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Dupont Capital Management Corp. – ‘13F-HR’ for 6/30/22 – ‘INFO-TABLE’

On: Tuesday, 7/26/22, at 3:24pm ET · Effective: 7/26/22 · For: 6/30/22 · Accession #: 1567619-22-14478 · File #: 28-05977

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

 7/26/22  Dupont Capital Management Corp.   13F-HR      6/30/22    2:720K                                   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    717K 
                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

SEC Info℠ rendering: Portfolio Securities Holdings Info Table

Dupont Capital Management Corp.
DE
· Form 13F Combination Report

§13(f) Securities Holdings · For: 6/30/22 · Assets: $2,135,273,000 · History: Assets Under Management

Security				Market Valueª		Shares or Principal			Investment Discretion	Other Managersº	Voting Authority
Issuer Name	Issue Class	Opt.	CUSIP/CINS	$1000s	Weight	Amount	S/P	Price	Investment Discretion	Other Managersº	Sole	Shared	None
										↓List	*(S/P Amounts or For All)*

360 DIGITECH INC	ADR USD.00001	–	88557W·10·1	88	0.00%	5,072	Sh.	17.35	Sole	–	Sole	–	–
3M CO	COMMON STOCK USD.01	–	88579Y·10·1	238	0.01%	1,842	Sh.	129.21	Sole	–	Sole	–	–
5 01 ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	33836P·10·5	743	0.03%	75,000	Sh.	9.91	Sole	–	Sole	–	–
7 ACQUISITION CORP A	7 ACQUISITION CORP A CW23	–	G80694·11·3	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
7 ACQUISITION CORP A	COMMON STOCK USD.0001	–	G80694·10·5	498	0.02%	50,000	Sh.	9.96	Sole	–	Sole	–	–
A10 NETWORKS INC	COMMON STOCK USD.00001	–	002121·10·1	457	0.02%	31,753	Sh.	14.39	Sole	–	Sole	–	–
AAR CORP	COMMON STOCK USD1.0	–	000361·10·5	370	0.02%	8,843	Sh.	41.84	Sole	–	Sole	–	–
ABBOTT LABORATORIES	COMMON STOCK	–	002824·10·0	8,492	0.40%	78,155	Sh.	108.66	Sole	–	Sole	–	–
ABBVIE INC	COMMON STOCK USD.01	–	00287Y·10·9	7,581	0.36%	49,495	Sh.	153.17	Sole	–	Sole	–	–
ABG ACQUISITION CORP I A	COMMON STOCK USD.0001	–	G00496·10·2	761	0.04%	77,685	Sh.	9.80	Sole	–	Sole	–	–
ABIOMED INC	COMMON STOCK USD.01	–	003654·10·0	129	0.01%	522	Sh.	247.13	Sole	–	Sole	–	–
ACADEMY SPORTS OUTDOORS IN	COMMON STOCK USD.01	–	00402L·10·7	921	0.04%	25,911	Sh.	35.54	Sole	–	Sole	–	–
ACADIA PHARMACEUTICALS INC	COMMON STOCK USD.0001	–	004225·10·8	287	0.01%	20,383	Sh.	14.08	Sole	–	Sole	–	–
ACCELERATE ACQUISITION COR A	ACCELERATE ACQUISITION CW27	–	00439D·11·0	11	0.00%	66,666	Sh.	0.17	Sole	–	Sole	–	–
ACCELERATE ACQUISITION COR A	COMMON STOCK USD.0001	–	00439D·10·2	1,952	0.09%	199,998	Sh.	9.76	Sole	–	Sole	–	–
ACCELERATE ACQUISITION CORP	UNIT USD.0001	–	00439D·20·1	–	–	2	Sh.	?	Sole	–	Sole	–	–
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	–	G1151C·10·1	5,053	0.24%	18,200	Sh.	277.64	Sole	–	Sole	–	–
ACE CONVERGENCE ACQU CLASS A	ACE CONVERGENCE ACQU C CW27	–	G0083D·10·4	2	0.00%	25,000	Sh.	≈0.08	Sole	–	Sole	–	–
ACI WORLDWIDE INC	COMMON STOCK USD.005	–	004498·10·1	669	0.03%	25,828	Sh.	25.90	Sole	–	Sole	–	–
ACROPOLIS INFRASTRUCTURE A	ACROPOLIS INFRASTRUCTU CW26	–	005029·11·1	14	0.00%	66,666	Sh.	0.21	Sole	–	Sole	–	–
ACROPOLIS INFRASTRUCTURE A	COMMON STOCK USD.0001	–	005029·10·3	1,934	0.09%	199,998	Sh.	9.67	Sole	–	Sole	–	–
ACROPOLIS INFRASTRUCTURE ACQ	UNIT USD.0001	–	005029·20·2	–	–	2	Sh.	?	Sole	–	Sole	–	–
ACTIVISION BLIZZARD INC	COMMON STOCK USD.000001	–	00507V·10·9	1,464	0.07%	18,798	Sh.	77.88	Sole	–	Sole	–	–
ACUITY BRANDS INC	COMMON STOCK USD.01	–	00508Y·10·2	1,521	0.07%	9,873	Sh.	154.06	Sole	–	Sole	–	–
ACUSHNET HOLDINGS CORP	COMMON STOCK USD.001	–	005098·10·8	1,519	0.07%	36,452	Sh.	41.67	Sole	–	Sole	–	–
ADIT EDTECH ACQUISITION	ADIT EDTECH ACQ CW27	–	007024·11·0	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
ADIT EDTECH ACQUISITION	COMMON STOCK USD.0001	–	007024·10·2	246	0.01%	25,000	Sh.	9.84	Sole	–	Sole	–	–
ADOBE INC	COMMON STOCK USD.0001	–	00724F·10·1	9,378	0.44%	25,618	Sh.	366.07	Sole	–	Sole	–	–
ADTRAN INC	COMMON STOCK USD.01	–	00738A·10·6	149	0.01%	8,514	Sh.	17.50	Sole	–	Sole	–	–
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	–	00751Y·10·6	178	0.01%	1,027	Sh.	173.32	Sole	–	Sole	–	–
ADVANCED DRAINAGE SYSTEMS IN	COMMON STOCK USD.01	–	00790R·10·4	368	0.02%	4,086	Sh.	90.06	Sole	–	Sole	–	–
ADVANCED ENERGY INDUSTRIES	COMMON STOCK USD.001	–	007973·10·0	835	0.04%	11,445	Sh.	72.96	Sole	–	Sole	–	–
ADVANCED MERGER PARTNERS I A	ADVANCED MERGER PART CW26	–	00777J·11·7	–	–	832	Sh.	?	Sole	–	Sole	–	–
ADVANCED MERGER PARTNERS I A	COMMON STOCK USD.0001	–	00777J·10·9	49	0.00%	4,992	Sh.	9.82	Sole	–	Sole	–	–
ADVANCED MERGER PARTNERS INC	UNIT USD.0001	–	00777J·20·8	–	–	8	Sh.	?	Sole	–	Sole	–	–
ADVANCED MICRO DEVICES	COMMON STOCK USD.01	–	007903·10·7	866	0.04%	11,329	Sh.	76.44	Sole	–	Sole	–	–
ADVANSIX INC	COMMON STOCK USD.01	–	00773T·10·1	143	0.01%	4,289	Sh.	33.34	Sole	–	Sole	–	–
AEA BRIDGES IMPACT CORP CL A	AEA BRIDGES IMPACT COR CW25	–	G01046·11·2	19	0.00%	50,000	Sh.	0.38	Sole	–	Sole	–	–
AECOM	COMMON STOCK USD.01	–	00766T·10·0	489	0.02%	7,492	Sh.	65.27	Sole	–	Sole	–	–
AERCAP HOLDINGS NV	COMMON STOCK EUR.01	–	N00985·10·6	139	0.01%	3,384	Sh.	41.08	Sole	–	Sole	–	–
AES CORP	COMMON STOCK USD.01	–	00130H·10·5	158	0.01%	7,534	Sh.	20.97	Sole	–	Sole	–	–
AEVA TECHNOLOGIES INC	INTERPRIVATE ACQUISITI CW24	–	00835Q·11·1	–	–	2	Sh.	?	Sole	–	Sole	–	–
AF ACQUISITION CORP	UNIT USD.0001	–	001040·20·3	–	–	2	Sh.	?	Sole	–	Sole	–	–
AF ACQUISITION CORP CLASS A	AF ACQUISITION CORP CW28	–	001040·11·2	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
AF ACQUISITION CORP CLASS A	COMMON STOCK USD.0001	–	001040·10·4	487	0.02%	49,998	Sh.	9.74	Sole	–	Sole	–	–
AFLAC INC	COMMON STOCK USD.1	–	001055·10·2	105	0.00%	1,898	Sh.	55.32	Sole	–	Sole	–	–
AFRICAN GOLD ACQUISITION C A	AFRICAN GOLD ACQUISITION CW	–	G0112R·12·4	1	0.00%	7,500	Sh.	≈0.13	Sole	–	Sole	–	–
AFRICAN GOLD ACQUISITION C A	COMMON STOCK USD.0001	–	G0112R·10·8	98	0.00%	10,000	Sh.	9.80	Sole	–	Sole	–	–
AFTERNEXT HEALTHTECH ACQUI A	AFTERNEXT HEALTHTECH CW23	–	G01109·12·6	10	0.00%	50,000	Sh.	0.20	Sole	–	Sole	–	–
AFTERNEXT HEALTHTECH ACQUI A	COMMON STOCK USD.0001	–	G01109·10·0	1,457	0.07%	150,000	Sh.	9.71	Sole	–	Sole	–	–
AGCO CORP	COMMON STOCK USD.01	–	001084·10·2	1,022	0.05%	10,359	Sh.	98.66	Sole	–	Sole	–	–
AGILE GROWTH CORP	UNIT USD.0001	–	G01202·12·9	–	–	4	Sh.	?	Sole	–	Sole	–	–
AGILE GROWTH CORP A	AGILE GROWTH CORP CW27	–	G01202·11·1	7	0.00%	33,332	Sh.	≈0.21	Sole	–	Sole	–	–
AGILE GROWTH CORP A	COMMON STOCK USD.0001	–	G01202·10·3	982	0.05%	99,996	Sh.	9.82	Sole	–	Sole	–	–
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	–	00846U·10·1	3,300	0.15%	27,785	Sh.	118.77	Sole	–	Sole	–	–
AGILYSYS INC	COMMON STOCK USD.3	–	00847J·10·5	206	0.01%	4,364	Sh.	47.20	Sole	–	Sole	–	–
AGREE REALTY CORP	REIT USD.0001	–	008492·10·0	820	0.04%	11,370	Sh.	72.12	Sole	–	Sole	–	–
AIR PRODUCTS CHEMICALS INC	COMMON STOCK USD1.0	–	009158·10·6	219	0.01%	910	Sh.	240.66	Sole	–	Sole	–	–
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	–	00971T·10·1	35	0.00%	387	Sh.	90.44	Sole	–	Sole	–	–
ALARM.COM HOLDINGS INC	COMMON STOCK	–	011642·10·5	482	0.02%	7,797	Sh.	61.82	Sole	–	Sole	–	–
ALASKA AIR GROUP INC	COMMON STOCK USD.01	–	011659·10·9	67	0.00%	1,682	Sh.	39.83	Sole	–	Sole	–	–
ALBANY INTL CORP CL A	COMMON STOCK USD.001	–	012348·10·8	861	0.04%	10,924	Sh.	78.82	Sole	–	Sole	–	–
ALBEMARLE CORP	COMMON STOCK USD.01	–	012653·10·1	891	0.04%	4,262	Sh.	209.06	Sole	–	Sole	–	–
ALDEYRA THERAPEUTICS INC	COMMON STOCK USD.001	–	01438T·10·6	631	0.03%	158,031	Sh.	3.99	Sole	–	Sole	–	–
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	–	015271·10·9	2,395	0.11%	16,517	Sh.	145.00	Sole	–	Sole	–	–
ALKERMES PLC	COMMON STOCK USD.01	–	G01767·10·5	612	0.03%	20,528	Sh.	29.81	Sole	–	Sole	–	–
ALLEGION PLC	COMMON STOCK USD.01	–	G0176J·10·9	1,399	0.07%	14,292	Sh.	97.89	Sole	–	Sole	–	–
ALLIANT ENERGY CORP	COMMON STOCK USD.01	–	018802·10·8	92	0.00%	1,566	Sh.	58.75	Sole	–	Sole	–	–
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	–	01973R·10·1	1,264	0.06%	32,862	Sh.	38.46	Sole	–	Sole	–	–
ALLOGENE THERAPEUTICS INC	COMMON STOCK USD.001	–	019770·10·6	180	0.01%	15,817	Sh.	11.38	Sole	–	Sole	–	–
ALLSTATE CORP	COMMON STOCK USD.01	–	020002·10·1	121	0.01%	955	Sh.	126.70	Sole	–	Sole	–	–
ALPHA CAPITAL ACQUISITION A	ALPHA CAPITAL ACQ CL A CW27	–	G0316P·12·2	13	0.00%	49,999	Sh.	0.26	Sole	–	Sole	–	–
ALPHA CAPITAL ACQUISITION A	COMMON STOCK USD.0001	–	G0316P·13·0	988	0.05%	99,998	Sh.	9.88	Sole	–	Sole	–	–
ALPHA CAPITAL ACQUISITION CO	UNIT USD.0001	–	G0316P·11·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
ALPHA PARTNERS TECHNOLOGY A	ALPHA PARTNERS TECHNOLOGY CW	–	G63290·10·3	6	0.00%	33,332	Sh.	≈0.18	Sole	–	Sole	–	–
ALPHA PARTNERS TECHNOLOGY A	COMMON STOCK USD.0001	–	G63290·11·1	968	0.05%	99,996	Sh.	9.68	Sole	–	Sole	–	–
ALPHA PARTNERS TECHNOLOGY ME	UNIT USD.0001	–	G63290·12·9	–	–	4	Sh.	?	Sole	–	Sole	–	–
