027
Shrs or Prn Amt:
Ssh Prnamt:  61900
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  61900
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANSYS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  03662Q-10-5
Value:  1,356
Shrs or Prn Amt:
Ssh Prnamt:  4270
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4270
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANTARES PHARMA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  036642-10-6
Value:  170
Shrs or Prn Amt:
Ssh Prnamt:  41419
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41419
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANTERO RESOURCES CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  03674X-10-6
Value:  552
Shrs or Prn Amt:
Ssh Prnamt:  18066
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18066
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANTHEM INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  036752-10-3
Value:  4,645
Shrs or Prn Amt:
Ssh Prnamt:  9457
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9457
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANZU SPECIAL ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  03737A-10-1
Value:  2,936
Shrs or Prn Amt:
Ssh Prnamt:  300000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ANZU SPECIAL ACQUISITION COR
Title of Class:  ANZU SPECIAL ACQ CW27
CUSIP:  03737A-11-9
Value:  24
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  APA CORP
Title of Class:  COMMON STOCK USD.625
CUSIP:  03743Q-10-8
Value:  4,870
Shrs or Prn Amt:
Ssh Prnamt:  117831
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  117831
Shared:  0
None:  0
Info Table:
Name of Issuer:  APELLIS PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  03753U-10-6
Value:  161
Shrs or Prn Amt:
Ssh Prnamt:  3167
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3167
Shared:  0
None:  0
Info Table:
Name of Issuer:  APPLE INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  037833-10-0
Value:  89,627
Shrs or Prn Amt:
Ssh Prnamt:  513299
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  513299
Shared:  0
None:  0
Info Table:
Name of Issuer:  APPLE HOSPITALITY REIT INC
Title of Class:  REIT NPV
CUSIP:  03784Y-20-0
Value:  662
Shrs or Prn Amt:
Ssh Prnamt:  36843
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  36843
Shared:  0
None:  0
Info Table:
Name of Issuer:  APPLIED MATERIALS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  038222-10-5
Value:  5,914
Shrs or Prn Amt:
Ssh Prnamt:  44871
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44871
Shared:  0
None:  0
Info Table:
Name of Issuer:  AQUABOUNTY TECHNOLOGIES
Title of Class:  COMMON STOCK USD.001
CUSIP:  03842K-20-0
Value:  211
Shrs or Prn Amt:
Ssh Prnamt:  113056
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  113056
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCHER DANIELS MIDLAND CO
Title of Class:  COMMON STOCK
CUSIP:  039483-10-2
Value:  1,595
Shrs or Prn Amt:
Ssh Prnamt:  17666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17666
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCHIMEDES TECH SPAC PARTNER
Title of Class:  ARCHIMEDES TECH SPAC P CW27
CUSIP:  039562-11-1
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  18750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18750
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARCHIMEDES TECH SPAC SUBUNIT
Title of Class:  UNIT USD.0001
CUSIP:  039562-30-1
Value:  745
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARENA FORTIFY ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  04005A-10-4
Value:  250
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARENA FORTIFY ACQUISITION A
Title of Class:  ARENA FORTIFY ACQ CL A CW28
CUSIP:  04005A-11-2
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARGUS CAPITAL CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  04026L-10-5
Value:  499
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARGUS CAPITAL CORP CL A
Title of Class:  ARGUS CAPITAL CORP CW23
CUSIP:  04026L-11-3
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARISTA NETWORKS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  040413-10-6
Value:  138
Shrs or Prn Amt:
Ssh Prnamt:  996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  996
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARMADA HOFFLER PROPERTIES IN
Title of Class:  REIT USD.01
CUSIP:  04208T-10-8
Value:  327
Shrs or Prn Amt:
Ssh Prnamt:  22403
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22403
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARRAY TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  04271T-10-0
Value:  195
Shrs or Prn Amt:
Ssh Prnamt:  17345
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17345
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARROW ELECTRONICS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  042735-10-0
Value:  2,948
Shrs or Prn Amt:
Ssh Prnamt:  24851
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24851
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARROWHEAD PHARMACEUTICALS IN
Title of Class:  COMMON STOCK USD.001
CUSIP:  04280A-10-0
Value:  191
Shrs or Prn Amt:
Ssh Prnamt:  4150
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4150
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARTISAN PARTNERS ASSET MA A
Title of Class:  COMMON STOCK USD.01
CUSIP:  04316A-10-8
Value:  202
Shrs or Prn Amt:
Ssh Prnamt:  5131
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5131
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASPEN TECHNOLOGY INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  045327-10-3
Value:  1,482
Shrs or Prn Amt:
Ssh Prnamt:  8959
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8959
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASSOCIATED BANC CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  045487-10-5
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  21851
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21851
Shared:  0
None:  0
Info Table:
Name of Issuer:  ASSURANT INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  04621X-10-8
Value:  74
Shrs or Prn Amt:
Ssh Prnamt:  409
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  409
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATHENA CONSUMER ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  04684M-10-6
Value:  499
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATHENA CONSUMER ACQUISITIO A
Title of Class:  ATHENA CONSUMER ACQ CW23
CUSIP:  04684M-11-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATHLON ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  04748A-10-6
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATHLON ACQUISITION CORP A
Title of Class:  ATHLON ACQUISITION WTS CW26
CUSIP:  04748A-11-4
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATKORE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  047649-10-8
Value:  3,302
Shrs or Prn Amt:
Ssh Prnamt:  33545
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33545
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATLANTIC AVENUE ACQUISI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  04906P-10-1
Value:  1,183
Shrs or Prn Amt:
Ssh Prnamt:  120000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  120000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATLANTIC AVENUE ACQUISI CL A
Title of Class:  ATLANTIC AVENUE ACQUIS CW27
CUSIP:  04906P-11-9
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  60000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  60000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATLAS CREST INVESTMENT COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  049287-10-5
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATLAS CREST INVESTMENT COR A
Title of Class:  ATLAS CREST INV CL A CW28
CUSIP:  049287-11-3
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  6250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6250
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATMOS ENERGY CORP
Title of Class:  COMMON STOCK
CUSIP:  049560-10-5
Value:  431
Shrs or Prn Amt:
Ssh Prnamt:  3608
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3608
Shared:  0
None:  0
Info Table:
Name of Issuer:  ATRICURE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  04963C-20-9
Value:  594
Shrs or Prn Amt:
Ssh Prnamt:  9039
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9039
Shared:  0
None:  0
Info Table:
Name of Issuer:  AURINIA PHARMACEUTICALS INC
Title of Class:  COMMON STOCK
CUSIP:  05156V-10-2
Value:  110
Shrs or Prn Amt:
Ssh Prnamt:  8845
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8845
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUTODESK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  052769-10-6
Value:  2,910
Shrs or Prn Amt:
Ssh Prnamt:  13577
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13577
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUTOMATIC DATA PROCESSING
Title of Class:  COMMON STOCK USD.1
CUSIP:  053015-10-3
Value:  350
Shrs or Prn Amt:
Ssh Prnamt:  1536
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1536
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUTONATION INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  05329W-10-2
Value:  2,565
Shrs or Prn Amt:
Ssh Prnamt:  25759
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25759
Shared:  0
None:  0
Info Table:
Name of Issuer:  AUTOZONE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  053332-10-2
Value:  7,313
Shrs or Prn Amt:
Ssh Prnamt:  3577
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3577
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVALONBAY COMMUNITIES INC
Title of Class:  REIT USD.01
CUSIP:  053484-10-1
Value:  4,787
Shrs or Prn Amt:
Ssh Prnamt:  19274
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19274
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVAYA HOLDINGS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  05351X-10-1
Value:  152
Shrs or Prn Amt:
Ssh Prnamt:  11995
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11995
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVERY DENNISON CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  053611-10-9
Value:  1,275
Shrs or Prn Amt:
Ssh Prnamt:  7327
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7327
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVIS BUDGET GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  053774-10-5
Value:  277
Shrs or Prn Amt:
Ssh Prnamt:  1051
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1051
Shared:  0
None:  0
Info Table:
Name of Issuer:  AVNET INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  053807-10-3
Value:  2,201
Shrs or Prn Amt:
Ssh Prnamt:  54228
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  54228
Shared:  0
None:  0
Info Table:
Name of Issuer:  AXOGEN INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  05463X-10-6
Value:  172
Shrs or Prn Amt:
Ssh Prnamt:  21694
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21694
Shared:  0
None:  0
Info Table:
Name of Issuer:  BJ S WHOLESALE CLUB HOLDINGS
Title of Class:  COMMON STOCK USD.01
CUSIP:  05550J-10-1
Value:  2,558
Shrs or Prn Amt:
Ssh Prnamt:  37841
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37841
Shared:  0
None:  0
Info Table:
Name of Issuer:  BP MIDSTREAM PARTNERS LP
Title of Class:  MLP
CUSIP:  0556EL-10-9
Value:  1,632
Shrs or Prn Amt:
Ssh Prnamt:  96453
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  96453
Shared:  0
None:  0
Info Table:
Name of Issuer:  BAKER HUGHES CO
Title of Class:  COMMON STOCK USD.0001
CUSIP:  05722G-10-0
Value:  152
Shrs or Prn Amt:
Ssh Prnamt:  4169
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4169
Shared:  0
None:  0
Info Table:
Name of Issuer:  BALL CORP
Title of Class:  COMMON STOCK
CUSIP:  058498-10-6
Value:  762
Shrs or Prn Amt:
Ssh Prnamt:  8465
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8465
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANCORP INC/THE
Title of Class:  COMMON STOCK USD1.0
CUSIP:  05969A-10-5
Value:  173
Shrs or Prn Amt:
Ssh Prnamt:  6101
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6101
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANK OF AMERICA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  060505-10-4
Value:  19,435
Shrs or Prn Amt:
Ssh Prnamt:  471498
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  471498
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANK OF NEW YORK MELLON CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  064058-10-0
Value:  1,335
Shrs or Prn Amt:
Ssh Prnamt:  26909
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26909
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANK OZK
Title of Class:  COMMON STOCK
CUSIP:  06417N-10-3
Value:  141
Shrs or Prn Amt:
Ssh Prnamt:  3307
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3307
Shared:  0
None:  0
Info Table:
Name of Issuer:  BANNER CORPORATION
Title of Class:  COMMON STOCK USD.01
CUSIP:  06652V-20-8
Value:  478
Shrs or Prn Amt:
Ssh Prnamt:  8171
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8171
Shared:  0
None:  0
Info Table:
Name of Issuer:  BATH BODY WORKS INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  070830-10-4
Value:  58
Shrs or Prn Amt:
Ssh Prnamt:  1211
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1211
Shared:  0
None:  0
Info Table:
Name of Issuer:  BAXTER INTERNATIONAL INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  071813-10-9
Value:  1,643
Shrs or Prn Amt:
Ssh Prnamt:  21187
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21187
Shared:  0
None:  0
Info Table:
Name of Issuer:  BEARD ENERGY TRANSITION AC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  07402Q-10-1
Value:  1,486
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BEARD ENERGY TRANSITION AC A
Title of Class:  BEARD ENERGY TRANSITIO CW27
CUSIP:  07402Q-11-9
Value:  27
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BECTON DICKINSON AND CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  075887-10-9
Value:  3,127
Shrs or Prn Amt:
Ssh Prnamt:  11756
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11756
Shared:  0
None:  0
Info Table:
Name of Issuer:  BELLRING BRANDS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  07831C-10-3
Value:  255
Shrs or Prn Amt:
Ssh Prnamt:  11048
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11048
Shared:  0
None:  0
Info Table:
Name of Issuer:  BENCHMARK ELECTRONICS INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  08160H-10-1
Value:  216
Shrs or Prn Amt:
Ssh Prnamt:  8611
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8611
Shared:  0
None:  0
Info Table:
Name of Issuer:  BENSON HILL INC
Title of Class:  WARRANT
CUSIP:  082490-11-1
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  7500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7500
Shared:  0
None:  0
Info Table:
Name of Issuer:  WR BERKLEY CORP
Title of Class:  COMMON STOCK USD.2
CUSIP:  084423-10-2
Value:  2,660
Shrs or Prn Amt:
Ssh Prnamt:  39951
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39951
Shared:  0
None:  0
Info Table:
Name of Issuer:  BERKSHIRE GREY INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  084656-10-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  BERKSHIRE GREY INC WTS
Title of Class:  CALL 21JUL26
CUSIP:  084656-11-5
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  30961
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30961
Shared:  0
None:  0
Info Table:
Name of Issuer:  BERKSHIRE HATHAWAY INC CL B
Title of Class:  COMMON STOCK USD.0033
CUSIP:  084670-70-2
Value:  18,927
Shrs or Prn Amt:
Ssh Prnamt:  53631
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53631
Shared:  0
None:  0
Info Table:
Name of Issuer:  BERRY GLOBAL GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  08579W-10-3
Value:  569
Shrs or Prn Amt:
Ssh Prnamt:  9819
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9819
Shared:  0
None:  0
Info Table:
Name of Issuer:  BEST BUY CO INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  086516-10-1
Value:  99
Shrs or Prn Amt:
Ssh Prnamt:  1086
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1086
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIG SKY GROWTH PARTNERS IN A
Title of Class:  COMMON STOCK
CUSIP:  08954L-10-2
Value:  973
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIG SKY GROWTH PARTNERS IN A
Title of Class:  BIG SKY GROWTH PARTNERS CW
CUSIP:  08954L-11-0
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BILANDER ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  09001T-10-6
Value:  1937
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BILANDER ACQUISITION CORP A
Title of Class:  BILANDER ACQ CL A CW27
CUSIP:  09001T-11-4
Value:  25
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIO RAD LABORATORIES A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  090572-20-7
Value:  364
Shrs or Prn Amt:
Ssh Prnamt:  647
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  647
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIOMARIN PHARMACEUTICAL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  09061G-10-1
Value:  102
Shrs or Prn Amt:
Ssh Prnamt:  1326
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1326
Shared:  0
None:  0
Info Table:
Name of Issuer:  BIOGEN INC
Title of Class:  COMMON STOCK USD.0005
CUSIP:  09062X-10-3
Value:  181
Shrs or Prn Amt:
Ssh Prnamt:  860
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  860
Shared:  0
None:  0
Info Table:
Name of Issuer:  BITE ACQUISITION CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  09175K-10-5
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BITE ACQUISITION CORP
Title of Class:  BITE ACQUISITION CORP CW27
CUSIP:  09175K-11-3
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACK HILLS CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  092113-10-9
Value:  960
Shrs or Prn Amt:
Ssh Prnamt:  12464
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12464
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKROCK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  09247X-10-1
Value:  2,943
Shrs or Prn Amt:
Ssh Prnamt:  3851
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3851
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLACKSTONE INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  09260D-10-7
Value:  2,863
Shrs or Prn Amt:
Ssh Prnamt:  22555
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22555
Shared:  0
None:  0
Info Table:
Name of Issuer:  BLUELINX HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  09624H-20-8
Value:  235
Shrs or Prn Amt:
Ssh Prnamt:  3269
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3269
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOEING CO/THE
Title of Class:  COMMON STOCK USD5.0
CUSIP:  097023-10-5
Value:  988
Shrs or Prn Amt:
Ssh Prnamt:  5161
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5161
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOISE CASCADE CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  09739D-10-0
Value:  458
Shrs or Prn Amt:
Ssh Prnamt:  6588
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6588
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOOKING HOLDINGS INC
Title of Class:  COMMON STOCK USD.008
CUSIP:  09857L-10-8
Value:  9,873
Shrs or Prn Amt:
Ssh Prnamt:  4204
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4204
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOOZ ALLEN HAMILTON HOLDINGS
Title of Class:  COMMON STOCK USD.01
CUSIP:  099502-10-6
Value:  3,967
Shrs or Prn Amt:
Ssh Prnamt:  45157
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  45157
Shared:  0
None:  0
Info Table:
Name of Issuer:  BORGWARNER INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  099724-10-6
Value:  118
Shrs or Prn Amt:
Ssh Prnamt:  3039
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3039
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOSTON PROPERTIES INC
Title of Class:  REIT USD.01
CUSIP:  101121-10-1
Value:  2,808
Shrs or Prn Amt:
Ssh Prnamt:  21798
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21798
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOSTON SCIENTIFIC CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  101137-10-7
Value:  6,216
Shrs or Prn Amt:
Ssh Prnamt:  140346
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  140346
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOTTOMLINE TECHNOLOGIES (DE)
Title of Class:  COMMON STOCK USD.001
CUSIP:  101388-10-6
Value:  4,041
Shrs or Prn Amt:
Ssh Prnamt:  71300
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  71300
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOWLERO CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  10258P-10-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOX INC CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  10316T-10-4
Value:  475
Shrs or Prn Amt:
Ssh Prnamt:  16342
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16342
Shared:  0
None:  0
Info Table:
Name of Issuer:  BOYD GAMING CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  103304-10-1
Value:  1,444
Shrs or Prn Amt:
Ssh Prnamt:  21954
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21954
Shared:  0
None:  0
Info Table:
Name of Issuer:  BRIGHT LIGHTS ACQUISITI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  10920K-10-1
Value:  987
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BRIGHT LIGHTS ACQUISITI CL A
Title of Class:  BRIGHT LIGHTS ACQ CL A CW27
CUSIP:  10920K-11-9
Value:  28
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BRIGHTCOVE
Title of Class:  COMMON STOCK USD.001
CUSIP:  10921T-10-1
Value:  216
Shrs or Prn Amt:
Ssh Prnamt:  27735
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  27735
Shared:  0
None:  0
Info Table:
Name of Issuer:  BRISTOL MYERS SQUIBB CO
Title of Class:  COMMON STOCK USD.1
CUSIP:  110122-10-8
Value:  5,651
Shrs or Prn Amt:
Ssh Prnamt:  77383
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  77383
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROADRIDGE FINANCIAL SOLUTIO
Title of Class:  COMMON STOCK USD.01
CUSIP:  11133T-10-3
Value:  65
Shrs or Prn Amt:
Ssh Prnamt:  420
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  420
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROADSCALE ACQUISITION CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  11134Y-10-1
Value:  492
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROADSCALE ACQUISITION CL A
Title of Class:  BROADSCALE ACQ CL A CW26
CUSIP:  11134Y-11-9
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROADCOM INC
Title of Class:  COMMON STOCK
CUSIP:  11135F-10-1
Value:  3,425
Shrs or Prn Amt:
Ssh Prnamt:  5439
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5439
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROWN BROWN INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  115236-10-1
Value:  4,069
Shrs or Prn Amt:
Ssh Prnamt:  56304
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  56304
Shared:  0
None:  0
Info Table:
Name of Issuer:  BROWN FORMAN CORP CLASS B
Title of Class:  COMMON STOCK USD.15
CUSIP:  115637-20-9
Value:  67
Shrs or Prn Amt:
Ssh Prnamt:  994
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  994
Shared:  0
None:  0
Info Table:
Name of Issuer:  BRUNSWICK CORP
Title of Class:  COMMON STOCK USD.75
CUSIP:  117043-10-9
Value:  2,767
Shrs or Prn Amt:
Ssh Prnamt:  34202
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34202
Shared:  0
None:  0
Info Table:
Name of Issuer:  BUILD ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  12008J-10-5
Value:  974
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  BUILD ACQUISITION CORP A
Title of Class:  BUILD ACQUIS CORP A CW26
CUSIP:  12008J-11-3
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  BUILD ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  12008J-20-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  BUILDERS FIRSTSOURCE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  12008R-10-7
Value:  1,814
Shrs or Prn Amt:
Ssh Prnamt:  28109
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28109
Shared:  0
None:  0
Info Table:
Name of Issuer:  BUMBLE INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  12047B-10-5
Value:  948
Shrs or Prn Amt:
Ssh Prnamt:  32728
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32728
Shared:  0
None:  0
Info Table:
Name of Issuer:  BUZZFEED INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  12430A-10-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  BYLINE BANCORP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  124411-10-9
Value:  173
Shrs or Prn Amt:
Ssh Prnamt:  6468
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6468
Shared:  0
None:  0
Info Table:
Name of Issuer:  CBL ASSOCIATES PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  124830-87-8
Value:  272
Shrs or Prn Amt:
Ssh Prnamt:  8268
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8268
Shared:  0
None:  0
Info Table:
Name of Issuer:  CBOE GLOBAL MARKETS INC
Title of Class:  COMMON STOCK
CUSIP:  12503M-10-8
Value:  491
Shrs or Prn Amt:
Ssh Prnamt:  4294
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4294
Shared:  0
None:  0
Info Table:
Name of Issuer:  CBRE GROUP INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  12504L-10-9
Value:  108
Shrs or Prn Amt:
Ssh Prnamt:  1176
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1176
Shared:  0
None:  0
Info Table:
Name of Issuer:  CDK GLOBAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  12508E-10-1
Value:  28
Shrs or Prn Amt:
Ssh Prnamt:  579
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  579
Shared:  0
None:  0
Info Table:
Name of Issuer:  CDW CORP/DE
Title of Class:  COMMON STOCK USD.01
CUSIP:  12514G-10-8
Value:  106
Shrs or Prn Amt:
Ssh Prnamt:  594
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  594
Shared:  0
None:  0
Info Table:
Name of Issuer:  CF ACQUISITION CORP VIII A
Title of Class:  CF ACQUISITION VIII A CW27
CUSIP:  12520C-11-7
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  CF ACQUISITION CORP VI CLS A
Title of Class:  CF ACQUISITION VI CL A CW28
CUSIP:  12521J-11-1
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  CF INDUSTRIES HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  125269-10-0
Value:  1,571
Shrs or Prn Amt:
Ssh Prnamt:  15244
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15244
Shared:  0
None:  0
Info Table:
Name of Issuer:  C.H. ROBINSON WORLDWIDE INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  12541W-20-9
Value:  60
Shrs or Prn Amt:
Ssh Prnamt:  557
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  557
Shared:  0
None:  0
Info Table:
Name of Issuer:  CIGNA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  125523-10-0
Value:  305
Shrs or Prn Amt:
Ssh Prnamt:  1273
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1273
Shared:  0
None:  0
Info Table:
Name of Issuer:  CME GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  12572Q-10-5
Value:  622
Shrs or Prn Amt:
Ssh Prnamt:  2616
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2616
Shared:  0
None:  0
Info Table:
Name of Issuer:  CMS ENERGY CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  125896-10-0
Value:  2,181
Shrs or Prn Amt:
Ssh Prnamt:  31181
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31181
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRA INTERNATIONAL INC
Title of Class:  COMMON STOCK
CUSIP:  12618T-10-5
Value:  270
Shrs or Prn Amt:
Ssh Prnamt:  3204
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3204
Shared:  0
None:  0
Info Table:
Name of Issuer:  CNO FINANCIAL GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  12621E-10-3
Value:  263
Shrs or Prn Amt:
Ssh Prnamt:  10500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10500
Shared:  0
None:  0
Info Table:
Name of Issuer:  CS DISCO INC
Title of Class:  COMMON STOCK USD.005
CUSIP:  126327-10-5
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  4772
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4772
Shared:  0
None:  0
Info Table:
Name of Issuer:  CSX CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  126408-10-3
Value:  7,866
Shrs or Prn Amt:
Ssh Prnamt:  210038
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  210038
Shared:  0
None:  0
Info Table:
Name of Issuer:  CTS CORP
Title of Class:  COMMON STOCK
CUSIP:  126501-10-5
Value:  259
Shrs or Prn Amt:
Ssh Prnamt:  7331
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7331
Shared:  0
None:  0
Info Table:
Name of Issuer:  CVR ENERGY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  12662P-10-8
Value:  1,644
Shrs or Prn Amt:
Ssh Prnamt:  64356
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  64356
Shared:  0
None:  0
Info Table:
Name of Issuer:  CVS HEALTH CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  126650-10-0
Value:  2,953
Shrs or Prn Amt:
Ssh Prnamt:  29175
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29175
Shared:  0
None:  0
Info Table:
Name of Issuer:  COTERRA ENERGY INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  127097-10-3
Value:  86
Shrs or Prn Amt:
Ssh Prnamt:  3193
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3193
Shared:  0
None:  0
Info Table:
Name of Issuer:  CADENCE DESIGN SYS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  127387-10-8
Value:  2,413
Shrs or Prn Amt:
Ssh Prnamt:  14671
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14671
Shared:  0
None:  0
Info Table:
Name of Issuer:  CADRE HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  12763L-10-5
Value:  177
Shrs or Prn Amt:
Ssh Prnamt:  7217
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7217
Shared:  0
None:  0
Info Table:
Name of Issuer:  CAMDEN PROPERTY TRUST
Title of Class:  REIT USD.01
CUSIP:  133131-10-2
Value:  1,332
Shrs or Prn Amt:
Ssh Prnamt:  8014
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8014
Shared:  0
None:  0
Info Table:
Name of Issuer:  CAMPBELL SOUP CO
Title of Class:  COMMON STOCK USD.0375
CUSIP:  134429-10-9
Value:  80
Shrs or Prn Amt:
Ssh Prnamt:  1799
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1799
Shared:  0
None:  0
Info Table:
Name of Issuer:  CAPITAL ONE FINANCIAL CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  14040H-10-5
Value:  2,175
Shrs or Prn Amt:
Ssh Prnamt:  16566
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16566
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARDINAL HEALTH INC
Title of Class:  COMMON STOCK
CUSIP:  14149Y-10-8
Value:  47
Shrs or Prn Amt:
Ssh Prnamt:  830
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  830
Shared:  0
None:  0
Info Table:
Name of Issuer:  CAREDX INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  14167L-10-3
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  4041
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4041
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARETRUST REIT INC
Title of Class:  REIT USD.01
CUSIP:  14174T-10-7
Value:  263
Shrs or Prn Amt:
Ssh Prnamt:  13644
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13644
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARLOTZ INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  142552-10-8
Value:  203
Shrs or Prn Amt:
Ssh Prnamt:  147823
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  147823
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARMAX INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  143130-10-2
Value:  1,143
Shrs or Prn Amt:
Ssh Prnamt:  11843
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11843
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARLYLE GROUP INC/THE
Title of Class:  COMMON STOCK USD1.0
CUSIP:  14316J-10-8
Value:  703
Shrs or Prn Amt:
Ssh Prnamt:  14371
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14371
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARNEY TECHNOLOGY ACQU CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  143636-10-8
Value:  2,946
Shrs or Prn Amt:
Ssh Prnamt:  300000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARNEY TECHNOLOGY ACQU CL A
Title of Class:  CARNEY TECHNOLOGY ACQ CW27
CUSIP:  143636-11-6
Value:  35
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARRIER GLOBAL CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  14448C-10-4
Value:  337
Shrs or Prn Amt:
Ssh Prnamt:  7354
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7354
Shared:  0
None:  0
Info Table:
Name of Issuer:  CARTER S INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  146229-10-9
Value:  470
Shrs or Prn Amt:
Ssh Prnamt:  5112
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5112
Shared:  0
None:  0
Info Table:
Name of Issuer:  CATALYST PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  14888U-10-1
Value:  388
Shrs or Prn Amt:
Ssh Prnamt:  46759
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  46759
Shared:  0
None:  0
Info Table:
Name of Issuer:  CATERPILLAR INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  149123-10-1
Value:  849
Shrs or Prn Amt:
Ssh Prnamt:  3811
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3811
Shared:  0
None:  0
Info Table:
Name of Issuer:  CATHAY GENERAL BANCORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  149150-10-4
Value:  2010
Shrs or Prn Amt:
Ssh Prnamt:  44908
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44908
Shared:  0
None:  0
Info Table:
Name of Issuer:  CELANESE CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  150870-10-3
Value:  1,058
Shrs or Prn Amt:
Ssh Prnamt:  7407
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7407
Shared:  0
None:  0
Info Table:
Name of Issuer:  CELSIUS HOLDINGS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  15118V-20-7
Value:  311
Shrs or Prn Amt:
Ssh Prnamt:  5638
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5638
Shared:  0
None:  0
Info Table:
Name of Issuer:  CENTENE CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  15135B-10-1
Value:  240
Shrs or Prn Amt:
Ssh Prnamt:  2851
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2851
Shared:  0
None:  0
Info Table:
Name of Issuer:  CENTENNIAL RESOURCE DEVELO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  15136A-10-2
Value:  361
Shrs or Prn Amt:
Ssh Prnamt:  44741
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44741
Shared:  0
None:  0
Info Table:
Name of Issuer:  CENTERSPACE
Title of Class:  REIT
CUSIP:  15202L-10-7
Value:  512
Shrs or Prn Amt:
Ssh Prnamt:  5215
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5215
Shared:  0
None:  0
Info Table:
Name of Issuer:  CENTRUS ENERGY CORP CLASS A
Title of Class:  COMMON STOCK USD.1
CUSIP:  15643U-10-4
Value:  3,481
Shrs or Prn Amt:
Ssh Prnamt:  103299
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  103299
Shared:  0
None:  0
Info Table:
Name of Issuer:  CENTURY CASINOS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  156492-10-0
Value:  138
Shrs or Prn Amt:
Ssh Prnamt:  11526
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11526
Shared:  0
None:  0
Info Table:
Name of Issuer:  CERNER CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  156782-10-4
Value:  8,967
Shrs or Prn Amt:
Ssh Prnamt:  95841
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  95841
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHAMPIONX CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  15872M-10-4
Value:  182
Shrs or Prn Amt:
Ssh Prnamt:  7440
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7440
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHANNELADVISOR CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  159179-10-0
Value:  292
Shrs or Prn Amt:
Ssh Prnamt:  17651
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17651
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHARLES RIVER LABORATORIES
Title of Class:  COMMON STOCK USD.01
CUSIP:  159864-10-7
Value:  1,201
Shrs or Prn Amt:
Ssh Prnamt:  4229
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4229
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHARTER COMMUNICATIONS INC A
Title of Class:  COMMON STOCK USD.001
CUSIP:  16119P-10-8
Value:  3,452
Shrs or Prn Amt:
Ssh Prnamt:  6327
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6327
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHEMED CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  16359R-10-3
Value:  2,989
Shrs or Prn Amt:
Ssh Prnamt:  5900
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5900
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHENIERE ENERGY INC
Title of Class:  COMMON STOCK USD.003
CUSIP:  16411R-20-8
Value:  1,143
Shrs or Prn Amt:
Ssh Prnamt:  8247
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8247
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHESAPEAKE ENERGY CORP
Title of Class:  CHESAPEAKE ENERGY CORP CW26
CUSIP:  165167-16-4
Value:  488
Shrs or Prn Amt:
Ssh Prnamt:  7629
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7629
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHESAPEAKE ENERGY CORP
Title of Class:  CHESAPEAKE ENERGY CW26
CUSIP:  165167-17-2
Value:  505
Shrs or Prn Amt:
Ssh Prnamt:  8477
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8477
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHESAPEAKE ENERGY CORP
Title of Class:  CHESAPEAKE ENERGY CORP CW26
CUSIP:  165167-18-0
Value:  262
Shrs or Prn Amt:
Ssh Prnamt:  4708
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4708
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHESAPEAKE ENERGY CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  165167-73-5
Value:  643
Shrs or Prn Amt:
Ssh Prnamt:  7389
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7389
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHEVRON CORP
Title of Class:  COMMON STOCK USD.75
CUSIP:  166764-10-0
Value:  13,008
Shrs or Prn Amt:
Ssh Prnamt:  79889
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  79889
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHILDREN S PLACE INC/THE
Title of Class:  COMMON STOCK USD.1
CUSIP:  168905-10-7
Value:  95
Shrs or Prn Amt:
Ssh Prnamt:  1931
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1931
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHIPOTLE MEXICAN GRILL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  169656-10-5
Value:  897
Shrs or Prn Amt:
Ssh Prnamt:  567
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  567
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHOICE HOTELS INTL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  169905-10-6
Value:  974
Shrs or Prn Amt:
Ssh Prnamt:  6872
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6872
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHURCH DWIGHT CO INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  171340-10-2
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  989
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  989
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHURCHILL CAPITAL CORP VI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  17143W-10-1
Value:  491
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHURCHILL CAPITAL CORP VII A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  17144M-10-2
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHURCHILL CAPITAL CORP V A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  17144T-10-7
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHURCHILL CAPITAL CORP V A
Title of Class:  CHURCHILL CAP V CL A CW27
CUSIP:  17144T-11-5
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  1250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1250
Shared:  0
None:  0
Info Table:
Name of Issuer:  CHUY S HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  171604-10-1
Value:  249
Shrs or Prn Amt:
Ssh Prnamt:  9219
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9219
Shared:  0
None:  0
Info Table:
Name of Issuer:  CIENA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  171779-30-9
Value:  843
Shrs or Prn Amt:
Ssh Prnamt:  13906
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13906
Shared:  0
None:  0
Info Table:
Name of Issuer:  CINCINNATI FINANCIAL CORP
Title of Class:  COMMON STOCK USD2.0
CUSIP:  172062-10-1
Value:  77
Shrs or Prn Amt:
Ssh Prnamt:  568
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  568
Shared:  0
None:  0
Info Table:
Name of Issuer:  CISCO SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  17275R-10-2
Value:  872
Shrs or Prn Amt:
Ssh Prnamt:  15642
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15642
Shared:  0
None:  0
Info Table:
Name of Issuer:  CINTAS CORP
Title of Class:  COMMON STOCK
CUSIP:  172908-10-5
Value:  2,556
Shrs or Prn Amt:
Ssh Prnamt:  6008
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6008
Shared:  0
None:  0
Info Table:
Name of Issuer:  CITIGROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  172967-42-4
Value:  989
Shrs or Prn Amt:
Ssh Prnamt:  18512
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18512
Shared:  0
None:  0
Info Table:
Name of Issuer:  CITIZENS FINANCIAL GROUP
Title of Class:  COMMON STOCK USD.01
CUSIP:  174610-10-5
Value:  105
Shrs or Prn Amt:
Ssh Prnamt:  2321
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2321
Shared:  0
None:  0
Info Table:
Name of Issuer:  CITRIX SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  177376-10-0
Value:  4,013
Shrs or Prn Amt:
Ssh Prnamt:  39774
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39774
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLARIM ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  18049C-10-8
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  24996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24996
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLARIM ACQUISITION CORP CL A
Title of Class:  CLARIM ACQ CL A CW27
CUSIP:  18049C-11-6
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  8332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8332
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLARIM ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  18049C-20-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLEAR CHANNEL OUTDOOR HOLDIN
Title of Class:  COMMON STOCK
CUSIP:  18453H-10-6
Value:  669
Shrs or Prn Amt:
Ssh Prnamt:  193463
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  193463
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLEARWAY ENERGY INC C
Title of Class:  COMMON STOCK
CUSIP:  18539C-20-4
Value:  519
Shrs or Prn Amt:
Ssh Prnamt:  14225
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14225
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLEVELAND CLIFFS INC
Title of Class:  COMMON STOCK USD.125
CUSIP:  185899-10-1
Value:  393
Shrs or Prn Amt:
Ssh Prnamt:  12194
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12194
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLIMATE REAL IMPACT SOLUTI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  187171-10-3
Value:  147
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLIMATE REAL IMPACT SOLUTI A
Title of Class:  CLIMATE REAL IMPACT SOL CW27
CUSIP:  187171-11-1
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CLOVIS ONCOLOGY INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  189464-10-0
Value:  207
Shrs or Prn Amt:
Ssh Prnamt:  102527
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  102527
Shared:  0
None:  0
Info Table:
Name of Issuer:  COCA COLA CONSOLIDATED INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  191098-10-2
Value:  1,383
Shrs or Prn Amt:
Ssh Prnamt:  2783
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2783
Shared:  0
None:  0
Info Table:
Name of Issuer:  COCA COLA CO/THE
Title of Class:  COMMON STOCK USD.25
CUSIP:  191216-10-0
Value:  3,332
Shrs or Prn Amt:
Ssh Prnamt:  53743
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53743
Shared:  0
None:  0
Info Table:
Name of Issuer:  COGENT COMMUNICATIONS HOLDIN
Title of Class:  COMMON STOCK USD.001
CUSIP:  19239V-30-2
Value:  315
Shrs or Prn Amt:
Ssh Prnamt:  4754
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4754
Shared:  0
None:  0
Info Table:
Name of Issuer:  COGNEX CORP
Title of Class:  COMMON STOCK USD.002
CUSIP:  192422-10-3
Value:  1,771
Shrs or Prn Amt:
Ssh Prnamt:  22957
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22957
Shared:  0
None:  0
Info Table:
Name of Issuer:  COGNIZANT TECH SOLUTIONS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  192446-10-2
Value:  1,290
Shrs or Prn Amt:
Ssh Prnamt:  14384
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14384
Shared:  0
None:  0
Info Table:
Name of Issuer:  COHERENT INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  192479-10-3
Value:  642
Shrs or Prn Amt:
Ssh Prnamt:  2348
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2348
Shared:  0
None:  0
Info Table:
Name of Issuer:  COHU INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  192576-10-6
Value:  185
Shrs or Prn Amt:
Ssh Prnamt:  6237
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6237
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENOVIS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  194014-10-6
Value:  778
Shrs or Prn Amt:
Ssh Prnamt:  19550
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19550
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLGATE PALMOLIVE CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  194162-10-3
Value:  854
Shrs or Prn Amt:
Ssh Prnamt:  11261
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11261
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLICITY INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  194170-10-6
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  1000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLICITY INC A
Title of Class:  COLICITY INC A CW27
CUSIP:  194170-11-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLLEGIUM PHARMACEUTICAL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  19459J-10-4
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  7951
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7951
Shared:  0
None:  0
Info Table:
Name of Issuer:  COLUMBIA SPORTSWEAR CO
Title of Class:  COMMON STOCK
CUSIP:  198516-10-6
Value:  1,314
Shrs or Prn Amt:
Ssh Prnamt:  14518
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14518
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMCAST CORP CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  20030N-10-1
Value:  825
Shrs or Prn Amt:
Ssh Prnamt:  17613
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17613
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMERICA INC
Title of Class:  COMMON STOCK USD5.0
CUSIP:  200340-10-7
Value:  77
Shrs or Prn Amt:
Ssh Prnamt:  851
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  851
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMMERCIAL METALS CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  201723-10-3
Value:  823
Shrs or Prn Amt:
Ssh Prnamt:  19784
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19784
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMMUNITY HEALTH SYSTEMS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  203668-10-8
Value:  285
Shrs or Prn Amt:
Ssh Prnamt:  24041
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24041
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMMUNITY HEALTHCARE TRUST I
Title of Class:  REIT USD.01
CUSIP:  20369C-10-6
Value:  406
Shrs or Prn Amt:
Ssh Prnamt:  9613
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9613
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMMUNITY TRUST BANCORP INC
Title of Class:  COMMON STOCK USD5.0
CUSIP:  204149-10-8
Value:  276
Shrs or Prn Amt:
Ssh Prnamt:  6690
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6690
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMMVAULT SYSTEMS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  204166-10-2
Value:  636
Shrs or Prn Amt:
Ssh Prnamt:  9592
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9592
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMPUTE HEALTH ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  204833-10-7
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMPUTE HEALTH ACQUISITION A
Title of Class:  COMPUTE HEALTH ACQ A CW27
CUSIP:  204833-11-5
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COMSTOCK RESOURCES INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  205768-30-2
Value:  427
Shrs or Prn Amt:
Ssh Prnamt:  32747
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32747
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONAGRA BRANDS INC
Title of Class:  COMMON STOCK USD5.0
CUSIP:  205887-10-2
Value:  1917
Shrs or Prn Amt:
Ssh Prnamt:  57119
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  57119
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONCORD ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  20607U-10-8
Value:  1936
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONCORD ACQUISITION CORP A
Title of Class:  CONCORD ACQUISITION A CW28
CUSIP:  20607U-11-6
Value:  39
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONCORD ACQUISITION CORP II
Title of Class:  UNIT USD.0001
CUSIP:  20607U-20-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONCORD ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  20607V-10-6
Value:  1,490
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONCORD ACQUISITION CORP A
Title of Class:  CONCORD ACQ CL A CW28
CUSIP:  20607V-11-4
Value:  29
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONN S INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  208242-10-7
Value:  156
Shrs or Prn Amt:
Ssh Prnamt:  10139
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10139
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONOCOPHILLIPS
Title of Class:  COMMON STOCK USD.01
CUSIP:  20825C-10-4
Value:  8,233
Shrs or Prn Amt:
Ssh Prnamt:  82331
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  82331
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSOL ENERGY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  20854L-10-8
Value:  420
Shrs or Prn Amt:
Ssh Prnamt:  11162
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11162
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSOLIDATED COMMUNICATIONS
Title of Class:  COMMON STOCK USD.01
CUSIP:  209034-10-7
Value:  259
Shrs or Prn Amt:
Ssh Prnamt:  43978
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  43978
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSOLIDATED EDISON INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  209115-10-4
Value:  131
Shrs or Prn Amt:
Ssh Prnamt:  1383
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1383
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSTELLATION BRANDS INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  21036P-10-8
Value:  164
Shrs or Prn Amt:
Ssh Prnamt:  714
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  714
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONSTELLATION ENERGY
Title of Class:  COMMON STOCK
CUSIP:  21037T-10-9
Value:  2,265
Shrs or Prn Amt:
Ssh Prnamt:  40272
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40272
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONX CORP CLASS A SHARES
Title of Class:  COMMON STOCK USD.0001
CUSIP:  212873-10-3
Value:  985
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONX CORP CLASS A SHARES
Title of Class:  CONX CORP CLASS A CW27
CUSIP:  212873-11-1
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONYERS PARK III ACQUISITI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  21289P-10-2
Value:  1,463
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  CONYERS PARK III ACQUISITI A
Title of Class:  CONY P III CW23
CUSIP:  21289P-11-0
Value:  26
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  COOPER COS INC/THE
Title of Class:  COMMON STOCK USD.1
CUSIP:  216648-40-2
Value:  55
Shrs or Prn Amt:
Ssh Prnamt:  131
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  131
Shared:  0
None:  0
Info Table:
Name of Issuer:  COPART INC
Title of Class:  COMMON STOCK
CUSIP:  217204-10-6
Value:  4,664
Shrs or Prn Amt:
Ssh Prnamt:  37176
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37176
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORCEPT THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  218352-10-2
Value:  299
Shrs or Prn Amt:
Ssh Prnamt:  13258
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13258
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORNING INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  219350-10-5
Value:  111
Shrs or Prn Amt:
Ssh Prnamt:  3004
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3004
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORPORATE OFFICE PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  22002T-10-8
Value:  415
Shrs or Prn Amt:
Ssh Prnamt:  14530
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14530
Shared:  0
None:  0
Info Table:
Name of Issuer:  CORTEVA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  22052L-10-4
Value:  244,878
Shrs or Prn Amt:
Ssh Prnamt:  4260223
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4260223
Shared:  0
None:  0
Info Table:
Name of Issuer:  COSTCO WHOLESALE CORP
Title of Class:  COMMON STOCK USD.005
CUSIP:  22160K-10-5
Value:  3,169
Shrs or Prn Amt:
Ssh Prnamt:  5503
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5503
Shared:  0
None:  0
Info Table:
Name of Issuer:  COSTAR GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  22160N-10-9
Value:  1,898
Shrs or Prn Amt:
Ssh Prnamt:  28492
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28492
Shared:  0
None:  0
Info Table:
Name of Issuer:  CREDIT ACCEPTANCE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  225310-10-1
Value:  1,560
Shrs or Prn Amt:
Ssh Prnamt:  2834
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2834
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRINETICS PHARMACEUTICALS IN
Title of Class:  COMMON STOCK USD.001
CUSIP:  22663K-10-7
Value:  139
Shrs or Prn Amt:
Ssh Prnamt:  6332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6332
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROCS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  227046-10-9
Value:  2,247
Shrs or Prn Amt:
Ssh Prnamt:  29406
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29406
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROWDSTRIKE HOLDINGS INC A
Title of Class:  COMMON STOCK
CUSIP:  22788C-10-5
Value:  760
Shrs or Prn Amt:
Ssh Prnamt:  3348
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3348
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROWN CASTLE INTL CORP
Title of Class:  REIT USD.01
CUSIP:  22822V-10-1
Value:  328
Shrs or Prn Amt:
Ssh Prnamt:  1775
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1775
Shared:  0
None:  0
Info Table:
Name of Issuer:  CROWN HOLDINGS INC
Title of Class:  COMMON STOCK USD5.0
CUSIP:  228368-10-6
Value:  8,372
Shrs or Prn Amt:
Ssh Prnamt:  66925
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66925
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRUCIBLE ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  22877P-10-8
Value:  392
Shrs or Prn Amt:
Ssh Prnamt:  39996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39996
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRUCIBLE ACQUISITION CORP A
Title of Class:  CRUCIBLE ACQ CL A CW25
CUSIP:  22877P-11-6
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  13332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13332
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRUCIBLE ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  22877P-20-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  CRYOPORT INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  229050-30-7
Value:  119
Shrs or Prn Amt:
Ssh Prnamt:  3414
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3414
Shared:  0
None:  0
Info Table:
Name of Issuer:  CULLINAN ONCOLOGY INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  230031-10-6
Value:  119
Shrs or Prn Amt:
Ssh Prnamt:  11348
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11348
Shared:  0
None:  0
Info Table:
Name of Issuer:  CUMMINS INC
Title of Class:  COMMON STOCK USD2.5
CUSIP:  231021-10-6
Value:  129
Shrs or Prn Amt:
Ssh Prnamt:  630
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  630
Shared:  0
None:  0
Info Table:
Name of Issuer:  CURTISS WRIGHT CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  231561-10-1
Value:  2,811
Shrs or Prn Amt:
Ssh Prnamt:  18721
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18721
Shared:  0
None:  0
Info Table:
Name of Issuer:  DHB CAPITAL CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  23291W-10-9
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  DHB CAPITAL CORP CL A
Title of Class:  DHB CAPITAL CORP CL A CW28
CUSIP:  23291W-11-7
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  DHB CAPITAL CORP
Title of Class:  UNIT USD.0001
CUSIP:  23291W-20-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  D AND Z MEDIA ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  23305Q-10-6
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  9996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9996
Shared:  0
None:  0
Info Table:
Name of Issuer:  D AND Z MEDIA ACQUISITION A
Title of Class:  D AND Z MEDIA ACQ CL A CW27
CUSIP:  23305Q-11-4
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3332
Shared:  0
None:  0
Info Table:
Name of Issuer:  D AND Z MEDIA ACQUISITION CO
Title of Class:  UNIT USD.0001
CUSIP:  23305Q-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  DR HORTON INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  23331A-10-9
Value:  841
Shrs or Prn Amt:
Ssh Prnamt:  11289
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11289
Shared:  0
None:  0
Info Table:
Name of Issuer:  DTE ENERGY COMPANY
Title of Class:  COMMON STOCK
CUSIP:  233331-10-7
Value:  74
Shrs or Prn Amt:
Ssh Prnamt:  558
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  558
Shared:  0
None:  0
Info Table:
Name of Issuer:  DPCM CAPITAL INC CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  23344P-10-1
Value:  1978
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  DPCM CAPITAL INC CLASS A
Title of Class:  DPCM CAPITAL INC A CW27
CUSIP:  23344P-11-9
Value:  45
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  DPCM CAPITAL INC
Title of Class:  UNIT USD.0001
CUSIP:  23344P-20-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  DXC TECHNOLOGY CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  23355L-10-6
Value:  38
Shrs or Prn Amt:
Ssh Prnamt:  1159
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1159
Shared:  0
None:  0
Info Table:
Name of Issuer:  DANA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  235825-20-5
Value:  249
Shrs or Prn Amt:
Ssh Prnamt:  14152
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14152
Shared:  0
None:  0
Info Table:
Name of Issuer:  DANAHER CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  235851-10-2
Value:  19,453
Shrs or Prn Amt:
Ssh Prnamt:  66319
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66319
Shared:  0
None:  0
Info Table:
Name of Issuer:  DARDEN RESTAURANTS INC
Title of Class:  COMMON STOCK
CUSIP:  237194-10-5
Value:  456
Shrs or Prn Amt:
Ssh Prnamt:  3432
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3432
Shared:  0
None:  0
Info Table:
Name of Issuer:  DARLING INGREDIENTS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  237266-10-1
Value:  1,348
Shrs or Prn Amt:
Ssh Prnamt:  16771
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16771
Shared:  0
None:  0
Info Table:
Name of Issuer:  DAVITA INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  23918K-10-8
Value:  51
Shrs or Prn Amt:
Ssh Prnamt:  447
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  447
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEERE CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  244199-10-5
Value:  651
Shrs or Prn Amt:
Ssh Prnamt:  1567
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1567
Shared:  0
None:  0
Info Table:
Name of Issuer:  DELTA AIR LINES INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  247361-70-2
Value:  4,079
Shrs or Prn Amt:
Ssh Prnamt:  103091
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  103091
Shared:  0
None:  0
Info Table:
Name of Issuer:  DENTSPLY SIRONA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  24906P-10-9
Value:  425
Shrs or Prn Amt:
Ssh Prnamt:  8643
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8643
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEVON ENERGY CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  25179M-10-3
Value:  179
Shrs or Prn Amt:
Ssh Prnamt:  3034
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3034
Shared:  0
None:  0
Info Table:
Name of Issuer:  DEXCOM INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  252131-10-7
Value:  1,378
Shrs or Prn Amt:
Ssh Prnamt:  2694
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2694
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIAMONDBACK ENERGY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  25278X-10-9
Value:  122
Shrs or Prn Amt:
Ssh Prnamt:  891
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  891
Shared:  0
None:  0
Info Table:
Name of Issuer:  DICK S SPORTING GOODS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  253393-10-2
Value:  2,162
Shrs or Prn Amt:
Ssh Prnamt:  21612
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21612
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIGITAL REALTY TRUST INC
Title of Class:  REIT USD.01
CUSIP:  253868-10-3
Value:  3,343
Shrs or Prn Amt:
Ssh Prnamt:  23577
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23577
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIGITAL TURBINE INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  25400W-10-2
Value:  142
Shrs or Prn Amt:
Ssh Prnamt:  3237
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3237
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIGITAL TRANSFORMATION OPP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  25401K-10-7
Value:  2,440
Shrs or Prn Amt:
Ssh Prnamt:  250000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  250000
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIGITAL TRANSFORMATION OPP A
Title of Class:  DIGITAL TRANSFORMATION CW28
CUSIP:  25401K-11-5
Value:  25
Shrs or Prn Amt:
Ssh Prnamt:  62500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  62500
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIGITALOCEAN HOLDINGS INC
Title of Class:  COMMON STOCK USD.000025
CUSIP:  25402D-10-2
Value:  237
Shrs or Prn Amt:
Ssh Prnamt:  4098
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4098
Shared:  0
None:  0
Info Table:
Name of Issuer:  DILLARDS INC CL A
Title of Class:  COMMON STOCK
CUSIP:  254067-10-1
Value:  254
Shrs or Prn Amt:
Ssh Prnamt:  945
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  945
Shared:  0
None:  0
Info Table:
Name of Issuer:  DINE BRANDS GLOBAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  254423-10-6
Value:  163
Shrs or Prn Amt:
Ssh Prnamt:  2094
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2094
Shared:  0
None:  0
Info Table:
Name of Issuer:  DIODES INC
Title of Class:  COMMON STOCK USD.667
CUSIP:  254543-10-1
Value:  2046
Shrs or Prn Amt:
Ssh Prnamt:  23523
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23523
Shared:  0
None:  0
Info Table:
Name of Issuer:  WALT DISNEY CO/THE
Title of Class:  COMMON STOCK USD.01
CUSIP:  254687-10-6
Value:  7,610
Shrs or Prn Amt:
Ssh Prnamt:  55486
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55486
Shared:  0
None:  0
Info Table:
Name of Issuer:  DISCOVERY INC C
Title of Class:  COMMON STOCK USD.01
CUSIP:  25470F-30-2
Value:  72
Shrs or Prn Amt:
Ssh Prnamt:  2884
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2884
Shared:  0
None:  0
Info Table:
Name of Issuer:  DISH NETWORK CORP A
Title of Class:  COMMON STOCK USD.01
CUSIP:  25470M-10-9
Value:  90
Shrs or Prn Amt:
Ssh Prnamt:  2849
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2849
Shared:  0
None:  0
Info Table:
Name of Issuer:  DISCOVER FINANCIAL SERVICES
Title of Class:  COMMON STOCK USD.01
CUSIP:  254709-10-8
Value:  1933
Shrs or Prn Amt:
Ssh Prnamt:  17543
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17543
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOLLAR GENERAL CORP
Title of Class:  COMMON STOCK USD.875
CUSIP:  256677-10-5
Value:  9,009
Shrs or Prn Amt:
Ssh Prnamt:  40467
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40467
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOLLAR TREE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  256746-10-8
Value:  20,652
Shrs or Prn Amt:
Ssh Prnamt:  128953
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  128953
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOMINION ENERGY INC
Title of Class:  COMMON STOCK
CUSIP:  25746U-10-9
Value:  241
Shrs or Prn Amt:
Ssh Prnamt:  2837
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2837
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOMINO S PIZZA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  25754A-20-1
Value:  2,751
Shrs or Prn Amt:
Ssh Prnamt:  6759
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6759
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOMO INC CLASS B
Title of Class:  COMMON STOCK USD.001
CUSIP:  257554-10-5
Value:  164
Shrs or Prn Amt:
Ssh Prnamt:  3242
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3242
Shared:  0
None:  0
Info Table:
Name of Issuer:  DONALDSON CO INC
Title of Class:  COMMON STOCK USD5.0
CUSIP:  257651-10-9
Value:  395
Shrs or Prn Amt:
Ssh Prnamt:  7606
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7606
Shared:  0
None:  0
Info Table:
Name of Issuer:  DONNELLEY FINANCIAL SOLUTION
Title of Class:  COMMON STOCK USD.01
CUSIP:  25787G-10-0
Value:  608
Shrs or Prn Amt:
Ssh Prnamt:  18292
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18292
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOUGLAS EMMETT INC
Title of Class:  REIT USD.01
CUSIP:  25960P-10-9
Value:  687
Shrs or Prn Amt:
Ssh Prnamt:  20571
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20571
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOVER CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  260003-10-8
Value:  1,791
Shrs or Prn Amt:
Ssh Prnamt:  11412
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11412
Shared:  0
None:  0
Info Table:
Name of Issuer:  DOW INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  260557-10-3
Value:  1,308
Shrs or Prn Amt:
Ssh Prnamt:  20532
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20532
Shared:  0
None:  0
Info Table:
Name of Issuer:  DRAFTKINGS INC CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  26142R-10-4
Value:  396
Shrs or Prn Amt:
Ssh Prnamt:  20359
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20359
Shared:  0
None:  0
Info Table:
Name of Issuer:  DROPBOX INC CLASS A
Title of Class:  COMMON STOCK USD.00001
CUSIP:  26210C-10-4
Value:  473
Shrs or Prn Amt:
Ssh Prnamt:  20334
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20334
Shared:  0
None:  0
Info Table:
Name of Issuer:  DUKE ENERGY CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  26441C-20-4
Value:  292
Shrs or Prn Amt:
Ssh Prnamt:  2618
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2618
Shared:  0
None:  0
Info Table:
Name of Issuer:  DUKE REALTY CORP
Title of Class:  REIT USD.01
CUSIP:  264411-50-5
Value:  2,692
Shrs or Prn Amt:
Ssh Prnamt:  46372
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  46372
Shared:  0
None:  0
Info Table:
Name of Issuer:  DYNAMICS SPECIAL PURPOSE C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  268010-10-5
Value:  691
Shrs or Prn Amt:
Ssh Prnamt:  70000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70000
Shared:  0
None:  0
Info Table:
Name of Issuer:  E.MERGE TECHNOLOGY ACQUISI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  26873Y-10-4
Value:  247
Shrs or Prn Amt:
Ssh Prnamt:  24999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24999
Shared:  0
None:  0
Info Table:
Name of Issuer:  E.MERGE TECHNOLOGY ACQUISI A
Title of Class:  E.MERGE TECHNOLOGY ACQ CW25
CUSIP:  26873Y-11-2
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  8333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8333
Shared:  0
None:  0
Info Table:
Name of Issuer:  E.MERGE TECHNOLOGY ACQUISITI
Title of Class:  UNIT USD.0001
CUSIP:  26873Y-20-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  EOG RESOURCES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  26875P-10-1
Value:  1,374
Shrs or Prn Amt:
Ssh Prnamt:  11522
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11522
Shared:  0
None:  0
Info Table:
Name of Issuer:  EPR PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  26884U-10-9
Value:  967
Shrs or Prn Amt:
Ssh Prnamt:  17678
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17678
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQ HEALTH ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  26886A-10-1
Value:  196
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQ HEALTH ACQUISITION CORP A
Title of Class:  EQ HEALTH ACQ A CW28
CUSIP:  26886A-11-9
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EAGLE MATERIALS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  26969P-10-8
Value:  439
Shrs or Prn Amt:
Ssh Prnamt:  3421
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3421
Shared:  0
None:  0
Info Table:
Name of Issuer:  EAGLE PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  269796-10-8
Value:  566
Shrs or Prn Amt:
Ssh Prnamt:  11435
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11435
Shared:  0
None:  0
Info Table:
Name of Issuer:  EAST RESOURCES ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  274681-10-5
Value:  1984
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EAST RESOURCES ACQUISITION A
Title of Class:  EAST RESOURCES ACQUIS CW27
CUSIP:  274681-11-3
Value:  23
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EASTERLY GOVERNMENT PROPERTI
Title of Class:  REIT USD.01