ALPHABET INC CL A	COMMON STOCK USD.001	–	02079K·30·5	7,763	0.36%	3,562	Sh.	2,179.39	Sole	–	Sole	–	–
ALPHABET INC CL C	COMMON STOCK USD.001	–	02079K·10·7	40,617	1.90%	18,568	Sh.	2,187.47	Sole	–	Sole	–	–
ALTC ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	02156V·10·9	1,930	0.09%	200,000	Sh.	9.65	Sole	–	Sole	–	–
ALTIMAR ACQUISITION CORP A	ALTIMAR ACQUISITION A CW28	–	G0370U·11·6	2	0.00%	6,250	Sh.	≈0.32	Sole	–	Sole	–	–
ALTIMAR ACQUISITION CORP A	COMMON STOCK USD.0001	–	G0370U·10·8	245	0.01%	25,000	Sh.	9.80	Sole	–	Sole	–	–
ALTIMETER GROWTH CORP 2 A	COMMON STOCK USD.0001	–	G0371B·10·9	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
ALTRIA GROUP INC	COMMON STOCK USD.333	–	02209S·10·3	1,939	0.09%	46,416	Sh.	41.77	Sole	–	Sole	–	–
ALVOTECH SA	ALVOTECH SA 27	–	L01800·11·6	16	0.00%	18,750	Sh.	0.85	Sole	–	Sole	–	–
AMAZON.COM INC	COMMON STOCK USD.01	–	023135·10·6	36,176	1.69%	340,605	Sh.	106.21	Sole	–	Sole	–	–
AMC ENTERTAINMENT HLDS CL A	COMMON STOCK USD.01	–	00165C·10·4	258	0.01%	19,008	Sh.	13.57	Sole	–	Sole	–	–
AMC NETWORKS INC A	COMMON STOCK	–	00164V·10·3	175	0.01%	6,012	Sh.	29.11	Sole	–	Sole	–	–
AMCOR PLC	COMMON STOCK USD.01	–	G0250X·10·7	80	0.00%	6,433	Sh.	12.44	Sole	–	Sole	–	–
AMDOCS LTD	COMMON STOCK GBP.0001	–	G02602·10·3	486	0.02%	5,832	Sh.	83.33	Sole	–	Sole	–	–
AMEDISYS INC	COMMON STOCK USD.001	–	023436·10·8	288	0.01%	2,744	Sh.	104.96	Sole	–	Sole	–	–
AMEREN CORPORATION	COMMON STOCK USD.01	–	023608·10·2	30	0.00%	337	Sh.	89.02	Sole	–	Sole	–	–
AMERICAN AIRLINES GROUP INC	COMMON STOCK	–	02376R·10·2	985	0.05%	77,674	Sh.	12.68	Sole	–	Sole	–	–
AMERICAN ASSETS TRUST INC	REIT USD.01	–	024013·10·4	682	0.03%	22,947	Sh.	29.72	Sole	–	Sole	–	–
AMERICAN AXLE MFG HOLDINGS	COMMON STOCK USD.01	–	024061·10·3	109	0.01%	14,531	Sh.	7.50	Sole	–	Sole	–	–
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	–	024835·10·0	3,984	0.19%	61,800	Sh.	64.47	Sole	–	Sole	–	–
AMERICAN EAGLE OUTFITTERS	COMMON STOCK USD.01	–	02553E·10·6	148	0.01%	13,277	Sh.	11.15	Sole	–	Sole	–	–
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	–	025537·10·1	1,905	0.09%	19,860	Sh.	95.92	Sole	–	Sole	–	–
AMERICAN EXPRESS CO	COMMON STOCK USD.2	–	025816·10·9	1,141	0.05%	8,230	Sh.	138.64	Sole	–	Sole	–	–
AMERICAN FINANCIAL GROUP INC	COMMON STOCK	–	025932·10·4	417	0.02%	3,007	Sh.	138.68	Sole	–	Sole	–	–
AMERICAN HOMES 4 RENT A	REIT USD.01	–	02665T·30·6	3,141	0.15%	88,627	Sh.	35.44	Sole	–	Sole	–	–
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	–	026874·78·4	1,232	0.06%	24,086	Sh.	51.15	Sole	–	Sole	–	–
AMERICAN SOFTWARE INC CL A	COMMON STOCK USD.1	–	029683·10·9	422	0.02%	26,092	Sh.	16.17	Sole	–	Sole	–	–
AMERICAN STATES WATER CO	COMMON STOCK	–	029899·10·1	1,189	0.06%	14,590	Sh.	81.49	Sole	–	Sole	–	–
AMERICAN TOWER CORP	REIT USD.01	–	03027X·10·0	1,208	0.06%	4,727	Sh.	255.55	Sole	–	Sole	–	–
AMERICAN WATER WORKS CO INC	COMMON STOCK USD.01	–	030420·10·3	137	0.01%	920	Sh.	148.91	Sole	–	Sole	–	–
AMERICOLD REALTY TRUST INC	REIT USD.01	–	03064D·10·8	1,393	0.07%	46,382	Sh.	30.03	Sole	–	Sole	–	–
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	–	03076C·10·6	76	0.00%	319	Sh.	238.24	Sole	–	Sole	–	–
AMERIS BANCORP	COMMON STOCK USD1.0	–	03076K·10·8	1,064	0.05%	26,476	Sh.	40.19	Sole	–	Sole	–	–
AMERISAFE INC	COMMON STOCK USD.01	–	03071H·10·0	424	0.02%	8,143	Sh.	52.07	Sole	–	Sole	–	–
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	–	03073E·10·5	67	0.00%	475	Sh.	141.05	Sole	–	Sole	–	–
AMETEK INC	COMMON STOCK USD.01	–	031100·10·0	9,825	0.46%	89,404	Sh.	109.89	Sole	–	Sole	–	–
AMGEN INC	COMMON STOCK USD.0001	–	031162·10·0	1,535	0.07%	6,311	Sh.	243.23	Sole	–	Sole	–	–
AMICUS THERAPEUTICS INC	COMMON STOCK USD.01	–	03152W·10·9	402	0.02%	37,407	Sh.	10.75	Sole	–	Sole	–	–
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	–	031652·10·0	1,026	0.05%	60,504	Sh.	16.96	Sole	–	Sole	–	–
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	–	001744·10·1	1,541	0.07%	14,046	Sh.	109.71	Sole	–	Sole	–	–
AMNEAL PHARMACEUTICALS INC	COMMON STOCK USD.01	–	03168L·10·5	142	0.01%	44,756	Sh.	3.17	Sole	–	Sole	–	–
AMPHENOL CORP CL A	COMMON STOCK USD.001	–	032095·10·1	4,968	0.23%	77,174	Sh.	64.37	Sole	–	Sole	–	–
ANALOG DEVICES INC	COMMON STOCK USD.167	–	032654·10·5	7,851	0.37%	53,738	Sh.	146.10	Sole	–	Sole	–	–
ANSYS INC	COMMON STOCK USD.01	–	03662Q·10·5	1,007	0.05%	4,208	Sh.	239.31	Sole	–	Sole	–	–
ANTERO RESOURCES CORP	COMMON STOCK USD.01	–	03674X·10·6	411	0.02%	13,424	Sh.	30.62	Sole	–	Sole	–	–
ANTHEMIS DIGITAL ACQUISITION	ANTHEMIS DIGITAL ACQ CW23	–	G03959·11·4	2	0.00%	12,500	Sh.	≈0.16	Sole	–	Sole	–	–
ANTHEMIS DIGITAL ACQUISITION	COMMON STOCK USD.0001	–	G03959·10·6	250	0.01%	25,000	Sh.	10.00	Sole	–	Sole	–	–
ANYWHERE REAL ESTATE INC	COMMON STOCK USD.01	–	75605Y·10·6	245	0.01%	24,873	Sh.	9.85	Sole	–	Sole	–	–
ANZU SPECIAL ACQUISITION A	COMMON STOCK USD.0001	–	03737A·10·1	2,940	0.14%	300,000	Sh.	9.80	Sole	–	Sole	–	–
ANZU SPECIAL ACQUISITION COR	ANZU SPECIAL ACQ CW27	–	03737A·11·9	12	0.00%	100,000	Sh.	0.12	Sole	–	Sole	–	–
AON PLC CLASS A	COMMON STOCK	–	G0403H·10·8	213	0.01%	789	Sh.	269.96	Sole	–	Sole	–	–
APA CORP	COMMON STOCK USD.625	–	03743Q·10·8	3,432	0.16%	98,345	Sh.	34.90	Sole	–	Sole	–	–
APELLIS PHARMACEUTICALS INC	COMMON STOCK USD.0001	–	03753U·10·6	143	0.01%	3,167	Sh.	45.15	Sole	–	Sole	–	–
APOLLO STRATEGIC GROWTH CL A	APOLLO STRATEGIC CL A CW27	–	G0412A·12·8	2	0.00%	8,000	Sh.	≈0.25	Sole	–	Sole	–	–
APOLLO STRATEGIC GROWTH CL A	COMMON STOCK USD.00025	–	G0412A·10·2	393	0.02%	40,000	Sh.	9.82	Sole	–	Sole	–	–
APPLE HOSPITALITY REIT INC	REIT NPV	–	03784Y·20·0	1,002	0.05%	68,323	Sh.	14.67	Sole	–	Sole	–	–
APPLE INC	COMMON STOCK USD.00001	–	037833·10·0	63,219	2.96%	462,401	Sh.	136.72	Sole	–	Sole	–	–
APPLIED MATERIALS INC	COMMON STOCK USD.01	–	038222·10·5	3,733	0.17%	41,030	Sh.	90.98	Sole	–	Sole	–	–
APTIV PLC	COMMON STOCK USD.01	–	G6095L·10·9	480	0.02%	5,386	Sh.	89.12	Sole	–	Sole	–	–
APYX MEDICAL CORP	COMMON STOCK USD.001	–	03837C·10·6	146	0.01%	24,971	Sh.	5.85	Sole	–	Sole	–	–
AQUABOUNTY TECHNOLOGIES	COMMON STOCK USD.001	–	03842K·20·0	193	0.01%	113,056	Sh.	1.71	Sole	–	Sole	–	–
ARCHER DANIELS MIDLAND CO	COMMON STOCK	–	039483·10·2	174	0.01%	2,236	Sh.	77.82	Sole	–	Sole	–	–
ARCLIGHT CLEAN TRANSITION A	ARCLIGHT CLEAN TR CL A CW27	–	G0R21B112 ?	5	0.00%	5,000	Sh.	≈1.00	Sole	–	Sole	–	–
ARCLIGHT CLEAN TRANSITION A	COMMON STOCK USD.0001	–	G0R21B104 ?	249	0.01%	25,000	Sh.	9.96	Sole	–	Sole	–	–
ARCTOS NORTHSTAR ACQUISIT A	ARCTOS NORTHSTAR ACQ CW28	–	G0477L·12·6	5	0.00%	37,500	Sh.	≈0.13	Sole	–	Sole	–	–
ARCTOS NORTHSTAR ACQUISIT A	COMMON STOCK USD.0001	–	G0477L·10·0	1,473	0.07%	150,000	Sh.	9.82	Sole	–	Sole	–	–
ARENA FORTIFY ACQUISITION A	ARENA FORTIFY ACQ CL A CW28	–	04005A·11·2	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
ARENA FORTIFY ACQUISITION A	COMMON STOCK USD.0001	–	04005A·10·4	251	0.01%	25,000	Sh.	10.04	Sole	–	Sole	–	–
ARES ACQUISITION CORP A	ARES ACQUISITION CL A CW27	–	G33032·12·2	9	0.00%	40,000	Sh.	≈0.23	Sole	–	Sole	–	–
ARES ACQUISITION CORP A	COMMON STOCK USD.0001	–	G33032·10·6	1,966	0.09%	200,000	Sh.	9.83	Sole	–	Sole	–	–
ARES COMMERCIAL REAL ESTATE	REIT USD.01	–	04013V·10·8	120	0.01%	9,832	Sh.	12.21	Sole	–	Sole	–	–
ARGO GROUP INTERNATIONAL	COMMON STOCK USD1.0	–	G0464B·10·7	123	0.01%	3,347	Sh.	36.75	Sole	–	Sole	–	–
ARGUS CAPITAL CORP CL A	ARGUS CAPITAL CORP CW23	–	04026L·11·3	5	0.00%	25,000	Sh.	≈0.20	Sole	–	Sole	–	–
ARGUS CAPITAL CORP CL A	COMMON STOCK USD.0001	–	04026L·10·5	500	0.02%	50,000	Sh.	10.00	Sole	–	Sole	–	–
ARISTA NETWORKS INC	COMMON STOCK USD.0001	–	040413·10·6	99	0.00%	1,054	Sh.	93.93	Sole	–	Sole	–	–
ARMADA HOFFLER PROPERTIES IN	REIT USD.01	–	04208T·10·8	288	0.01%	22,403	Sh.	12.86	Sole	–	Sole	–	–
ARROW ELECTRONICS INC	COMMON STOCK USD1.0	–	042735·10·0	2,305	0.11%	20,561	Sh.	112.11	Sole	–	Sole	–	–
ARROWHEAD PHARMACEUTICALS IN	COMMON STOCK USD.001	–	04280A·10·0	146	0.01%	4,150	Sh.	35.18	Sole	–	Sole	–	–
ARTHUR J GALLAGHER CO	COMMON STOCK USD1.0	–	363576·10·9	126	0.01%	774	Sh.	162.79	Sole	–	Sole	–	–
ARYA SCIENCES ACQUISITION A	COMMON STOCK USD.0001	–	G31658·10·0	972	0.05%	100,000	Sh.	9.72	Sole	–	Sole	–	–
ASCENDANT DIGITAL ACQU CL A	ASCENDANT DIGITAL ACQ CW23	–	G05157·11·3	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
ASCENDANT DIGITAL ACQU CL A	COMMON STOCK USD.0001	–	G05157·10·5	501	0.02%	50,000	Sh.	10.02	Sole	–	Sole	–	–
ASHLAND GLOBAL HOLDINGS INC	COMMON STOCK	–	044186·10·4	240	0.01%	2,328	Sh.	103.09	Sole	–	Sole	–	–
ASPEN TECHNOLOGY INC	COMMON STOCK	–	29109X·10·6	691	0.03%	3,762	Sh.	183.68	Sole	–	Sole	–	–
ASSURANT INC	COMMON STOCK USD.01	–	04621X·10·8	28	0.00%	163	Sh.	171.78	Sole	–	Sole	–	–
ATHENA CONSUMER ACQUISITIO A	ATHENA CONSUMER ACQ CW23	–	04684M·11·4	4	0.00%	25,000	Sh.	≈0.16	Sole	–	Sole	–	–
ATHENA CONSUMER ACQUISITIO A	COMMON STOCK USD.0001	–	04684M·10·6	501	0.02%	50,000	Sh.	10.02	Sole	–	Sole	–	–
ATHLON ACQUISITION CORP A	ATHLON ACQUISITION WTS CW26	–	04748A·11·4	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
ATHLON ACQUISITION CORP A	COMMON STOCK USD.0001	–	04748A·10·6	246	0.01%	25,000	Sh.	9.84	Sole	–	Sole	–	–
ATKORE INC	COMMON STOCK USD.01	–	047649·10·8	3,426	0.16%	41,270	Sh.	83.01	Sole	–	Sole	–	–
ATLANTIC AVENUE ACQUISI CL A	ATLANTIC AVENUE ACQUIS CW27	–	04906P·11·9	5	0.00%	60,000	Sh.	≈0.08	Sole	–	Sole	–	–
ATLANTIC AVENUE ACQUISI CL A	COMMON STOCK USD.0001	–	04906P·10·1	1,190	0.06%	120,000	Sh.	9.92	Sole	–	Sole	–	–
ATLAS CREST INVESTMENT COR A	ATLAS CREST INV CL A CW28	–	049287·11·3	1	0.00%	6,250	Sh.	≈0.16	Sole	–	Sole	–	–
ATLAS CREST INVESTMENT COR A	COMMON STOCK USD.0001	–	049287·10·5	245	0.01%	25,000	Sh.	9.80	Sole	–	Sole	–	–
ATMOS ENERGY CORP	COMMON STOCK	–	049560·10·5	36	0.00%	324	Sh.	111.11	Sole	–	Sole	–	–
ATT INC	COMMON STOCK USD1.0	–	00206R·10·2	489	0.02%	23,338	Sh.	20.95	Sole	–	Sole	–	–
AURINIA PHARMACEUTICALS INC	COMMON STOCK	–	05156V·10·2	89	0.00%	8,845	Sh.	10.06	Sole	–	Sole	–	–
AURORA ACQUISITION CORP A	AURORA ACQUISITION A CW28	–	G0698L·12·9	5	0.00%	31,250	Sh.	≈0.16	Sole	–	Sole	–	–
AURORA ACQUISITION CORP A	COMMON STOCK USD.0001	–	G0698L·10·3	1,225	0.06%	125,000	Sh.	9.80	Sole	–	Sole	–	–
AUSTERLITZ ACQUISITION COR A	AUSTERLITZ ACQ CL A CW26	–	G0633D·12·5	7	0.00%	25,000	Sh.	≈0.28	Sole	–	Sole	–	–
AUSTERLITZ ACQUISITION COR A	AUSTERLITZ ACQ CL A CW27	–	G0633U·12·7	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
AUSTERLITZ ACQUISITION COR A	COMMON STOCK USD.0001	–	G0633U·10·1	975	0.05%	100,000	Sh.	9.75	Sole	–	Sole	–	–
AUTHENTIC EQUITY ACQUISITI A	AUTHENTIC EQUITY ACQ CW27	–	G06607·12·4	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
AUTHENTIC EQUITY ACQUISITI A	COMMON STOCK USD.0001	–	G06607·10·8	246	0.01%	25,000	Sh.	9.84	Sole	–	Sole	–	–
AUTODESK INC	COMMON STOCK USD.01	–	052769·10·6	2,040	0.10%	11,865	Sh.	171.93	Sole	–	Sole	–	–
AUTOMATIC DATA PROCESSING	COMMON STOCK USD.1	–	053015·10·3	259	0.01%	1,235	Sh.	209.72	Sole	–	Sole	–	–
AUTONATION INC	COMMON STOCK USD.01	–	05329W·10·2	2,763	0.13%	24,723	Sh.	111.76	Sole	–	Sole	–	–
AUTOZONE INC	COMMON STOCK USD.01	–	053332·10·2	5,876	0.28%	2,734	Sh.	2,149.23	Sole	–	Sole	–	–
AVALONBAY COMMUNITIES INC	REIT USD.01	–	053484·10·1	3,592	0.17%	18,491	Sh.	194.26	Sole	–	Sole	–	–
AVANTI ACQUISITION CORP A	AVANTI ACQUISITION A CW25	–	G0682V·12·5	4	0.00%	50,000	Sh.	≈0.08	Sole	–	Sole	–	–
AVANTI ACQUISITION CORP A	COMMON STOCK USD.0001	–	G0682V·10·9	991	0.05%	100,000	Sh.	9.91	Sole	–	Sole	–	–
AVANTOR INC	COMMON STOCK USD.01	–	05352A·10·0	207	0.01%	6,648	Sh.	31.14	Sole	–	Sole	–	–
AVAYA HOLDINGS CORP	COMMON STOCK USD.001	–	05351X·10·1	83	0.00%	37,250	Sh.	2.23	Sole	–	Sole	–	–
AVERY DENNISON CORP	COMMON STOCK USD1.0	–	053611·10·9	1,962	0.09%	12,120	Sh.	161.88	Sole	–	Sole	–	–
AVID TECHNOLOGY INC	COMMON STOCK USD.01	–	05367P·10·0	215	0.01%	8,294	Sh.	25.92	Sole	–	Sole	–	–
AVIDXCHANGE HOLDINGS INC	COMMON STOCK USD.001	–	05368X·10·2	120	0.01%	19,625	Sh.	6.11	Sole	–	Sole	–	–
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	–	053774·10·5	155	0.01%	1,051	Sh.	147.48	Sole	–	Sole	–	–
AVNET INC	COMMON STOCK USD1.0	–	053807·10·3	3,136	0.15%	73,127	Sh.	42.88	Sole	–	Sole	–	–
AXOGEN INC	COMMON STOCK USD.01	–	05463X·10·6	178	0.01%	21,694	Sh.	8.21	Sole	–	Sole	–	–
AXONICS INC	COMMON STOCK USD.0001	–	05465P·10·1	160	0.01%	2,831	Sh.	56.52	Sole	–	Sole	–	–
AZZ INC	COMMON STOCK USD1.0	–	002474·10·4	766	0.04%	18,757	Sh.	40.84	Sole	–	Sole	–	–
BAKER HUGHES CO	COMMON STOCK USD.0001	–	05722G·10·0	104	0.00%	3,594	Sh.	28.94	Sole	–	Sole	–	–
BANCORP INC/THE	COMMON STOCK USD1.0	–	05969A·10·5	119	0.01%	6,101	Sh.	19.50	Sole	–	Sole	–	–
BANK OF AMERICA CORP	COMMON STOCK USD.01	–	060505·10·4	12,375	0.58%	397,530	Sh.	31.13	Sole	–	Sole	–	–
BANK OF N.T. BUTTERFIELDSON	COMMON STOCK BMD1.0	–	G0772R·20·8	445	0.02%	14,274	Sh.	31.18	Sole	–	Sole	–	–
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	–	064058·10·0	430	0.02%	10,308	Sh.	41.72	Sole	–	Sole	–	–
BANK OZK	COMMON STOCK	–	06417N·10·3	124	0.01%	3,307	Sh.	37.50	Sole	–	Sole	–	–
BANNER CORPORATION	COMMON STOCK USD.01	–	06652V·20·8	459	0.02%	8,171	Sh.	56.17	Sole	–	Sole	–	–
BATH BODY WORKS INC	COMMON STOCK USD.5	–	070830·10·4	309	0.01%	11,473	Sh.	26.93	Sole	–	Sole	–	–
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.0	–	071813·10·9	1,363	0.06%	21,226	Sh.	64.21	Sole	–	Sole	–	–
BEARD ENERGY TRANSITION AC A	BEARD ENERGY TRANSITIO CW27	–	07402Q·11·9	15	0.00%	75,000	Sh.	0.20	Sole	–	Sole	–	–
BEARD ENERGY TRANSITION AC A	COMMON STOCK USD.0001	–	07402Q·10·1	1,492	0.07%	150,000	Sh.	9.95	Sole	–	Sole	–	–
BECTON DICKINSON AND CO	COMMON STOCK USD1.0	–	075887·10·9	285	0.01%	1,156	Sh.	246.54	Sole	–	Sole	–	–
BELLRING BRANDS INC	COMMON STOCK USD.01	–	07831C·10·3	139	0.01%	5,577	Sh.	24.92	Sole	–	Sole	–	–
BENCHMARK ELECTRONICS INC	COMMON STOCK USD.1	–	08160H·10·1	194	0.01%	8,611	Sh.	22.53	Sole	–	Sole	–	–
BENSON HILL INC	WARRANT	–	082490·11·1	4	0.00%	7,500	Sh.	≈0.53	Sole	–	Sole	–	–
BERKSHIRE GREY INC WTS	CALL 21JUL26	–	084656·11·5	7	0.00%	30,961	Sh.	≈0.23	Sole	–	Sole	–	–
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	–	084670·70·2	14,570	0.68%	53,365	Sh.	273.03	Sole	–	Sole	–	–
BERRY GLOBAL GROUP INC	COMMON STOCK USD.01	–	08579W·10·3	896	0.04%	16,401	Sh.	54.63	Sole	–	Sole	–	–
BEST BUY CO INC	COMMON STOCK USD.1	–	086516·10·1	61	0.00%	936	Sh.	65.17	Sole	–	Sole	–	–
BIG SKY GROWTH PARTNERS IN A	BIG SKY GROWTH PARTNERS CW	–	08954L·11·0	5	0.00%	25,000	Sh.	≈0.20	Sole	–	Sole	–	–
BIG SKY GROWTH PARTNERS IN A	COMMON STOCK	–	08954L·10·2	974	0.05%	100,000	Sh.	9.74	Sole	–	Sole	–	–
BILANDER ACQUISITION CORP A	BILANDER ACQ CL A CW27	–	09001T·11·4	16	0.00%	50,000	Sh.	0.32	Sole	–	Sole	–	–
BILANDER ACQUISITION CORP A	COMMON STOCK USD.0001	–	09001T·10·6	1,936	0.09%	200,000	Sh.	9.68	Sole	–	Sole	–	–
BILL.COM HOLDINGS INC	COMMON STOCK USD.00001	–	090043·10·0	17	0.00%	151	Sh.	112.58	Sole	–	Sole	–	–
BIO RAD LABORATORIES A	COMMON STOCK USD.0001	–	090572·20·7	74	0.00%	150	Sh.	493.33	Sole	–	Sole	–	–
BIO TECHNE CORP	COMMON STOCK USD.01	–	09073M·10·4	84	0.00%	242	Sh.	347.11	Sole	–	Sole	–	–
BIOGEN INC	COMMON STOCK USD.0005	–	09062X·10·3	329	0.02%	1,611	Sh.	204.22	Sole	–	Sole	–	–
BIOHAVEN PHARMACEUTICAL HOLD	COMMON STOCK	–	G11196·10·5	2,544	0.12%	17,461	Sh.	145.70	Sole	–	Sole	–	–
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	–	09061G·10·1	152	0.01%	1,833	Sh.	82.92	Sole	–	Sole	–	–
BIOPLUS ACQUISITION CORP A	BIOPLUS ACQUISITION CW23	–	G11217·12·5	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
BIOPLUS ACQUISITION CORP A	COMMON STOCK USD.0001	–	G11217·11·7	251	0.01%	25,000	Sh.	10.04	Sole	–	Sole	–	–
BIOTE CORP	WARRANTS	–	090683·11·1	3	0.00%	7,000	Sh.	≈0.43	Sole	–	Sole	–	–
BITE ACQUISITION CORP	BITE ACQUISITION CORP CW27	–	09175K·11·3	2	0.00%	25,000	Sh.	≈0.08	Sole	–	Sole	–	–
BITE ACQUISITION CORP	COMMON STOCK USD.0001	–	09175K·10·5	491	0.02%	50,000	Sh.	9.82	Sole	–	Sole	–	–
BJ S WHOLESALE CLUB HOLDINGS	COMMON STOCK USD.01	–	05550J·10·1	1,693	0.08%	27,169	Sh.	62.31	Sole	–	Sole	–	–
BLACKROCK INC	COMMON STOCK USD.01	–	09247X·10·1	339	0.02%	556	Sh.	609.71	Sole	–	Sole	–	–
BLACKSTONE INC	COMMON STOCK USD.00001	–	09260D·10·7	3,520	0.16%	38,589	Sh.	91.22	Sole	–	Sole	–	–
BLEUACACIA LTD	RIGHT	–	G11728·13·9	12	0.00%	100,000	Sh.	0.12	Sole	–	Sole	–	–
BLUE WHALE ACQUISITION COR A	BLUE WHALE ACQ CORP CW23	–	G1330M·12·9	7	0.00%	25,000	Sh.	≈0.28	Sole	–	Sole	–	–
BLUE WHALE ACQUISITION COR A	COMMON STOCK USD.0001	–	G1330M·10·3	967	0.05%	100,000	Sh.	9.67	Sole	–	Sole	–	–
BLUEACACIA LTD CLASS A	BLUEACACIA LTD CL A CW23	–	G11728·11·3	6	0.00%	50,000	Sh.	≈0.12	Sole	–	Sole	–	–
BLUEACACIA LTD CLASS A	COMMON STOCK USD.0001	–	G11728·10·5	976	0.05%	100,000	Sh.	9.76	Sole	–	Sole	–	–
BLUELINX HOLDINGS INC	COMMON STOCK USD.01	–	09624H·20·8	218	0.01%	3,269	Sh.	66.69	Sole	–	Sole	–	–
BLUERIVER ACQUISITION CORP	UNIT USD.0001	–	G1261Q·12·3	–	–	2	Sh.	?	Sole	–	Sole	–	–
BLUERIVER ACQUISITION CORP A	BLUERIVER ACQUISIT A CW26	–	G1261Q·11·5	1	0.00%	6,666	Sh.	≈0.15	Sole	–	Sole	–	–
BLUERIVER ACQUISITION CORP A	COMMON STOCK USD.0001	–	G1261Q·10·7	197	0.01%	19,998	Sh.	9.85	Sole	–	Sole	–	–
BLUESCAPE OPPORTUNITIES AC A	BLUESCAPE OPPORTUNIT A CW26	–	G1195N·11·3	10	0.00%	49,999	Sh.	0.20	Sole	–	Sole	–	–
BLUESCAPE OPPORTUNITIES AC A	COMMON STOCK USD.0001	–	G1195N·10·5	991	0.05%	99,998	Sh.	9.91	Sole	–	Sole	–	–
BLUESCAPE OPPORTUNITIES ACQ	UNIT USD.0001	–	G1195N·12·1	–	–	2	Sh.	?	Sole	–	Sole	–	–
BOEING CO/THE	COMMON STOCK USD5.0	–	097023·10·5	625	0.03%	4,572	Sh.	136.70	Sole	–	Sole	–	–
BOISE CASCADE CO	COMMON STOCK USD.01	–	09739D·10·0	392	0.02%	6,588	Sh.	59.50	Sole	–	Sole	–	–
BOOKING HOLDINGS INC	COMMON STOCK USD.008	–	09857L·10·8	7,814	0.37%	4,468	Sh.	1,748.88	Sole	–	Sole	–	–