CUSIP:  27616P-10-3
Value:  427
Shrs or Prn Amt:
Ssh Prnamt:  20200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20200
Shared:  0
None:  0
Info Table:
Name of Issuer:  EASTMAN CHEMICAL CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  277432-10-0
Value:  80
Shrs or Prn Amt:
Ssh Prnamt:  717
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  717
Shared:  0
None:  0
Info Table:
Name of Issuer:  EBAY INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  278642-10-3
Value:  1,115
Shrs or Prn Amt:
Ssh Prnamt:  19472
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19472
Shared:  0
None:  0
Info Table:
Name of Issuer:  ECOLAB INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  278865-10-0
Value:  304
Shrs or Prn Amt:
Ssh Prnamt:  1719
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1719
Shared:  0
None:  0
Info Table:
Name of Issuer:  EDIFY ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  28059Q-10-3
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EDIFY ACQUISITION CORP CL A
Title of Class:  EDIFY ACQ CL A CW27
CUSIP:  28059Q-11-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  EDISON INTERNATIONAL
Title of Class:  COMMON STOCK
CUSIP:  281020-10-7
Value:  101
Shrs or Prn Amt:
Ssh Prnamt:  1437
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1437
Shared:  0
None:  0
Info Table:
Name of Issuer:  EDITAS MEDICINE INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  28106W-10-3
Value:  419
Shrs or Prn Amt:
Ssh Prnamt:  22027
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22027
Shared:  0
None:  0
Info Table:
Name of Issuer:  EDWARDS LIFESCIENCES CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  28176E-10-8
Value:  344
Shrs or Prn Amt:
Ssh Prnamt:  2920
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2920
Shared:  0
None:  0
Info Table:
Name of Issuer:  EGAIN CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  28225C-80-6
Value:  172
Shrs or Prn Amt:
Ssh Prnamt:  14840
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14840
Shared:  0
None:  0
Info Table:
Name of Issuer:  EIGER BIOPHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  28249U-10-5
Value:  310
Shrs or Prn Amt:
Ssh Prnamt:  37393
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37393
Shared:  0
None:  0
Info Table:
Name of Issuer:  ELECTRONIC ARTS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  285512-10-9
Value:  158
Shrs or Prn Amt:
Ssh Prnamt:  1251
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1251
Shared:  0
None:  0
Info Table:
Name of Issuer:  EMBARK TECHNOLOGY INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  29079J-10-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  EMCOR GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  29084Q-10-0
Value:  3,227
Shrs or Prn Amt:
Ssh Prnamt:  28652
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28652
Shared:  0
None:  0
Info Table:
Name of Issuer:  EMERGENT BIOSOLUTIONS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  29089Q-10-5
Value:  252
Shrs or Prn Amt:
Ssh Prnamt:  6127
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6127
Shared:  0
None:  0
Info Table:
Name of Issuer:  EMERSON ELECTRIC CO
Title of Class:  COMMON STOCK USD.5
CUSIP:  291011-10-4
Value:  704
Shrs or Prn Amt:
Ssh Prnamt:  7175
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7175
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENCORE WIRE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  292562-10-5
Value:  624
Shrs or Prn Amt:
Ssh Prnamt:  5466
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5466
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENERGY VAULT HOLDINGS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  29280W-10-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENJOY TECHNOLOGY INC
Title of Class:  ENJOY TECHNOLOGY INC CW25
CUSIP:  29335V-11-4
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENPHASE ENERGY INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  29355A-10-7
Value:  165
Shrs or Prn Amt:
Ssh Prnamt:  817
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  817
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENOVA INTERNATIONAL INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  29357K-10-3
Value:  145
Shrs or Prn Amt:
Ssh Prnamt:  3808
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3808
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENSIGN GROUP INC/THE
Title of Class:  COMMON STOCK USD.001
CUSIP:  29358P-10-1
Value:  259
Shrs or Prn Amt:
Ssh Prnamt:  2877
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2877
Shared:  0
None:  0
Info Table:
Name of Issuer:  ENTERGY CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  29364G-10-3
Value:  107
Shrs or Prn Amt:
Ssh Prnamt:  919
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  919
Shared:  0
None:  0
Info Table:
Name of Issuer:  EPAM SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  29414B-10-4
Value:  744
Shrs or Prn Amt:
Ssh Prnamt:  2510
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2510
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUIFAX INC
Title of Class:  COMMON STOCK USD1.25
CUSIP:  294429-10-5
Value:  138
Shrs or Prn Amt:
Ssh Prnamt:  582
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  582
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUINIX INC
Title of Class:  REIT USD.001
CUSIP:  29444U-70-0
Value:  6,264
Shrs or Prn Amt:
Ssh Prnamt:  8447
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8447
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUITRANS MIDSTREAM CORP
Title of Class:  COMMON STOCK
CUSIP:  294600-10-1
Value:  179
Shrs or Prn Amt:
Ssh Prnamt:  21247
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21247
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUITY DISTRIBUTION ACQUIS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  29465E-10-6
Value:  494
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUITY DISTRIBUTION ACQUIS A
Title of Class:  EQUITY DISTRIBUTION A CW25
CUSIP:  29465E-11-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUITY DISTRIBUTION ACQUISIT
Title of Class:  UNIT USD.0001
CUSIP:  29465E-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUITY LIFESTYLE PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  29472R-10-8
Value:  5,390
Shrs or Prn Amt:
Ssh Prnamt:  70481
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70481
Shared:  0
None:  0
Info Table:
Name of Issuer:  EQUITY RESIDENTIAL
Title of Class:  REIT USD.01
CUSIP:  29476L-10-7
Value:  4,063
Shrs or Prn Amt:
Ssh Prnamt:  45187
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  45187
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESSENTIAL PROPERTIES REALTY
Title of Class:  REIT USD.01
CUSIP:  29670E-10-7
Value:  157
Shrs or Prn Amt:
Ssh Prnamt:  6224
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6224
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESSEX PROPERTY TRUST INC
Title of Class:  REIT USD.0001
CUSIP:  297178-10-5
Value:  1,791
Shrs or Prn Amt:
Ssh Prnamt:  5183
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5183
Shared:  0
None:  0
Info Table:
Name of Issuer:  EURONET WORLDWIDE INC
Title of Class:  COMMON STOCK USD.02
CUSIP:  298736-10-9
Value:  6,942
Shrs or Prn Amt:
Ssh Prnamt:  53338
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53338
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVERCORE INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  29977A-10-5
Value:  1,373
Shrs or Prn Amt:
Ssh Prnamt:  12335
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12335
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVEREST CONSOLIDATOR ACQUISI
Title of Class:  COMMON STOCK USD.0001
CUSIP:  29978K-10-2
Value:  498
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVEREST CONSOLIDATOR ACQUISI
Title of Class:  EVEREST CONSOLIDATOR CW23
CUSIP:  29978K-11-0
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVERGY INC
Title of Class:  COMMON STOCK
CUSIP:  30034W-10-6
Value:  3,011
Shrs or Prn Amt:
Ssh Prnamt:  44066
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44066
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVERTEC INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  30040P-10-3
Value:  495
Shrs or Prn Amt:
Ssh Prnamt:  12094
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12094
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVERSOURCE ENERGY
Title of Class:  COMMON STOCK USD5.0
CUSIP:  30040W-10-8
Value:  375
Shrs or Prn Amt:
Ssh Prnamt:  4254
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4254
Shared:  0
None:  0
Info Table:
Name of Issuer:  EVERQUOTE INC CLASS A
Title of Class:  COMMON STOCK USD.001
CUSIP:  30041R-10-8
Value:  189
Shrs or Prn Amt:
Ssh Prnamt:  11698
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11698
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXCELFIN ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  30069X-10-2
Value:  997
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXCELFIN ACQUISITION CORP A
Title of Class:  EXCELFIN ACQUISITION CW23
CUSIP:  30069X-11-0
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXELON CORP
Title of Class:  COMMON STOCK
CUSIP:  30161N-10-1
Value:  1,661
Shrs or Prn Amt:
Ssh Prnamt:  34871
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34871
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXELIXIS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  30161Q-10-4
Value:  680
Shrs or Prn Amt:
Ssh Prnamt:  29982
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29982
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXLSERVICE HOLDINGS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  302081-10-4
Value:  342
Shrs or Prn Amt:
Ssh Prnamt:  2390
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2390
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXPEDIA GROUP INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  30212P-30-3
Value:  320
Shrs or Prn Amt:
Ssh Prnamt:  1635
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1635
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXP WORLD HOLDINGS INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  30212W-10-0
Value:  172
Shrs or Prn Amt:
Ssh Prnamt:  8141
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8141
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXPEDITORS INTL WASH INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  302130-10-9
Value:  92
Shrs or Prn Amt:
Ssh Prnamt:  888
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  888
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXTRA SPACE STORAGE INC
Title of Class:  REIT USD.01
CUSIP:  30225T-10-2
Value:  4,988
Shrs or Prn Amt:
Ssh Prnamt:  24262
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24262
Shared:  0
None:  0
Info Table:
Name of Issuer:  EZCORP INC
Title of Class:  COMPANY GUAR 05/25 2.375
CUSIP:  302301-AE-6
Value:  3,210
Shrs or Prn Amt:
Ssh Prnamt:  3635000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3635000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EZCORP INC
Title of Class:  COMPANY GUAR 07/24 2.875
CUSIP:  302301-AF-3
Value:  965
Shrs or Prn Amt:
Ssh Prnamt:  1000000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1000000
Shared:  0
None:  0
Info Table:
Name of Issuer:  EXXON MOBIL CORP
Title of Class:  COMMON STOCK
CUSIP:  30231G-10-2
Value:  2,601
Shrs or Prn Amt:
Ssh Prnamt:  31490
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31490
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIGURE ACQUISITION CORP I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  302438-10-6
Value:  587
Shrs or Prn Amt:
Ssh Prnamt:  60000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  60000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIGURE ACQUISITION CORP I A
Title of Class:  FIGURE ACQ I CL A CW27
CUSIP:  302438-11-4
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FMC CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  302491-30-3
Value:  111
Shrs or Prn Amt:
Ssh Prnamt:  845
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  845
Shared:  0
None:  0
Info Table:
Name of Issuer:  META PLATFORMS INC CLASS A
Title of Class:  COMMON STOCK USD.000006
CUSIP:  30303M-10-2
Value:  24,546
Shrs or Prn Amt:
Ssh Prnamt:  110390
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  110390
Shared:  0
None:  0
Info Table:
Name of Issuer:  FACTSET RESEARCH SYSTEMS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  303075-10-5
Value:  3,248
Shrs or Prn Amt:
Ssh Prnamt:  7481
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7481
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAIR ISAAC CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  303250-10-4
Value:  4,465
Shrs or Prn Amt:
Ssh Prnamt:  9573
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9573
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAST RADIUS INC
Title of Class:  FAST RADIUS CW28
CUSIP:  31187R-11-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAST ACQUISITION CORP II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  311874-10-1
Value:  975
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FAST ACQUISITION CORP II A
Title of Class:  FAST ACQUISITION II A CW26
CUSIP:  311874-11-9
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FATHOM DIGITAL MANUFACTURING
Title of Class:  ALTIMAR ACQ A CW27
CUSIP:  31189Y-11-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  250
Shared:  0
None:  0
Info Table:
Name of Issuer:  FASTENAL CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  311900-10-4
Value:  1,062
Shrs or Prn Amt:
Ssh Prnamt:  17879
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17879
Shared:  0
None:  0
Info Table:
Name of Issuer:  FEDERAL REALTY INVS TRUST
Title of Class:  REIT USD.01
CUSIP:  313745-10-1
Value:  1,320
Shrs or Prn Amt:
Ssh Prnamt:  10812
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10812
Shared:  0
None:  0
Info Table:
Name of Issuer:  FEDERAL SIGNAL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  313855-10-8
Value:  192
Shrs or Prn Amt:
Ssh Prnamt:  5682
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5682
Shared:  0
None:  0
Info Table:
Name of Issuer:  FEDEX CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  31428X-10-6
Value:  596
Shrs or Prn Amt:
Ssh Prnamt:  2577
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2577
Shared:  0
None:  0
Info Table:
Name of Issuer:  F5 INC
Title of Class:  COMMON STOCK
CUSIP:  315616-10-2
Value:  44
Shrs or Prn Amt:
Ssh Prnamt:  212
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  212
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIDELITY NATIONAL INFO SERV
Title of Class:  COMMON STOCK USD.01
CUSIP:  31620M-10-6
Value:  2,188
Shrs or Prn Amt:
Ssh Prnamt:  21785
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21785
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIDELITY NATIONAL FINANCIAL
Title of Class:  COMMON STOCK USD.0001
CUSIP:  31620R-30-3
Value:  5,557
Shrs or Prn Amt:
Ssh Prnamt:  113778
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  113778
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIFTH THIRD BANCORP
Title of Class:  COMMON STOCK
CUSIP:  316773-10-0
Value:  117
Shrs or Prn Amt:
Ssh Prnamt:  2728
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2728
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINSERV ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  31809Y-10-3
Value:  146
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINSERV ACQUISITION CORP A
Title of Class:  FINSERV ACQUISITION CO CW26
CUSIP:  31809Y-11-1
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3750
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINVOLUTION GROUP ADR
Title of Class:  ADR USD.00001
CUSIP:  31810T-10-1
Value:  38
Shrs or Prn Amt:
Ssh Prnamt:  9467
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9467
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINTECH ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  31811H-10-6
Value:  982
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FINTECH ACQUISITION CORP A
Title of Class:  FINTECH ACQUISITION A CW27
CUSIP:  31811H-11-4
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRST AMERICAN FINANCIAL
Title of Class:  COMMON STOCK USD.00001
CUSIP:  31847R-10-2
Value:  1,400
Shrs or Prn Amt:
Ssh Prnamt:  21593
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21593
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRST BANCORP PUERTO RICO
Title of Class:  COMMON STOCK USD.1
CUSIP:  318672-70-6
Value:  427
Shrs or Prn Amt:
Ssh Prnamt:  32573
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32573
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRST COMMONWEALTH FINL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  319829-10-7
Value:  805
Shrs or Prn Amt:
Ssh Prnamt:  53090
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53090
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRST MERCHANTS CORP
Title of Class:  COMMON STOCK
CUSIP:  320817-10-9
Value:  1,110
Shrs or Prn Amt:
Ssh Prnamt:  26689
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26689
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRST RESERVE SUSTAINABLE A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  336169-10-7
Value:  488
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRST RESERVE SUSTAINABLE A
Title of Class:  FIRST RESERVE SUST A CW27
CUSIP:  336169-11-5
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRSTCASH HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  33768G-10-7
Value:  172
Shrs or Prn Amt:
Ssh Prnamt:  2448
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2448
Shared:  0
None:  0
Info Table:
Name of Issuer:  FISERV INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  337738-10-8
Value:  264
Shrs or Prn Amt:
Ssh Prnamt:  2599
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2599
Shared:  0
None:  0
Info Table:
Name of Issuer:  FIRSTENERGY CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  337932-10-7
Value:  105
Shrs or Prn Amt:
Ssh Prnamt:  2279
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2279
Shared:  0
None:  0
Info Table:
Name of Issuer:  5 01 ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  33836P-10-5
Value:  740
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FLAME ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  33850F-10-8
Value:  1,463
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FLAME ACQUISITION CORP CL A
Title of Class:  FLAME ACQUISITION CL A CW28
CUSIP:  33850F-11-6
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FLEETCOR TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  339041-10-5
Value:  112
Shrs or Prn Amt:
Ssh Prnamt:  449
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  449
Shared:  0
None:  0
Info Table:
Name of Issuer:  STANDARD BIOTOOLS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  34385P-10-8
Value:  158
Shrs or Prn Amt:
Ssh Prnamt:  44091
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44091
Shared:  0
None:  0
Info Table:
Name of Issuer:  FOCUS IMPACT ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  34417L-10-9
Value:  1,193
Shrs or Prn Amt:
Ssh Prnamt:  120000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  120000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FOCUS IMPACT ACQUISITION A
Title of Class:  FOCUS IMPACT ACQUISIT CW23
CUSIP:  34417L-11-7
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  60000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  60000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORD MOTOR CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  345370-86-0
Value:  325
Shrs or Prn Amt:
Ssh Prnamt:  19193
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19193
Shared:  0
None:  0
Info Table:
Name of Issuer:  FOREST ROAD ACQUISITION CO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  34619V-10-3
Value:  977
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FOREST ROAD ACQUISITION CO A
Title of Class:  FOREST ROAD ACQ CL A CW26
CUSIP:  34619V-11-1
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORGE GLOBAL HOLDINGS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  34629L-10-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORMFACTOR INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  346375-10-8
Value:  559
Shrs or Prn Amt:
Ssh Prnamt:  13311
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13311
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTINET INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  34959E-10-9
Value:  1,448
Shrs or Prn Amt:
Ssh Prnamt:  4236
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4236
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTIVE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  34959J-10-8
Value:  117
Shrs or Prn Amt:
Ssh Prnamt:  1923
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1923
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTISTAR SUSTAINABLE SOLU A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  34962M-10-6
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTISTAR SUSTAINABLE SOLU A
Title of Class:  FORTISTAR SUSTAIN A CW27
CUSIP:  34962M-11-4
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  24999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24999
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTISTAR SUSTAINABLE SOLUTI
Title of Class:  UNIT USD.0001
CUSIP:  34962M-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTUNE BRANDS HOME SECURI
Title of Class:  COMMON STOCK USD.01
CUSIP:  34964C-10-6
Value:  691
Shrs or Prn Amt:
Ssh Prnamt:  9302
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9302
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTRESS VALUE ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  34964G-10-7
Value:  985
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTRESS VALUE ACQUISITION A
Title of Class:  FORTRESS VALUE ACQ A CW27
CUSIP:  34964G-11-5
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTRESS VALUE ACQUIS IV A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  34964K-10-8
Value:  1960
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORTRESS VALUE ACQUIS IV A
Title of Class:  FORTRESS VALUE ACQ IV CW28
CUSIP:  34964K-11-6
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORUM MERGER IV CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  349875-10-4
Value:  244
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  FORUM MERGER IV CORP A
Title of Class:  FORUM MERGER IV CL A CW27
CUSIP:  349875-11-2
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  6250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6250
Shared:  0
None:  0
Info Table:
Name of Issuer:  FOX CORP CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  35137L-10-5
Value:  86
Shrs or Prn Amt:
Ssh Prnamt:  2171
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2171
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRANKLIN ELECTRIC CO INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  353514-10-2
Value:  281
Shrs or Prn Amt:
Ssh Prnamt:  3381
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3381
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRANKLIN RESOURCES INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  354613-10-1
Value:  31
Shrs or Prn Amt:
Ssh Prnamt:  1101
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1101
Shared:  0
None:  0
Info Table:
Name of Issuer:  FREEPORT MCMORAN INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  35671D-85-7
Value:  9,328
Shrs or Prn Amt:
Ssh Prnamt:  187545
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  187545
Shared:  0
None:  0
Info Table:
Name of Issuer:  FRONTDOOR INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  35905A-10-9
Value:  394
Shrs or Prn Amt:
Ssh Prnamt:  13208
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13208
Shared:  0
None:  0
Info Table:
Name of Issuer:  FUELCELL ENERGY INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  35952H-60-1
Value:  144
Shrs or Prn Amt:
Ssh Prnamt:  24985
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24985
Shared:  0
None:  0
Info Table:
Name of Issuer:  FULL HOUSE RESORTS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  359678-10-9
Value:  163
Shrs or Prn Amt:
Ssh Prnamt:  16984
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16984
Shared:  0
None:  0
Info Table:
Name of Issuer:  FUNKO INC CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  361008-10-5
Value:  236
Shrs or Prn Amt:
Ssh Prnamt:  13664
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13664
Shared:  0
None:  0
Info Table:
Name of Issuer:  FUTU HOLDINGS LTD ADR
Title of Class:  ADR USD.00001
CUSIP:  36118L-10-6
Value:  37
Shrs or Prn Amt:
Ssh Prnamt:  1132
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1132
Shared:  0
None:  0
Info Table:
Name of Issuer:  FUSION ACQUISITION CORP II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  36118N-10-2
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  24996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24996
Shared:  0
None:  0
Info Table:
Name of Issuer:  FUSION ACQUISITION CORP II A
Title of Class:  FUSION ACQ II CL A CW27
CUSIP:  36118N-11-0
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  8332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8332
Shared:  0
None:  0
Info Table:
Name of Issuer:  FUSION ACQUISITION CORP II
Title of Class:  UNIT USD.0001
CUSIP:  36118N-20-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  GEO GROUP INC/THE
Title of Class:  REIT USD.01
CUSIP:  36162J-10-6
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  22518
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22518
Shared:  0
None:  0
Info Table:
Name of Issuer:  GO ACQUISITION CORP CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  362019-10-1
Value:  1980
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  GO ACQUISITION CORP CLASS A
Title of Class:  GO ACQUISITION CORP CW27GO
CUSIP:  362019-11-9
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  GO ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  362019-20-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ARTHUR J GALLAGHER CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  363576-10-9
Value:  157
Shrs or Prn Amt:
Ssh Prnamt:  898
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  898
Shared:  0
None:  0
Info Table:
Name of Issuer:  GAMING AND LEISURE PROPERTIE
Title of Class:  REIT
CUSIP:  36467J-10-8
Value:  1,225
Shrs or Prn Amt:
Ssh Prnamt:  26093
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26093
Shared:  0
None:  0
Info Table:
Name of Issuer:  GAMING HOSPITALITY ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  364681-10-6
Value:  685
Shrs or Prn Amt:
Ssh Prnamt:  69996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  69996
Shared:  0
None:  0
Info Table:
Name of Issuer:  GAMING HOSPITALITY ACQUI A
Title of Class:  GAMING + HOSPITALITY A CW28
CUSIP:  364681-11-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  23332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23332
Shared:  0
None:  0
Info Table:
Name of Issuer:  GAMING HOSPITALITY ACQUISI
Title of Class:  UNIT USD.0001
CUSIP:  364681-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  GANNETT CO INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  36472T-10-9
Value:  134
Shrs or Prn Amt:
Ssh Prnamt:  29761
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29761
Shared:  0
None:  0
Info Table:
Name of Issuer:  GARTNER INC
Title of Class:  COMMON STOCK USD.0005
CUSIP:  366651-10-7
Value:  1,776
Shrs or Prn Amt:
Ssh Prnamt:  5970
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5970
Shared:  0
None:  0
Info Table:
Name of Issuer:  GELESIS HOLDINGS INC
Title of Class:  CAPSTAR SPECIAL PURPOSE CW27
CUSIP:  36850R-11-3
Value:  23
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENERAL DYNAMICS CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  369550-10-8
Value:  5,284
Shrs or Prn Amt:
Ssh Prnamt:  21911
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21911
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENERAL ELECTRIC CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  369604-30-1
Value:  457
Shrs or Prn Amt:
Ssh Prnamt:  4997
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4997
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENERAL MILLS INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  370334-10-4
Value:  166
Shrs or Prn Amt:
Ssh Prnamt:  2453
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2453
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENERAL MOTORS CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  37045V-10-0
Value:  2,321
Shrs or Prn Amt:
Ssh Prnamt:  53055
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53055
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENESCO INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  371532-10-2
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  3867
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3867
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENUINE PARTS CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  372460-10-5
Value:  32
Shrs or Prn Amt:
Ssh Prnamt:  252
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  252
Shared:  0
None:  0
Info Table:
Name of Issuer:  GENWORTH FINANCIAL INC CL A
Title of Class:  COMMON STOCK USD.001
CUSIP:  37247D-10-6
Value:  427
Shrs or Prn Amt:
Ssh Prnamt:  112845
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  112845
Shared:  0
None:  0
Info Table:
Name of Issuer:  GILEAD SCIENCES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  375558-10-3
Value:  649
Shrs or Prn Amt:
Ssh Prnamt:  10914
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10914
Shared:  0
None:  0
Info Table:
Name of Issuer:  GILDAN ACTIVEWEAR INC
Title of Class:  COMMON STOCK
CUSIP:  375916-10-3
Value:  1,232
Shrs or Prn Amt:
Ssh Prnamt:  32881
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32881
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLADSTONE COMMERCIAL CORP
Title of Class:  REIT USD.001
CUSIP:  376536-10-8
Value:  410
Shrs or Prn Amt:
Ssh Prnamt:  18617
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18617
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLAUKOS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  377322-10-2
Value:  214
Shrs or Prn Amt:
Ssh Prnamt:  3707
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3707
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBALSTAR INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  378973-40-8
Value:  90
Shrs or Prn Amt:
Ssh Prnamt:  61200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  61200
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL NET LEASE INC
Title of Class:  REIT USD.01
CUSIP:  379378-20-1
Value:  648
Shrs or Prn Amt:
Ssh Prnamt:  41216
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41216
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL PAYMENTS INC
Title of Class:  COMMON STOCK
CUSIP:  37940X-10-2
Value:  2,275
Shrs or Prn Amt:
Ssh Prnamt:  16625
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16625
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBAL MEDICAL REIT INC
Title of Class:  REIT
CUSIP:  37954A-20-4
Value:  419
Shrs or Prn Amt:
Ssh Prnamt:  25664
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25664
Shared:  0
None:  0
Info Table:
Name of Issuer:  GLOBE LIFE INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  37959E-10-2
Value:  23
Shrs or Prn Amt:
Ssh Prnamt:  224
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  224
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOAL ACQUISITIONS CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  38021H-10-7
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOAL ACQUISITIONS CORP
Title of Class:  GOAL ACQUISITIONS CORP CW
CUSIP:  38021H-11-5
Value:  25
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOLDEN ENTERTAINMENT INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  381013-10-1
Value:  197
Shrs or Prn Amt:
Ssh Prnamt:  3387
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3387
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOLDEN FALCON ACQUISITI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  38102H-10-9
Value:  1,472
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOLDEN FALCON ACQUISITI CL A
Title of Class:  GOLDEN FALCON ACQ CL A CW26
CUSIP:  38102H-11-7
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GOLDMAN SACHS GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  38141G-10-4
Value:  2,752
Shrs or Prn Amt:
Ssh Prnamt:  8336
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8336
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES GUGGENHEIM INC CL A
Title of Class:  GORES GUGGENHEIM CL A CW27
CUSIP:  38286Q-11-5
Value:  47
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES HOLDINGS VII INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  38286T-10-1
Value:  685
Shrs or Prn Amt:
Ssh Prnamt:  70000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES HOLDINGS VII INC A
Title of Class:  GORES HOLDINGS VII A CW27
CUSIP:  38286T-11-9
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  8750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8750
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES HOLDINGS VIII INC CL A
Title of Class:  GORES HOLD VIII CL A CW27
CUSIP:  382863-11-6
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  8750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8750
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES TECHNOLOGY PRTNR II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  38287L-10-7
Value:  685
Shrs or Prn Amt:
Ssh Prnamt:  70000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  70000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES TECHNOLOGY PRTNR II A
Title of Class:  GORES TECH PARTN II A CW27
CUSIP:  38287L-11-5
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  14000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES TECHNOLOGY PARTNERS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  382870-10-3
Value:  392
Shrs or Prn Amt:
Ssh Prnamt:  40000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GORES TECHNOLOGY PARTNERS A
Title of Class:  GORES TECH PARTN CL A CW27
CUSIP:  382870-11-1
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  8000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8000
Shared:  0
None:  0
Info Table:
Name of Issuer:  GRACO INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  384109-10-4
Value:  1927
Shrs or Prn Amt:
Ssh Prnamt:  27645
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  27645
Shared:  0
None:  0
Info Table:
Name of Issuer:  GRAFTECH INTERNATIONAL LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  384313-50-8
Value:  516
Shrs or Prn Amt:
Ssh Prnamt:  53668
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53668
Shared:  0
None:  0
Info Table:
Name of Issuer:  WW GRAINGER INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  384802-10-4