BOOZ ALLEN HAMILTON HOLDINGS	COMMON STOCK USD.01	–	099502·10·6	5,052	0.24%	55,907	Sh.	90.36	Sole	–	Sole	–	–
BORGWARNER INC	COMMON STOCK USD.01	–	099724·10·6	141	0.01%	4,222	Sh.	33.40	Sole	–	Sole	–	–
BOSTON PROPERTIES INC	REIT USD.01	–	101121·10·1	925	0.04%	10,393	Sh.	89.00	Sole	–	Sole	–	–
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	–	101137·10·7	4,508	0.21%	120,945	Sh.	37.27	Sole	–	Sole	–	–
BOX INC CLASS A	COMMON STOCK USD.0001	–	10316T·10·4	161	0.01%	6,423	Sh.	25.07	Sole	–	Sole	–	–
BOYD GAMING CORP	COMMON STOCK USD.01	–	103304·10·1	1,947	0.09%	39,139	Sh.	49.75	Sole	–	Sole	–	–
BRIGHT LIGHTS ACQUISITI CL A	BRIGHT LIGHTS ACQ CL A CW27	–	10920K·11·9	4	0.00%	50,000	Sh.	≈0.08	Sole	–	Sole	–	–
BRIGHT LIGHTS ACQUISITI CL A	COMMON STOCK USD.0001	–	10920K·10·1	984	0.05%	100,000	Sh.	9.84	Sole	–	Sole	–	–
BRIGHTCOVE	COMMON STOCK USD.001	–	10921T·10·1	271	0.01%	42,830	Sh.	6.33	Sole	–	Sole	–	–
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	–	110122·10·8	5,201	0.24%	67,550	Sh.	76.99	Sole	–	Sole	–	–
BROADCOM INC	COMMON STOCK	–	11135F·10·1	2,826	0.13%	5,817	Sh.	485.82	Sole	–	Sole	–	–
BROADSCALE ACQUISITION CL A	BROADSCALE ACQ CL A CW26	–	11134Y·11·9	3	0.00%	12,500	Sh.	≈0.24	Sole	–	Sole	–	–
BROADSCALE ACQUISITION CL A	COMMON STOCK USD.0001	–	11134Y·10·1	491	0.02%	50,000	Sh.	9.82	Sole	–	Sole	–	–
BROOKFIELD INFRASTRUCTURE PA	LTD PART	–	G16252·10·1	667	0.03%	17,443	Sh.	38.24	Sole	–	Sole	–	–
BROWN BROWN INC	COMMON STOCK USD.1	–	115236·10·1	3,295	0.15%	56,481	Sh.	58.34	Sole	–	Sole	–	–
BROWN FORMAN CORP CLASS B	COMMON STOCK USD.15	–	115637·20·9	60	0.00%	856	Sh.	70.09	Sole	–	Sole	–	–
BRUNSWICK CORP	COMMON STOCK USD.75	–	117043·10·9	1,688	0.08%	25,820	Sh.	65.38	Sole	–	Sole	–	–
BUILD ACQUISITION CORP	UNIT USD.0001	–	12008J·20·4	–	–	4	Sh.	?	Sole	–	Sole	–	–
BUILD ACQUISITION CORP A	BUILD ACQUIS CORP A CW26	–	12008J·11·3	3	0.00%	33,332	Sh.	≈0.09	Sole	–	Sole	–	–
BUILD ACQUISITION CORP A	COMMON STOCK USD.0001	–	12008J·10·5	979	0.05%	99,996	Sh.	9.79	Sole	–	Sole	–	–
BUILDERS FIRSTSOURCE INC	COMMON STOCK USD.01	–	12008R·10·7	1,370	0.06%	25,513	Sh.	53.70	Sole	–	Sole	–	–
BULLPEN PARLAY ACQUISITION A	BULLPEN PARLAY ACQUISITI 26	–	G1792A·11·8	8	0.00%	50,000	Sh.	≈0.16	Sole	–	Sole	–	–
BULLPEN PARLAY ACQUISITION A	COMMON STOCK USD.0001	–	G1792A·10·0	1,011	0.05%	100,000	Sh.	10.11	Sole	–	Sole	–	–
BUMBLE INC A	COMMON STOCK USD.01	–	12047B·10·5	921	0.04%	32,728	Sh.	28.14	Sole	–	Sole	–	–
BUNGE LTD	COMMON STOCK USD.01	–	G16962·10·5	559	0.03%	6,164	Sh.	90.69	Sole	–	Sole	–	–
BYLINE BANCORP INC	COMMON STOCK USD.01	–	124411·10·9	154	0.01%	6,468	Sh.	23.81	Sole	–	Sole	–	–
BYTE ACQUISITION CORP A	BYTE ACQUISITION COR A CW28	–	G1R25Q113 ?	4	0.00%	37,500	Sh.	≈0.11	Sole	–	Sole	–	–
BYTE ACQUISITION CORP A	COMMON STOCK USD.0001	–	G1R25Q105 ?	738	0.03%	75,000	Sh.	9.84	Sole	–	Sole	–	–
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	–	12541W·20·9	49	0.00%	480	Sh.	102.08	Sole	–	Sole	–	–
CABLE ONE INC	COMMON STOCK USD.01	–	12685J·10·5	514	0.02%	399	Sh.	1,288.22	Sole	–	Sole	–	–
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	–	127387·10·8	1,928	0.09%	12,850	Sh.	150.04	Sole	–	Sole	–	–
CADRE HOLDINGS INC	COMMON STOCK USD.01	–	12763L·10·5	142	0.01%	7,217	Sh.	19.68	Sole	–	Sole	–	–
CALIFORNIA RESOURCES CORP	COMMON STOCK USD.01	–	13057Q·30·5	137	0.01%	3,553	Sh.	38.56	Sole	–	Sole	–	–
CAMDEN PROPERTY TRUST	REIT USD.01	–	133131·10·2	1,628	0.08%	12,107	Sh.	134.47	Sole	–	Sole	–	–
CAMPBELL SOUP CO	COMMON STOCK USD.0375	–	134429·10·9	74	0.00%	1,550	Sh.	47.74	Sole	–	Sole	–	–
CAMTEK LTD	COMMON STOCK ILS.01	–	M20791·10·5	62	0.00%	2,500	Sh.	24.80	Sole	–	Sole	–	–
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	–	14040H·10·5	1,629	0.08%	15,635	Sh.	104.19	Sole	–	Sole	–	–
CAPITALWORKS EMERGING M CL A	CAPITALWORKS EMERGING CW23	–	G1889L·12·6	1	0.00%	7,500	Sh.	≈0.13	Sole	–	Sole	–	–
CAPITALWORKS EMERGING M CL A	COMMON STOCK USD.0001	–	G1889L·10·0	150	0.01%	15,000	Sh.	10.00	Sole	–	Sole	–	–
CARDINAL HEALTH INC	COMMON STOCK	–	14149Y·10·8	74	0.00%	1,410	Sh.	52.48	Sole	–	Sole	–	–
CARETRUST REIT INC	REIT USD.01	–	14174T·10·7	147	0.01%	7,984	Sh.	18.41	Sole	–	Sole	–	–
CARGURUS INC	COMMON STOCK USD.001	–	141788·10·9	139	0.01%	6,455	Sh.	21.53	Sole	–	Sole	–	–
CARLISLE COS INC	COMMON STOCK USD1.0	–	142339·10·0	47	0.00%	199	Sh.	236.18	Sole	–	Sole	–	–
CARLOTZ INC	COMMON STOCK USD.0001	–	142552·10·8	113	0.01%	287,210	Sh.	0.39	Sole	–	Sole	–	–
CARLYLE GROUP INC/THE	COMMON STOCK USD1.0	–	14316J·10·8	189	0.01%	5,966	Sh.	31.68	Sole	–	Sole	–	–
CARMAX INC	COMMON STOCK USD.5	–	143130·10·2	414	0.02%	4,579	Sh.	90.41	Sole	–	Sole	–	–
CARNEY TECHNOLOGY ACQU CL A	CARNEY TECHNOLOGY ACQ CW27	–	143636·11·6	16	0.00%	100,000	Sh.	0.16	Sole	–	Sole	–	–
CARNEY TECHNOLOGY ACQU CL A	COMMON STOCK USD.0001	–	143636·10·8	2,961	0.14%	300,000	Sh.	9.87	Sole	–	Sole	–	–
CARRIAGE SERVICES INC	COMMON STOCK USD.01	–	143905·10·7	139	0.01%	3,515	Sh.	39.54	Sole	–	Sole	–	–
CARRIER GLOBAL CORP	COMMON STOCK USD.01	–	14448C·10·4	104	0.00%	2,909	Sh.	35.75	Sole	–	Sole	–	–
CARTER S INC	COMMON STOCK USD.01	–	146229·10·9	586	0.03%	8,320	Sh.	70.43	Sole	–	Sole	–	–
CARTESIAN GROWTH CORP	UNIT USD.0001	–	G19276·12·3	–	–	4	Sh.	?	Sole	–	Sole	–	–
CARTESIAN GROWTH CORP A	CARTESIAN GROWTH CL A CW27	–	G19276·11·5	2	0.00%	3,332	Sh.	≈0.60	Sole	–	Sole	–	–
CARTESIAN GROWTH CORP A	COMMON STOCK USD.0001	–	G19276·10·7	98	0.00%	9,996	Sh.	9.80	Sole	–	Sole	–	–
CATALYST PHARMACEUTICALS INC	COMMON STOCK USD.001	–	14888U·10·1	328	0.02%	46,759	Sh.	7.01	Sole	–	Sole	–	–
CATCHA INVESTMENT CORP	UNIT USD.0001	–	G1962Y·12·8	–	–	2	Sh.	?	Sole	–	Sole	–	–
CATCHA INVESTMENT CORP A	CATCHA INVESTMENT CW27	–	G1962Y·11·0	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
CATCHA INVESTMENT CORP A	COMMON STOCK USD.0001	–	G1962Y·10·2	491	0.02%	49,998	Sh.	9.82	Sole	–	Sole	–	–
CATERPILLAR INC	COMMON STOCK USD1.0	–	149123·10·1	352	0.02%	1,967	Sh.	178.95	Sole	–	Sole	–	–
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	–	149150·10·4	1,951	0.09%	49,844	Sh.	39.14	Sole	–	Sole	–	–
CBL ASSOCIATES PROPERTIES	REIT USD.01	–	124830·87·8	194	0.01%	8,268	Sh.	23.46	Sole	–	Sole	–	–
CBOE GLOBAL MARKETS INC	COMMON STOCK	–	12503M·10·8	39	0.00%	348	Sh.	112.07	Sole	–	Sole	–	–
CBRE GROUP INC A	COMMON STOCK USD.01	–	12504L·10·9	75	0.00%	1,013	Sh.	74.04	Sole	–	Sole	–	–
CC NEUBERGER PRINCIPAL HOLDI	UNIT USD.0001	–	G3166T·12·9	–	–	4	Sh.	?	Sole	–	Sole	–	–
CC NEUBERGER PRINCIPAL II A	CC NEUBERGER PRINCIPAL CW25	–	G3166T·11·1	17	0.00%	37,499	Sh.	0.45	Sole	–	Sole	–	–
CC NEUBERGER PRINCIPAL II A	COMMON STOCK USD.0001	–	G3166T·10·3	1,498	0.07%	149,996	Sh.	9.99	Sole	–	Sole	–	–
CC NEUBERGER PRINCIPAL III A	CC NEUBERGER PRINCIPAL CW27	–	G1992N·12·6	7	0.00%	20,000	Sh.	≈0.35	Sole	–	Sole	–	–
CC NEUBERGER PRINCIPAL III A	COMMON STOCK USD.0001	–	G1992N·10·0	984	0.05%	100,000	Sh.	9.84	Sole	–	Sole	–	–
CDK GLOBAL INC	COMMON STOCK USD.01	–	12508E·10·1	4,031	0.19%	73,600	Sh.	54.77	Sole	–	Sole	–	–
CDW CORP/DE	COMMON STOCK USD.01	–	12514G·10·8	59	0.00%	377	Sh.	156.50	Sole	–	Sole	–	–
CELANESE CORP	COMMON STOCK USD.0001	–	150870·10·3	421	0.02%	3,578	Sh.	117.66	Sole	–	Sole	–	–
CELSIUS HOLDINGS INC	COMMON STOCK USD.001	–	15118V·20·7	181	0.01%	2,772	Sh.	65.30	Sole	–	Sole	–	–
CENTENE CORP	COMMON STOCK USD.001	–	15135B·10·1	176	0.01%	2,079	Sh.	84.66	Sole	–	Sole	–	–
CENTENNIAL RESOURCE DEVELO A	COMMON STOCK USD.0001	–	15136A·10·2	268	0.01%	44,741	Sh.	5.99	Sole	–	Sole	–	–
CENTERPOINT ENERGY INC	COMMON STOCK USD.01	–	15189T·10·7	57	0.00%	1,922	Sh.	29.66	Sole	–	Sole	–	–
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	–	15643U·10·4	2,581	0.12%	104,299	Sh.	24.75	Sole	–	Sole	–	–
CENTURY CASINOS INC	COMMON STOCK USD.01	–	156492·10·0	119	0.01%	16,537	Sh.	7.20	Sole	–	Sole	–	–
CF ACQUISITION CORP VI CLS A	CF ACQUISITION VI CL A CW28	–	12521J·11·1	3	0.00%	2,500	Sh.	≈1.20	Sole	–	Sole	–	–
CF ACQUISITION CORP VIII A	CF ACQUISITION VIII A CW27	–	12520C·11·7	1	0.00%	2,500	Sh.	≈0.40	Sole	–	Sole	–	–
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	–	125269·10·0	531	0.02%	6,197	Sh.	85.69	Sole	–	Sole	–	–
CHAMPIONX CORP	COMMON STOCK USD.01	–	15872M·10·4	148	0.01%	7,440	Sh.	19.89	Sole	–	Sole	–	–
CHANNELADVISOR CORP	COMMON STOCK USD.001	–	159179·10·0	257	0.01%	17,651	Sh.	14.56	Sole	–	Sole	–	–
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	–	159864·10·7	1,134	0.05%	5,301	Sh.	213.92	Sole	–	Sole	–	–
CHARTER COMMUNICATIONS INC A	COMMON STOCK USD.001	–	16119P·10·8	3,188	0.15%	6,805	Sh.	468.48	Sole	–	Sole	–	–
CHECK POINT SOFTWARE TECH	COMMON STOCK USD.01	–	M22465·10·4	174	0.01%	1,431	Sh.	121.59	Sole	–	Sole	–	–
CHEMED CORP	COMMON STOCK USD1.0	–	16359R·10·3	2,769	0.13%	5,900	Sh.	469.32	Sole	–	Sole	–	–
CHEMOURS CO/THE	COMMON STOCK USD.01	–	163851·10·8	126	0.01%	3,938	Sh.	32.00	Sole	–	Sole	–	–
CHENIERE ENERGY INC	COMMON STOCK USD.003	–	16411R·20·8	1,097	0.05%	8,247	Sh.	133.02	Sole	–	Sole	–	–
CHESAPEAKE ENERGY CORP	CHESAPEAKE ENERGY CORP CW26	–	165167·16·4	507	0.02%	7,629	Sh.	66.46	Sole	–	Sole	–	–
CHESAPEAKE ENERGY CORP	CHESAPEAKE ENERGY CORP CW26	–	165167·18·0	247	0.01%	4,708	Sh.	52.46	Sole	–	Sole	–	–
CHESAPEAKE ENERGY CORP	CHESAPEAKE ENERGY CW26	–	165167·17·2	480	0.02%	8,477	Sh.	56.62	Sole	–	Sole	–	–
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	–	165167·73·5	599	0.03%	7,389	Sh.	81.07	Sole	–	Sole	–	–
CHEVRON CORP	COMMON STOCK USD.75	–	166764·10·0	10,159	0.48%	70,169	Sh.	144.78	Sole	–	Sole	–	–
CHILDREN S PLACE INC/THE	COMMON STOCK USD.1	–	168905·10·7	118	0.01%	3,044	Sh.	38.76	Sole	–	Sole	–	–
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	–	169656·10·5	609	0.03%	466	Sh.	1,306.87	Sole	–	Sole	–	–
CHOICE HOTELS INTL INC	COMMON STOCK USD.01	–	169905·10·6	767	0.04%	6,872	Sh.	111.61	Sole	–	Sole	–	–
CHORD ENERGY CORP	COMMON STOCK	–	674215·20·7	4,245	0.20%	34,896	Sh.	121.65	Sole	–	Sole	–	–
CHUBB LTD	COMMON STOCK	–	H1467J·10·4	2,803	0.13%	14,260	Sh.	196.56	Sole	–	Sole	–	–
CHURCH DWIGHT CO INC	COMMON STOCK USD1.0	–	171340·10·2	117	0.01%	1,259	Sh.	92.93	Sole	–	Sole	–	–
CHURCHILL CAPITAL CORP V A	CHURCHILL CAP V CL A CW27	–	17144T·11·5	–	–	1,250	Sh.	?	Sole	–	Sole	–	–
CHURCHILL CAPITAL CORP V A	COMMON STOCK USD.0001	–	17144T·10·7	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
CHURCHILL CAPITAL CORP VI A	COMMON STOCK USD.0001	–	17143W·10·1	490	0.02%	50,000	Sh.	9.80	Sole	–	Sole	–	–
CHURCHILL CAPITAL CORP VII A	COMMON STOCK USD.0001	–	17144M·10·2	489	0.02%	50,000	Sh.	9.78	Sole	–	Sole	–	–
CHUY S HOLDINGS INC	COMMON STOCK USD.01	–	171604·10·1	184	0.01%	9,219	Sh.	19.96	Sole	–	Sole	–	–
CIENA CORP	COMMON STOCK USD.01	–	171779·30·9	546	0.03%	11,948	Sh.	45.70	Sole	–	Sole	–	–
CIGNA CORP	COMMON STOCK USD.01	–	125523·10·0	569	0.03%	2,160	Sh.	263.43	Sole	–	Sole	–	–
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.0	–	172062·10·1	58	0.00%	489	Sh.	118.61	Sole	–	Sole	–	–
CINTAS CORP	COMMON STOCK	–	172908·10·5	4,525	0.21%	12,113	Sh.	373.57	Sole	–	Sole	–	–
CISCO SYSTEMS INC	COMMON STOCK USD.001	–	17275R·10·2	563	0.03%	13,214	Sh.	42.61	Sole	–	Sole	–	–
CITIC CAPITAL ACQUISITION CORP	CALL EXP 20270102	–	74764U·11·2	3	0.00%	50,000	Sh.	≈0.06	Sole	–	Sole	–	–
CITIGROUP INC	COMMON STOCK USD.01	–	172967·42·4	300	0.01%	6,527	Sh.	45.96	Sole	–	Sole	–	–
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	–	174610·10·5	1,295	0.06%	36,278	Sh.	35.70	Sole	–	Sole	–	–
CITRIX SYSTEMS INC	COMMON STOCK USD.001	–	177376·10·0	4,395	0.21%	45,228	Sh.	97.17	Sole	–	Sole	–	–
CLARIM ACQUISITION CORP	UNIT USD.0001	–	18049C·20·7	–	–	4	Sh.	?	Sole	–	Sole	–	–
CLARIM ACQUISITION CORP CL A	CLARIM ACQ CL A CW27	–	18049C·11·6	1	0.00%	8,332	Sh.	≈0.12	Sole	–	Sole	–	–
CLARIM ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	18049C·10·8	245	0.01%	24,996	Sh.	9.80	Sole	–	Sole	–	–
CLEAR CHANNEL OUTDOOR HOLDIN	COMMON STOCK	–	18453H·10·6	224	0.01%	209,563	Sh.	1.07	Sole	–	Sole	–	–
CLEARWAY ENERGY INC C	COMMON STOCK	–	18539C·20·4	496	0.02%	14,225	Sh.	34.87	Sole	–	Sole	–	–
CLEVELAND CLIFFS INC	COMMON STOCK USD.125	–	185899·10·1	103	0.00%	6,716	Sh.	15.34	Sole	–	Sole	–	–
CLIMATE REAL IMPACT SOLUTI A	CLIMATE REAL IMPACT SOL CW27	–	187171·11·1	1	0.00%	3,000	Sh.	≈0.33	Sole	–	Sole	–	–
CLIMATE REAL IMPACT SOLUTI A	COMMON STOCK USD.0001	–	187171·10·3	147	0.01%	15,000	Sh.	9.80	Sole	–	Sole	–	–
CLIPPER REALTY INC	REIT USD.01	–	18885T·30·6	160	0.01%	20,745	Sh.	7.71	Sole	–	Sole	–	–
CLOUDFLARE INC CLASS A	COMMON STOCK USD.001	–	18915M·10·7	12	0.00%	273	Sh.	43.96	Sole	–	Sole	–	–
CME GROUP INC	COMMON STOCK USD.01	–	12572Q·10·5	468	0.02%	2,284	Sh.	204.90	Sole	–	Sole	–	–
CMS ENERGY CORP	COMMON STOCK USD.01	–	125896·10·0	67	0.00%	989	Sh.	67.75	Sole	–	Sole	–	–
CNO FINANCIAL GROUP INC	COMMON STOCK USD.01	–	12621E·10·3	190	0.01%	10,500	Sh.	18.10	Sole	–	Sole	–	–
COCA COLA CO/THE	COMMON STOCK USD.25	–	191216·10·0	2,975	0.14%	47,292	Sh.	62.91	Sole	–	Sole	–	–
COCA COLA CONSOLIDATED INC	COMMON STOCK USD1.0	–	191098·10·2	2,675	0.13%	4,743	Sh.	563.99	Sole	–	Sole	–	–
CODERE ONLINE LUXEMBOURG SA	CODERE ONLINE LUXEMBOU CW	–	L18268·11·7	5	0.00%	15,000	Sh.	≈0.33	Sole	–	Sole	–	–
COGENT COMMUNICATIONS HOLDIN	COMMON STOCK USD.001	–	19239V·30·2	551	0.03%	9,073	Sh.	60.73	Sole	–	Sole	–	–
COGNEX CORP	COMMON STOCK USD.002	–	192422·10·3	1,342	0.06%	31,550	Sh.	42.54	Sole	–	Sole	–	–
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	–	192446·10·2	941	0.04%	13,944	Sh.	67.48	Sole	–	Sole	–	–
COHERENT INC	COMMON STOCK USD.01	–	192479·10·3	301	0.01%	1,129	Sh.	266.61	Sole	–	Sole	–	–
COHN ROBBINS HOLDINGS CL A	COHN ROBBINS HOLDINGS CW25	–	G23726·11·3	7	0.00%	16,666	Sh.	≈0.42	Sole	–	Sole	–	–
COHN ROBBINS HOLDINGS CL A	COMMON STOCK USD.0001	–	G23726·10·5	497	0.02%	49,998	Sh.	9.94	Sole	–	Sole	–	–
COHN ROBBINS HOLDINGS CORP	UNIT USD.0001	–	G23726·12·1	–	–	2	Sh.	?	Sole	–	Sole	–	–
COHU INC	COMMON STOCK USD1.0	–	192576·10·6	173	0.01%	6,237	Sh.	27.74	Sole	–	Sole	–	–
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	–	194162·10·3	923	0.04%	11,515	Sh.	80.16	Sole	–	Sole	–	–
COLICITY INC A	COLICITY INC A CW27	–	194170·11·4	–	–	200	Sh.	?	Sole	–	Sole	–	–
COLICITY INC A	COMMON STOCK USD.0001	–	194170·10·6	10	0.00%	1,000	Sh.	10.00	Sole	–	Sole	–	–
COLLEGIUM PHARMACEUTICAL INC	COMMON STOCK USD.001	–	19459J·10·4	141	0.01%	7,951	Sh.	17.73	Sole	–	Sole	–	–
COLONNADE ACQUISITION CORP A	COLONNADE ACQ CL A CW27	–	G2284B·11·9	1	0.00%	5,000	Sh.	≈0.20	Sole	–	Sole	–	–
COLONNADE ACQUISITION CORP A	COMMON STOCK USD.0001	–	G2284B·10·1	245	0.01%	25,000	Sh.	9.80	Sole	–	Sole	–	–
COLUMBIA SPORTSWEAR CO	COMMON STOCK	–	198516·10·6	1,039	0.05%	14,518	Sh.	71.57	Sole	–	Sole	–	–
COMCAST CORP CLASS A	COMMON STOCK USD.01	–	20030N·10·1	943	0.04%	24,023	Sh.	39.25	Sole	–	Sole	–	–
COMERICA INC	COMMON STOCK USD5.0	–	200340·10·7	54	0.00%	733	Sh.	73.67	Sole	–	Sole	–	–
COMMERCIAL METALS CO	COMMON STOCK USD.01	–	201723·10·3	420	0.02%	12,691	Sh.	33.09	Sole	–	Sole	–	–
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	–	203668·10·8	90	0.00%	24,041	Sh.	3.74	Sole	–	Sole	–	–
COMMUNITY HEALTHCARE TRUST I	REIT USD.01	–	20369C·10·6	582	0.03%	16,063	Sh.	36.23	Sole	–	Sole	–	–
COMMUNITY TRUST BANCORP INC	COMMON STOCK USD5.0	–	204149·10·8	271	0.01%	6,690	Sh.	40.51	Sole	–	Sole	–	–
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	–	204166·10·2	148	0.01%	2,357	Sh.	62.79	Sole	–	Sole	–	–
COMPASS DIGITAL ACQUISITION	COMMON STOCK USD.0001	–	G2476C·10·7	1,448	0.07%	150,000	Sh.	9.65	Sole	–	Sole	–	–
COMPASS DIGITAL ACQUISITION	COMPASS DIGITAL ACQ CW23	–	G2476C·12·3	13	0.00%	50,000	Sh.	0.26	Sole	–	Sole	–	–
COMPUTE HEALTH ACQUISITION A	COMMON STOCK USD.0001	–	204833·10·7	981	0.05%	100,000	Sh.	9.81	Sole	–	Sole	–	–
COMPUTE HEALTH ACQUISITION A	COMPUTE HEALTH ACQ A CW27	–	204833·11·5	6	0.00%	25,000	Sh.	≈0.24	Sole	–	Sole	–	–
COMSTOCK RESOURCES INC	COMMON STOCK USD.5	–	205768·30·2	742	0.03%	61,420	Sh.	12.08	Sole	–	Sole	–	–
CONAGRA BRANDS INC	COMMON STOCK USD5.0	–	205887·10·2	78	0.00%	2,275	Sh.	34.29	Sole	–	Sole	–	–
CONCORD ACQUISITION CORP A	COMMON STOCK USD.0001	–	20607U·10·8	1,930	0.09%	199,998	Sh.	9.65	Sole	–	Sole	–	–
CONCORD ACQUISITION CORP A	COMMON STOCK USD.0001	–	20607V·10·6	1,493	0.07%	150,000	Sh.	9.95	Sole	–	Sole	–	–
CONCORD ACQUISITION CORP A	CONCORD ACQ CL A CW28	–	20607V·11·4	16	0.00%	75,000	Sh.	0.21	Sole	–	Sole	–	–
CONCORD ACQUISITION CORP A	CONCORD ACQUISITION A CW28	–	20607U·11·6	15	0.00%	66,666	Sh.	0.23	Sole	–	Sole	–	–
CONCORD ACQUISITION CORP II	UNIT USD.0001	–	20607U·20·7	–	–	2	Sh.	?	Sole	–	Sole	–	–
CONN S INC	COMMON STOCK USD.01	–	208242·10·7	81	0.00%	10,139	Sh.	7.99	Sole	–	Sole	–	–
CONOCOPHILLIPS	COMMON STOCK USD.01	–	20825C·10·4	6,008	0.28%	66,896	Sh.	89.81	Sole	–	Sole	–	–
CONSOL ENERGY INC	COMMON STOCK USD.01	–	20854L·10·8	551	0.03%	11,162	Sh.	49.36	Sole	–	Sole	–	–
CONSOLIDATED COMMUNICATIONS	COMMON STOCK USD.01	–	209034·10·7	308	0.01%	43,978	Sh.	7.00	Sole	–	Sole	–	–
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	–	209115·10·4	89	0.00%	936	Sh.	95.09	Sole	–	Sole	–	–
CONSTELLATION ACQUISITION A	COMMON STOCK USD.0001	–	G2R18K105 ?	983	0.05%	99,996	Sh.	9.83	Sole	–	Sole	–	–
CONSTELLATION ACQUISITION A	CONSTELLATION ACQ A CW27	–	G2R18K113 ?	4	0.00%	33,332	Sh.	≈0.12	Sole	–	Sole	–	–
CONSTELLATION ACQUISITION CO	UNIT USD.0001	–	G2R18K121 ?	–	–	4	Sh.	?	Sole	–	Sole	–	–
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	–	21036P·10·8	124	0.01%	531	Sh.	233.52	Sole	–	Sole	–	–
CONSTELLATION ENERGY	COMMON STOCK	–	21037T·10·9	3,408	0.16%	59,510	Sh.	57.27	Sole	–	Sole	–	–
CONSTELLIUM SE	COMMON STOCK EUR.02	–	F21107·10·1	204	0.01%	15,460	Sh.	13.20	Sole	–	Sole	–	–
CONX CORP CLASS A SHARES	COMMON STOCK USD.0001	–	212873·10·3	988	0.05%	100,000	Sh.	9.88	Sole	–	Sole	–	–
CONX CORP CLASS A SHARES	CONX CORP CLASS A CW27	–	212873·11·1	4	0.00%	25,000	Sh.	≈0.16	Sole	–	Sole	–	–