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  95
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  95
Shared:  0
None:  0
Info Table:
Name of Issuer:  GREAT SOUTHERN BANCORP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  390905-10-7
Value:  233
Shrs or Prn Amt:
Ssh Prnamt:  3946
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3946
Shared:  0
None:  0
Info Table:
Name of Issuer:  GREIF INC CL A
Title of Class:  COMMON STOCK
CUSIP:  397624-10-7
Value:  1,357
Shrs or Prn Amt:
Ssh Prnamt:  20858
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20858
Shared:  0
None:  0
Info Table:
Name of Issuer:  GROUP NINE ACQUISITION CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  39947R-10-4
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  4998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4998
Shared:  0
None:  0
Info Table:
Name of Issuer:  GROUP NINE ACQUISITION CL A
Title of Class:  GROUP NINE ACQ CL A CW26
CUSIP:  39947R-11-2
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  1666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1666
Shared:  0
None:  0
Info Table:
Name of Issuer:  GROUP NINE ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  39947R-20-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  GULFPORT ENERGY CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  402635-50-2
Value:  260
Shrs or Prn Amt:
Ssh Prnamt:  2894
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2894
Shared:  0
None:  0
Info Table:
Name of Issuer:  HCA HEALTHCARE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  40412C-10-1
Value:  232
Shrs or Prn Amt:
Ssh Prnamt:  927
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  927
Shared:  0
None:  0
Info Table:
Name of Issuer:  HP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  40434L-10-5
Value:  1,588
Shrs or Prn Amt:
Ssh Prnamt:  43750
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  43750
Shared:  0
None:  0
Info Table:
Name of Issuer:  HACKETT GROUP INC/THE
Title of Class:  COMMON STOCK USD.001
CUSIP:  404609-10-9
Value:  419
Shrs or Prn Amt:
Ssh Prnamt:  18190
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18190
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAEMONETICS CORP/MASS
Title of Class:  COMMON STOCK USD.01
CUSIP:  405024-10-0
Value:  318
Shrs or Prn Amt:
Ssh Prnamt:  5034
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5034
Shared:  0
None:  0
Info Table:
Name of Issuer:  HALLIBURTON CO
Title of Class:  COMMON STOCK USD2.5
CUSIP:  406216-10-1
Value:  1,321
Shrs or Prn Amt:
Ssh Prnamt:  34881
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34881
Shared:  0
None:  0
Info Table:
Name of Issuer:  HALOZYME THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  40637H-10-9
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  6162
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6162
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAMILTON LANE ALL CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  40749M-10-3
Value:  686
Shrs or Prn Amt:
Ssh Prnamt:  69996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  69996
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAMILTON LANE ALL CLASS A
Title of Class:  HAMILTON LANE ALL CLAS CW26
CUSIP:  40749M-11-1
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  23332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23332
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAMILTON LANE ALLIANCE HOLDI
Title of Class:  UNIT USD.0001
CUSIP:  40749M-20-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  HANCOCK WHITNEY CORP
Title of Class:  COMMON STOCK USD3.33
CUSIP:  410120-10-9
Value:  659
Shrs or Prn Amt:
Ssh Prnamt:  12636
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12636
Shared:  0
None:  0
Info Table:
Name of Issuer:  HANESBRANDS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  410345-10-2
Value:  481
Shrs or Prn Amt:
Ssh Prnamt:  32275
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32275
Shared:  0
None:  0
Info Table:
Name of Issuer:  HANMI FINANCIAL CORPORATION
Title of Class:  COMMON STOCK USD.001
CUSIP:  410495-20-4
Value:  365
Shrs or Prn Amt:
Ssh Prnamt:  14830
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14830
Shared:  0
None:  0
Info Table:
Name of Issuer:  HARMONY BIOSCIENCES HOLDINGS
Title of Class:  COMMON STOCK USD.00001
CUSIP:  413197-10-4
Value:  473
Shrs or Prn Amt:
Ssh Prnamt:  9728
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9728
Shared:  0
None:  0
Info Table:
Name of Issuer:  HARTFORD FINANCIAL SVCS GRP
Title of Class:  COMMON STOCK USD.01
CUSIP:  416515-10-4
Value:  219
Shrs or Prn Amt:
Ssh Prnamt:  3051
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3051
Shared:  0
None:  0
Info Table:
Name of Issuer:  HARVARD BIOSCIENCE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  416906-10-5
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  23985
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23985
Shared:  0
None:  0
Info Table:
Name of Issuer:  HASBRO INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  418056-10-7
Value:  46
Shrs or Prn Amt:
Ssh Prnamt:  562
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  562
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAWAIIAN ELECTRIC INDS
Title of Class:  COMMON STOCK
CUSIP:  419870-10-0
Value:  1,307
Shrs or Prn Amt:
Ssh Prnamt:  30892
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30892
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAYMAKER ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  42087R-10-8
Value:  277
Shrs or Prn Amt:
Ssh Prnamt:  28000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HAYMAKER ACQUISITION CORP A
Title of Class:  HAYMAKER ACQUISITION CO CW27
CUSIP:  42087R-11-6
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  7000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTHCARE TRUST OF AME CL A
Title of Class:  REIT USD.01
CUSIP:  42225P-50-1
Value:  4,607
Shrs or Prn Amt:
Ssh Prnamt:  147005
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  147005
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTH ASSURANCE ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  42226W-10-9
Value:  985
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTH ASSURANCE ACQUISIT A
Title of Class:  HEALTH ASSURANCE ACQU CW25
CUSIP:  42226W-11-7
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  24999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24999
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTH ASSURANCE ACQUISITION
Title of Class:  UNIT USD.0001
CUSIP:  42226W-20-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTHCARE SERVICES ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  42227K-10-4
Value:  980
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTHCARE SERVICES ACQUI A
Title of Class:  HEALTHCARE SERVICES CW27
CUSIP:  42227K-11-2
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTHWELL ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  42227R-10-9
Value:  967
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTHWELL ACQUISITION COR A
Title of Class:  HEALTHWELL ACQ CL A CW28
CUSIP:  42227R-11-7
Value:  15
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEALTHPEAK PROPERTIES INC
Title of Class:  REIT USD1.0
CUSIP:  42250P-10-3
Value:  2019
Shrs or Prn Amt:
Ssh Prnamt:  58821
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  58821
Shared:  0
None:  0
Info Table:
Name of Issuer:  HECLA MINING CO
Title of Class:  COMMON STOCK USD.25
CUSIP:  422704-10-6
Value:  574
Shrs or Prn Amt:
Ssh Prnamt:  87354
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  87354
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEICO CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  422806-10-9
Value:  1,630
Shrs or Prn Amt:
Ssh Prnamt:  10618
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10618
Shared:  0
None:  0
Info Table:
Name of Issuer:  HELIOGEN INC
Title of Class:  HELIOGEN INC CW28
CUSIP:  42329E-11-3
Value:  29
Shrs or Prn Amt:
Ssh Prnamt:  23900
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23900
Shared:  0
None:  0
Info Table:
Name of Issuer:  HELMERICH PAYNE
Title of Class:  COMMON STOCK USD.1
CUSIP:  423452-10-1
Value:  798
Shrs or Prn Amt:
Ssh Prnamt:  18657
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18657
Shared:  0
None:  0
Info Table:
Name of Issuer:  HENNESSY CAPITAL INVESTMEN A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  42589T-10-7
Value:  21
Shrs or Prn Amt:
Ssh Prnamt:  2110
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2110
Shared:  0
None:  0
Info Table:
Name of Issuer:  HENNESSY CAPITAL INVESTMEN A
Title of Class:  HENNESSY CAPITAL INVES CW26
CUSIP:  42589T-11-5
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  JACK HENRY ASSOCIATES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  426281-10-1
Value:  3,240
Shrs or Prn Amt:
Ssh Prnamt:  16443
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16443
Shared:  0
None:  0
Info Table:
Name of Issuer:  HERC HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  42704L-10-4
Value:  1,356
Shrs or Prn Amt:
Ssh Prnamt:  8117
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8117
Shared:  0
None:  0
Info Table:
Name of Issuer:  HERSHEY CO/THE
Title of Class:  COMMON STOCK USD1.0
CUSIP:  427866-10-8
Value:  1,827
Shrs or Prn Amt:
Ssh Prnamt:  8435
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8435
Shared:  0
None:  0
Info Table:
Name of Issuer:  HESS CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  42809H-10-7
Value:  137
Shrs or Prn Amt:
Ssh Prnamt:  1280
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1280
Shared:  0
None:  0
Info Table:
Name of Issuer:  HEWLETT PACKARD ENTERPRISE
Title of Class:  COMMON STOCK USD.01
CUSIP:  42824C-10-9
Value:  27
Shrs or Prn Amt:
Ssh Prnamt:  1639
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1639
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIGHWOODS PROPERTIES INC
Title of Class:  REIT USD.01
CUSIP:  431284-10-8
Value:  322
Shrs or Prn Amt:
Ssh Prnamt:  7049
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7049
Shared:  0
None:  0
Info Table:
Name of Issuer:  HILLENBRAND INC
Title of Class:  COMMON STOCK
CUSIP:  431571-10-8
Value:  154
Shrs or Prn Amt:
Ssh Prnamt:  3494
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3494
Shared:  0
None:  0
Info Table:
Name of Issuer:  HILTON WORLDWIDE HOLDINGS IN
Title of Class:  COMMON STOCK USD.01
CUSIP:  43300A-20-3
Value:  832
Shrs or Prn Amt:
Ssh Prnamt:  5483
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5483
Shared:  0
None:  0
Info Table:
Name of Issuer:  HIPPO HOLDINGS INC
Title of Class:  HIPPO HOLDINGS INC A CW27
CUSIP:  433539-11-1
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3999
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOLOGIC INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  436440-10-1
Value:  3,193
Shrs or Prn Amt:
Ssh Prnamt:  41561
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41561
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOME DEPOT INC
Title of Class:  COMMON STOCK USD.05
CUSIP:  437076-10-2
Value:  7,817
Shrs or Prn Amt:
Ssh Prnamt:  26114
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26114
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOME PLATE ACQUISITION CL A
Title of Class:  COMMON STOCK
CUSIP:  43734R-10-3
Value:  972
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOME PLATE ACQUISITION CL A
Title of Class:  HOME PLATE ACQ CW23
CUSIP:  43734R-11-1
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HONEYWELL INTERNATIONAL INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  438516-10-6
Value:  571
Shrs or Prn Amt:
Ssh Prnamt:  2935
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2935
Shared:  0
None:  0
Info Table:
Name of Issuer:  HORIZON BANCORP INC/IN
Title of Class:  COMMON STOCK
CUSIP:  440407-10-4
Value:  177
Shrs or Prn Amt:
Ssh Prnamt:  9495
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9495
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOST HOTELS RESORTS INC
Title of Class:  REIT USD.01
CUSIP:  44107P-10-4
Value:  60
Shrs or Prn Amt:
Ssh Prnamt:  3079
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3079
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOULIHAN LOKEY INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  441593-10-0
Value:  178
Shrs or Prn Amt:
Ssh Prnamt:  2033
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2033
Shared:  0
None:  0
Info Table:
Name of Issuer:  HOWMET AEROSPACE INC
Title of Class:  COMMON STOCK
CUSIP:  443201-10-8
Value:  2,461
Shrs or Prn Amt:
Ssh Prnamt:  68481
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  68481
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUDSON EXECUTIVE INVESTMEN A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  44376L-10-7
Value:  1,466
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUDSON EXECUTIVE INVESTMEN A
Title of Class:  HUDSON EXECUTIVE INV A CW28
CUSIP:  44376L-11-5
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUDSON EXECUTIVE INVESTMENT
Title of Class:  COMMON STOCK USD.0001
CUSIP:  443760-10-3
Value:  196
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUDSON EXECUTIVE INVESTMENT
Title of Class:  HUDSON EXECUTIVE INV CW27
CUSIP:  443760-11-1
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUNT (JB) TRANSPRT SVCS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  445658-10-7
Value:  55
Shrs or Prn Amt:
Ssh Prnamt:  275
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  275
Shared:  0
None:  0
Info Table:
Name of Issuer:  HUNTINGTON INGALLS INDUSTRIE
Title of Class:  COMMON STOCK USD.01
CUSIP:  446413-10-6
Value:  63
Shrs or Prn Amt:
Ssh Prnamt:  315
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  315
Shared:  0
None:  0
Info Table:
Name of Issuer:  HURON CONSULTING GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  447462-10-2
Value:  187
Shrs or Prn Amt:
Ssh Prnamt:  4078
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4078
Shared:  0
None:  0
Info Table:
Name of Issuer:  IAC/INTERACTIVECORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  44891N-20-8
Value:  4,086
Shrs or Prn Amt:
Ssh Prnamt:  40742
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40742
Shared:  0
None:  0
Info Table:
Name of Issuer:  IDT CORP CLASS B
Title of Class:  COMMON STOCK USD.01
CUSIP:  448947-50-7
Value:  118
Shrs or Prn Amt:
Ssh Prnamt:  3456
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3456
Shared:  0
None:  0
Info Table:
Name of Issuer:  IAA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  449253-10-3
Value:  1,003
Shrs or Prn Amt:
Ssh Prnamt:  26229
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26229
Shared:  0
None:  0
Info Table:
Name of Issuer:  IPG PHOTONICS CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  44980X-10-9
Value:  656
Shrs or Prn Amt:
Ssh Prnamt:  5977
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5977
Shared:  0
None:  0
Info Table:
Name of Issuer:  IRHYTHM TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  450056-10-6
Value:  345
Shrs or Prn Amt:
Ssh Prnamt:  2192
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2192
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISTAR INC
Title of Class:  REIT USD.001
CUSIP:  45031U-10-1
Value:  449
Shrs or Prn Amt:
Ssh Prnamt:  19188
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19188
Shared:  0
None:  0
Info Table:
Name of Issuer:  ITT INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  45073V-10-8
Value:  42
Shrs or Prn Amt:
Ssh Prnamt:  552
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  552
Shared:  0
None:  0
Info Table:
Name of Issuer:  IDEX CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  45167R-10-4
Value:  11,314
Shrs or Prn Amt:
Ssh Prnamt:  59012
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  59012
Shared:  0
None:  0
Info Table:
Name of Issuer:  IDEXX LABORATORIES INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  45168D-10-4
Value:  1,184
Shrs or Prn Amt:
Ssh Prnamt:  2164
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2164
Shared:  0
None:  0
Info Table:
Name of Issuer:  IHEARTMEDIA INC CLASS A
Title of Class:  COMMON STOCK
CUSIP:  45174J-50-9
Value:  755
Shrs or Prn Amt:
Ssh Prnamt:  39899
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39899
Shared:  0
None:  0
Info Table:
Name of Issuer:  ILLINOIS TOOL WORKS
Title of Class:  COMMON STOCK USD.01
CUSIP:  452308-10-9
Value:  330
Shrs or Prn Amt:
Ssh Prnamt:  1576
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1576
Shared:  0
None:  0
Info Table:
Name of Issuer:  IMAX CORP
Title of Class:  COMMON STOCK
CUSIP:  45245E-10-9
Value:  284
Shrs or Prn Amt:
Ssh Prnamt:  14996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14996
Shared:  0
None:  0
Info Table:
Name of Issuer:  IMMUNOVANT INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  45258J-10-2
Value:  138
Shrs or Prn Amt:
Ssh Prnamt:  25033
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25033
Shared:  0
None:  0
Info Table:
Name of Issuer:  INARI MEDICAL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  45332Y-10-9
Value:  167
Shrs or Prn Amt:
Ssh Prnamt:  1845
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1845
Shared:  0
None:  0
Info Table:
Name of Issuer:  INCYTE CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  45337C-10-2
Value:  884
Shrs or Prn Amt:
Ssh Prnamt:  11127
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11127
Shared:  0
None:  0
Info Table:
Name of Issuer:  INDEPENDENCE REALTY TRUST IN
Title of Class:  REIT USD.01
CUSIP:  45378A-10-6
Value:  545
Shrs or Prn Amt:
Ssh Prnamt:  20621
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20621
Shared:  0
None:  0
Info Table:
Name of Issuer:  INGERSOLL RAND INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  45687V-10-6
Value:  86
Shrs or Prn Amt:
Ssh Prnamt:  1711
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1711
Shared:  0
None:  0
Info Table:
Name of Issuer:  INGLES MARKETS INC CLASS A
Title of Class:  COMMON STOCK USD.05
CUSIP:  457030-10-4
Value:  426
Shrs or Prn Amt:
Ssh Prnamt:  4782
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4782
Shared:  0
None:  0
Info Table:
Name of Issuer:  INSMED INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  457669-30-7
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  10442
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10442
Shared:  0
None:  0
Info Table:
Name of Issuer:  INNOVID CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  457679-10-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  8
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8
Shared:  0
None:  0
Info Table:
Name of Issuer:  INOGEN INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  45780L-10-4
Value:  168
Shrs or Prn Amt:
Ssh Prnamt:  5173
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5173
Shared:  0
None:  0
Info Table:
Name of Issuer:  INNOVIVA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  45781M-10-1
Value:  325
Shrs or Prn Amt:
Ssh Prnamt:  16780
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16780
Shared:  0
None:  0
Info Table:
Name of Issuer:  INNOVATIVE INDUSTRIAL PROPER
Title of Class:  REIT USD.001
CUSIP:  45781V-10-1
Value:  665
Shrs or Prn Amt:
Ssh Prnamt:  3239
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3239
Shared:  0
None:  0
Info Table:
Name of Issuer:  INSULET CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  45784P-10-1
Value:  2,483
Shrs or Prn Amt:
Ssh Prnamt:  9322
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9322
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTEL CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  458140-10-0
Value:  1,333
Shrs or Prn Amt:
Ssh Prnamt:  26906
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26906
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTEGER HOLDINGS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  45826H-10-9
Value:  362
Shrs or Prn Amt:
Ssh Prnamt:  4496
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4496
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTELLIA THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  45826J-10-5
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  2228
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2228
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTAPP INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  45827U-10-9
Value:  155
Shrs or Prn Amt:
Ssh Prnamt:  6437
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6437
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTELLIGENT MEDICINE ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  45828D-10-6
Value:  250
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTELLIGENT MEDICINE ACQUI A
Title of Class:  INTELLIGENT MEDICINE CW23
CUSIP:  45828D-11-4
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERCEPT PHARMACEUTICALS IN
Title of Class:  COMMON STOCK USD.001
CUSIP:  45845P-10-8
Value:  460
Shrs or Prn Amt:
Ssh Prnamt:  28279
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28279
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERCONTINENTAL EXCHANGE IN
Title of Class:  COMMON STOCK USD.01
CUSIP:  45866F-10-4
Value:  3,802
Shrs or Prn Amt:
Ssh Prnamt:  28779
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28779
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERNATIONAL BANCSHARES CRP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  459044-10-3
Value:  1,328
Shrs or Prn Amt:
Ssh Prnamt:  31460
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31460
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTL BUSINESS MACHINES CORP
Title of Class:  COMMON STOCK USD.2
CUSIP:  459200-10-1
Value:  997
Shrs or Prn Amt:
Ssh Prnamt:  7670
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7670
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERNATIONAL PAPER CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  460146-10-3
Value:  88
Shrs or Prn Amt:
Ssh Prnamt:  1898
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1898
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPRIVATE II ACQU CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  46064Q-10-8
Value:  977
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPRIVATE II ACQU CLASS A
Title of Class:  INTERPRIVATE II ACQU CW28
CUSIP:  46064Q-11-6
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPRIVATE III FINANCIAL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  46064R-10-6
Value:  988
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPRIVATE III FINANCIAL A
Title of Class:  INTERPRIVATE III FIN A CW27
CUSIP:  46064R-11-4
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPRIVATE IV INFRATECH A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  46064T-10-2
Value:  1,463
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPRIVATE IV INFRATECH A
Title of Class:  INTERPRIVATE IV INFRAT CW27
CUSIP:  46064T-11-0
Value:  15
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTERPUBLIC GROUP OF COS INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  460690-10-0
Value:  804
Shrs or Prn Amt:
Ssh Prnamt:  22682
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22682
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTUITIVE SURGICAL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  46120E-60-2
Value:  717
Shrs or Prn Amt:
Ssh Prnamt:  2377
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2377
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTUIT INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  461202-10-3
Value:  574
Shrs or Prn Amt:
Ssh Prnamt:  1194
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1194
Shared:  0
None:  0
Info Table:
Name of Issuer:  INTREPID POTASH INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  46121Y-20-1
Value:  337
Shrs or Prn Amt:
Ssh Prnamt:  4106
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4106
Shared:  0
None:  0
Info Table:
Name of Issuer:  INVITAE CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  46185L-10-3
Value:  159
Shrs or Prn Amt:
Ssh Prnamt:  19973
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19973
Shared:  0
None:  0
Info Table:
Name of Issuer:  INVITATION HOMES INC
Title of Class:  REIT USD.01
CUSIP:  46187W-10-7
Value:  1,811
Shrs or Prn Amt:
Ssh Prnamt:  45082
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  45082
Shared:  0
None:  0
Info Table:
Name of Issuer:  ION GEOPHYSICAL CORP
Title of Class:  SECURED 12/25 8
CUSIP:  462044-AJ-7
Value:  570
Shrs or Prn Amt:
Ssh Prnamt:  1044000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1044000
Shared:  0
None:  0
Info Table:
Name of Issuer:  IQVIA HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  46266C-10-5
Value:  9,109
Shrs or Prn Amt:
Ssh Prnamt:  39396
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39396
Shared:  0
None:  0
Info Table:
Name of Issuer:  IRIDIUM COMMUNICATIONS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  46269C-10-2
Value:  1,440
Shrs or Prn Amt:
Ssh Prnamt:  35718
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35718
Shared:  0
None:  0
Info Table:
Name of Issuer:  IRON MOUNTAIN INC
Title of Class:  REIT USD.01
CUSIP:  46284V-10-1
Value:  2,936
Shrs or Prn Amt:
Ssh Prnamt:  52987
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  52987
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES MSCI WORLD ETF
Title of Class:  ISHARES MSCI WORLD ETF
CUSIP:  464286-39-2
Value:  1,245
Shrs or Prn Amt:
Ssh Prnamt:  9717
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9717
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES MSCI EMERGING MARKETS
Title of Class:  ISHARES MSCI EMERGING MARKET
CUSIP:  464287-23-4
Value:  24,211
Shrs or Prn Amt:
Ssh Prnamt:  536232
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  536232
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES MSCI EAFE ETF
Title of Class:  ISHARES MSCI EAFE ETF
CUSIP:  464287-46-5
Value:  27,932
Shrs or Prn Amt:
Ssh Prnamt:  379517
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  379517
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES CORE SP MID CAP ETF
Title of Class:  ISHARES CORE S+P MIDCAP ETF
CUSIP:  464287-50-7
Value:  85
Shrs or Prn Amt:
Ssh Prnamt:  315
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  315
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES RUSSELL 2000 VALUE ETF
Title of Class:  ISHARES RUSSELL 2000 VALUE E
CUSIP:  464287-63-0
Value:  3,889
Shrs or Prn Amt:
Ssh Prnamt:  24097
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24097
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES RUSSELL 2000 ETF
Title of Class:  ISHARES RUSSELL 2000 ETF
CUSIP:  464287-65-5
Value:  188
Shrs or Prn Amt:
Ssh Prnamt:  918
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  918
Shared:  0
None:  0
Info Table:
Name of Issuer:  ISHARES MSCI EAFE SMALL CAP ET
Title of Class:  ISHARES MSCI EAFE SMALL CAP
CUSIP:  464288-27-3
Value:  2,500
Shrs or Prn Amt:
Ssh Prnamt:  37687
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37687
Shared:  0
None:  0
Info Table:
Name of Issuer:  JOFF FINTECH ACQ CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  46592C-10-0
Value:  2,442
Shrs or Prn Amt:
Ssh Prnamt:  249996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  249996
Shared:  0
None:  0
Info Table:
Name of Issuer:  JOFF FINTECH ACQ CORP A
Title of Class:  JOFF FINTECH ACQ CW27
CUSIP:  46592C-11-8
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  83332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  83332
Shared:  0
None:  0
Info Table:
Name of Issuer:  JOFF FINTECH ACQUISITION COR
Title of Class:  UNIT USD.0001
CUSIP:  46592C-20-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  JPMORGAN CHASE CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  46625H-10-0
Value:  10,593
Shrs or Prn Amt:
Ssh Prnamt:  77709
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  77709
Shared:  0
None:  0
Info Table:
Name of Issuer:  JABIL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  466313-10-3
Value:  445
Shrs or Prn Amt:
Ssh Prnamt:  7203
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7203
Shared:  0
None:  0
Info Table:
Name of Issuer:  JACK IN THE BOX INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  466367-10-9
Value:  42
Shrs or Prn Amt:
Ssh Prnamt:  449
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  449
Shared:  0
None:  0
Info Table:
Name of Issuer:  JACOBS ENGINEERING GROUP INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  469814-10-7
Value:  1,180
Shrs or Prn Amt:
Ssh Prnamt:  8560
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8560
Shared:  0
None:  0
Info Table:
Name of Issuer:  JAWS HURRICANE ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  47201B-10-3
Value:  586
Shrs or Prn Amt:
Ssh Prnamt:  60000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  60000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JAWS HURRICANE ACQUISITION A
Title of Class:  JAWS HURRICANE ACQUISITI CW
CUSIP:  47201B-11-1
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JEFFERIES FINANCIAL GROUP IN
Title of Class:  COMMON STOCK USD1.0
CUSIP:  47233W-10-9
Value:  644
Shrs or Prn Amt:
Ssh Prnamt:  19592
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19592
Shared:  0
None:  0
Info Table:
Name of Issuer:  JIYA ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  47760M-10-2
Value:  738
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JOHNSON JOHNSON
Title of Class:  COMMON STOCK USD1.0
CUSIP:  478160-10-4
Value:  13,580
Shrs or Prn Amt:
Ssh Prnamt:  76626
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  76626
Shared:  0
None:  0
Info Table:
Name of Issuer:  JONES LANG LASALLE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  48020Q-10-7
Value:  1,760
Shrs or Prn Amt:
Ssh Prnamt:  7349
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7349
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIFF DAVIS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  48123V-10-2
Value:  559
Shrs or Prn Amt:
Ssh Prnamt:  5776
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5776
Shared:  0
None:  0
Info Table:
Name of Issuer:  JUNIPER II CORP CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  48203N-10-3
Value:  995
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JUNIPER II CORP CLASS A
Title of Class:  JUNIPER II CORP CL A CW28
CUSIP:  48203N-11-1
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  JUNIPER NETWORKS INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  48203R-10-4
Value:  55
Shrs or Prn Amt:
Ssh Prnamt:  1491
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1491
Shared:  0
None:  0
Info Table:
Name of Issuer:  KBR INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  48242W-10-6
Value:  683
Shrs or Prn Amt:
Ssh Prnamt:  12474
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12474
Shared:  0
None:  0
Info Table:
Name of Issuer:  KLA CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  482480-10-0
Value:  1917
Shrs or Prn Amt:
Ssh Prnamt:  5238
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5238
Shared:  0
None:  0
Info Table:
Name of Issuer:  KHOSLA VENTURES ACQUISITION
Title of Class:  COMMON STOCK USD.0001
CUSIP:  482504-10-7
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KKR CO INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  48251W-10-4
Value:  2,621
Shrs or Prn Amt:
Ssh Prnamt:  44827
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44827
Shared:  0
None:  0
Info Table:
Name of Issuer:  KKR ACQUISITION HOLDINGS I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  48253T-10-9
Value:  393
Shrs or Prn Amt:
Ssh Prnamt:  40000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KKR ACQUISITION HOLDINGS I A
Title of Class:  KKR ACQ HOLDING I CL A CW27
CUSIP:  48253T-11-7
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KARYOPHARM THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  48576U-10-6
Value:  167
Shrs or Prn Amt:
Ssh Prnamt:  22727
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22727
Shared:  0
None:  0
Info Table:
Name of Issuer:  KB HOME
Title of Class:  COMMON STOCK USD1.0
CUSIP:  48666K-10-9
Value:  212
Shrs or Prn Amt:
Ssh Prnamt:  6532
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6532
Shared:  0
None:  0
Info Table:
Name of Issuer:  KELLOGG CO
Title of Class:  COMMON STOCK USD.25
CUSIP:  487836-10-8
Value:  113
Shrs or Prn Amt:
Ssh Prnamt:  1752
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1752
Shared:  0
None:  0
Info Table:
Name of Issuer:  KENNAMETAL INC
Title of Class:  COMMON STOCK USD1.25
CUSIP:  489170-10-0
Value:  584
Shrs or Prn Amt:
Ssh Prnamt:  20416
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20416
Shared:  0
None:  0
Info Table:
Name of Issuer:  KEYCORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  493267-10-8
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  7230
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7230
Shared:  0
None:  0
Info Table:
Name of Issuer:  KEYSIGHT TECHNOLOGIES IN
Title of Class:  COMMON STOCK
CUSIP:  49338L-10-3
Value:  949
Shrs or Prn Amt:
Ssh Prnamt:  6006
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6006
Shared:  0
None:  0
Info Table:
Name of Issuer:  KFORCE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  493732-10-1
Value:  1,027
Shrs or Prn Amt:
Ssh Prnamt:  13888
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13888
Shared:  0
None:  0
Info Table:
Name of Issuer:  KILROY REALTY CORP
Title of Class:  REIT USD.01
CUSIP:  49427F-10-8
Value:  1,433
Shrs or Prn Amt:
Ssh Prnamt:  18755
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18755
Shared:  0
None:  0
Info Table:
Name of Issuer:  KIMBERLY CLARK CORP
Title of Class:  COMMON STOCK USD1.25
CUSIP:  494368-10-3
Value:  171
Shrs or Prn Amt:
Ssh Prnamt:  1391
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1391
Shared:  0
None:  0
Info Table:
Name of Issuer:  KIMCO REALTY CORP
Title of Class:  REIT USD.01
CUSIP:  49446R-10-9
Value:  2009
Shrs or Prn Amt:
Ssh Prnamt:  81356
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  81356
Shared:  0
None:  0
Info Table:
Name of Issuer:  KINDER MORGAN INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  49456B-10-1
Value:  112
Shrs or Prn Amt:
Ssh Prnamt:  5939
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5939
Shared:  0
None:  0
Info Table:
Name of Issuer:  KINS TECHNOLOGY GROUP INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  49714K-10-9
Value:  1,007
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KINS TECHNOLOGY GROUP INC A
Title of Class:  KINS TECH GROUP CL A CW25
CUSIP:  49714K-11-7
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  KINSALE CAPITAL GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  49714P-10-8
Value:  485
Shrs or Prn Amt:
Ssh Prnamt:  2126
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2126
Shared:  0
None:  0
Info Table:
Name of Issuer:  KITE REALTY GROUP TRUST
Title of Class:  REIT USD.01
CUSIP:  49803T-30-0