CONYERS PARK III ACQUISITI A	COMMON STOCK USD.0001	–	21289P·10·2	1,448	0.07%	150,000	Sh.	9.65	Sole	–	Sole	–	–
CONYERS PARK III ACQUISITI A	CONY P III CW23	–	21289P·11·0	14	0.00%	50,000	Sh.	0.28	Sole	–	Sole	–	–
COPART INC	COMMON STOCK	–	217204·10·6	3,966	0.19%	36,498	Sh.	108.66	Sole	–	Sole	–	–
CORNER GROWTH ACQUISITION A	CORNER GROWTH ACQUISITI CW23	–	G2426E·12·0	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
CORNER GROWTH ACQUISITION CO	UNIT USD.0001	–	G2426E·11·2	–	–	2	Sh.	?	Sole	–	Sole	–	–
CORNING INC	COMMON STOCK USD.5	–	219350·10·5	754	0.04%	23,927	Sh.	31.51	Sole	–	Sole	–	–
CORPORATE OFFICE PROPERTIES	REIT USD.01	–	22002T·10·8	1,182	0.06%	45,135	Sh.	26.19	Sole	–	Sole	–	–
CORSAIR PARTNERING CORP	UNIT USD.0001	–	G2540H·12·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
CORSAIR PARTNERING CORP A	COMMON STOCK USD.0001	–	G2540H·10·8	1,210	0.06%	124,998	Sh.	9.68	Sole	–	Sole	–	–
CORSAIR PARTNERING CORP A	CORSAIR PARTNERING A CW27	–	G2540H·11·6	12	0.00%	41,666	Sh.	0.29	Sole	–	Sole	–	–
CORTEVA INC	COMMON STOCK USD.01	–	22052L·10·4	230,648	10.80%	4,260,223	Sh.	54.14	Sole	–	Sole	–	–
COSTAR GROUP INC	COMMON STOCK USD.01	–	22160N·10·9	1,497	0.07%	24,777	Sh.	60.42	Sole	–	Sole	–	–
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	–	22160K·10·5	2,965	0.14%	6,187	Sh.	479.23	Sole	–	Sole	–	–
COTERRA ENERGY INC	COMMON STOCK USD.1	–	127097·10·3	71	0.00%	2,752	Sh.	25.80	Sole	–	Sole	–	–
CREDIT ACCEPTANCE CORP	COMMON STOCK USD.01	–	225310·10·1	1,342	0.06%	2,834	Sh.	473.54	Sole	–	Sole	–	–
CRESCENT COVE ACQUISITION A	COMMON STOCK USD.0001	–	G2554Y·10·4	246	0.01%	25,000	Sh.	9.84	Sole	–	Sole	–	–
CRESCENT COVE ACQUISITION A	CRESCENT COVE ACQ A CW27	–	G2554Y·12·0	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
CRESCERA CAPITAL ACQUIS CL A	COMMON STOCK USD.0001	–	G26507·10·6	752	0.04%	75,000	Sh.	10.03	Sole	–	Sole	–	–
CRESCERA CAPITAL ACQUIS CL A	CRESCERA CAPITAL ACQ CW23	–	G26507·11·4	6	0.00%	37,500	Sh.	≈0.16	Sole	–	Sole	–	–
CRINETICS PHARMACEUTICALS IN	COMMON STOCK USD.001	–	22663K·10·7	161	0.01%	8,629	Sh.	18.66	Sole	–	Sole	–	–
CROCS INC	COMMON STOCK USD.001	–	227046·10·9	983	0.05%	20,204	Sh.	48.65	Sole	–	Sole	–	–
CROWDSTRIKE HOLDINGS INC A	COMMON STOCK	–	22788C·10·5	1,370	0.06%	8,130	Sh.	168.51	Sole	–	Sole	–	–
CROWN CASTLE INTL CORP	REIT USD.01	–	22822V·10·1	240	0.01%	1,426	Sh.	168.30	Sole	–	Sole	–	–
CROWN HOLDINGS INC	COMMON STOCK USD5.0	–	228368·10·6	6,099	0.29%	66,175	Sh.	92.16	Sole	–	Sole	–	–
CROWN PROPTECH ACQUISITION A	COMMON STOCK USD.0001	–	G25741·10·2	1,970	0.09%	199,998	Sh.	9.85	Sole	–	Sole	–	–
CROWN PROPTECH ACQUISITION A	CROWN PROPTECH ACQ A CW27	–	G25741·11·0	7	0.00%	66,666	Sh.	≈0.11	Sole	–	Sole	–	–
CROWN PROPTECH ACQUISITIONS	UNIT USD.0001	–	G25741·12·8	–	–	2	Sh.	?	Sole	–	Sole	–	–
CRUCIBLE ACQUISITION CORP	UNIT USD.0001	–	22877P·20·7	–	–	4	Sh.	?	Sole	–	Sole	–	–
CRUCIBLE ACQUISITION CORP A	COMMON STOCK USD.0001	–	22877P·10·8	394	0.02%	39,996	Sh.	9.85	Sole	–	Sole	–	–
CRUCIBLE ACQUISITION CORP A	CRUCIBLE ACQ CL A CW25	–	22877P·11·6	1	0.00%	13,332	Sh.	≈0.08	Sole	–	Sole	–	–
CRYOPORT INC	COMMON STOCK USD.001	–	229050·30·7	253	0.01%	8,168	Sh.	30.97	Sole	–	Sole	–	–
CSG SYSTEMS INTL INC	COMMON STOCK USD.01	–	126349·10·9	464	0.02%	7,770	Sh.	59.72	Sole	–	Sole	–	–
CSX CORP	COMMON STOCK USD1.0	–	126408·10·3	6,000	0.28%	206,471	Sh.	29.06	Sole	–	Sole	–	–
CTS CORP	COMMON STOCK	–	126501·10·5	250	0.01%	7,331	Sh.	34.10	Sole	–	Sole	–	–
CULLINAN ONCOLOGY INC	COMMON STOCK USD.0001	–	230031·10·6	145	0.01%	11,348	Sh.	12.78	Sole	–	Sole	–	–
CUMMINS INC	COMMON STOCK USD2.5	–	231021·10·6	136	0.01%	702	Sh.	193.73	Sole	–	Sole	–	–
CURTISS WRIGHT CORP	COMMON STOCK USD1.0	–	231561·10·1	2,873	0.13%	21,753	Sh.	132.07	Sole	–	Sole	–	–
CUSHMAN WAKEFIELD PLC	COMMON STOCK USD.01	–	G2717B·10·8	657	0.03%	43,078	Sh.	15.25	Sole	–	Sole	–	–
CVR ENERGY INC	COMMON STOCK USD.01	–	12662P·10·8	904	0.04%	26,980	Sh.	33.51	Sole	–	Sole	–	–
CVS HEALTH CORP	COMMON STOCK USD.01	–	126650·10·0	2,389	0.11%	25,782	Sh.	92.66	Sole	–	Sole	–	–
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	–	M2682V·10·8	2,039	0.10%	15,935	Sh.	127.96	Sole	–	Sole	–	–
D AND Z MEDIA ACQUISITION A	COMMON STOCK USD.0001	–	23305Q·10·6	98	0.00%	9,996	Sh.	9.80	Sole	–	Sole	–	–
D AND Z MEDIA ACQUISITION A	D AND Z MEDIA ACQ CL A CW27	–	23305Q·11·4	–	–	3,332	Sh.	?	Sole	–	Sole	–	–
D AND Z MEDIA ACQUISITION CO	UNIT USD.0001	–	23305Q·20·5	–	–	4	Sh.	?	Sole	–	Sole	–	–
DANA INC	COMMON STOCK USD.01	–	235825·20·5	199	0.01%	14,152	Sh.	14.06	Sole	–	Sole	–	–
DANAHER CORP	COMMON STOCK USD.01	–	235851·10·2	15,871	0.74%	62,602	Sh.	253.52	Sole	–	Sole	–	–
DARDEN RESTAURANTS INC	COMMON STOCK	–	237194·10·5	376	0.02%	3,328	Sh.	112.98	Sole	–	Sole	–	–
DARLING INGREDIENTS INC	COMMON STOCK USD.01	–	237266·10·1	1,003	0.05%	16,771	Sh.	59.81	Sole	–	Sole	–	–
DAVE BUSTER S ENTERTAINMEN	COMMON STOCK USD.01	–	238337·10·9	143	0.01%	4,372	Sh.	32.71	Sole	–	Sole	–	–
DAVITA INC	COMMON STOCK USD.001	–	23918K·10·8	17	0.00%	207	Sh.	82.13	Sole	–	Sole	–	–
DECARBONIZATION PLUS ACQUI A	COMMON STOCK USD.0001	–	G2773W·10·3	79	0.00%	8,000	Sh.	9.88	Sole	–	Sole	–	–
DECARBONIZATION PLUS ACQUI A	DECARBONIZATION PLUS A CW28	–	G2773W·11·1	1	0.00%	4,000	Sh.	≈0.25	Sole	–	Sole	–	–
DEEP LAKE CAPITAL ACQUIS CLA	COMMON STOCK USD.0001	–	G27029·10·0	1,674	0.08%	169,998	Sh.	9.85	Sole	–	Sole	–	–
DEEP LAKE CAPITAL ACQUIS CLA	DEEP LAKE CAPITAL CL B CW27	–	G27029·11·8	7	0.00%	84,999	Sh.	≈0.08	Sole	–	Sole	–	–
DEEP LAKE CAPITAL ACQUISITIO	UNIT USD.0001	–	G27029·12·6	–	–	2	Sh.	?	Sole	–	Sole	–	–
DEERE CO	COMMON STOCK USD1.0	–	244199·10·5	288	0.01%	962	Sh.	299.38	Sole	–	Sole	–	–
DELEK US HOLDINGS INC	COMMON STOCK USD.01	–	24665A·10·3	264	0.01%	10,234	Sh.	25.80	Sole	–	Sole	–	–
DELL TECHNOLOGIES C	COMMON STOCK	–	24703L·20·2	872	0.04%	18,871	Sh.	46.21	Sole	–	Sole	–	–
DELTA AIR LINES INC	COMMON STOCK USD.0001	–	247361·70·2	2,538	0.12%	87,591	Sh.	28.98	Sole	–	Sole	–	–
DENTSPLY SIRONA INC	COMMON STOCK USD.01	–	24906P·10·9	71	0.00%	1,995	Sh.	35.59	Sole	–	Sole	–	–
DEVON ENERGY CORP	COMMON STOCK USD.1	–	25179M·10·3	289	0.01%	5,247	Sh.	55.08	Sole	–	Sole	–	–
DEXCOM INC	COMMON STOCK USD.001	–	252131·10·7	803	0.04%	10,776	Sh.	74.52	Sole	–	Sole	–	–
DHB CAPITAL CORP	UNIT USD.0001	–	23291W·20·8	–	–	4	Sh.	?	Sole	–	Sole	–	–
DHB CAPITAL CORP CL A	COMMON STOCK USD.0001	–	23291W·10·9	978	0.05%	99,996	Sh.	9.78	Sole	–	Sole	–	–
DHB CAPITAL CORP CL A	DHB CAPITAL CORP CL A CW28	–	23291W·11·7	4	0.00%	33,332	Sh.	≈0.12	Sole	–	Sole	–	–
DHC ACQUISITION CORP	UNIT USD.0001	–	G2758T·12·5	–	–	4	Sh.	?	Sole	–	Sole	–	–
DHC ACQUISITION CORP A	COMMON STOCK USD.0001	–	G2758T·10·9	1,715	0.08%	174,996	Sh.	9.80	Sole	–	Sole	–	–
DHC ACQUISITION CORP A	DHC ACQUISITION CORP A CW27	–	G2758T·11·7	4	0.00%	58,332	Sh.	≈0.07	Sole	–	Sole	–	–
DHT HOLDINGS INC	COMMON STOCK USD.01	–	Y2065G·12·1	245	0.01%	40,006	Sh.	6.12	Sole	–	Sole	–	–
DIAMONDBACK ENERGY INC	COMMON STOCK USD.01	–	25278X·10·9	346	0.02%	2,857	Sh.	121.11	Sole	–	Sole	–	–
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	–	253393·10·2	375	0.02%	4,975	Sh.	75.38	Sole	–	Sole	–	–
DIGITAL REALTY TRUST INC	REIT USD.01	–	253868·10·3	3,609	0.17%	27,795	Sh.	129.84	Sole	–	Sole	–	–
DIGITAL TRANSFORMATION OPP A	COMMON STOCK USD.0001	–	25401K·10·7	2,445	0.11%	250,000	Sh.	9.78	Sole	–	Sole	–	–
DIGITAL TRANSFORMATION OPP A	DIGITAL TRANSFORMATION CW28	–	25401K·11·5	7	0.00%	62,500	Sh.	≈0.11	Sole	–	Sole	–	–
DIGITALOCEAN HOLDINGS INC	COMMON STOCK USD.000025	–	25402D·10·2	249	0.01%	6,018	Sh.	41.38	Sole	–	Sole	–	–
DILLARDS INC CL A	COMMON STOCK	–	254067·10·1	107	0.01%	486	Sh.	220.16	Sole	–	Sole	–	–
DINE BRANDS GLOBAL INC	COMMON STOCK USD.01	–	254423·10·6	281	0.01%	4,319	Sh.	65.06	Sole	–	Sole	–	–
DIODES INC	COMMON STOCK USD.667	–	254543·10·1	1,216	0.06%	18,830	Sh.	64.58	Sole	–	Sole	–	–
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	–	254709·10·8	3,398	0.16%	35,929	Sh.	94.58	Sole	–	Sole	–	–
DLOCAL LTD	COMMON STOCK USD.002	–	G29018·10·1	99	0.00%	3,787	Sh.	26.14	Sole	–	Sole	–	–
DOLLAR GENERAL CORP	COMMON STOCK USD.875	–	256677·10·5	10,388	0.49%	42,323	Sh.	245.45	Sole	–	Sole	–	–
DOLLAR TREE INC	COMMON STOCK USD.01	–	256746·10·8	17,588	0.82%	112,854	Sh.	155.85	Sole	–	Sole	–	–
DOMINION ENERGY INC	COMMON STOCK	–	25746U·10·9	189	0.01%	2,362	Sh.	80.02	Sole	–	Sole	–	–
DOMINO S PIZZA INC	COMMON STOCK USD.01	–	25754A·20·1	2,642	0.12%	6,780	Sh.	389.68	Sole	–	Sole	–	–
DONNELLEY FINANCIAL SOLUTION	COMMON STOCK USD.01	–	25787G·10·0	536	0.03%	18,292	Sh.	29.30	Sole	–	Sole	–	–
DOORDASH INC A	COMMON STOCK USD.00001	–	25809K·10·5	443	0.02%	6,902	Sh.	64.18	Sole	–	Sole	–	–
DOVER CORP	COMMON STOCK USD1.0	–	260003·10·8	56	0.00%	459	Sh.	122.00	Sole	–	Sole	–	–
DOW INC	COMMON STOCK USD.01	–	260557·10·3	1,278	0.06%	24,760	Sh.	51.62	Sole	–	Sole	–	–