Value:  708
Shrs or Prn Amt:
Ssh Prnamt:  31115
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31115
Shared:  0
None:  0
Info Table:
Name of Issuer:  KL ACQUISITION CORP/MO CLS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  49837C-10-9
Value:  392
Shrs or Prn Amt:
Ssh Prnamt:  39996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39996
Shared:  0
None:  0
Info Table:
Name of Issuer:  KL ACQUISITION CORP/MO CLS A
Title of Class:  KL ACQUISITION CORP CW28
CUSIP:  49837C-11-7
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  13332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13332
Shared:  0
None:  0
Info Table:
Name of Issuer:  KL ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  49837C-20-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  KNIGHT SWIFT TRANSPORTATION
Title of Class:  COMMON STOCK USD.01
CUSIP:  499049-10-4
Value:  1,568
Shrs or Prn Amt:
Ssh Prnamt:  31069
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31069
Shared:  0
None:  0
Info Table:
Name of Issuer:  KOHLS CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  500255-10-4
Value:  903
Shrs or Prn Amt:
Ssh Prnamt:  14936
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14936
Shared:  0
None:  0
Info Table:
Name of Issuer:  KORN FERRY
Title of Class:  COMMON STOCK USD.01
CUSIP:  500643-20-0
Value:  762
Shrs or Prn Amt:
Ssh Prnamt:  11740
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11740
Shared:  0
None:  0
Info Table:
Name of Issuer:  KORE GROUP HOLDINGS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  50066V-10-7
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  KOSMOS ENERGY LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  500688-10-6
Value:  468
Shrs or Prn Amt:
Ssh Prnamt:  65035
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  65035
Shared:  0
None:  0
Info Table:
Name of Issuer:  KRAFT HEINZ CO/THE
Title of Class:  COMMON STOCK USD.01
CUSIP:  500754-10-6
Value:  152
Shrs or Prn Amt:
Ssh Prnamt:  3856
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3856
Shared:  0
None:  0
Info Table:
Name of Issuer:  KROGER CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  501044-10-1
Value:  1,458
Shrs or Prn Amt:
Ssh Prnamt:  25416
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25416
Shared:  0
None:  0
Info Table:
Name of Issuer:  KRYSTAL BIOTECH INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  501147-10-2
Value:  154
Shrs or Prn Amt:
Ssh Prnamt:  2319
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2319
Shared:  0
None:  0
Info Table:
Name of Issuer:  KULICKE SOFFA INDUSTRIES
Title of Class:  COMMON STOCK
CUSIP:  501242-10-1
Value:  655
Shrs or Prn Amt:
Ssh Prnamt:  11686
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11686
Shared:  0
None:  0
Info Table:
Name of Issuer:  KURA ONCOLOGY INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  50127T-10-9
Value:  254
Shrs or Prn Amt:
Ssh Prnamt:  15783
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15783
Shared:  0
None:  0
Info Table:
Name of Issuer:  LKQ CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  501889-20-8
Value:  632
Shrs or Prn Amt:
Ssh Prnamt:  13912
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13912
Shared:  0
None:  0
Info Table:
Name of Issuer:  LF CAPITAL ACQUISITION CLA
Title of Class:  COMMON STOCK USD.0001
CUSIP:  50202D-10-2
Value:  249
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LF CAPITAL ACQUISITION CLA
Title of Class:  LANDSEA HOMES CORP CW26
CUSIP:  50202D-11-0
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  L3HARRIS TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  502431-10-9
Value:  2,257
Shrs or Prn Amt:
Ssh Prnamt:  9083
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9083
Shared:  0
None:  0
Info Table:
Name of Issuer:  LABORATORY CRP OF AMER HLDGS
Title of Class:  COMMON STOCK USD.1
CUSIP:  50540R-40-9
Value:  2,534
Shrs or Prn Amt:
Ssh Prnamt:  9612
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9612
Shared:  0
None:  0
Info Table:
Name of Issuer:  LAM RESEARCH CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  512807-10-8
Value:  305
Shrs or Prn Amt:
Ssh Prnamt:  568
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  568
Shared:  0
None:  0
Info Table:
Name of Issuer:  LAMAR ADVERTISING CO A
Title of Class:  REIT USD.001
CUSIP:  512816-10-9
Value:  778
Shrs or Prn Amt:
Ssh Prnamt:  6695
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6695
Shared:  0
None:  0
Info Table:
Name of Issuer:  LANDS END INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  51509F-10-5
Value:  223
Shrs or Prn Amt:
Ssh Prnamt:  13192
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13192
Shared:  0
None:  0
Info Table:
Name of Issuer:  LANDSTAR SYSTEM INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  515098-10-1
Value:  439
Shrs or Prn Amt:
Ssh Prnamt:  2909
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2909
Shared:  0
None:  0
Info Table:
Name of Issuer:  LATTICE SEMICONDUCTOR CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  518415-10-4
Value:  1,019
Shrs or Prn Amt:
Ssh Prnamt:  16720
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16720
Shared:  0
None:  0
Info Table:
Name of Issuer:  ESTEE LAUDER COMPANIES CL A
Title of Class:  COMMON STOCK USD.01
CUSIP:  518439-10-4
Value:  2,426
Shrs or Prn Amt:
Ssh Prnamt:  8909
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8909
Shared:  0
None:  0
Info Table:
Name of Issuer:  LAVA MEDTECH ACQUISITION C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  519345-10-2
Value:  100
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LAVA MEDTECH ACQUISITION C A
Title of Class:  LAVA MEDTECH ACQUISIT CW23
CUSIP:  519345-11-0
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEIDOS HOLDINGS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  525327-10-2
Value:  91
Shrs or Prn Amt:
Ssh Prnamt:  838
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  838
Shared:  0
None:  0
Info Table:
Name of Issuer:  LENNAR CORP A
Title of Class:  COMMON STOCK USD.1
CUSIP:  526057-10-4
Value:  201
Shrs or Prn Amt:
Ssh Prnamt:  2481
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2481
Shared:  0
None:  0
Info Table:
Name of Issuer:  LENNOX INTERNATIONAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  526107-10-7
Value:  1,717
Shrs or Prn Amt:
Ssh Prnamt:  6660
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6660
Shared:  0
None:  0
Info Table:
Name of Issuer:  LERER HIPPEAU ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  526749-10-6
Value:  195
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LEXINFINTECH HOLDINGS L ADR
Title of Class:  ADR
CUSIP:  528877-10-3
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  7609
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7609
Shared:  0
None:  0
Info Table:
Name of Issuer:  LXP INDUSTRIAL TRUST
Title of Class:  REIT USD.0001
CUSIP:  529043-10-1
Value:  1,006
Shrs or Prn Amt:
Ssh Prnamt:  64056
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  64056
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIBERTY BROADBAND C
Title of Class:  COMMON STOCK USD.01
CUSIP:  530307-30-5
Value:  1,128
Shrs or Prn Amt:
Ssh Prnamt:  8334
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8334
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIBERTY MEDIA ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  53073L-10-4
Value:  99
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIBERTY MEDIA ACQUISITION A
Title of Class:  LIBERTY MEDIA ACQ CL A CW27
CUSIP:  53073L-11-2
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIBERTY MEDIA CORP LIBERTY C
Title of Class:  TRACKING STK USD.01
CUSIP:  531229-85-4
Value:  743
Shrs or Prn Amt:
Ssh Prnamt:  10640
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10640
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIFE STORAGE INC
Title of Class:  REIT USD.01
CUSIP:  53223X-10-7
Value:  1,488
Shrs or Prn Amt:
Ssh Prnamt:  10595
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10595
Shared:  0
None:  0
Info Table:
Name of Issuer:  ELI LILLY CO
Title of Class:  COMMON STOCK
CUSIP:  532457-10-8
Value:  9,180
Shrs or Prn Amt:
Ssh Prnamt:  32057
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32057
Shared:  0
None:  0
Info Table:
Name of Issuer:  LINCOLN ELECTRIC HOLDINGS
Title of Class:  COMMON STOCK
CUSIP:  533900-10-6
Value:  2,855
Shrs or Prn Amt:
Ssh Prnamt:  20714
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20714
Shared:  0
None:  0
Info Table:
Name of Issuer:  LINCOLN NATIONAL CORP
Title of Class:  COMMON STOCK
CUSIP:  534187-10-9
Value:  63
Shrs or Prn Amt:
Ssh Prnamt:  968
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  968
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIONS GATE ENTERTAINMENT A
Title of Class:  COMMON STOCK NPV
CUSIP:  535919-40-1
Value:  383
Shrs or Prn Amt:
Ssh Prnamt:  23595
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23595
Shared:  0
None:  0
Info Table:
Name of Issuer:  LITTELFUSE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  537008-10-4
Value:  2,583
Shrs or Prn Amt:
Ssh Prnamt:  10356
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10356
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVE NATION ENTERTAINMENT IN
Title of Class:  COMMON STOCK USD.01
CUSIP:  538034-10-9
Value:  112
Shrs or Prn Amt:
Ssh Prnamt:  951
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  951
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVE OAK CRESTVIEW CLIMATE A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  538086-10-9
Value:  970
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVE OAK CRESTVIEW CLIMATE A
Title of Class:  LIVE OAK CRESTVIEW CW26
CUSIP:  538086-11-7
Value:  17
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVE OAK CRESTVIEW CLIMATE A
Title of Class:  UNIT USD.0001
CUSIP:  538086-20-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVE OAK MOBILITY ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  538126-10-3
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVE OAK MOBILITY ACQUISIT A
Title of Class:  LIVE OAK MOBILITY ACQ CW28
CUSIP:  538126-11-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LIVEPERSON INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  538146-10-1
Value:  182
Shrs or Prn Amt:
Ssh Prnamt:  7463
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7463
Shared:  0
None:  0
Info Table:
Name of Issuer:  LOCKHEED MARTIN CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  539830-10-9
Value:  6,988
Shrs or Prn Amt:
Ssh Prnamt:  15832
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15832
Shared:  0
None:  0
Info Table:
Name of Issuer:  LONGVIEW ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  54319Q-10-5
Value:  488
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LONGVIEW ACQUISITION CORP A
Title of Class:  LONGVIEW ACQUIS A CW26
CUSIP:  54319Q-11-3
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  LORDSTOWN MOTORS CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  54405Q-10-0
Value:  168
Shrs or Prn Amt:
Ssh Prnamt:  49188
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49188
Shared:  0
None:  0
Info Table:
Name of Issuer:  LOWE S COS INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  548661-10-7
Value:  2,861
Shrs or Prn Amt:
Ssh Prnamt:  14148
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14148
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUMENTUM HOLDINGS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  55024U-10-9
Value:  760
Shrs or Prn Amt:
Ssh Prnamt:  7785
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7785
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUMEN TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  550241-10-3
Value:  3,121
Shrs or Prn Amt:
Ssh Prnamt:  276931
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  276931
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUX HEALTH TECH ACQUIS CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  55068A-10-0
Value:  986
Shrs or Prn Amt:
Ssh Prnamt:  99999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99999
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUX HEALTH TECH ACQUIS CL A
Title of Class:  LUX HEALTH TECH ACQUIS CW27
CUSIP:  55068A-11-8
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  33333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33333
Shared:  0
None:  0
Info Table:
Name of Issuer:  LUX HEALTH TECH ACQUISITION
Title of Class:  UNIT USD.0001
CUSIP:  55068A-20-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  LYFT INC A
Title of Class:  COMMON STOCK USD.00001
CUSIP:  55087P-10-4
Value:  112
Shrs or Prn Amt:
Ssh Prnamt:  2926
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2926
Shared:  0
None:  0
Info Table:
Name of Issuer:  M T BANK CORP
Title of Class:  COMMON STOCK USD.5
CUSIP:  55261F-10-4
Value:  132
Shrs or Prn Amt:
Ssh Prnamt:  778
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  778
Shared:  0
None:  0
Info Table:
Name of Issuer:  MDC HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  552676-10-8
Value:  479
Shrs or Prn Amt:
Ssh Prnamt:  12666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12666
Shared:  0
None:  0
Info Table:
Name of Issuer:  MDU RESOURCES GROUP INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  552690-10-9
Value:  82
Shrs or Prn Amt:
Ssh Prnamt:  3085
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3085
Shared:  0
None:  0
Info Table:
Name of Issuer:  MDH ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  55283P-10-6
Value:  1,221
Shrs or Prn Amt:
Ssh Prnamt:  125000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  125000
Shared:  0
None:  0
Info Table:
Name of Issuer:  MDH ACQUISITION CORP CL A
Title of Class:  MDH ACQ CL A CW28
CUSIP:  55283P-11-4
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  62500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  62500
Shared:  0
None:  0
Info Table:
Name of Issuer:  MGIC INVESTMENT CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  552848-10-3
Value:  1,040
Shrs or Prn Amt:
Ssh Prnamt:  76781
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  76781
Shared:  0
None:  0
Info Table:
Name of Issuer:  MGM RESORTS INTERNATIONAL
Title of Class:  COMMON STOCK USD.01
CUSIP:  552953-10-1
Value:  133
Shrs or Prn Amt:
Ssh Prnamt:  3173
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3173
Shared:  0
None:  0
Info Table:
Name of Issuer:  MGM GROWTH PROPERTIES LLC A
Title of Class:  REIT
CUSIP:  55303A-10-5
Value:  574
Shrs or Prn Amt:
Ssh Prnamt:  14821
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14821
Shared:  0
None:  0
Info Table:
Name of Issuer:  M/I HOMES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  55305B-10-1
Value:  257
Shrs or Prn Amt:
Ssh Prnamt:  5791
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5791
Shared:  0
None:  0
Info Table:
Name of Issuer:  MKS INSTRUMENTS INC
Title of Class:  COMMON STOCK
CUSIP:  55306N-10-4
Value:  1,525
Shrs or Prn Amt:
Ssh Prnamt:  10166
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10166
Shared:  0
None:  0
Info Table:
Name of Issuer:  MSCI INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  55354G-10-0
Value:  4,952
Shrs or Prn Amt:
Ssh Prnamt:  9848
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9848
Shared:  0
None:  0
Info Table:
Name of Issuer:  M3 BRIGADE ACQUISITION II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  553800-10-3
Value:  488
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  M3 BRIGADE ACQUISITION II A
Title of Class:  M3 BRIGADE ACQ II CW27
CUSIP:  553800-11-1
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  M3 BRIGADE ACQUISITION II CO
Title of Class:  UNIT USD.0001
CUSIP:  553800-20-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  MACY S INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  55616P-10-4
Value:  1,018
Shrs or Prn Amt:
Ssh Prnamt:  41779
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41779
Shared:  0
None:  0
Info Table:
Name of Issuer:  STEVEN MADDEN LTD
Title of Class:  COMMON STOCK USD.0001
CUSIP:  556269-10-8
Value:  436
Shrs or Prn Amt:
Ssh Prnamt:  11282
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11282
Shared:  0
None:  0
Info Table:
Name of Issuer:  MANNKIND CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  56400P-70-6
Value:  2,670
Shrs or Prn Amt:
Ssh Prnamt:  725600
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  725600
Shared:  0
None:  0
Info Table:
Name of Issuer:  MANPOWERGROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  56418H-10-0
Value:  454
Shrs or Prn Amt:
Ssh Prnamt:  4839
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4839
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARATHON OIL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  565849-10-6
Value:  6,707
Shrs or Prn Amt:
Ssh Prnamt:  267108
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  267108
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARATHON PETROLEUM CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  56585A-10-2
Value:  1,863
Shrs or Prn Amt:
Ssh Prnamt:  21788
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21788
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARAVAI LIFESCIENCES HLDGS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  56600D-10-7
Value:  898
Shrs or Prn Amt:
Ssh Prnamt:  25463
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25463
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARCUS MILLICHAP INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  566324-10-9
Value:  230
Shrs or Prn Amt:
Ssh Prnamt:  4370
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4370
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARKEL CORP
Title of Class:  COMMON STOCK
CUSIP:  570535-10-4
Value:  1,564
Shrs or Prn Amt:
Ssh Prnamt:  1060
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1060
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARKETWISE INC
Title of Class:  MARKETWISE INC CW25
CUSIP:  57064P-11-5
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  16898
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16898
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARRIOTT VACATIONS WORLD
Title of Class:  COMMON STOCK USD.01
CUSIP:  57164Y-10-7
Value:  437
Shrs or Prn Amt:
Ssh Prnamt:  2769
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2769
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARSH MCLENNAN COS
Title of Class:  COMMON STOCK USD1.0
CUSIP:  571748-10-2
Value:  4,119
Shrs or Prn Amt:
Ssh Prnamt:  24171
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24171
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARRIOTT INTERNATIONAL CL A
Title of Class:  COMMON STOCK USD.01
CUSIP:  571903-20-2
Value:  255
Shrs or Prn Amt:
Ssh Prnamt:  1451
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1451
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARTIN MARIETTA MATERIALS
Title of Class:  COMMON STOCK USD.01
CUSIP:  573284-10-6
Value:  106
Shrs or Prn Amt:
Ssh Prnamt:  275
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  275
Shared:  0
None:  0
Info Table:
Name of Issuer:  MARVELL TECHNOLOGY INC
Title of Class:  COMMON STOCK USD.002
CUSIP:  573874-10-4
Value:  1,092
Shrs or Prn Amt:
Ssh Prnamt:  15225
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15225
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASCO CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  574599-10-6
Value:  6,517
Shrs or Prn Amt:
Ssh Prnamt:  127775
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  127775
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASIMO CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  574795-10-0
Value:  142
Shrs or Prn Amt:
Ssh Prnamt:  976
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  976
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASON INDUSTRIAL TECHN CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  57520Y-10-6
Value:  2,442
Shrs or Prn Amt:
Ssh Prnamt:  249996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  249996
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASON INDUSTRIAL TECHN CL A
Title of Class:  MASON INDUSTRIAL CL A CW27
CUSIP:  57520Y-11-4
Value:  27
Shrs or Prn Amt:
Ssh Prnamt:  83332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  83332
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASON INDUSTRIAL TECHNOLOGY
Title of Class:  UNIT USD.0001
CUSIP:  57520Y-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASONITE INTERNATIONAL CORP
Title of Class:  COMMON STOCK
CUSIP:  575385-10-9
Value:  189
Shrs or Prn Amt:
Ssh Prnamt:  2124
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2124
Shared:  0
None:  0
Info Table:
Name of Issuer:  MASTERCARD INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  57636Q-10-4
Value:  18,787
Shrs or Prn Amt:
Ssh Prnamt:  52569
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  52569
Shared:  0
None:  0
Info Table:
Name of Issuer:  MATCH GROUP INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  57667L-10-7
Value:  665
Shrs or Prn Amt:
Ssh Prnamt:  6113
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6113
Shared:  0
None:  0
Info Table:
Name of Issuer:  MATSON INC
Title of Class:  COMMON STOCK
CUSIP:  57686G-10-5
Value:  232
Shrs or Prn Amt:
Ssh Prnamt:  1922
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1922
Shared:  0
None:  0
Info Table:
Name of Issuer:  MCDONALD S CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  580135-10-1
Value:  2,866
Shrs or Prn Amt:
Ssh Prnamt:  11592
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11592
Shared:  0
None:  0
Info Table:
Name of Issuer:  MCKESSON CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  58155Q-10-3
Value:  2,783
Shrs or Prn Amt:
Ssh Prnamt:  9090
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9090
Shared:  0
None:  0
Info Table:
Name of Issuer:  MEDICAL PROPERTIES TRUST INC
Title of Class:  REIT USD.001
CUSIP:  58463J-30-4
Value:  1929
Shrs or Prn Amt:
Ssh Prnamt:  91232
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  91232
Shared:  0
None:  0
Info Table:
Name of Issuer:  MEDPACE HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  58506Q-10-9
Value:  541
Shrs or Prn Amt:
Ssh Prnamt:  3304
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3304
Shared:  0
None:  0
Info Table:
Name of Issuer:  MERCADOLIBRE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  58733R-10-2
Value:  369
Shrs or Prn Amt:
Ssh Prnamt:  310
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  310
Shared:  0
None:  0
Info Table:
Name of Issuer:  MERCK CO. INC.
Title of Class:  COMMON STOCK USD.5
CUSIP:  58933Y-10-5
Value:  1,469
Shrs or Prn Amt:
Ssh Prnamt:  17905
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17905
Shared:  0
None:  0
Info Table:
Name of Issuer:  MERITAGE HOMES CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  59001A-10-2
Value:  1,606
Shrs or Prn Amt:
Ssh Prnamt:  20264
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20264
Shared:  0
None:  0
Info Table:
Name of Issuer:  MERITOR INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  59001K-10-0
Value:  4,041
Shrs or Prn Amt:
Ssh Prnamt:  113600
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  113600
Shared:  0
None:  0
Info Table:
Name of Issuer:  METLIFE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  59156R-10-8
Value:  179
Shrs or Prn Amt:
Ssh Prnamt:  2545
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2545
Shared:  0
None:  0
Info Table:
Name of Issuer:  METTLER TOLEDO INTERNATIONAL
Title of Class:  COMMON STOCK USD.01
CUSIP:  592688-10-5
Value:  9,031
Shrs or Prn Amt:
Ssh Prnamt:  6577
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6577
Shared:  0
None:  0
Info Table:
Name of Issuer:  MICROSOFT CORP
Title of Class:  COMMON STOCK USD.00000625
CUSIP:  594918-10-4
Value:  81,965
Shrs or Prn Amt:
Ssh Prnamt:  265853
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  265853
Shared:  0
None:  0
Info Table:
Name of Issuer:  MICROCHIP TECHNOLOGY INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  595017-10-4
Value:  2,452
Shrs or Prn Amt:
Ssh Prnamt:  32637
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32637
Shared:  0
None:  0
Info Table:
Name of Issuer:  MICRON TECHNOLOGY INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  595112-10-3
Value:  778
Shrs or Prn Amt:
Ssh Prnamt:  9986
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9986
Shared:  0
None:  0
Info Table:
Name of Issuer:  MID AMERICA APARTMENT COMM
Title of Class:  REIT USD.01
CUSIP:  59522J-10-3
Value:  2,926
Shrs or Prn Amt:
Ssh Prnamt:  13969
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13969
Shared:  0
None:  0
Info Table:
Name of Issuer:  MIMEDX GROUP INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  602496-10-1
Value:  202
Shrs or Prn Amt:
Ssh Prnamt:  42801
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  42801
Shared:  0
None:  0
Info Table:
Name of Issuer:  MINERALS TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  603158-10-6
Value:  1,200
Shrs or Prn Amt:
Ssh Prnamt:  18142
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18142
Shared:  0
None:  0
Info Table:
Name of Issuer:  MISSION ADVANCEMENT CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  60501L-10-1
Value:  489
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  MISSION ADVANCEMENT CORP A
Title of Class:  MISSION ADVANCEMENT A CW28
CUSIP:  60501L-11-9
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  MISSION ADVANCEMENT CORP
Title of Class:  UNIT USD.0001
CUSIP:  60501L-20-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  MODERNA INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  60770K-10-7
Value:  563
Shrs or Prn Amt:
Ssh Prnamt:  3267
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3267
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOELIS CO CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  60786M-10-5
Value:  438
Shrs or Prn Amt:
Ssh Prnamt:  9334
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9334
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOHAWK INDUSTRIES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  608190-10-4
Value:  555
Shrs or Prn Amt:
Ssh Prnamt:  4472
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4472
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOLINA HEALTHCARE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  60855R-10-0
Value:  114
Shrs or Prn Amt:
Ssh Prnamt:  341
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  341
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOLSON COORS BEVERAGE CO B
Title of Class:  COMMON STOCK USD.01
CUSIP:  60871R-20-9
Value:  2033
Shrs or Prn Amt:
Ssh Prnamt:  38093
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  38093
Shared:  0
None:  0
Info Table:
Name of Issuer:  MONDELEZ INTERNATIONAL INC A
Title of Class:  COMMON STOCK
CUSIP:  609207-10-5
Value:  765
Shrs or Prn Amt:
Ssh Prnamt:  12188
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12188
Shared:  0
None:  0
Info Table:
Name of Issuer:  MONEYGRAM INTERNATIONAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  60935Y-20-8
Value:  294
Shrs or Prn Amt:
Ssh Prnamt:  27800
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  27800
Shared:  0
None:  0
Info Table:
Name of Issuer:  MONOLITHIC POWER SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  609839-10-5
Value:  142
Shrs or Prn Amt:
Ssh Prnamt:  292
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  292
Shared:  0
None:  0
Info Table:
Name of Issuer:  MONSTER BEVERAGE CORP
Title of Class:  COMMON STOCK
CUSIP:  61174X-10-9
Value:  163
Shrs or Prn Amt:
Ssh Prnamt:  2040
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2040
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOODY S CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  615369-10-5
Value:  3,666
Shrs or Prn Amt:
Ssh Prnamt:  10864
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10864
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOOG INC CLASS A
Title of Class:  COMMON STOCK USD1.0
CUSIP:  615394-20-2
Value:  402
Shrs or Prn Amt:
Ssh Prnamt:  4573
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4573
Shared:  0
None:  0
Info Table:
Name of Issuer:  MORGAN STANLEY
Title of Class:  COMMON STOCK USD.01
CUSIP:  617446-44-8
Value:  7,743
Shrs or Prn Amt:
Ssh Prnamt:  88589
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  88589
Shared:  0
None:  0
Info Table:
Name of Issuer:  MORPHIC HOLDING INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  61775R-10-5
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  3716
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3716
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOSAIC CO/THE
Title of Class:  COMMON STOCK USD.01
CUSIP:  61945C-10-3
Value:  750
Shrs or Prn Amt:
Ssh Prnamt:  11282
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11282
Shared:  0
None:  0
Info Table:
Name of Issuer:  MOTOROLA SOLUTIONS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  620076-30-7
Value:  168
Shrs or Prn Amt:
Ssh Prnamt:  695
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  695
Shared:  0
None:  0
Info Table:
Name of Issuer:  MUELLER WATER PRODUCTS INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  624758-10-8
Value:  1,215
Shrs or Prn Amt:
Ssh Prnamt:  94002
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  94002
Shared:  0
None:  0
Info Table:
Name of Issuer:  MULTIPLAN CORP
Title of Class:  COMMON STOCK
CUSIP:  62548M-10-0
Value:  265
Shrs or Prn Amt:
Ssh Prnamt:  56709
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  56709
Shared:  0
None:  0
Info Table:
Name of Issuer:  MURPHY OIL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  626717-10-2
Value:  281
Shrs or Prn Amt:
Ssh Prnamt:  6956
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6956
Shared:  0
None:  0
Info Table:
Name of Issuer:  NRG ENERGY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  629377-50-8
Value:  596
Shrs or Prn Amt:
Ssh Prnamt:  15550
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15550
Shared:  0
None:  0
Info Table:
Name of Issuer:  NVR INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  62944T-10-5
Value:  31
Shrs or Prn Amt:
Ssh Prnamt:  7
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7
Shared:  0
None:  0
Info Table:
Name of Issuer:  NABORS ENERGY TRANSITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  629567-10-8
Value:  1,497
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NABORS ENERGY TRANSITION A
Title of Class:  NABORS ENERGY TRANSITI CW23
CUSIP:  629567-11-6
Value:  28
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NASDAQ INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  631103-10-8
Value:  79
Shrs or Prn Amt:
Ssh Prnamt:  442
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  442
Shared:  0
None:  0
Info Table:
Name of Issuer:  NATIONAL RETAIL PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  637417-10-6
Value:  988
Shrs or Prn Amt:
Ssh Prnamt:  21986
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21986
Shared:  0
None:  0
Info Table:
Name of Issuer:  NATURES SUNSHINE PRODS INC
Title of Class:  COMMON STOCK
CUSIP:  639027-10-1
Value:  209
Shrs or Prn Amt:
Ssh Prnamt:  12406
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12406
Shared:  0
None:  0
Info Table:
Name of Issuer:  NATUS MEDICAL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  639050-10-3
Value:  224
Shrs or Prn Amt:
Ssh Prnamt:  8523
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8523
Shared:  0
None:  0
Info Table:
Name of Issuer:  NETAPP INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  64110D-10-4
Value:  76
Shrs or Prn Amt:
Ssh Prnamt:  920
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  920
Shared:  0
None:  0
Info Table:
Name of Issuer:  NETFLIX INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  64110L-10-6
Value:  3,511
Shrs or Prn Amt:
Ssh Prnamt:  9374
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9374
Shared:  0
None:  0
Info Table:
Name of Issuer:  NETSCOUT SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  64115T-10-4
Value:  235
Shrs or Prn Amt:
Ssh Prnamt:  7331
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7331
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEUROCRINE BIOSCIENCES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  64125C-10-9
Value:  444
Shrs or Prn Amt:
Ssh Prnamt:  4738
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4738
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEVRO CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  64157F-10-3
Value:  141
Shrs or Prn Amt:
Ssh Prnamt:  1945
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1945
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW PROVIDENCE ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  64823D-10-2
Value:  496
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW PROVIDENCE ACQUISITION A
Title of Class:  NEW PROVIDENCE ACQ A CW27
CUSIP:  64823D-11-0
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW PROVIDENCE ACQUISITION C
Title of Class:  UNIT USD.0001
CUSIP:  64823D-20-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEW YORK TIMES CO A
Title of Class:  COMMON STOCK USD.1
CUSIP:  650111-10-7
Value:  135
Shrs or Prn Amt:
Ssh Prnamt:  2948
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2948
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEWELL BRANDS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  651229-10-6
Value:  45
Shrs or Prn Amt:
Ssh Prnamt:  2099
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2099
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEWMONT CORP
Title of Class:  COMMON STOCK USD1.6
CUSIP:  651639-10-6
Value:  252
Shrs or Prn Amt:
Ssh Prnamt:  3176
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3176
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEWPARK RESOURCES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  651718-50-4
Value:  298
Shrs or Prn Amt:
Ssh Prnamt:  81476
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  81476
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEWS CORP CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  65249B-10-9
Value:  75
Shrs or Prn Amt:
Ssh Prnamt:  3372
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3372
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXTIER OILFIELD SOLUTIONS I
Title of Class:  COMMON STOCK USD.01
CUSIP:  65290C-10-5
Value:  183
Shrs or Prn Amt:
Ssh Prnamt:  19832
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19832
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXSTAR MEDIA GROUP INC CL A
Title of Class:  COMMON STOCK USD.01
CUSIP:  65336K-10-3
Value:  2038
Shrs or Prn Amt:
Ssh Prnamt:  10812
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10812
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXTERA ENERGY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  65339F-10-1
Value:  6,700
Shrs or Prn Amt:
Ssh Prnamt:  79089
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  79089
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXPOINT RESIDENTIAL
Title of Class:  REIT USD.01
CUSIP:  65341D-10-2
Value:  504
Shrs or Prn Amt:
Ssh Prnamt:  5585
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5585
Shared:  0
None:  0
Info Table:
Name of Issuer:  NEXTGEN HEALTHCARE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  65343C-10-2
Value:  270
Shrs or Prn Amt:
Ssh Prnamt:  12932
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12932
Shared:  0
None:  0
Info Table:
Name of Issuer:  NIKE INC CL B
Title of Class:  COMMON STOCK
CUSIP:  654106-10-3
Value:  719
Shrs or Prn Amt:
Ssh Prnamt:  5343
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5343
Shared:  0
None:  0
Info Table:
Name of Issuer:  NIGHTDRAGON ACQUISITION CO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  65413D-10-5
Value:  733
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NIGHTDRAGON ACQUISITION CO A
Title of Class:  NIGHTDRAGON ACQ CW27
CUSIP:  65413D-11-3
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NISOURCE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  65473P-10-5
Value:  81
Shrs or Prn Amt:
Ssh Prnamt:  2541
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2541
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORDSON CORP
Title of Class:  COMMON STOCK
CUSIP:  655663-10-2
Value:  1965
Shrs or Prn Amt:
Ssh Prnamt:  8654
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8654
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORFOLK SOUTHERN CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  655844-10-8
Value:  251
Shrs or Prn Amt:
Ssh Prnamt:  879
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  879
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTH MOUNTAIN MERGER CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  661204-10-7
Value:  396
Shrs or Prn Amt:
Ssh Prnamt:  40000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTH MOUNTAIN MERGER CORP A
Title of Class:  NORTH MOUNTAIN MERGER CW25
CUSIP:  661204-11-5
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  66573W-10-7
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT C A
Title of Class:  NORTHERN STAR INV CL A CW28
CUSIP:  66573W-11-5
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  66574L-10-0
Value:  979
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT A
Title of Class:  NORTHERN STAR INV CL A CW27
CUSIP:  66574L-11-8
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT III
Title of Class:  UNIT USD.0001
CUSIP:  66574L-20-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  66575B-10-1
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT A
Title of Class:  NORTHERN STAR INV CL A CW27
CUSIP:  66575B-11-9
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN STAR INVESTMENT COR
Title of Class:  UNIT USD.0001
CUSIP:  66575B-20-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHERN TRUST CORP
Title of Class:  COMMON STOCK USD1.666666
CUSIP:  665859-10-4
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  838
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  838
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTHROP GRUMMAN CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  666807-10-2
Value:  278
Shrs or Prn Amt:
Ssh Prnamt:  621
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  621
Shared:  0
None:  0
Info Table:
Name of Issuer:  NORTONLIFELOCK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  668771-10-8
Value:  61
Shrs or Prn Amt:
Ssh Prnamt:  2317
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2317
Shared:  0
None:  0
Info Table:
Name of Issuer:  NU SKIN ENTERPRISES INC A
Title of Class:  COMMON STOCK USD.001
CUSIP:  67018T-10-5
Value:  186
Shrs or Prn Amt:
Ssh Prnamt:  3893
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3893
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUCOR CORP
Title of Class:  COMMON STOCK USD.4
CUSIP:  670346-10-5
Value:  2,153
Shrs or Prn Amt:
Ssh Prnamt:  14483
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14483
Shared:  0
None:  0
Info Table:
Name of Issuer:  NVIDIA CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  67066G-10-4
Value:  12,051
Shrs or Prn Amt:
Ssh Prnamt:  44164
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44164
Shared:  0
None:  0
Info Table:
Name of Issuer:  NUVASIVE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  670704-10-5
Value:  176
Shrs or Prn Amt:
Ssh Prnamt:  3106
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3106
Shared:  0
None:  0
Info Table:
Name of Issuer:  O I GLASS INC
Title of Class:  COMMON STOCK
CUSIP:  67098H-10-4
Value:  148
Shrs or Prn Amt:
Ssh Prnamt:  11215
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11215
Shared:  0
None:  0
Info Table:
Name of Issuer:  O REILLY AUTOMOTIVE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  67103H-10-7
Value:  3,434
Shrs or Prn Amt:
Ssh Prnamt:  5013
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5013
Shared:  0
None:  0
Info Table:
Name of Issuer:  OFG BANCORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  67103X-10-2
Value:  1,146
Shrs or Prn Amt:
Ssh Prnamt:  43015
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  43015
Shared:  0
None:  0
Info Table:
Name of Issuer:  OASIS PETROLEUM INC
Title of Class:  COMMON STOCK
CUSIP:  674215-20-7
Value:  5,105
Shrs or Prn Amt:
Ssh Prnamt:  34896
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34896
Shared:  0
None:  0
Info Table:
Name of Issuer:  OCCIDENTAL PETROLEUM CORP
Title of Class:  COMMON STOCK USD.2
CUSIP:  674599-10-5
Value:  3,028
Shrs or Prn Amt:
Ssh Prnamt:  53372
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53372
Shared:  0
None:  0
Info Table:
Name of Issuer:  OCEANEERING INTL INC
Title of Class:  COMMON STOCK USD.25
CUSIP:  675232-10-2
Value:  839
Shrs or Prn Amt:
Ssh Prnamt:  55332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55332
Shared:  0
None:  0
Info Table:
Name of Issuer:  OLD DOMINION FREIGHT LINE
Title of Class:  COMMON STOCK USD.1
CUSIP:  679580-10-0
Value:  2,483
Shrs or Prn Amt:
Ssh Prnamt:  8313
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8313
Shared:  0
None:  0
Info Table:
Name of Issuer:  OLIN CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  680665-20-5
Value:  88
Shrs or Prn Amt:
Ssh Prnamt:  1690
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1690
Shared:  0
None:  0
Info Table:
Name of Issuer:  OLLIE S BARGAIN OUTLET HOLDI
Title of Class:  COMMON STOCK USD.001
CUSIP:  681116-10-9
Value:  1,147
Shrs or Prn Amt:
Ssh Prnamt:  26704
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26704
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMNICOM GROUP
Title of Class:  COMMON STOCK USD.15
CUSIP:  681919-10-6
Value:  70
Shrs or Prn Amt:
Ssh Prnamt:  826
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  826
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMNICELL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  68213N-10-9
Value:  631
Shrs or Prn Amt:
Ssh Prnamt:  4875
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4875
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMNICHANNEL ACQUISITION CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  68218L-10-8
Value:  847
Shrs or Prn Amt:
Ssh Prnamt:  85000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  85000
Shared:  0
None:  0
Info Table:
Name of Issuer:  OMNICHANNEL ACQUISITION CL A
Title of Class:  OMNICHANNEL ACQ CL A CW27
CUSIP:  68218L-11-6
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  42500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  42500
Shared:  0
None:  0
Info Table:
Name of Issuer:  ON SEMICONDUCTOR
Title of Class:  COMMON STOCK USD.01
CUSIP:  682189-10-5
Value:  516
Shrs or Prn Amt:
Ssh Prnamt:  8249
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8249
Shared:  0
None:  0
Info Table:
Name of Issuer:  ONE EQUITY PARTNERS OPEN A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  68237L-10-5
Value:  489
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  ONE EQUITY PARTNERS OPEN A
Title of Class:  ONE EQUITY PARTNERS A CW27
CUSIP:  68237L-11-3
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  ONE EQUITY PARTNERS OPEN WAT
Title of Class:  UNIT USD.0001
CUSIP:  68237L-20-4
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ONEOK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  682680-10-3
Value:  106
Shrs or Prn Amt:
Ssh Prnamt:  1496
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1496
Shared:  0
None:  0
Info Table:
Name of Issuer:  OPEN LENDING CORP CL A
Title of Class:  COMMON STOCK
CUSIP:  68373J-10-4
Value:  521
Shrs or Prn Amt:
Ssh Prnamt:  27538
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  27538
Shared:  0
None:  0
Info Table:
Name of Issuer:  OPKO HEALTH INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  68375N-10-3
Value:  182
Shrs or Prn Amt:
Ssh Prnamt:  52786
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  52786
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORACLE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  68389X-10-5
Value:  516
Shrs or Prn Amt:
Ssh Prnamt:  6240
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6240
Shared:  0
None:  0
Info Table:
Name of Issuer:  OPTION CARE HEALTH INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  68404L-20-1
Value:  524
Shrs or Prn Amt:
Ssh Prnamt:  18359
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18359
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORGANOGENESIS HOLDINGS INC
Title of Class:  COMMON STOCK
CUSIP:  68621F-10-2
Value:  156
Shrs or Prn Amt:
Ssh Prnamt:  20440
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20440
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORGANON CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  68622V-10-6
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  1395
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1395
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORION ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  68626A-10-8
Value:  489
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  ORION ACQUISITION CORP CL A
Title of Class:  ORION ACQUISITION CL A CW26
CUSIP:  68626A-11-6
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  OTIS WORLDWIDE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  68902V-10-7
Value:  143
Shrs or Prn Amt:
Ssh Prnamt:  1856
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1856
Shared:  0
None:  0
Info Table:
Name of Issuer:  OUTBRAIN INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  69002R-10-3
Value:  233
Shrs or Prn Amt:
Ssh Prnamt:  21745
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21745
Shared:  0
None:  0
Info Table:
Name of Issuer:  OUTFRONT MEDIA INC
Title of Class:  REIT USD.01
CUSIP:  69007J-10-6
Value:  494
Shrs or Prn Amt:
Ssh Prnamt:  17373
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17373
Shared:  0
None:  0
Info Table:
Name of Issuer:  OWENS MINOR INC
Title of Class:  COMMON STOCK USD2.0
CUSIP:  690732-10-2
Value:  177
Shrs or Prn Amt:
Ssh Prnamt:  4021
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4021
Shared:  0
None:  0
Info Table:
Name of Issuer:  OWENS CORNING
Title of Class:  COMMON STOCK USD.001
CUSIP:  690742-10-1
Value:  904
Shrs or Prn Amt:
Ssh Prnamt:  9882
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9882
Shared:  0
None:  0
Info Table:
Name of Issuer:  PBF ENERGY INC CLASS A
Title of Class:  COMMON STOCK USD.001
CUSIP:  69318G-10-6
Value:  583
Shrs or Prn Amt:
Ssh Prnamt:  23927
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23927
Shared:  0
None:  0
Info Table:
Name of Issuer:  PNC FINANCIAL SERVICES GROUP
Title of Class:  COMMON STOCK USD5.0
CUSIP:  693475-10-5
Value:  268
Shrs or Prn Amt:
Ssh Prnamt:  1453
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1453
Shared:  0
None:  0
Info Table:
Name of Issuer:  PMV CONSUMER ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  693486-10-2
Value:  2,470
Shrs or Prn Amt:
Ssh Prnamt:  250000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  250000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PMV CONSUMER ACQUISITION A
Title of Class:  PMV CONSUMER ACQUISIT CW27
CUSIP:  693486-11-0
Value:  31
Shrs or Prn Amt:
Ssh Prnamt:  125000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  125000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PNM RESOURCES INC
Title of Class:  COMMON STOCK
CUSIP:  69349H-10-7
Value:  3,399
Shrs or Prn Amt:
Ssh Prnamt:  71300
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  71300
Shared:  0
None:  0
Info Table:
Name of Issuer:  PPG INDUSTRIES INC
Title of Class:  COMMON STOCK USD1.66666
CUSIP:  693506-10-7
Value:  1,381
Shrs or Prn Amt:
Ssh Prnamt:  10533
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10533
Shared:  0
None:  0
Info Table:
Name of Issuer:  PPL CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  69351T-10-6
Value:  115
Shrs or Prn Amt:
Ssh Prnamt:  4038
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4038
Shared:  0
None:  0
Info Table:
Name of Issuer:  PVH CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  693656-10-0
Value:  1,770
Shrs or Prn Amt:
Ssh Prnamt:  23108
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23108
Shared:  0
None:  0
Info Table:
Name of Issuer:  PTC THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  69366J-20-0
Value:  322
Shrs or Prn Amt:
Ssh Prnamt:  8625
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8625
Shared:  0
None:  0
Info Table:
Name of Issuer:  PACCAR INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  693718-10-8
Value:  864
Shrs or Prn Amt:
Ssh Prnamt:  9809
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9809
Shared:  0
None:  0
Info Table:
Name of Issuer:  PACIFIC PREMIER BANCORP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  69478X-10-5
Value:  426
Shrs or Prn Amt:
Ssh Prnamt:  12060
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12060
Shared:  0
None:  0
Info Table:
Name of Issuer:  PACKAGING CORP OF AMERICA
Title of Class:  COMMON STOCK USD.01
CUSIP:  695156-10-9
Value:  57
Shrs or Prn Amt:
Ssh Prnamt:  365
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  365
Shared:  0
None:  0
Info Table:
Name of Issuer:  PAPA JOHN S INTL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  698813-10-2
Value:  277
Shrs or Prn Amt:
Ssh Prnamt:  2632
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2632
Shared:  0
None:  0
Info Table:
Name of Issuer:  PARAMOUNT GROUP INC
Title of Class:  REIT USD.01
CUSIP:  69924R-10-8
Value:  473
Shrs or Prn Amt:
Ssh Prnamt:  43395
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  43395
Shared:  0
None:  0
Info Table:
Name of Issuer:  PARK HOTELS RESORTS INC
Title of Class:  REIT USD.01
CUSIP:  700517-10-5
Value:  878
Shrs or Prn Amt:
Ssh Prnamt:  44980
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44980
Shared:  0
None:  0
Info Table:
Name of Issuer:  PARKER HANNIFIN CORP
Title of Class:  COMMON STOCK USD.5
CUSIP:  701094-10-4
Value:  440
Shrs or Prn Amt:
Ssh Prnamt:  1551
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1551
Shared:  0
None:  0
Info Table:
Name of Issuer:  PARSONS CORP
Title of Class:  SR UNSECURED 08/25 0.25
CUSIP:  70202L-AB-8
Value:  1,316
Shrs or Prn Amt:
Ssh Prnamt:  1250000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1250000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PAYCHEX INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  704326-10-7
Value:  180
Shrs or Prn Amt:
Ssh Prnamt:  1319
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1319
Shared:  0
None:  0
Info Table:
Name of Issuer:  PAYPAL HOLDINGS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  70450Y-10-3
Value:  463
Shrs or Prn Amt:
Ssh Prnamt:  4001
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4001
Shared:  0
None:  0
Info Table:
Name of Issuer:  PEABODY ENERGY CORP
Title of Class:  COMMON STOCK
CUSIP:  704551-10-0
Value:  1,302
Shrs or Prn Amt:
Ssh Prnamt:  53059
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53059
Shared:  0
None:  0
Info Table:
Name of Issuer:  PEAR THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  704723-10-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  PEAR THERAPEUTICS INC
Title of Class:  WARRANT
CUSIP:  704723-11-3
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  PENNYMAC FINANCIAL SERVICES
Title of Class:  COMMON STOCK USD.0001
CUSIP:  70932M-10-7
Value:  413
Shrs or Prn Amt:
Ssh Prnamt:  7768
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7768
Shared:  0
None:  0
Info Table:
Name of Issuer:  PEOPLE S UNITED FINANCIAL
Title of Class:  COMMON STOCK USD.01
CUSIP:  712704-10-5
Value:  33
Shrs or Prn Amt:
Ssh Prnamt:  1673
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1673
Shared:  0
None:  0
Info Table:
Name of Issuer:  PEPSICO INC
Title of Class:  COMMON STOCK USD.017
CUSIP:  713448-10-8
Value:  8,972
Shrs or Prn Amt:
Ssh Prnamt:  53605
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53605
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERFICIENT INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  71375U-10-1
Value:  1,086
Shrs or Prn Amt:
Ssh Prnamt:  9861
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9861
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERIPHAS CAPITAL PARTNR CL A
Title of Class:  COMMON STOCK
CUSIP:  713895-10-0
Value:  4,906
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERIPHAS CAPITAL PARTNR CL A
Title of Class:  PERIPHAS CAPITAL CL A CW28
CUSIP:  713895-11-8
Value:  37
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERKINELMER INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  714046-10-9
Value:  121
Shrs or Prn Amt:
Ssh Prnamt:  692
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  692
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERSHING SQUARE TONTINE A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  71531R-10-9
Value:  1,061
Shrs or Prn Amt:
Ssh Prnamt:  53334
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  53334
Shared:  0
None:  0
Info Table:
Name of Issuer:  PERSHING SQUARE TONTINE A
Title of Class:  PERSHING SQUARE TONTINE WS
CUSIP:  71531R-11-7
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  21110
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21110
Shared:  0
None:  0
Info Table:
Name of Issuer:  PFIZER INC
Title of Class:  COMMON STOCK USD.05
CUSIP:  717081-10-3
Value:  3,829
Shrs or Prn Amt:
Ssh Prnamt:  73961
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  73961
Shared:  0
None:  0
Info Table:
Name of Issuer:  PHILIP MORRIS INTERNATIONAL
Title of Class:  COMMON STOCK
CUSIP:  718172-10-9
Value:  3,221
Shrs or Prn Amt:
Ssh Prnamt:  34292
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34292
Shared:  0
None:  0
Info Table:
Name of Issuer:  PHILLIPS EDISON COMPANY IN
Title of Class:  REIT USD.01
CUSIP:  71844V-20-1
Value:  343
Shrs or Prn Amt:
Ssh Prnamt:  9967
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9967
Shared:  0
None:  0
Info Table:
Name of Issuer:  PHILLIPS 66
Title of Class:  COMMON STOCK
CUSIP:  718546-10-4
Value:  177
Shrs or Prn Amt:
Ssh Prnamt:  2050
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2050
Shared:  0
None:  0
Info Table:
Name of Issuer:  PHOENIX BIOTECH ACQUISI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  71902K-10-5
Value:  250
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PHOENIX BIOTECH ACQUISI CL A
Title of Class:  PHOENIX BIOTECH ACQ CW26
CUSIP:  71902K-11-3
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  PHYSICIANS REALTY TRUST
Title of Class:  REIT USD.01
CUSIP:  71943U-10-4
Value:  592
Shrs or Prn Amt:
Ssh Prnamt:  33762
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33762
Shared:  0
None:  0
Info Table:
Name of Issuer:  PINE ISLAND ACQUISITION CL A
Title of Class:  PINE ISLAND ACQ CL A CW27
CUSIP:  722615-11-9
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  33333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33333
Shared:  0
None:  0
Info Table:
Name of Issuer:  PINE ISLAND ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  722615-20-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  PINE TECHNOLOGY ACQUISI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  722850-10-4
Value:  2,646
Shrs or Prn Amt:
Ssh Prnamt:  270000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  270000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PINE TECHNOLOGY ACQUISI CL A
Title of Class:  PINE TECHNOLOGY ACQ A CW28
CUSIP:  722850-11-2
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  90000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  90000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PINNACLE WEST CAPITAL
Title of Class:  COMMON STOCK
CUSIP:  723484-10-1
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  1255
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1255
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIONEER NATURAL RESOURCES CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  723787-10-7
Value:  191
Shrs or Prn Amt:
Ssh Prnamt:  762
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  762
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIVOTAL INVESTMENT CORPIII A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  72582M-10-6
Value:  147
Shrs or Prn Amt:
Ssh Prnamt:  15000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PIVOTAL INVESTMENT CORPIII A
Title of Class:  PIVOTAL INV 3 CL A CW27
CUSIP:  72582M-11-4
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PLANET FITNESS INC CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  72703H-10-1
Value:  351
Shrs or Prn Amt:
Ssh Prnamt:  4150
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4150
Shared:  0
None:  0
Info Table:
Name of Issuer:  PLANET LABS PBC
Title of Class:  WARRANT
CUSIP:  72703X-11-4
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  1000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PLAYSTUDIOS INC
Title of Class:  ACIES ACQUISITION CL A CW27
CUSIP:  72815G-11-6
Value:  28
Shrs or Prn Amt:
Ssh Prnamt:  33333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33333
Shared:  0
None:  0
Info Table:
Name of Issuer:  PLAYTIKA HOLDING CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  72815L-10-7
Value:  481
Shrs or Prn Amt:
Ssh Prnamt:  24909
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24909
Shared:  0
None:  0
Info Table:
Name of Issuer:  POLARIS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  731068-10-2
Value:  884
Shrs or Prn Amt:
Ssh Prnamt:  8392
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8392
Shared:  0
None:  0
Info Table:
Name of Issuer:  POOL CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  73278L-10-5
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  2312
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2312
Shared:  0
None:  0
Info Table:
Name of Issuer:  POPULAR INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  733174-70-0
Value:  1,505
Shrs or Prn Amt:
Ssh Prnamt:  18410
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18410
Shared:  0
None:  0
Info Table:
Name of Issuer:  PORTLAND GENERAL ELECTRIC CO
Title of Class:  COMMON STOCK
CUSIP:  736508-84-7
Value:  1,116
Shrs or Prn Amt:
Ssh Prnamt:  20229
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20229
Shared:  0
None:  0
Info Table:
Name of Issuer:  POTLATCHDELTIC CORP
Title of Class:  REIT USD1.0
CUSIP:  737630-10-3
Value:  792
Shrs or Prn Amt:
Ssh Prnamt:  15015
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15015
Shared:  0
None:  0
Info Table:
Name of Issuer:  POWERSCHOOL HOLDINGS INC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  73939C-10-6
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  9831
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9831
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRECISION BIOSCIENCES INC
Title of Class:  COMMON STOCK
CUSIP:  74019P-10-8
Value:  109
Shrs or Prn Amt:
Ssh Prnamt:  35438
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35438
Shared:  0
None:  0
Info Table:
Name of Issuer:  PREFERRED BANK/LOS ANGELES
Title of Class:  COMMON STOCK
CUSIP:  740367-40-4
Value:  788
Shrs or Prn Amt:
Ssh Prnamt:  10641
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10641
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRESTIGE CONSUMER HEALTHCARE
Title of Class:  COMMON STOCK USD.01
CUSIP:  74112D-10-1
Value:  613
Shrs or Prn Amt:
Ssh Prnamt:  11581
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11581
Shared:  0
None:  0
Info Table:
Name of Issuer:  T ROWE PRICE GROUP INC
Title of Class:  COMMON STOCK USD.2
CUSIP:  74144T-10-8
Value:  191
Shrs or Prn Amt:
Ssh Prnamt:  1265
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1265
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIMERICA INC
Title of Class:  COMMON STOCK
CUSIP:  74164M-10-8
Value:  3,665
Shrs or Prn Amt:
Ssh Prnamt:  26789
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26789
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRINCIPAL FINANCIAL GROUP
Title of Class:  COMMON STOCK USD.01
CUSIP:  74251V-10-2
Value:  70
Shrs or Prn Amt:
Ssh Prnamt:  952
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  952
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROCTER GAMBLE CO/THE
Title of Class:  COMMON STOCK
CUSIP:  742718-10-9
Value:  5,077
Shrs or Prn Amt:
Ssh Prnamt:  33229
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33229
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIVETERRA ACQUISITION COR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74275N-10-2
Value:  1,467
Shrs or Prn Amt:
Ssh Prnamt:  149997
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  149997
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIVETERRA ACQUISITION COR A
Title of Class:  PRIVETERRA ACQ CL A CW27
CUSIP:  74275N-11-0
Value:  16
Shrs or Prn Amt:
Ssh Prnamt:  49999
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49999
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRIVETERRA ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  74275N-20-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  3
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROG HOLDINGS INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  74319R-10-1
Value:  474
Shrs or Prn Amt:
Ssh Prnamt:  16469
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16469
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROGRESS ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74327P-10-5
Value:  640
Shrs or Prn Amt:
Ssh Prnamt:  65000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  65000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROGRESS ACQUISITION CORP A
Title of Class:  PROGRESS ACQ CL A CW27
CUSIP:  74327P-11-3
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  32500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32500
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROGRESSIVE CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  743315-10-3
Value:  1,063
Shrs or Prn Amt:
Ssh Prnamt:  9329
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9329
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROLOGIS INC
Title of Class:  REIT USD.01
CUSIP:  74340W-10-3
Value:  16,562
Shrs or Prn Amt:
Ssh Prnamt:  102564
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  102564
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROPETRO HOLDING CORP
Title of Class:  COMMON STOCK
CUSIP:  74347M-10-8
Value:  384
Shrs or Prn Amt:
Ssh Prnamt:  27596
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  27596
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROSHARES ULTRASHORT FTSE EURO
Title of Class:  PROSHARES ULTRASHORT FTSE EU
CUSIP:  74348A-43-4
Value:  307
Shrs or Prn Amt:
Ssh Prnamt:  24707
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24707
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROOF ACQUISITION CORP I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74349W-10-4
Value:  495
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROOF ACQUISITION CORP I A
Title of Class:  PROOF ACQUISITION CORP CW23
CUSIP:  74349W-11-2
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROPERTY SOLUTIONS ACQUISI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74350A-10-8
Value:  978
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROPERTY SOLUTIONS ACQUISI A
Title of Class:  PROPERTY SOLUTIONS A CW26
CUSIP:  74350A-11-6
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PROVIDENT FINANCIAL SERVICES
Title of Class:  COMMON STOCK USD.01
CUSIP:  74386T-10-5
Value:  597
Shrs or Prn Amt:
Ssh Prnamt:  25493
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25493
Shared:  0
None:  0
Info Table:
Name of Issuer:  PRUDENTIAL FINANCIAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  744320-10-2
Value:  141
Shrs or Prn Amt:
Ssh Prnamt:  1193
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1193
Shared:  0
None:  0
Info Table:
Name of Issuer:  P3 HEALTH PARTNERS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  744413-10-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  PUBLIC SERVICE ENTERPRISE GP
Title of Class:  COMMON STOCK
CUSIP:  744573-10-6
Value:  85
Shrs or Prn Amt:
Ssh Prnamt:  1214
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1214
Shared:  0
None:  0
Info Table:
Name of Issuer:  PUBLIC STORAGE
Title of Class:  REIT USD.1
CUSIP:  74460D-10-9
Value:  6,918
Shrs or Prn Amt:
Ssh Prnamt:  17727
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17727
Shared:  0
None:  0
Info Table:
Name of Issuer:  PULTEGROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  745867-10-1
Value:  695
Shrs or Prn Amt:
Ssh Prnamt:  16588
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16588
Shared:  0
None:  0
Info Table:
Name of Issuer:  PUMA BIOTECHNOLOGY INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74587V-10-7
Value:  188
Shrs or Prn Amt:
Ssh Prnamt:  65242
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  65242
Shared:  0
None:  0
Info Table:
Name of Issuer:  PWP FORWARD ACQUISITION CO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74709Q-10-1
Value:  489
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  PWP FORWARD ACQUISITION CO A
Title of Class:  PWP FORWARD ACQ CL A CW27
CUSIP:  74709Q-11-9
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  QORVO INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74736K-10-1
Value:  558
Shrs or Prn Amt:
Ssh Prnamt:  4498
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4498
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUALCOMM INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  747525-10-3
Value:  1,308
Shrs or Prn Amt:
Ssh Prnamt:  8560
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8560
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUALYS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  74758T-30-3
Value:  1,302
Shrs or Prn Amt:
Ssh Prnamt:  9146
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9146
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUANTA SERVICES INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  74762E-10-2
Value:  120
Shrs or Prn Amt:
Ssh Prnamt:  910
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  910
Shared:  0
None:  0
Info Table:
Name of Issuer:  CITIC CAPITAL ACQUISITION CORP
Title of Class:  CALL EXP 20270102
CUSIP:  74764U-11-2
Value:  13
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUEST DIAGNOSTICS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  74834L-10-0
Value:  990
Shrs or Prn Amt:
Ssh Prnamt:  7231
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7231
Shared:  0
None:  0
Info Table:
Name of Issuer:  QUIDEL CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  74838J-10-1
Value:  337
Shrs or Prn Amt:
Ssh Prnamt:  2997
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2997
Shared:  0
None:  0
Info Table:
Name of Issuer:  RLI CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  749607-10-7
Value:  339
Shrs or Prn Amt:
Ssh Prnamt:  3063
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3063
Shared:  0
None:  0
Info Table:
Name of Issuer:  RLJ LODGING TRUST
Title of Class:  REIT
CUSIP:  74965L-10-1
Value:  770
Shrs or Prn Amt:
Ssh Prnamt:  54667
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  54667
Shared:  0
None:  0
Info Table:
Name of Issuer:  RPT REALTY
Title of Class:  REIT USD.01
CUSIP:  74971D-10-1
Value:  274
Shrs or Prn Amt:
Ssh Prnamt:  19926
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19926
Shared:  0
None:  0
Info Table:
Name of Issuer:  RXR ACQUISITION CORP CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  74981W-10-7
Value:  985
Shrs or Prn Amt:
Ssh Prnamt:  101000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  101000
Shared:  0
None:  0
Info Table:
Name of Issuer:  RXR ACQUISITION CORP CL A
Title of Class:  RXR ACQUISITION CL A CW26
CUSIP:  74981W-11-5
Value:  9
Shrs or Prn Amt:
Ssh Prnamt:  20200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20200
Shared:  0
None:  0
Info Table:
Name of Issuer:  RADIAN GROUP INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  750236-10-1
Value:  315
Shrs or Prn Amt:
Ssh Prnamt:  14189
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14189
Shared:  0
None:  0
Info Table:
Name of Issuer:  RALPH LAUREN CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  751212-10-1
Value:  160
Shrs or Prn Amt:
Ssh Prnamt:  1411
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1411
Shared:  0
None:  0
Info Table:
Name of Issuer:  RANGE RESOURCES CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  75281A-10-9
Value:  255
Shrs or Prn Amt:
Ssh Prnamt:  8385
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8385
Shared:  0
None:  0
Info Table:
Name of Issuer:  RAPT THERAPEUTICS INC
Title of Class:  COMMON STOCK
CUSIP:  75382E-10-9
Value:  172
Shrs or Prn Amt:
Ssh Prnamt:  7836
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7836
Shared:  0
None:  0
Info Table:
Name of Issuer:  RAYMOND JAMES FINANCIAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  754730-10-9
Value:  55
Shrs or Prn Amt:
Ssh Prnamt:  501
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  501
Shared:  0
None:  0
Info Table:
Name of Issuer:  RAYTHEON TECHNOLOGIES CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  75513E-10-1
Value:  11,378
Shrs or Prn Amt:
Ssh Prnamt:  114845
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  114845
Shared:  0
None:  0
Info Table:
Name of Issuer:  REALOGY HOLDINGS CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  75605Y-10-6
Value:  390
Shrs or Prn Amt:
Ssh Prnamt:  24873
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  24873
Shared:  0
None:  0
Info Table:
Name of Issuer:  REALTY INCOME CORP
Title of Class:  REIT USD1.0
CUSIP:  756109-10-4
Value:  5,628
Shrs or Prn Amt:
Ssh Prnamt:  81209
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  81209
Shared:  0
None:  0
Info Table:
Name of Issuer:  RED ROCK RESORTS INC CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  75700L-10-8
Value:  1,058