DP CAP ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	G2R05B100 ?	498	0.02%	50,000	Sh.	9.96	Sole	–	Sole	–	–
DP CAP ACQUISITION CORP CL A	DP CAP ACQUISITION A CW23	–	G2R05B126 ?	4	0.00%	25,000	Sh.	≈0.16	Sole	–	Sole	–	–
DPCM CAPITAL INC	UNIT USD.0001	–	23344P·20·0	–	–	2	Sh.	?	Sole	–	Sole	–	–
DPCM CAPITAL INC CLASS A	COMMON STOCK USD.0001	–	23344P·10·1	1,982	0.09%	199,998	Sh.	9.91	Sole	–	Sole	–	–
DPCM CAPITAL INC CLASS A	DPCM CAPITAL INC A CW27	–	23344P·11·9	23	0.00%	66,666	Sh.	0.35	Sole	–	Sole	–	–
DR HORTON INC	COMMON STOCK USD.01	–	23331A·10·9	530	0.02%	8,005	Sh.	66.21	Sole	–	Sole	–	–
DRAGONEER GROWTH OPP III A	COMMON STOCK USD.0001	–	G28315·10·2	195	0.01%	20,000	Sh.	9.75	Sole	–	Sole	–	–
DROPBOX INC CLASS A	COMMON STOCK USD.00001	–	26210C·10·4	438	0.02%	20,887	Sh.	20.97	Sole	–	Sole	–	–
DTE ENERGY COMPANY	COMMON STOCK	–	233331·10·7	39	0.00%	309	Sh.	126.21	Sole	–	Sole	–	–
DUKE ENERGY CORP	COMMON STOCK USD.001	–	26441C·20·4	224	0.01%	2,085	Sh.	107.43	Sole	–	Sole	–	–
DUKE REALTY CORP	REIT USD.01	–	264411·50·5	2,205	0.10%	40,130	Sh.	54.95	Sole	–	Sole	–	–
DUPONT DE NEMOURS INC	COMMON STOCK USD.01	–	26614N·10·2	127	0.01%	2,285	Sh.	55.58	Sole	–	Sole	–	–
DXC TECHNOLOGY CO	COMMON STOCK USD.01	–	23355L·10·6	30	0.00%	999	Sh.	30.03	Sole	–	Sole	–	–
DYNATRACE INC	COMMON STOCK USD.001	–	268150·10·9	972	0.05%	24,636	Sh.	39.45	Sole	–	Sole	–	–
E.MERGE TECHNOLOGY ACQUISI A	COMMON STOCK USD.0001	–	26873Y·10·4	250	0.01%	24,999	Sh.	10.00	Sole	–	Sole	–	–
E.MERGE TECHNOLOGY ACQUISI A	E.MERGE TECHNOLOGY ACQ CW25	–	26873Y·11·2	1	0.00%	8,333	Sh.	≈0.12	Sole	–	Sole	–	–
E.MERGE TECHNOLOGY ACQUISITI	UNIT USD.0001	–	26873Y·20·3	–	–	1	Sh.	?	Sole	–	Sole	–	–
EAGLE MATERIALS INC	COMMON STOCK USD.01	–	26969P·10·8	376	0.02%	3,421	Sh.	109.91	Sole	–	Sole	–	–
EAGLE PHARMACEUTICALS INC	COMMON STOCK USD.001	–	269796·10·8	508	0.02%	11,435	Sh.	44.43	Sole	–	Sole	–	–
EAST RESOURCES ACQUISITION A	COMMON STOCK USD.0001	–	274681·10·5	1,996	0.09%	200,000	Sh.	9.98	Sole	–	Sole	–	–
EAST RESOURCES ACQUISITION A	EAST RESOURCES ACQUIS CW27	–	274681·11·3	22	0.00%	100,000	Sh.	0.22	Sole	–	Sole	–	–
EAST WEST BANCORP INC	COMMON STOCK USD.001	–	27579R·10·4	643	0.03%	9,919	Sh.	64.83	Sole	–	Sole	–	–
EASTERLY GOVERNMENT PROPERTI	REIT USD.01	–	27616P·10·3	450	0.02%	23,655	Sh.	19.02	Sole	–	Sole	–	–
EASTGROUP PROPERTIES INC	REIT	–	277276·10·1	285	0.01%	1,847	Sh.	154.30	Sole	–	Sole	–	–
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	–	277432·10·0	711	0.03%	7,924	Sh.	89.73	Sole	–	Sole	–	–
EATON CORP PLC	COMMON STOCK USD.01	–	G29183·10·3	1,199	0.06%	9,514	Sh.	126.02	Sole	–	Sole	–	–
EBAY INC	COMMON STOCK USD.001	–	278642·10·3	1,397	0.07%	33,533	Sh.	41.66	Sole	–	Sole	–	–
EDIFY ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	28059Q·10·3	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
EDIFY ACQUISITION CORP CL A	EDIFY ACQ CL A CW27	–	28059Q·11·1	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
EDISON INTERNATIONAL	COMMON STOCK	–	281020·10·7	95	0.00%	1,495	Sh.	63.55	Sole	–	Sole	–	–
EDITAS MEDICINE INC	COMMON STOCK USD.0001	–	28106W·10·3	261	0.01%	22,027	Sh.	11.85	Sole	–	Sole	–	–
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.0	–	28176E·10·8	316	0.01%	3,321	Sh.	95.15	Sole	–	Sole	–	–
EGAIN CORP	COMMON STOCK USD.001	–	28225C·80·6	187	0.01%	19,223	Sh.	9.73	Sole	–	Sole	–	–
ELECTRONIC ARTS INC	COMMON STOCK USD.01	–	285512·10·9	131	0.01%	1,078	Sh.	121.52	Sole	–	Sole	–	–
ELEVANCE HEALTH INC	COMMON STOCK USD.01	–	036752·10·3	4,902	0.23%	10,157	Sh.	482.62	Sole	–	Sole	–	–
ELI LILLY CO	COMMON STOCK	–	532457·10·8	9,763	0.46%	30,110	Sh.	324.24	Sole	–	Sole	–	–
ELLIOTT OPPORTUNITY II COR A	COMMON STOCK USD.0001	–	G30092·10·3	1,458	0.07%	150,000	Sh.	9.72	Sole	–	Sole	–	–
ELLIOTT OPPORTUNITY II COR A	ELLIOTT OPPORTUNITY II CW23	–	G30092·11·1	10	0.00%	37,500	Sh.	0.27	Sole	–	Sole	–	–
EMCOR GROUP INC	COMMON STOCK USD.01	–	29084Q·10·0	3,616	0.17%	35,123	Sh.	102.95	Sole	–	Sole	–	–
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	–	29089Q·10·5	441	0.02%	14,207	Sh.	31.04	Sole	–	Sole	–	–
EMERSON ELECTRIC CO	COMMON STOCK USD.5	–	291011·10·4	176	0.01%	2,208	Sh.	79.71	Sole	–	Sole	–	–
EMPLOYERS HOLDINGS INC	COMMON STOCK USD.01	–	292218·10·4	487	0.02%	11,621	Sh.	41.91	Sole	–	Sole	–	–
ENCORE WIRE CORP	COMMON STOCK USD.01	–	292562·10·5	568	0.03%	5,466	Sh.	103.92	Sole	–	Sole	–	–
ENERGY FUELS INC	COMMON STOCK	–	292671·70·8	99	0.00%	20,203	Sh.	4.90	Sole	–	Sole	–	–
ENJOY TECHNOLOGY INC	ENJOY TECHNOLOGY INC CW25	–	29335V·11·4	–	–	10,000	Sh.	?	Sole	–	Sole	–	–
ENOVA INTERNATIONAL INC	COMMON STOCK USD.00001	–	29357K·10·3	110	0.01%	3,808	Sh.	28.89	Sole	–	Sole	–	–
ENPHASE ENERGY INC	COMMON STOCK USD.00001	–	29355A·10·7	121	0.01%	619	Sh.	195.48	Sole	–	Sole	–	–
ENPHYS ACQUISITION CORP	COMMON STOCK USD.0001	–	G3167L·10·9	963	0.05%	100,000	Sh.	9.63	Sole	–	Sole	–	–
ENPHYS ACQUISITION CORP	ENPHYS ACQUISITION CW24	–	G3167L·11·7	11	0.00%	50,000	Sh.	0.22	Sole	–	Sole	–	–
ENSIGN GROUP INC/THE	COMMON STOCK USD.001	–	29358P·10·1	211	0.01%	2,877	Sh.	73.34	Sole	–	Sole	–	–
ENTERGY CORP	COMMON STOCK USD.01	–	29364G·10·3	89	0.00%	792	Sh.	112.37	Sole	–	Sole	–	–
ENTERPRISE 4.0 TECHNOLOGY AC	COMMON STOCK USD.0001	–	G3137C·10·6	50	0.00%	5,000	Sh.	10.00	Sole	–	Sole	–	–
ENTERPRISE 4.0 TECHNOLOGY AC	ENTERPRISE 4.0 TECHNOL CW23	–	G3137C·11·4	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
EOG RESOURCES INC	COMMON STOCK USD.01	–	26875P·10·1	211	0.01%	1,913	Sh.	110.30	Sole	–	Sole	–	–
EPR PROPERTIES	REIT USD.01	–	26884U·10·9	984	0.05%	20,978	Sh.	46.91	Sole	–	Sole	–	–
EQ HEALTH ACQUISITION CORP A	COMMON STOCK USD.0001	–	26886A·10·1	197	0.01%	20,000	Sh.	9.85	Sole	–	Sole	–	–
EQ HEALTH ACQUISITION CORP A	EQ HEALTH ACQ A CW28	–	26886A·11·9	1	0.00%	10,000	Sh.	≈0.10	Sole	–	Sole	–	–
EQUIFAX INC	COMMON STOCK USD1.25	–	294429·10·5	111	0.01%	606	Sh.	183.17	Sole	–	Sole	–	–
EQUINIX INC	REIT USD.001	–	29444U·70·0	6,581	0.31%	10,017	Sh.	656.98	Sole	–	Sole	–	–
EQUITRANS MIDSTREAM CORP	COMMON STOCK	–	294600·10·1	318	0.01%	49,964	Sh.	6.36	Sole	–	Sole	–	–
EQUITY DISTRIBUTION ACQUIS A	COMMON STOCK USD.0001	–	29465E·10·6	497	0.02%	49,998	Sh.	9.94	Sole	–	Sole	–	–
EQUITY DISTRIBUTION ACQUIS A	EQUITY DISTRIBUTION A CW25	–	29465E·11·4	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
EQUITY DISTRIBUTION ACQUISIT	UNIT USD.0001	–	29465E·20·5	–	–	2	Sh.	?	Sole	–	Sole	–	–
EQUITY LIFESTYLE PROPERTIES	REIT USD.01	–	29472R·10·8	6,495	0.30%	92,163	Sh.	70.47	Sole	–	Sole	–	–
EQUITY RESIDENTIAL	REIT USD.01	–	29476L·10·7	2,817	0.13%	39,011	Sh.	72.21	Sole	–	Sole	–	–
ERMENEGILDO ZEGNA HOLDITALIA	COMMON STOCK	–	N30577·10·5	–	–	1	Sh.	?	Sole	–	Sole	–	–
ESGEN ACQUISITION CORP A	COMMON STOCK USD.0001	–	G3R95N103 ?	503	0.02%	50,000	Sh.	10.06	Sole	–	Sole	–	–
ESGEN ACQUISITION CORP A	ESGEN ACQUISITION A CW23	–	G3R95N111 ?	5	0.00%	25,000	Sh.	≈0.20	Sole	–	Sole	–	–
ESM ACQUISITION CORP	UNIT USD.0001	–	G3195H·12·0	–	–	4	Sh.	?	Sole	–	Sole	–	–
ESM ACQUISITION CORP A	COMMON STOCK USD.0001	–	G3195H·10·4	980	0.05%	99,996	Sh.	9.80	Sole	–	Sole	–	–
ESM ACQUISITION CORP A	ESM ACQUISITION CL A CW26	–	G3195H·11·2	6	0.00%	33,332	Sh.	≈0.18	Sole	–	Sole	–	–
ESSENT GROUP LTD	COMMON STOCK USD.015	–	G3198U·10·2	1,214	0.06%	31,200	Sh.	38.91	Sole	–	Sole	–	–
ESSENTIAL PROPERTIES REALTY	REIT USD.01	–	29670E·10·7	134	0.01%	6,224	Sh.	21.53	Sole	–	Sole	–	–
ESSEX PROPERTY TRUST INC	REIT USD.0001	–	297178·10·5	1,334	0.06%	5,101	Sh.	261.52	Sole	–	Sole	–	–
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	–	518439·10·4	1,236	0.06%	4,852	Sh.	254.74	Sole	–	Sole	–	–
EURONET WORLDWIDE INC	COMMON STOCK USD.02	–	298736·10·9	5,459	0.26%	54,268	Sh.	100.59	Sole	–	Sole	–	–
EUROPEAN BIOTECH ACQUISITI A	COMMON STOCK USD.0001	–	G3167F·10·2	978	0.05%	99,996	Sh.	9.78	Sole	–	Sole	–	–
EUROPEAN BIOTECH ACQUISITI A	EUROPEAN BIOTECH CW26	–	G3167F·12·8	3	0.00%	33,332	Sh.	≈0.09	Sole	–	Sole	–	–
EUROPEAN BIOTECH ACQUISITION	UNIT USD.0001	–	G3167F·11·0	–	–	4	Sh.	?	Sole	–	Sole	–	–
EUROSEAS LTD	COMMON STOCK USD.03	–	Y23592·13·5	184	0.01%	7,684	Sh.	23.95	Sole	–	Sole	–	–
EVERCORE INC A	COMMON STOCK USD.01	–	29977A·10·5	1,447	0.07%	15,461	Sh.	93.59	Sole	–	Sole	–	–
EVEREST CONSOLIDATOR ACQUISI	COMMON STOCK USD.0001	–	29978K·10·2	499	0.02%	50,000	Sh.	9.98	Sole	–	Sole	–	–
EVEREST CONSOLIDATOR ACQUISI	EVEREST CONSOLIDATOR CW23	–	29978K·11·0	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
EVEREST RE GROUP LTD	COMMON STOCK USD.01	–	G3223R·10·8	1,021	0.05%	3,642	Sh.	280.34	Sole	–	Sole	–	–
EVERGY INC	COMMON STOCK	–	30034W·10·6	2,461	0.12%	37,711	Sh.	65.26	Sole	–	Sole	–	–
EVERQUOTE INC CLASS A	COMMON STOCK USD.001	–	30041R·10·8	143	0.01%	16,149	Sh.	8.86	Sole	–	Sole	–	–
EVERSOURCE ENERGY	COMMON STOCK USD5.0	–	30040W·10·8	91	0.00%	1,075	Sh.	84.65	Sole	–	Sole	–	–
EVERTEC INC	COMMON STOCK USD.01	–	30040P·10·3	446	0.02%	12,094	Sh.	36.88	Sole	–	Sole	–	–