Shrs or Prn Amt:
Ssh Prnamt:  21792
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21792
Shared:  0
None:  0
Info Table:
Name of Issuer:  REGENCY CENTERS CORP
Title of Class:  REIT USD.01
CUSIP:  758849-10-3
Value:  1,587
Shrs or Prn Amt:
Ssh Prnamt:  22241
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22241
Shared:  0
None:  0
Info Table:
Name of Issuer:  REGENERON PHARMACEUTICALS
Title of Class:  COMMON STOCK USD.001
CUSIP:  75886F-10-7
Value:  1,224
Shrs or Prn Amt:
Ssh Prnamt:  1752
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1752
Shared:  0
None:  0
Info Table:
Name of Issuer:  REGIONS FINANCIAL CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  7591EP-10-0
Value:  640
Shrs or Prn Amt:
Ssh Prnamt:  28772
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28772
Shared:  0
None:  0
Info Table:
Name of Issuer:  RELAY THERAPEUTICS INC
Title of Class:  COMMON STOCK
CUSIP:  75943R-10-2
Value:  221
Shrs or Prn Amt:
Ssh Prnamt:  7396
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7396
Shared:  0
None:  0
Info Table:
Name of Issuer:  RELIANCE STEEL ALUMINUM
Title of Class:  COMMON STOCK
CUSIP:  759509-10-2
Value:  1,423
Shrs or Prn Amt:
Ssh Prnamt:  7763
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7763
Shared:  0
None:  0
Info Table:
Name of Issuer:  REPLIGEN CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  759916-10-9
Value:  969
Shrs or Prn Amt:
Ssh Prnamt:  5154
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5154
Shared:  0
None:  0
Info Table:
Name of Issuer:  RENT A CENTER INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  76009N-10-0
Value:  173
Shrs or Prn Amt:
Ssh Prnamt:  6878
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6878
Shared:  0
None:  0
Info Table:
Name of Issuer:  REPUBLIC SERVICES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  760759-10-0
Value:  3,079
Shrs or Prn Amt:
Ssh Prnamt:  23240
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23240
Shared:  0
None:  0
Info Table:
Name of Issuer:  RESMED INC
Title of Class:  COMMON STOCK USD.004
CUSIP:  761152-10-7
Value:  167
Shrs or Prn Amt:
Ssh Prnamt:  688
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  688
Shared:  0
None:  0
Info Table:
Name of Issuer:  RESIDEO TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  76118Y-10-4
Value:  186
Shrs or Prn Amt:
Ssh Prnamt:  7794
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7794
Shared:  0
None:  0
Info Table:
Name of Issuer:  RETAIL OPPORTUNITY INVESTMEN
Title of Class:  REIT USD.0001
CUSIP:  76131N-10-1
Value:  194
Shrs or Prn Amt:
Ssh Prnamt:  10007
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10007
Shared:  0
None:  0
Info Table:
Name of Issuer:  REVOLUTION HEALTHCARE ACQU A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  76155Y-10-8
Value:  491
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  REVOLUTION HEALTHCARE ACQU A
Title of Class:  REVOLUTION HEALTHCARE CW28
CUSIP:  76155Y-11-6
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  REXFORD INDUSTRIAL REALTY IN
Title of Class:  REIT USD.01
CUSIP:  76169C-10-0
Value:  3,166
Shrs or Prn Amt:
Ssh Prnamt:  42451
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  42451
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIGEL PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  766559-60-3
Value:  183
Shrs or Prn Amt:
Ssh Prnamt:  61175
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  61175
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIMINI STREET INC
Title of Class:  COMMON STOCK
CUSIP:  76674Q-10-7
Value:  194
Shrs or Prn Amt:
Ssh Prnamt:  33533
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33533
Shared:  0
None:  0
Info Table:
Name of Issuer:  RIOT BLOCKCHAIN INC
Title of Class:  COMMON STOCK
CUSIP:  767292-10-5
Value:  150
Shrs or Prn Amt:
Ssh Prnamt:  7070
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7070
Shared:  0
None:  0
Info Table:
Name of Issuer:  RITE AID CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  767754-87-2
Value:  387
Shrs or Prn Amt:
Ssh Prnamt:  44276
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44276
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROBERT HALF INTL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  770323-10-3
Value:  941
Shrs or Prn Amt:
Ssh Prnamt:  8242
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8242
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROCKWELL AUTOMATION INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  773903-10-9
Value:  138
Shrs or Prn Amt:
Ssh Prnamt:  492
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  492
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROGERS CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  775133-10-1
Value:  5,462
Shrs or Prn Amt:
Ssh Prnamt:  20102
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20102
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROLLINS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  775711-10-4
Value:  70
Shrs or Prn Amt:
Ssh Prnamt:  1996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1996
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROPER TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  776696-10-6
Value:  5,222
Shrs or Prn Amt:
Ssh Prnamt:  11058
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11058
Shared:  0
None:  0
Info Table:
Name of Issuer:  ROSS STORES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  778296-10-3
Value:  2009
Shrs or Prn Amt:
Ssh Prnamt:  22214
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22214
Shared:  0
None:  0
Info Table:
Name of Issuer:  RYDER SYSTEM INC
Title of Class:  COMMON STOCK USD.5
CUSIP:  783549-10-8
Value:  2,355
Shrs or Prn Amt:
Ssh Prnamt:  29689
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29689
Shared:  0
None:  0
Info Table:
Name of Issuer:  RYERSON HOLDING CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  783754-10-4
Value:  220
Shrs or Prn Amt:
Ssh Prnamt:  6282
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6282
Shared:  0
None:  0
Info Table:
Name of Issuer:  RYMAN HOSPITALITY PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  78377T-10-7
Value:  785
Shrs or Prn Amt:
Ssh Prnamt:  8459
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8459
Shared:  0
None:  0
Info Table:
Name of Issuer:  SES AI CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  78397Q-10-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCP CO HEALTHCARE ACQUIS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  784065-10-4
Value:  245
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCP CO HEALTHCARE ACQUIS A
Title of Class:  SCP + CO HEALTHCARE A CW28
CUSIP:  784065-11-2
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SP GLOBAL INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  78409V-10-4
Value:  11,892
Shrs or Prn Amt:
Ssh Prnamt:  28991
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28991
Shared:  0
None:  0
Info Table:
Name of Issuer:  SBA COMMUNICATIONS CORP
Title of Class:  REIT USD.01
CUSIP:  78410G-10-4
Value:  156
Shrs or Prn Amt:
Ssh Prnamt:  452
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  452
Shared:  0
None:  0
Info Table:
Name of Issuer:  SL GREEN REALTY CORP
Title of Class:  REIT USD.01
CUSIP:  78440X-88-7
Value:  497
Shrs or Prn Amt:
Ssh Prnamt:  6120
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6120
Shared:  0
None:  0
Info Table:
Name of Issuer:  SLM CORP
Title of Class:  COMMON STOCK USD.2
CUSIP:  78442P-10-6
Value:  2,602
Shrs or Prn Amt:
Ssh Prnamt:  141705
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  141705
Shared:  0
None:  0
Info Table:
Name of Issuer:  SM ENERGY CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  78454L-10-0
Value:  671
Shrs or Prn Amt:
Ssh Prnamt:  17215
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17215
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPDR SP 500 ETF TRUST
Title of Class:  SPDR S+P 500 ETF TRUST
CUSIP:  78462F-10-3
Value:  42,084
Shrs or Prn Amt:
Ssh Prnamt:  93181
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  93181
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPS COMMERCE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  78463M-10-7
Value:  937
Shrs or Prn Amt:
Ssh Prnamt:  7143
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7143
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPDR SP BIOTECH ETF
Title of Class:  SPDR S+P BIOTECH ETF
CUSIP:  78464A-87-0
Value:  2040
Shrs or Prn Amt:
Ssh Prnamt:  22695
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22695
Shared:  0
None:  0
Info Table:
Name of Issuer:  SSC TECHNOLOGIES HOLDINGS
Title of Class:  COMMON STOCK USD.01
CUSIP:  78467J-10-0
Value:  4,807
Shrs or Prn Amt:
Ssh Prnamt:  64070
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  64070
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPX FLOW INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  78469X-10-7
Value:  4,044
Shrs or Prn Amt:
Ssh Prnamt:  46900
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  46900
Shared:  0
None:  0
Info Table:
Name of Issuer:  SAIA INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  78709Y-10-5
Value:  1,029
Shrs or Prn Amt:
Ssh Prnamt:  4222
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4222
Shared:  0
None:  0
Info Table:
Name of Issuer:  SALESFORCE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  79466L-30-2
Value:  6,709
Shrs or Prn Amt:
Ssh Prnamt:  31599
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31599
Shared:  0
None:  0
Info Table:
Name of Issuer:  SALLY BEAUTY HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  79546E-10-4
Value:  164
Shrs or Prn Amt:
Ssh Prnamt:  10468
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10468
Shared:  0
None:  0
Info Table:
Name of Issuer:  SANDBRIDGE X2 CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  799792-10-6
Value:  1,463
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SANDBRIDGE X2 CORP A
Title of Class:  SANDBRIDGE X2 CL A CW27
CUSIP:  799792-11-4
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SANDERSON FARMS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  800013-10-4
Value:  1,085
Shrs or Prn Amt:
Ssh Prnamt:  5786
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5786
Shared:  0
None:  0
Info Table:
Name of Issuer:  SANDRIDGE ENERGY INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  80007P-86-9
Value:  178
Shrs or Prn Amt:
Ssh Prnamt:  11103
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11103
Shared:  0
None:  0
Info Table:
Name of Issuer:  SANMINA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  801056-10-2
Value:  692
Shrs or Prn Amt:
Ssh Prnamt:  17120
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17120
Shared:  0
None:  0
Info Table:
Name of Issuer:  HENRY SCHEIN INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  806407-10-2
Value:  53
Shrs or Prn Amt:
Ssh Prnamt:  611
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  611
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCHLUMBERGER LTD
Title of Class:  COMMON STOCK USD.01
CUSIP:  806857-10-8
Value:  1,152
Shrs or Prn Amt:
Ssh Prnamt:  27898
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  27898
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCHNEIDER NATIONAL INC CL B
Title of Class:  COMMON STOCK
CUSIP:  80689H-10-2
Value:  679
Shrs or Prn Amt:
Ssh Prnamt:  26636
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26636
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCHOLASTIC CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  807066-10-5
Value:  562
Shrs or Prn Amt:
Ssh Prnamt:  13941
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13941
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCHWAB (CHARLES) CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  808513-10-5
Value:  7,357
Shrs or Prn Amt:
Ssh Prnamt:  87265
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  87265
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCIENCE APPLICATIONS INTE
Title of Class:  COMMON STOCK USD.0001
CUSIP:  808625-10-7
Value:  47
Shrs or Prn Amt:
Ssh Prnamt:  515
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  515
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCIENCE STRATEGIC ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  808641-10-4
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCIENCE STRATEGIC ACQUISIT A
Title of Class:  SCIENCE STRATEGIC A CW27
CUSIP:  808641-11-2
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCIENCE STRATEGIC ACQUISITIO
Title of Class:  UNIT USD.0001
CUSIP:  808641-20-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  SCIENTIFIC GAMES CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  80874P-10-9
Value:  237
Shrs or Prn Amt:
Ssh Prnamt:  4028
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4028
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEA LTD ADR
Title of Class:  ADR
CUSIP:  81141R-10-0
Value:  468
Shrs or Prn Amt:
Ssh Prnamt:  3909
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3909
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEALED AIR CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  81211K-10-0
Value:  2,717
Shrs or Prn Amt:
Ssh Prnamt:  40576
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  40576
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEASPINE HOLDINGS CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  81255T-10-8
Value:  228
Shrs or Prn Amt:
Ssh Prnamt:  18743
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18743
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEAWORLD ENTERTAINMENT INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  81282V-10-0
Value:  398
Shrs or Prn Amt:
Ssh Prnamt:  5349
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5349
Shared:  0
None:  0
Info Table:
Name of Issuer:  SECUREWORKS CORP A
Title of Class:  COMMON STOCK USD.01
CUSIP:  81374A-10-5
Value:  216
Shrs or Prn Amt:
Ssh Prnamt:  16307
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16307
Shared:  0
None:  0
Info Table:
Name of Issuer:  SELECT MEDICAL HOLDINGS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  81619Q-10-5
Value:  428
Shrs or Prn Amt:
Ssh Prnamt:  17836
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17836
Shared:  0
None:  0
Info Table:
Name of Issuer:  SELECTIVE INSURANCE GROUP
Title of Class:  COMMON STOCK USD2.0
CUSIP:  816300-10-7
Value:  1,568
Shrs or Prn Amt:
Ssh Prnamt:  17542
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17542
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEMA4 HLDGS CORP WTS
Title of Class:  CALL EXP 22JUL26
CUSIP:  81663L-11-9
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  6666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6666
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEMTECH CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  816850-10-1
Value:  1,388
Shrs or Prn Amt:
Ssh Prnamt:  20012
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20012
Shared:  0
None:  0
Info Table:
Name of Issuer:  SEMPRA ENERGY
Title of Class:  COMMON STOCK
CUSIP:  816851-10-9
Value:  1,060
Shrs or Prn Amt:
Ssh Prnamt:  6303
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6303
Shared:  0
None:  0
Info Table:
Name of Issuer:  SENIOR CONNECT ACQUISITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  81723H-10-8
Value:  1962
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SENIOR CONNECT ACQUISITION A
Title of Class:  SENIOR CONNECT ACQ A CW27
CUSIP:  81723H-11-6
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SENSIENT TECHNOLOGIES CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  81725T-10-0
Value:  4,105
Shrs or Prn Amt:
Ssh Prnamt:  48897
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  48897
Shared:  0
None:  0
Info Table:
Name of Issuer:  SERVICE CORP INTERNATIONAL
Title of Class:  COMMON STOCK USD1.0
CUSIP:  817565-10-4
Value:  3,665
Shrs or Prn Amt:
Ssh Prnamt:  55686
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55686
Shared:  0
None:  0
Info Table:
Name of Issuer:  SERVICE PROPERTIES TRUST
Title of Class:  REIT USD.01
CUSIP:  81761L-10-2
Value:  527
Shrs or Prn Amt:
Ssh Prnamt:  59732
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  59732
Shared:  0
None:  0
Info Table:
Name of Issuer:  SERVICENOW INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  81762P-10-2
Value:  2,133
Shrs or Prn Amt:
Ssh Prnamt:  3830
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3830
Shared:  0
None:  0
Info Table:
Name of Issuer:  SHELTER ACQUISITION CORP I A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  822821-10-4
Value:  980
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SHELTER ACQUISITION CORP I A
Title of Class:  SHELTER ACQ I CL A CW27
CUSIP:  822821-11-2
Value:  18
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SHERWIN WILLIAMS CO/THE
Title of Class:  COMMON STOCK USD1.0
CUSIP:  824348-10-6
Value:  2,936
Shrs or Prn Amt:
Ssh Prnamt:  11761
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11761
Shared:  0
None:  0
Info Table:
Name of Issuer:  SHOCKWAVE MEDICAL INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  82489T-10-4
Value:  1,149
Shrs or Prn Amt:
Ssh Prnamt:  5542
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5542
Shared:  0
None:  0
Info Table:
Name of Issuer:  SHUTTERSTOCK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  825690-10-0
Value:  213
Shrs or Prn Amt:
Ssh Prnamt:  2293
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2293
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIGNATURE BANK
Title of Class:  COMMON STOCK USD.01
CUSIP:  82669G-10-4
Value:  1916
Shrs or Prn Amt:
Ssh Prnamt:  6527
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6527
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIGNIFY HEALTH INC CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  82671G-10-0
Value:  1,473
Shrs or Prn Amt:
Ssh Prnamt:  81173
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  81173
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIMON PROPERTY GROUP ACQUI A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  82880R-10-3
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  1000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIMON PROPERTY GROUP ACQUI A
Title of Class:  SIMON PROPERTY GROUP CW26
CUSIP:  82880R-11-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIMON PROPERTY GROUP INC
Title of Class:  REIT USD.0001
CUSIP:  828806-10-9
Value:  4,504
Shrs or Prn Amt:
Ssh Prnamt:  34239
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34239
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIMPSON MANUFACTURING CO INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  829073-10-5
Value:  549
Shrs or Prn Amt:
Ssh Prnamt:  5034
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5034
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIZZLE ACQUISITION CORP
Title of Class:  COMMON STOCK USD.0001
CUSIP:  83014E-10-9
Value:  249
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SIZZLE ACQUISITION CORP
Title of Class:  SIZZLE ACQUISITION CORP CW26
CUSIP:  83014E-11-7
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SLEEP NUMBER CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  83125X-10-3
Value:  1,158
Shrs or Prn Amt:
Ssh Prnamt:  22844
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22844
Shared:  0
None:  0
Info Table:
Name of Issuer:  SMITH (A.O.) CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  831865-20-9
Value:  1,020
Shrs or Prn Amt:
Ssh Prnamt:  15972
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15972
Shared:  0
None:  0
Info Table:
Name of Issuer:  JM SMUCKER CO/THE
Title of Class:  COMMON STOCK
CUSIP:  832696-40-5
Value:  73
Shrs or Prn Amt:
Ssh Prnamt:  542
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  542
Shared:  0
None:  0
Info Table:
Name of Issuer:  SNAP ON INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  833034-10-1
Value:  3,203
Shrs or Prn Amt:
Ssh Prnamt:  15587
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15587
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL LEVERAGE ACQUISITIO A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  83363K-10-2
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOCIAL LEVERAGE ACQUISITIO A
Title of Class:  SOCIAL LEVERAGE ACQ A CW27
CUSIP:  83363K-11-0
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOFI TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  83406F-10-2
Value:  437
Shrs or Prn Amt:
Ssh Prnamt:  46294
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  46294
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOLAREDGE TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  83417M-10-4
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  304
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  304
Shared:  0
None:  0
Info Table:
Name of Issuer:  SONDER HLDGS INC
Title of Class:  CALL EXP31JAN28
CUSIP:  83542D-11-0
Value:  10
Shrs or Prn Amt:
Ssh Prnamt:  14000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SONOCO PRODUCTS CO
Title of Class:  COMMON STOCK
CUSIP:  835495-10-2
Value:  1,099
Shrs or Prn Amt:
Ssh Prnamt:  17560
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17560
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOUTHSTATE CORP
Title of Class:  COMMON STOCK USD2.5
CUSIP:  840441-10-9
Value:  1,452
Shrs or Prn Amt:
Ssh Prnamt:  17802
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17802
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOUTHERN CO/THE
Title of Class:  COMMON STOCK USD5.0
CUSIP:  842587-10-7
Value:  605
Shrs or Prn Amt:
Ssh Prnamt:  8341
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8341
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOUTHWEST AIRLINES CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  844741-10-8
Value:  213
Shrs or Prn Amt:
Ssh Prnamt:  4650
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4650
Shared:  0
None:  0
Info Table:
Name of Issuer:  SOUTHWEST GAS HOLDINGS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  844895-10-2
Value:  1,457
Shrs or Prn Amt:
Ssh Prnamt:  18604
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18604
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPINDLETOP HEALTH ACQUISIT A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  84854Q-10-3
Value:  250
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPINDLETOP HEALTH ACQUISIT A
Title of Class:  SPINDLETOP HEALTH ACQ CW28
CUSIP:  84854Q-11-1
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  12500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPIRIT REALTY CAPITAL INC
Title of Class:  REIT USD.05
CUSIP:  84860W-30-0
Value:  714
Shrs or Prn Amt:
Ssh Prnamt:  15517
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15517
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPORTSTEK ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  849196-10-0
Value:  1,466
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPORTSTEK ACQUISITION CORP A
Title of Class:  SPORTSTEK ACQ CL A CW27
CUSIP:  849196-11-8
Value:  14
Shrs or Prn Amt:
Ssh Prnamt:  75000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SPROUTS FARMERS MARKET INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  85208M-10-2
Value:  933
Shrs or Prn Amt:
Ssh Prnamt:  29176
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29176
Shared:  0
None:  0
Info Table:
Name of Issuer:  STAAR SURGICAL CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  852312-30-5
Value:  694
Shrs or Prn Amt:
Ssh Prnamt:  8686
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8686
Shared:  0
None:  0
Info Table:
Name of Issuer:  STAG INDUSTRIAL INC
Title of Class:  REIT USD.01
CUSIP:  85254J-10-2
Value:  1,381
Shrs or Prn Amt:
Ssh Prnamt:  33402
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33402
Shared:  0
None:  0
Info Table:
Name of Issuer:  STANDEX INTERNATIONAL CORP
Title of Class:  COMMON STOCK USD1.5
CUSIP:  854231-10-7
Value:  474
Shrs or Prn Amt:
Ssh Prnamt:  4739
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4739
Shared:  0
None:  0
Info Table:
Name of Issuer:  STARBUCKS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  855244-10-9
Value:  641
Shrs or Prn Amt:
Ssh Prnamt:  7046
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7046
Shared:  0
None:  0
Info Table:
Name of Issuer:  STARRY GROUP HOLDINGS INC A
Title of Class:  COMMON STOCK USD.01
CUSIP:  85572U-10-2
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  STARRY GROUP HOLDINGS INC
Title of Class:  WARRANT
CUSIP:  85572U-11-0
Value:  29
Shrs or Prn Amt:
Ssh Prnamt:  33333
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33333
Shared:  0
None:  0
Info Table:
Name of Issuer:  STATE STREET CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  857477-10-3
Value:  139
Shrs or Prn Amt:
Ssh Prnamt:  1595
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1595
Shared:  0
None:  0
Info Table:
Name of Issuer:  STEEL DYNAMICS INC
Title of Class:  COMMON STOCK USD.005
CUSIP:  858119-10-0
Value:  81
Shrs or Prn Amt:
Ssh Prnamt:  968
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  968
Shared:  0
None:  0
Info Table:
Name of Issuer:  STEPSTONE GROUP INC CLASS A
Title of Class:  COMMON STOCK USD.001
CUSIP:  85914M-10-7
Value:  312
Shrs or Prn Amt:
Ssh Prnamt:  9452
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9452
Shared:  0
None:  0
Info Table:
Name of Issuer:  STERLING CONSTRUCTION CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  859241-10-1
Value:  291
Shrs or Prn Amt:
Ssh Prnamt:  10868
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10868
Shared:  0
None:  0
Info Table:
Name of Issuer:  STEWART INFORMATION SERVICES
Title of Class:  COMMON STOCK USD1.0
CUSIP:  860372-10-1
Value:  321
Shrs or Prn Amt:
Ssh Prnamt:  5294
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5294
Shared:  0
None:  0
Info Table:
Name of Issuer:  STIFEL FINANCIAL CORP
Title of Class:  COMMON STOCK USD.15
CUSIP:  860630-10-2
Value:  542
Shrs or Prn Amt:
Ssh Prnamt:  7977
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7977
Shared:  0
None:  0
Info Table:
Name of Issuer:  STORE CAPITAL CORP
Title of Class:  REIT USD.01
CUSIP:  862121-10-0
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  5081
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5081
Shared:  0
None:  0
Info Table:
Name of Issuer:  STRATIM CLOUD ACQUISITION CO
Title of Class:  COMMON STOCK USD.0001
CUSIP:  86309R-10-7
Value:  976
Shrs or Prn Amt:
Ssh Prnamt:  99996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  99996
Shared:  0
None:  0
Info Table:
Name of Issuer:  STRATIM CLOUD ACQUISITION CO
Title of Class:  STRATIM CLOUD ACQ CW28
CUSIP:  86309R-11-5
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  33332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33332
Shared:  0
None:  0
Info Table:
Name of Issuer:  STRATIM CLOUD ACQUISITION CO
Title of Class:  UNIT USD.0001
CUSIP:  86309R-20-6
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  STRIDE INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  86333M-10-8
Value:  296
Shrs or Prn Amt:
Ssh Prnamt:  8157
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8157
Shared:  0
None:  0
Info Table:
Name of Issuer:  STRYKER CORP
Title of Class:  COMMON STOCK USD.1
CUSIP:  863667-10-1
Value:  376
Shrs or Prn Amt:
Ssh Prnamt:  1408
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1408
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUMMIT HOTEL PROPERTIES INC
Title of Class:  REIT
CUSIP:  866082-10-0
Value:  713
Shrs or Prn Amt:
Ssh Prnamt:  71578
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  71578
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUN COMMUNITIES INC
Title of Class:  REIT USD.01
CUSIP:  866674-10-4
Value:  2,355
Shrs or Prn Amt:
Ssh Prnamt:  13433
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13433
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUNCOKE ENERGY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  86722A-10-3
Value:  538
Shrs or Prn Amt:
Ssh Prnamt:  60355
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  60355
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUNSTONE HOTEL INVESTORS INC
Title of Class:  REIT USD.01
CUSIP:  867892-10-1
Value:  778
Shrs or Prn Amt:
Ssh Prnamt:  66026
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66026
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUSTAINABLE DEVELOPMENT AC A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  86934L-10-3
Value:  49
Shrs or Prn Amt:
Ssh Prnamt:  5000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5000
Shared:  0
None:  0
Info Table:
Name of Issuer:  SUSTAINABLE DEVELOPMENT AC A
Title of Class:  SUSTAINABLE DEVELOP A CW28
CUSIP:  86934L-11-1
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  2500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2500
Shared:  0
None:  0
Info Table:
Name of Issuer:  SWITCH INC A
Title of Class:  COMMON STOCK USD.001
CUSIP:  87105L-10-4
Value:  930
Shrs or Prn Amt:
Ssh Prnamt:  30191
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30191
Shared:  0
None:  0
Info Table:
Name of Issuer:  SYNOPSYS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  871607-10-7
Value:  2,380
Shrs or Prn Amt:
Ssh Prnamt:  7140
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7140
Shared:  0
None:  0
Info Table:
Name of Issuer:  SYNOVUS FINANCIAL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  87161C-50-1
Value:  1,307
Shrs or Prn Amt:
Ssh Prnamt:  26682
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26682
Shared:  0
None:  0
Info Table:
Name of Issuer:  SYNCHRONY FINANCIAL
Title of Class:  COMMON STOCK USD.001
CUSIP:  87165B-10-3
Value:  85
Shrs or Prn Amt:
Ssh Prnamt:  2438
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2438
Shared:  0
None:  0
Info Table:
Name of Issuer:  SYSTEM1 INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  87200P-10-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  TJX COMPANIES INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  872540-10-9
Value:  4,496
Shrs or Prn Amt:
Ssh Prnamt:  74220
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  74220
Shared:  0
None:  0
Info Table:
Name of Issuer:  TLG ACQUISITION ONE COR CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  87257M-10-8
Value:  2,937
Shrs or Prn Amt:
Ssh Prnamt:  300000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TLG ACQUISITION ONE COR CL A
Title of Class:  TLG ACQUISITION ONE A CW28
CUSIP:  87257M-11-6
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  T MOBILE US INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  872590-10-4
Value:  5,490
Shrs or Prn Amt:
Ssh Prnamt:  42772
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  42772
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRI POINTE HOMES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  87265H-10-9
Value:  1,120
Shrs or Prn Amt:
Ssh Prnamt:  55770
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55770
Shared:  0
None:  0
Info Table:
Name of Issuer:  TCW SPECIAL PURPOSE ACQ CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  87301L-10-6
Value:  1950
Shrs or Prn Amt:
Ssh Prnamt:  199998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  199998
Shared:  0
None:  0
Info Table:
Name of Issuer:  TCW SPECIAL PURPOSE ACQ CL A
Title of Class:  TCW SPECIAL PURPOSE AC CW28
CUSIP:  87301L-11-4
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  66666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  66666
Shared:  0
None:  0
Info Table:
Name of Issuer:  TCW SPECIAL PURPOSE ACQUISIT
Title of Class:  UNIT USD.0001
CUSIP:  87301L-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  TAILWIND ACQUISITION CORP A
Title of Class:  TAILWIND ACQUISITION CW27
CUSIP:  87403Q-11-0
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TAIWAN SEMICONDUCTOR SP ADR
Title of Class:  ADR
CUSIP:  874039-10-0
Value:  2,313
Shrs or Prn Amt:
Ssh Prnamt:  22189
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22189
Shared:  0
None:  0
Info Table:
Name of Issuer:  TAPESTRY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  876030-10-7
Value:  1,479
Shrs or Prn Amt:
Ssh Prnamt:  39804
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39804
Shared:  0
None:  0
Info Table:
Name of Issuer:  TARGET CORP
Title of Class:  COMMON STOCK USD.0833
CUSIP:  87612E-10-6
Value:  7,139
Shrs or Prn Amt:
Ssh Prnamt:  33639
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  33639
Shared:  0
None:  0
Info Table:
Name of Issuer:  TARGA RESOURCES CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  87612G-10-1
Value:  100
Shrs or Prn Amt:
Ssh Prnamt:  1331
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1331
Shared:  0
None:  0
Info Table:
Name of Issuer:  TECH AND ENERGY TRANSITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  87823R-10-2
Value:  1,221
Shrs or Prn Amt:
Ssh Prnamt:  124998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  124998
Shared:  0
None:  0
Info Table:
Name of Issuer:  TECH AND ENERGY TRANSITION A
Title of Class:  TECH AND ENERGY TRANSI CW27
CUSIP:  87823R-11-0
Value:  12
Shrs or Prn Amt:
Ssh Prnamt:  41666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41666
Shared:  0
None:  0
Info Table:
Name of Issuer:  TECH AND ENERGY TRANSITION
Title of Class:  UNIT USD.0001
CUSIP:  87823R-20-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  TEGNA INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  87901J-10-5
Value:  804
Shrs or Prn Amt:
Ssh Prnamt:  35878
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35878
Shared:  0
None:  0
Info Table:
Name of Issuer:  TELEDYNE TECHNOLOGIES INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  879360-10-5
Value:  2,209
Shrs or Prn Amt:
Ssh Prnamt:  4674
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4674
Shared:  0
None:  0
Info Table:
Name of Issuer:  TELEFLEX INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  879369-10-6
Value:  141
Shrs or Prn Amt:
Ssh Prnamt:  396
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  396
Shared:  0
None:  0
Info Table:
Name of Issuer:  TEMPUR SEALY INTERNATIONAL I
Title of Class:  COMMON STOCK USD.01
CUSIP:  88023U-10-1
Value:  520
Shrs or Prn Amt:
Ssh Prnamt:  18622
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  18622
Shared:  0
None:  0
Info Table:
Name of Issuer:  TENABLE HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  88025T-10-2
Value:  295
Shrs or Prn Amt:
Ssh Prnamt:  5106
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5106
Shared:  0
None:  0
Info Table:
Name of Issuer:  TENET HEALTHCARE CORP
Title of Class:  COMMON STOCK USD.05
CUSIP:  88033G-40-7
Value:  1,345
Shrs or Prn Amt:
Ssh Prnamt:  15649
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15649
Shared:  0
None:  0
Info Table:
Name of Issuer:  TENNANT CO
Title of Class:  COMMON STOCK USD.375
CUSIP:  880345-10-3
Value:  330
Shrs or Prn Amt:
Ssh Prnamt:  4189
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4189
Shared:  0
None:  0
Info Table:
Name of Issuer:  TERADATA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  88076W-10-3
Value:  671
Shrs or Prn Amt:
Ssh Prnamt:  13617
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13617
Shared:  0
None:  0
Info Table:
Name of Issuer:  TERADYNE INC
Title of Class:  COMMON STOCK USD.125
CUSIP:  880770-10-2
Value:  77
Shrs or Prn Amt:
Ssh Prnamt:  648
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  648
Shared:  0
None:  0
Info Table:
Name of Issuer:  TERRAN ORBITAL CORP
Title of Class:  COMMON STOCK
CUSIP:  88105P-10-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  TERRAN ORBITAL CORP
Title of Class:  WARRANT
CUSIP:  88105P-11-1
Value:  8
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  TERRENO REALTY CORP
Title of Class:  REIT USD.01
CUSIP:  88146M-10-1
Value:  1,459
Shrs or Prn Amt:
Ssh Prnamt:  19707
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19707
Shared:  0
None:  0
Info Table:
Name of Issuer:  TESLA INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  88160R-10-1
Value:  6,529
Shrs or Prn Amt:
Ssh Prnamt:  6059
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6059
Shared:  0
None:  0
Info Table:
Name of Issuer:  TEXAS INSTRUMENTS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  882508-10-4
Value:  1,692
Shrs or Prn Amt:
Ssh Prnamt:  9221
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9221
Shared:  0
None:  0
Info Table:
Name of Issuer:  TEXTRON INC
Title of Class:  COMMON STOCK USD.125
CUSIP:  883203-10-1
Value:  1923
Shrs or Prn Amt:
Ssh Prnamt:  25850
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25850
Shared:  0
None:  0
Info Table:
Name of Issuer:  THERMO FISHER SCIENTIFIC INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  883556-10-2
Value:  12,636
Shrs or Prn Amt:
Ssh Prnamt:  21393
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21393
Shared:  0
None:  0
Info Table:
Name of Issuer:  THOR INDUSTRIES INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  885160-10-1
Value:  631
Shrs or Prn Amt:
Ssh Prnamt:  8013
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8013
Shared:  0
None:  0
Info Table:
Name of Issuer:  3D SYSTEMS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  88554D-20-5
Value:  148
Shrs or Prn Amt:
Ssh Prnamt:  8865
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8865
Shared:  0
None:  0
Info Table:
Name of Issuer:  360 DIGITECH INC
Title of Class:  ADR USD.00001
CUSIP:  88557W-10-1
Value:  78
Shrs or Prn Amt:
Ssh Prnamt:  5072
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5072
Shared:  0
None:  0
Info Table:
Name of Issuer:  3M CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  88579Y-10-1
Value:  354
Shrs or Prn Amt:
Ssh Prnamt:  2380
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2380
Shared:  0
None:  0
Info Table:
Name of Issuer:  THUNDER BRIDGE CAPITAL PAR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  88605L-10-7
Value:  1,482
Shrs or Prn Amt:
Ssh Prnamt:  150000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  150000
Shared:  0
None:  0
Info Table:
Name of Issuer:  THUNDER BRIDGE CAPITAL PAR A
Title of Class:  THUNDER BRIDGE CAPITAL CW
CUSIP:  88605L-11-5
Value:  20
Shrs or Prn Amt:
Ssh Prnamt:  30000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30000
Shared:  0
None:  0
Info Table:
Name of Issuer:  THUNDER BRIDGE CAPITAL PAR A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  88605T-10-0
Value:  982
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  THUNDER BRIDGE CAPITAL PAR A
Title of Class:  THUNDER BRIDGE CAP A CW28
CUSIP:  88605T-11-8
Value:  11
Shrs or Prn Amt:
Ssh Prnamt:  20000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TILRAY BRANDS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  88688T-10-0
Value:  28
Shrs or Prn Amt:
Ssh Prnamt:  3542
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3542
Shared:  0
None:  0
Info Table:
Name of Issuer:  TISHMAN SPEYER INNOVATI CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  88825H-10-0
Value:  490
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TISHMAN SPEYER INNOVATI CL A
Title of Class:  TISHMAN SPEYER IN CL A CW27
CUSIP:  88825H-11-8
Value:  4
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TITAN INTERNATIONAL INC
Title of Class:  COMMON STOCK
CUSIP:  88830M-10-2
Value:  433
Shrs or Prn Amt:
Ssh Prnamt:  29405
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29405
Shared:  0
None:  0
Info Table:
Name of Issuer:  TITAN MACHINERY INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  88830R-10-1
Value:  165
Shrs or Prn Amt:
Ssh Prnamt:  5833
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5833
Shared:  0
None:  0
Info Table:
Name of Issuer:  TOLL BROTHERS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  889478-10-3
Value:  262
Shrs or Prn Amt:
Ssh Prnamt:  5572
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5572
Shared:  0
None:  0
Info Table:
Name of Issuer:  TORO CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  891092-10-8
Value:  2,912
Shrs or Prn Amt:
Ssh Prnamt:  34068
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  34068
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRACTOR SUPPLY COMPANY
Title of Class:  COMMON STOCK USD.008
CUSIP:  892356-10-6
Value:  3,802
Shrs or Prn Amt:
Ssh Prnamt:  16291
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16291
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRADEWEB MARKETS INC CLASS A
Title of Class:  COMMON STOCK USD.01
CUSIP:  892672-10-6
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  1849
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1849
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRANSDIGM GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  893641-10-0
Value:  8,961
Shrs or Prn Amt:
Ssh Prnamt:  13754
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13754
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRANSUNION
Title of Class:  COMMON STOCK USD.01
CUSIP:  89400J-10-7
Value:  1,563
Shrs or Prn Amt:
Ssh Prnamt:  15127
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15127
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRAVELERS COS INC/THE
Title of Class:  COMMON STOCK NPV
CUSIP:  89417E-10-9
Value:  157
Shrs or Prn Amt:
Ssh Prnamt:  860
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  860
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRAVERE THERAPEUTICS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  89422G-10-7
Value:  332
Shrs or Prn Amt:
Ssh Prnamt:  12891
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12891
Shared:  0
None:  0
Info Table:
Name of Issuer:  TREACE MEDICAL CONCEPTS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  89455T-10-9
Value:  318
Shrs or Prn Amt:
Ssh Prnamt:  16822
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16822
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRIBE CAPITAL GROWTH CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  89601Y-10-1
Value:  244
Shrs or Prn Amt:
Ssh Prnamt:  25000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25000
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRIBE CAPITAL GROWTH CORP A
Title of Class:  TRIBE CAPITAL GROWTH CORP CW
CUSIP:  89601Y-11-9
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  6250
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6250
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRICO BANCSHARES
Title of Class:  COMMON STOCK
CUSIP:  896095-10-6
Value:  336
Shrs or Prn Amt:
Ssh Prnamt:  8390
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8390
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRIMBLE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  896239-10-0
Value:  104
Shrs or Prn Amt:
Ssh Prnamt:  1444
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1444
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRINET GROUP INC
Title of Class:  COMMON STOCK USD.000025
CUSIP:  896288-10-7
Value:  2066
Shrs or Prn Amt:
Ssh Prnamt:  21007
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21007
Shared:  0
None:  0
Info Table:
Name of Issuer:  TRUIST FINANCIAL CORP
Title of Class:  COMMON STOCK USD5.0
CUSIP:  89832Q-10-9
Value:  290
Shrs or Prn Amt:
Ssh Prnamt:  5113
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5113
Shared:  0
None:  0
Info Table:
Name of Issuer:  TURNING POINT BRANDS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  90041L-10-5
Value:  169
Shrs or Prn Amt:
Ssh Prnamt:  4981
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4981
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWELVE SEAS INVTMNT CO II A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  90118T-10-6
Value:  391
Shrs or Prn Amt:
Ssh Prnamt:  39996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  39996
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWELVE SEAS INVTMNT CO II A
Title of Class:  TWELVE SEAS INV II A CW28
CUSIP:  90118T-11-4
Value:  3
Shrs or Prn Amt:
Ssh Prnamt:  13332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13332
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWELVE SEAS INVESTMENT CO II
Title of Class:  UNIT USD.0001
CUSIP:  90118T-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  TWIST BIOSCIENCE CORP
Title of Class:  COMMON STOCK USD.00001
CUSIP:  90184D-10-0
Value:  226
Shrs or Prn Amt:
Ssh Prnamt:  4576
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4576
Shared:  0
None:  0
Info Table:
Name of Issuer:  TYSON FOODS INC CL A
Title of Class:  COMMON STOCK USD.1
CUSIP:  902494-10-3
Value:  2025
Shrs or Prn Amt:
Ssh Prnamt:  22596
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  22596
Shared:  0
None:  0
Info Table:
Name of Issuer:  UDR INC
Title of Class:  REIT USD.01
CUSIP:  902653-10-4
Value:  2028
Shrs or Prn Amt:
Ssh Prnamt:  35356
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35356
Shared:  0
None:  0
Info Table:
Name of Issuer:  UFP INDUSTRIES INC
Title of Class:  COMMON STOCK
CUSIP:  90278Q-10-8
Value:  2,535
Shrs or Prn Amt:
Ssh Prnamt:  32848
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  32848
Shared:  0
None:  0
Info Table:
Name of Issuer:  UMB FINANCIAL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  902788-10-8
Value:  167
Shrs or Prn Amt:
Ssh Prnamt:  1723
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1723
Shared:  0
None:  0
Info Table:
Name of Issuer:  US BANCORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  902973-30-4
Value:  275
Shrs or Prn Amt:
Ssh Prnamt:  5170
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5170
Shared:  0
None:  0
Info Table:
Name of Issuer:  UMH PROPERTIES INC
Title of Class:  REIT USD.1
CUSIP:  903002-10-3
Value:  699
Shrs or Prn Amt:
Ssh Prnamt:  28418
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28418
Shared:  0
None:  0
Info Table:
Name of Issuer:  USANA HEALTH SCIENCES INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  90328M-10-7
Value:  126
Shrs or Prn Amt:
Ssh Prnamt:  1584
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1584
Shared:  0
None:  0
Info Table:
Name of Issuer:  U.S. PHYSICAL THERAPY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  90337L-10-8
Value:  261
Shrs or Prn Amt:
Ssh Prnamt:  2629
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2629
Shared:  0
None:  0
Info Table:
Name of Issuer:  UBIQUITI INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  90353W-10-3
Value:  602
Shrs or Prn Amt:
Ssh Prnamt:  2069
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2069
Shared:  0
None:  0
Info Table:
Name of Issuer:  ULTA BEAUTY INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  90384S-30-3
Value:  117
Shrs or Prn Amt:
Ssh Prnamt:  293
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  293
Shared:  0
None:  0
Info Table:
Name of Issuer:  ULTRA CLEAN HOLDINGS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  90385V-10-7
Value:  362
Shrs or Prn Amt:
Ssh Prnamt:  8528
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8528
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNDER ARMOUR INC CLASS A
Title of Class:  COMMON STOCK USD.000333
CUSIP:  904311-10-7
Value:  533
Shrs or Prn Amt:
Ssh Prnamt:  31343
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  31343
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNION PACIFIC CORP
Title of Class:  COMMON STOCK USD2.5
CUSIP:  907818-10-8
Value:  12,188
Shrs or Prn Amt:
Ssh Prnamt:  44612
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  44612
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNITED PARCEL SERVICE CL B
Title of Class:  COMMON STOCK USD.01
CUSIP:  911312-10-6
Value:  11,942
Shrs or Prn Amt:
Ssh Prnamt:  55684
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55684
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNITED RENTALS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  911363-10-9
Value:  1,261
Shrs or Prn Amt:
Ssh Prnamt:  3551
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3551
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNITED THERAPEUTICS CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  91307C-10-2
Value:  392
Shrs or Prn Amt:
Ssh Prnamt:  2185
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2185
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNITEDHEALTH GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  91324P-10-2
Value:  19,581
Shrs or Prn Amt:
Ssh Prnamt:  38396
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  38396
Shared:  0
None:  0
Info Table:
Name of Issuer:  UNIVERSAL HEALTH SERVICES B
Title of Class:  COMMON STOCK USD.01
CUSIP:  913903-10-0
Value:  768
Shrs or Prn Amt:
Ssh Prnamt:  5300
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5300
Shared:  0
None:  0
Info Table:
Name of Issuer:  URBAN EDGE PROPERTIES
Title of Class:  REIT USD.01
CUSIP:  91704F-10-4
Value:  557
Shrs or Prn Amt:
Ssh Prnamt:  29180
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29180
Shared:  0
None:  0
Info Table:
Name of Issuer:  URSTADT BIDDLE CLASS A
Title of Class:  REIT USD.01
CUSIP:  917286-20-5
Value:  183
Shrs or Prn Amt:
Ssh Prnamt:  9709
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9709
Shared:  0
None:  0
Info Table:
Name of Issuer:  USHG ACQUISITION CORP A
Title of Class:  USHG ACQUISITION CL A CW28
CUSIP:  91748P-11-8
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  1666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1666
Shared:  0
None:  0
Info Table:
Name of Issuer:  USHG ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  91748P-20-9
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  VMG CONSUMER ACQUISITION C A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  91842V-10-2
Value:  1,239
Shrs or Prn Amt:
Ssh Prnamt:  125000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  125000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VMG CONSUMER ACQUISITION C A
Title of Class:  VMG CONSUMER ACQUISITION COR
CUSIP:  91842V-11-0
Value:  24
Shrs or Prn Amt:
Ssh Prnamt:  62500
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  62500
Shared:  0
None:  0
Info Table:
Name of Issuer:  VALERO ENERGY CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  91913Y-10-0
Value:  1,495
Shrs or Prn Amt:
Ssh Prnamt:  14723
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14723
Shared:  0
None:  0
Info Table:
Name of Issuer:  VANDA PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  921659-10-8
Value:  162
Shrs or Prn Amt:
Ssh Prnamt:  14289
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14289
Shared:  0
None:  0
Info Table:
Name of Issuer:  VANGUARD RUSSELL 1000 VALUE
Title of Class:  VANGUARD RUSSELL 1000 VALUE
CUSIP:  92206C-71-4
Value:  478
Shrs or Prn Amt:
Ssh Prnamt:  6571
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6571
Shared:  0
None:  0
Info Table:
Name of Issuer:  VAREX IMAGING CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  92214X-10-6
Value:  246
Shrs or Prn Amt:
Ssh Prnamt:  11563
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11563
Shared:  0
None:  0
Info Table:
Name of Issuer:  VARONIS SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  922280-10-2
Value:  179
Shrs or Prn Amt:
Ssh Prnamt:  3767
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3767
Shared:  0
None:  0
Info Table:
Name of Issuer:  VECTOIQ ACQUISITION CO CL A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  92244F-10-9
Value:  492
Shrs or Prn Amt:
Ssh Prnamt:  50000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  50000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VECTOIQ ACQUISITION CO CL A
Title of Class:  VECTOIQ ACQUISITION CO CW23
CUSIP:  92244F-11-7
Value:  5
Shrs or Prn Amt:
Ssh Prnamt:  10000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  10000
Shared:  0
None:  0
Info Table:
Name of Issuer:  VELOCITY ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  92259E-10-4
Value:  195
Shrs or Prn Amt:
Ssh Prnamt:  19998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19998
Shared:  0
None:  0
Info Table:
Name of Issuer:  VELOCITY ACQUISITION CORP A
Title of Class:  VELOCITY ACQUISITION CW27
CUSIP:  92259E-11-2
Value:  2
Shrs or Prn Amt:
Ssh Prnamt:  6666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6666
Shared:  0
None:  0
Info Table:
Name of Issuer:  VELOCITY ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  92259E-20-3
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  VENTAS INC
Title of Class:  REIT USD.25
CUSIP:  92276F-10-0
Value:  2,883
Shrs or Prn Amt:
Ssh Prnamt:  46677
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  46677
Shared:  0
None:  0
Info Table:
Name of Issuer:  VANGUARD SP 500 ETF
Title of Class:  VANGUARD S+P 500 ETF
CUSIP:  922908-36-3
Value:  12,574
Shrs or Prn Amt:
Ssh Prnamt:  30286
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30286
Shared:  0
None:  0
Info Table:
Name of Issuer:  VANGUARD REAL ESTATE ETF
Title of Class:  VANGUARD REAL ESTATE ETF
CUSIP:  922908-55-3
Value:  1920
Shrs or Prn Amt:
Ssh Prnamt:  17720
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  17720
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERACYTE INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  92337F-10-7
Value:  213
Shrs or Prn Amt:
Ssh Prnamt:  7715
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7715
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERISIGN INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  92343E-10-2
Value:  3,416
Shrs or Prn Amt:
Ssh Prnamt:  15354
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15354
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERIZON COMMUNICATIONS INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  92343V-10-4
Value:  2,216
Shrs or Prn Amt:
Ssh Prnamt:  43507
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  43507
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERINT SYSTEMS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  92343X-10-0
Value:  1,463
Shrs or Prn Amt:
Ssh Prnamt:  28290
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  28290
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERISK ANALYTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  92345Y-10-6
Value:  4,492
Shrs or Prn Amt:
Ssh Prnamt:  20927
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20927
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERITEX HOLDINGS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  923451-10-8
Value:  802
Shrs or Prn Amt:
Ssh Prnamt:  21005
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21005
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERITIV CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  923454-10-2
Value:  172
Shrs or Prn Amt:
Ssh Prnamt:  1290
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1290
Shared:  0
None:  0
Info Table:
Name of Issuer:  VERTEX PHARMACEUTICALS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  92532F-10-0
Value:  1931
Shrs or Prn Amt:
Ssh Prnamt:  7400
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7400
Shared:  0
None:  0
Info Table:
Name of Issuer:  VIATRIS INC
Title of Class:  COMMON STOCK
CUSIP:  92556V-10-6
Value:  825
Shrs or Prn Amt:
Ssh Prnamt:  75820
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  75820
Shared:  0
None:  0
Info Table:
Name of Issuer:  VICI PROPERTIES INC
Title of Class:  REIT USD.01
CUSIP:  925652-10-9
Value:  2084
Shrs or Prn Amt:
Ssh Prnamt:  73236
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  73236
Shared:  0
None:  0
Info Table:
Name of Issuer:  VICTORIA S SECRET CO
Title of Class:  COMMON STOCK USD.01
CUSIP:  926400-10-2
Value:  267
Shrs or Prn Amt:
Ssh Prnamt:  5195
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5195
Shared:  0
None:  0
Info Table:
Name of Issuer:  VIR BIOTECHNOLOGY INC
Title of Class:  COMMON STOCK
CUSIP:  92764N-10-2
Value:  133
Shrs or Prn Amt:
Ssh Prnamt:  5175
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  5175
Shared:  0
None:  0
Info Table:
Name of Issuer:  VIRTU FINANCIAL INC CLASS A
Title of Class:  COMMON STOCK USD.00001
CUSIP:  928254-10-1
Value:  518
Shrs or Prn Amt:
Ssh Prnamt:  13917
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13917
Shared:  0
None:  0
Info Table:
Name of Issuer:  VISA INC CLASS A SHARES
Title of Class:  COMMON STOCK USD.0001
CUSIP:  92826C-83-9
Value:  13,846
Shrs or Prn Amt:
Ssh Prnamt:  62434
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  62434
Shared:  0
None:  0
Info Table:
Name of Issuer:  VISTA OUTDOOR INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  928377-10-0
Value:  416
Shrs or Prn Amt:
Ssh Prnamt:  11667
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  11667
Shared:  0
None:  0
Info Table:
Name of Issuer:  VISTRA CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  92840M-10-2
Value:  4,699
Shrs or Prn Amt:
Ssh Prnamt:  202113
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  202113
Shared:  0
None:  0
Info Table:
Name of Issuer:  VIVID SEATS INC CLASS A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  92854T-10-0
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  VIVINT SMART HOME INC
Title of Class:  COMMON STOCK
CUSIP:  928542-10-9
Value:  203
Shrs or Prn Amt:
Ssh Prnamt:  30096
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  30096
Shared:  0
None:  0
Info Table:
Name of Issuer:  VONAGE HOLDINGS CORP
Title of Class:  COMMON STOCK USD.001
CUSIP:  92886T-20-1
Value:  3,940
Shrs or Prn Amt:
Ssh Prnamt:  194200
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  194200
Shared:  0
None:  0
Info Table:
Name of Issuer:  VOYA FINANCIAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  929089-10-0
Value:  438
Shrs or Prn Amt:
Ssh Prnamt:  6600
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  6600
Shared:  0
None:  0
Info Table:
Name of Issuer:  VULCAN MATERIALS CO
Title of Class:  COMMON STOCK USD1.0
CUSIP:  929160-10-9
Value:  2,654
Shrs or Prn Amt:
Ssh Prnamt:  14445
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14445
Shared:  0
None:  0
Info Table:
Name of Issuer:  WT OFFSHORE INC
Title of Class:  COMMON STOCK USD.00001
CUSIP:  92922P-10-6
Value:  189
Shrs or Prn Amt:
Ssh Prnamt:  49592
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49592
Shared:  0
None:  0
Info Table:
Name of Issuer:  WSFS FINANCIAL CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  929328-10-2
Value:  1,012
Shrs or Prn Amt:
Ssh Prnamt:  21713
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  21713
Shared:  0
None:  0
Info Table:
Name of Issuer:  WP CAREY INC
Title of Class:  REIT USD.001
CUSIP:  92936U-10-9
Value:  1,684
Shrs or Prn Amt:
Ssh Prnamt:  20831
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20831
Shared:  0
None:  0
Info Table:
Name of Issuer:  WEC ENERGY GROUP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  92939U-10-6
Value:  100
Shrs or Prn Amt:
Ssh Prnamt:  1003
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1003
Shared:  0
None:  0
Info Table:
Name of Issuer:  WABTEC CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  929740-10-8
Value:  73
Shrs or Prn Amt:
Ssh Prnamt:  755
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  755
Shared:  0
None:  0
Info Table:
Name of Issuer:  WALMART INC
Title of Class:  COMMON STOCK USD.1
CUSIP:  931142-10-3
Value:  4,333
Shrs or Prn Amt:
Ssh Prnamt:  29093
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  29093
Shared:  0
None:  0
Info Table:
Name of Issuer:  WALGREENS BOOTS ALLIANCE INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  931427-10-8
Value:  135
Shrs or Prn Amt:
Ssh Prnamt:  3017
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3017
Shared:  0
None:  0
Info Table:
Name of Issuer:  WARRIOR TECHNOLOGIES ACQ A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  936273-10-1
Value:  1978
Shrs or Prn Amt:
Ssh Prnamt:  200000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  200000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WARRIOR TECHNOLOGIES ACQ A
Title of Class:  WARRIOR TECHNOLOGIES A CW28
CUSIP:  936273-11-9
Value:  25
Shrs or Prn Amt:
Ssh Prnamt:  100000
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  100000
Shared:  0
None:  0
Info Table:
Name of Issuer:  WASHINGTON FEDERAL INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  938824-10-9
Value:  259
Shrs or Prn Amt:
Ssh Prnamt:  7900
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7900
Shared:  0
None:  0
Info Table:
Name of Issuer:  WASTE MANAGEMENT INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  94106L-10-9
Value:  151
Shrs or Prn Amt:
Ssh Prnamt:  955
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  955
Shared:  0
None:  0
Info Table:
Name of Issuer:  WATERS CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  941848-10-3
Value:  93
Shrs or Prn Amt:
Ssh Prnamt:  300
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  300
Shared:  0
None:  0
Info Table:
Name of Issuer:  WATTS WATER TECHNOLOGIES A
Title of Class:  COMMON STOCK USD.1
CUSIP:  942749-10-2
Value:  2,228
Shrs or Prn Amt:
Ssh Prnamt:  15958
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  15958
Shared:  0
None:  0
Info Table:
Name of Issuer:  WELLS FARGO CO
Title of Class:  COMMON STOCK USD1.666
CUSIP:  949746-10-1
Value:  4,309
Shrs or Prn Amt:
Ssh Prnamt:  88929
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  88929
Shared:  0
None:  0
Info Table:
Name of Issuer:  WELLTOWER INC
Title of Class:  REIT USD1.0
CUSIP:  95040Q-10-4
Value:  3,594
Shrs or Prn Amt:
Ssh Prnamt:  37384
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  37384
Shared:  0
None:  0
Info Table:
Name of Issuer:  WENDY S CO/THE
Title of Class:  COMMON STOCK USD.1
CUSIP:  95058W-10-0
Value:  434
Shrs or Prn Amt:
Ssh Prnamt:  19762
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  19762
Shared:  0
None:  0
Info Table:
Name of Issuer:  WESBANCO INC
Title of Class:  COMMON STOCK USD2.0833
CUSIP:  950810-10-1
Value:  713
Shrs or Prn Amt:
Ssh Prnamt:  20749
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  20749
Shared:  0
None:  0
Info Table:
Name of Issuer:  WESCO INTERNATIONAL INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  95082P-10-5
Value:  1,047
Shrs or Prn Amt:
Ssh Prnamt:  8049
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8049
Shared:  0
None:  0
Info Table:
Name of Issuer:  WEST PHARMACEUTICAL SERVICES
Title of Class:  COMMON STOCK USD.25
CUSIP:  955306-10-5
Value:  171
Shrs or Prn Amt:
Ssh Prnamt:  417
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  417
Shared:  0
None:  0
Info Table:
Name of Issuer:  WESTERN DIGITAL CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  958102-10-5
Value:  68
Shrs or Prn Amt:
Ssh Prnamt:  1367
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1367
Shared:  0
None:  0
Info Table:
Name of Issuer:  WESTLAKE CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  960413-10-2
Value:  3,136
Shrs or Prn Amt:
Ssh Prnamt:  25410
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  25410
Shared:  0
None:  0
Info Table:
Name of Issuer:  WESTROCK CO
Title of Class:  COMMON STOCK
CUSIP:  96145D-10-5
Value:  83
Shrs or Prn Amt:
Ssh Prnamt:  1768
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1768
Shared:  0
None:  0
Info Table:
Name of Issuer:  WEYERHAEUSER CO
Title of Class:  REIT USD1.25
CUSIP:  962166-10-4
Value:  989
Shrs or Prn Amt:
Ssh Prnamt:  26096
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  26096
Shared:  0
None:  0
Info Table:
Name of Issuer:  WHIRLPOOL CORP
Title of Class:  COMMON STOCK USD1.0
CUSIP:  963320-10-6
Value:  22
Shrs or Prn Amt:
Ssh Prnamt:  130
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  130
Shared:  0
None:  0
Info Table:
Name of Issuer:  WILEY (JOHN) SONS CLASS A
Title of Class:  COMMON STOCK USD1.0
CUSIP:  968223-20-6
Value:  1,271
Shrs or Prn Amt:
Ssh Prnamt:  23974
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  23974
Shared:  0
None:  0
Info Table:
Name of Issuer:  WILLIAMS COS INC
Title of Class:  COMMON STOCK USD1.0
CUSIP:  969457-10-0
Value:  127
Shrs or Prn Amt:
Ssh Prnamt:  3794
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3794
Shared:  0
None:  0
Info Table:
Name of Issuer:  WILLIAMS SONOMA INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  969904-10-1
Value:  1,117
Shrs or Prn Amt:
Ssh Prnamt:  7700
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  7700
Shared:  0
None:  0
Info Table:
Name of Issuer:  WILLSCOT MOBILE MINI HOLDING
Title of Class:  COMMON STOCK USD.0001
CUSIP:  971378-10-4
Value:  1,636
Shrs or Prn Amt:
Ssh Prnamt:  41813
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  41813
Shared:  0
None:  0
Info Table:
Name of Issuer:  WINGSTOP INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  974155-10-3
Value:  6
Shrs or Prn Amt:
Ssh Prnamt:  55
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  55
Shared:  0
None:  0
Info Table:
Name of Issuer:  WINNEBAGO INDUSTRIES
Title of Class:  COMMON STOCK USD.5
CUSIP:  974637-10-0
Value:  518
Shrs or Prn Amt:
Ssh Prnamt:  9596
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9596
Shared:  0
None:  0
Info Table:
Name of Issuer:  WINTRUST FINANCIAL CORP
Title of Class:  COMMON STOCK
CUSIP:  97650W-10-8
Value:  1,280
Shrs or Prn Amt:
Ssh Prnamt:  13778
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13778
Shared:  0
None:  0
Info Table:
Name of Issuer:  WORLD FUEL SERVICES CORP
Title of Class:  COMMON STOCK USD.01
CUSIP:  981475-10-6
Value:  356
Shrs or Prn Amt:
Ssh Prnamt:  13175
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  13175
Shared:  0
None:  0
Info Table:
Name of Issuer:  WW INTERNATIONAL INC
Title of Class:  COMMON STOCK
CUSIP:  98262P-10-1
Value:  149
Shrs or Prn Amt:
Ssh Prnamt:  14599
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  14599
Shared:  0
None:  0
Info Table:
Name of Issuer:  XPO LOGISTICS INC
Title of Class:  COMMON STOCK USD.001
CUSIP:  983793-10-0
Value:  173
Shrs or Prn Amt:
Ssh Prnamt:  2380
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2380
Shared:  0
None:  0
Info Table:
Name of Issuer:  XCEL ENERGY INC
Title of Class:  COMMON STOCK USD2.5
CUSIP:  98389B-10-0
Value:  183
Shrs or Prn Amt:
Ssh Prnamt:  2531
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2531
Shared:  0
None:  0
Info Table:
Name of Issuer:  XYLEM INC
Title of Class:  COMMON STOCK
CUSIP:  98419M-10-0
Value:  150
Shrs or Prn Amt:
Ssh Prnamt:  1761
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1761
Shared:  0
None:  0
Info Table:
Name of Issuer:  XOS INC
Title of Class:  COMMON STOCK USD.0001
CUSIP:  98423B-10-8
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  1
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1
Shared:  0
None:  0
Info Table:
Name of Issuer:  YELP INC
Title of Class:  COMMON STOCK USD.000001
CUSIP:  985817-10-5
Value:  1,218
Shrs or Prn Amt:
Ssh Prnamt:  35710
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  35710
Shared:  0
None:  0
Info Table:
Name of Issuer:  YUM BRANDS INC
Title of Class:  COMMON STOCK
CUSIP:  988498-10-1
Value:  129
Shrs or Prn Amt:
Ssh Prnamt:  1087
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  1087
Shared:  0
None:  0
Info Table:
Name of Issuer:  Z WORK ACQUISITION CORP A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  98880C-10-2
Value:  98
Shrs or Prn Amt:
Ssh Prnamt:  9996
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9996
Shared:  0
None:  0
Info Table:
Name of Issuer:  Z WORK ACQUISITION CORP A
Title of Class:  Z WORK ACQ CL A CW26
CUSIP:  98880C-11-0
Value:  1
Shrs or Prn Amt:
Ssh Prnamt:  3332
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  3332
Shared:  0
None:  0
Info Table:
Name of Issuer:  Z WORK ACQUISITION CORP
Title of Class:  UNIT USD.0001
CUSIP:  98880C-20-1
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  4
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZAI LAB LTD ADR
Title of Class:  ADR USD.00006
CUSIP:  98887Q-10-4
Value:  185
Shrs or Prn Amt:
Ssh Prnamt:  4217
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  4217
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZEBRA TECHNOLOGIES CORP CL A
Title of Class:  COMMON STOCK USD.01
CUSIP:  989207-10-5
Value:  109
Shrs or Prn Amt:
Ssh Prnamt:  264
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  264
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZENDESK INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  98936J-10-1
Value:  1,178
Shrs or Prn Amt:
Ssh Prnamt:  9797
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  9797
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIMMER ENERGY TRANSITION A
Title of Class:  COMMON STOCK USD.0001
CUSIP:  989570-10-6
Value:  486
Shrs or Prn Amt:
Ssh Prnamt:  49998
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  49998
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIMMER ENERGY TRANSITION A
Title of Class:  ZIMMER ENERGY TRANS A CW23
CUSIP:  989570-11-4
Value:  7
Shrs or Prn Amt:
Ssh Prnamt:  16666
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  16666
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIMMER ENERGY TRANSITION ACQ
Title of Class:  UNIT USD.0001
CUSIP:  989570-20-5
Value:  0
Shrs or Prn Amt:
Ssh Prnamt:  2
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  2
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZIONS BANCORP NA
Title of Class:  COMMON STOCK USD.001
CUSIP:  989701-10-7
Value:  3,851
Shrs or Prn Amt:
Ssh Prnamt:  58744
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  58744
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZOETIS INC
Title of Class:  COMMON STOCK USD.01
CUSIP:  98978V-10-3
Value:  2,385
Shrs or Prn Amt:
Ssh Prnamt:  12644
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  12644
Shared:  0
None:  0
Info Table:
Name of Issuer:  ZUMIEZ INC
Title of Class:  COMMON STOCK
CUSIP:  989817-10-1
Value:  339
Shrs or Prn Amt:
Ssh Prnamt:  8873
Ssh Prnamt Type:  SH
Investment Discretion:  SOLE
Voting Authority:
Sole:  8873
Shared:  0
None:  0


↑Top
Filing Submission 0001567619-22-008999   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)
Copyright © 2024 Fran Finnegan & Company LLC – All Rights Reserved.
About — Privacy — Redactions — Help — Fri., May 17, 10:43:37.6am ET