EXCELFIN ACQUISITION CORP A	COMMON STOCK USD.0001	–	30069X·10·2	1,001	0.05%	100,000	Sh.	10.01	Sole	–	Sole	–	–
EXCELFIN ACQUISITION CORP A	EXCELFIN ACQUISITION CW23	–	30069X·11·0	10	0.00%	50,000	Sh.	0.20	Sole	–	Sole	–	–
EXELIXIS INC	COMMON STOCK USD.001	–	30161Q·10·4	436	0.02%	20,963	Sh.	20.80	Sole	–	Sole	–	–
EXELON CORP	COMMON STOCK	–	30161N·10·1	1,228	0.06%	27,097	Sh.	45.32	Sole	–	Sole	–	–
EXLSERVICE HOLDINGS INC	COMMON STOCK USD.001	–	302081·10·4	352	0.02%	2,390	Sh.	147.28	Sole	–	Sole	–	–
EXPEDIA GROUP INC	COMMON STOCK USD.001	–	30212P·30·3	67	0.00%	707	Sh.	94.77	Sole	–	Sole	–	–
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	–	302130·10·9	75	0.00%	765	Sh.	98.04	Sole	–	Sole	–	–
EXTRA SPACE STORAGE INC	REIT USD.01	–	30225T·10·2	4,269	0.20%	25,092	Sh.	170.13	Sole	–	Sole	–	–
EXXON MOBIL CORP	COMMON STOCK	–	30231G·10·2	2,931	0.14%	34,219	Sh.	85.65	Sole	–	Sole	–	–
EZCORP INC	COMPANY GUAR 05/25 2.375	–	302301·AE·6	3,219	0.15%	3,635,000	Sh.	0.89	Sole	–	Sole	–	–
EZCORP INC	COMPANY GUAR 07/24 2.875	–	302301·AF·3	1,035	0.05%	1,000,000	Sh.	1.03	Sole	–	Sole	–	–
F5 INC	COMMON STOCK	–	315616·10·2	28	0.00%	182	Sh.	153.85	Sole	–	Sole	–	–
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	–	303075·10·5	2,868	0.13%	7,457	Sh.	384.61	Sole	–	Sole	–	–
FAIR ISAAC CORP	COMMON STOCK USD.01	–	303250·10·4	4,253	0.20%	10,609	Sh.	400.89	Sole	–	Sole	–	–
FAR PEAK ACQUISITION CORP	UNIT USD.0001	–	G3312L·12·9	–	–	1	Sh.	?	Sole	–	Sole	–	–
FAR PEAK ACQUISITION CORP A	COMMON STOCK USD.0001	–	G3312L·10·3	982	0.05%	99,999	Sh.	9.82	Sole	–	Sole	–	–
FAR PEAK ACQUISITION CORP A	FAR PEAK ACQ CL A CW25	–	G3312L·11·1	9	0.00%	33,333	Sh.	≈0.27	Sole	–	Sole	–	–
FAST ACQUISITION CORP II A	COMMON STOCK USD.0001	–	311874·10·1	976	0.05%	100,000	Sh.	9.76	Sole	–	Sole	–	–
FAST ACQUISITION CORP II A	FAST ACQUISITION II A CW26	–	311874·11·9	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
FAST RADIUS INC	FAST RADIUS CW28	–	31187R·11·8	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
FASTENAL CO	COMMON STOCK USD.01	–	311900·10·4	262	0.01%	5,247	Sh.	49.93	Sole	–	Sole	–	–
FATHOM DIGITAL MANUFACTURING	ALTIMAR ACQ A CW27	–	31189Y·11·1	–	–	250	Sh.	?	Sole	–	Sole	–	–
FEDERAL REALTY INVS TRUST	REIT USD.01	–	313745·10·1	40	0.00%	421	Sh.	95.01	Sole	–	Sole	–	–
FEDERAL SIGNAL CORP	COMMON STOCK USD1.0	–	313855·10·8	202	0.01%	5,682	Sh.	35.55	Sole	–	Sole	–	–
FEDEX CORP	COMMON STOCK USD.1	–	31428X·10·6	205	0.01%	906	Sh.	226.27	Sole	–	Sole	–	–
FIDELITY NATIONAL FINANCIAL	COMMON STOCK USD.0001	–	31620R·30·3	4,143	0.19%	112,097	Sh.	36.96	Sole	–	Sole	–	–
FIDELITY NATIONAL INFO SERV	COMMON STOCK USD.01	–	31620M·10·6	1,918	0.09%	20,921	Sh.	91.68	Sole	–	Sole	–	–
FIFTH THIRD BANCORP	COMMON STOCK	–	316773·10·0	60	0.00%	1,796	Sh.	33.41	Sole	–	Sole	–	–
FIFTH WALL ACQUISITION COR A	COMMON STOCK USD.0001	–	G34142·10·2	732	0.03%	75,000	Sh.	9.76	Sole	–	Sole	–	–
FIGURE ACQUISITION CORP I A	COMMON STOCK USD.0001	–	302438·10·6	588	0.03%	60,000	Sh.	9.80	Sole	–	Sole	–	–
FIGURE ACQUISITION CORP I A	FIGURE ACQ I CL A CW27	–	302438·11·4	3	0.00%	15,000	Sh.	≈0.20	Sole	–	Sole	–	–
FINSERV ACQUISITION CORP A	COMMON STOCK USD.0001	–	31809Y·10·3	147	0.01%	15,000	Sh.	9.80	Sole	–	Sole	–	–
FINSERV ACQUISITION CORP A	FINSERV ACQUISITION CO CW26	–	31809Y·11·1	1	0.00%	3,750	Sh.	≈0.27	Sole	–	Sole	–	–
FINTECH ACQUISITION CORP A	COMMON STOCK USD.0001	–	31811H·10·6	985	0.05%	100,000	Sh.	9.85	Sole	–	Sole	–	–
FINTECH ACQUISITION CORP A	FINTECH ACQUISITION A CW27	–	31811H·11·4	4	0.00%	25,000	Sh.	≈0.16	Sole	–	Sole	–	–
FINTECH EVOLUTION ACQUISIT A	COMMON STOCK USD.0001	–	G3R19A104 ?	1,470	0.07%	150,000	Sh.	9.80	Sole	–	Sole	–	–
FINTECH EVOLUTION ACQUISIT A	FINTECH EVOLUTION ACQ CW28	–	G3R19A120 ?	5	0.00%	50,000	Sh.	≈0.10	Sole	–	Sole	–	–
FINVOLUTION GROUP ADR	ADR USD.00001	–	31810T·10·1	45	0.00%	9,467	Sh.	4.75	Sole	–	Sole	–	–
FIRST BANCORP PUERTO RICO	COMMON STOCK USD.1	–	318672·70·6	421	0.02%	32,573	Sh.	12.92	Sole	–	Sole	–	–
FIRST COMMONWEALTH FINL CORP	COMMON STOCK USD1.0	–	319829·10·7	712	0.03%	53,090	Sh.	13.41	Sole	–	Sole	–	–
FIRST INDUSTRIAL REALTY TR	REIT USD.01	–	32054K·10·3	1,044	0.05%	21,980	Sh.	47.50	Sole	–	Sole	–	–
FIRST MERCHANTS CORP	COMMON STOCK	–	320817·10·9	951	0.04%	26,689	Sh.	35.63	Sole	–	Sole	–	–
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	–	33616C·10·0	103	0.00%	712	Sh.	144.66	Sole	–	Sole	–	–
FIRST RESERVE SUSTAINABLE A	COMMON STOCK USD.0001	–	336169·10·7	489	0.02%	50,000	Sh.	9.78	Sole	–	Sole	–	–
FIRST RESERVE SUSTAINABLE A	FIRST RESERVE SUST A CW27	–	336169·11·5	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
FIRSTCASH HOLDINGS INC	COMMON STOCK USD.01	–	33768G·10·7	170	0.01%	2,448	Sh.	69.44	Sole	–	Sole	–	–
FIRSTENERGY CORP	COMMON STOCK USD.1	–	337932·10·7	75	0.00%	1,964	Sh.	38.19	Sole	–	Sole	–	–
FISERV INC	COMMON STOCK USD.01	–	337738·10·8	163	0.01%	1,833	Sh.	88.93	Sole	–	Sole	–	–
FLAME ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	33850F·10·8	1,469	0.07%	150,000	Sh.	9.79	Sole	–	Sole	–	–
FLAME ACQUISITION CORP CL A	FLAME ACQUISITION CL A CW28	–	33850F·11·6	12	0.00%	75,000	Sh.	0.16	Sole	–	Sole	–	–
FLEETCOR TECHNOLOGIES INC	COMMON STOCK USD.001	–	339041·10·5	53	0.00%	250	Sh.	212.00	Sole	–	Sole	–	–
FMC CORP	COMMON STOCK USD.1	–	302491·30·3	78	0.00%	728	Sh.	107.14	Sole	–	Sole	–	–
FOCUS IMPACT ACQUISITION A	COMMON STOCK USD.0001	–	34417L·10·9	1,193	0.06%	120,000	Sh.	9.94	Sole	–	Sole	–	–
FOCUS IMPACT ACQUISITION A	FOCUS IMPACT ACQUISIT CW23	–	34417L·11·7	5	0.00%	60,000	Sh.	≈0.08	Sole	–	Sole	–	–
FOOT LOCKER INC	COMMON STOCK USD.01	–	344849·10·4	234	0.01%	9,248	Sh.	25.30	Sole	–	Sole	–	–
FORD MOTOR CO	COMMON STOCK USD.01	–	345370·86·0	184	0.01%	16,545	Sh.	11.12	Sole	–	Sole	–	–
FOREST ROAD ACQUISITION CO A	COMMON STOCK USD.0001	–	34619V·10·3	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
FOREST ROAD ACQUISITION CO A	FOREST ROAD ACQ CL A CW26	–	34619V·11·1	5	0.00%	20,000	Sh.	≈0.25	Sole	–	Sole	–	–
FORMFACTOR INC	COMMON STOCK USD.001	–	346375·10·8	516	0.02%	13,311	Sh.	38.76	Sole	–	Sole	–	–
FORTINET INC	COMMON STOCK USD.001	–	34959E·10·9	1,148	0.05%	20,288	Sh.	56.59	Sole	–	Sole	–	–
FORTISTAR SUSTAINABLE SOLU A	COMMON STOCK USD.0001	–	34962M·10·6	490	0.02%	49,998	Sh.	9.80	Sole	–	Sole	–	–
FORTISTAR SUSTAINABLE SOLU A	FORTISTAR SUSTAIN A CW27	–	34962M·11·4	3	0.00%	24,999	Sh.	≈0.12	Sole	–	Sole	–	–
FORTISTAR SUSTAINABLE SOLUTI	UNIT USD.0001	–	34962M·20·5	–	–	2	Sh.	?	Sole	–	Sole	–	–
FORTIVE CORP	COMMON STOCK USD.01	–	34959J·10·8	90	0.00%	1,657	Sh.	54.32	Sole	–	Sole	–	–
FORTRESS CAPITAL ACQUISITI A	COMMON STOCK USD.0001	–	G36427·10·5	493	0.02%	50,000	Sh.	9.86	Sole	–	Sole	–	–
FORTRESS CAPITAL ACQUISITI A	FORTRESS CAP ACQ CL A CW27	–	G36427·12·1	2	0.00%	10,000	Sh.	≈0.20	Sole	–	Sole	–	–
FORTRESS VALUE ACQUIS IV A	COMMON STOCK USD.0001	–	34964K·10·8	1,954	0.09%	200,000	Sh.	9.77	Sole	–	Sole	–	–
FORTRESS VALUE ACQUIS IV A	FORTRESS VALUE ACQ IV CW28	–	34964K·11·6	5	0.00%	25,000	Sh.	≈0.20	Sole	–	Sole	–	–
FORTRESS VALUE ACQUISITION A	COMMON STOCK USD.0001	–	34964G·10·7	983	0.05%	100,000	Sh.	9.83	Sole	–	Sole	–	–
FORTRESS VALUE ACQUISITION A	FORTRESS VALUE ACQ A CW27	–	34964G·11·5	4	0.00%	20,000	Sh.	≈0.20	Sole	–	Sole	–	–
FORTUNE BRANDS HOME SECURI	COMMON STOCK USD.01	–	34964C·10·6	63	0.00%	1,049	Sh.	60.06	Sole	–	Sole	–	–
FORUM MERGER IV CORP A	COMMON STOCK USD.0001	–	349875·10·4	244	0.01%	25,000	Sh.	9.76	Sole	–	Sole	–	–
FORUM MERGER IV CORP A	FORUM MERGER IV CL A CW27	–	349875·11·2	1	0.00%	6,250	Sh.	≈0.16	Sole	–	Sole	–	–
FOX CORP CLASS A	COMMON STOCK USD.01	–	35137L·10·5	60	0.00%	1,871	Sh.	32.07	Sole	–	Sole	–	–
FOX FACTORY HOLDING CORP	COMMON STOCK USD.001	–	35138V·10·2	380	0.02%	4,721	Sh.	80.49	Sole	–	Sole	–	–
FRANKLIN ELECTRIC CO INC	COMMON STOCK USD.1	–	353514·10·2	248	0.01%	3,381	Sh.	73.35	Sole	–	Sole	–	–
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	–	354613·10·1	22	0.00%	949	Sh.	23.18	Sole	–	Sole	–	–
FRAZIER LIFESCIENCES ACQUI A	COMMON STOCK USD.0001	–	G3710A·10·5	247	0.01%	24,999	Sh.	9.88	Sole	–	Sole	–	–
FRAZIER LIFESCIENCES ACQUI A	FRAZIER LIFESCIENCES AC CW25	–	G3710A·11·3	1	0.00%	8,333	Sh.	≈0.12	Sole	–	Sole	–	–
FRAZIER LIFESCIENCES ACQUIS	UNIT USD.0001	–	G3710A·12·1	–	–	1	Sh.	?	Sole	–	Sole	–	–
FREEDOM ACQUISITION I CORP A	COMMON STOCK USD.0001	–	G3663X·11·0	491	0.02%	50,000	Sh.	9.82	Sole	–	Sole	–	–
FREEDOM ACQUISITION I CORP A	FREEDOM ACQ I CL A CW27	–	G3663X·12·8	3	0.00%	12,500	Sh.	≈0.24	Sole	–	Sole	–	–
FREEPORT MCMORAN INC	COMMON STOCK USD.1	–	35671D·85·7	5,333	0.25%	182,246	Sh.	29.26	Sole	–	Sole	–	–
FRONTIER ACQUISITION CORP A	COMMON STOCK USD.0001	–	G36826·10·8	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
FRONTIER ACQUISITION CORP A	FRONTIER ACQUISITON CW28	–	G36826·12·4	5	0.00%	25,000	Sh.	≈0.20	Sole	–	Sole	–	–
FRONTIER INVESTMENT CORP	UNIT USD.0001	–	G36816·11·7	–	–	4	Sh.	?	Sole	–	Sole	–	–
FRONTIER INVESTMENT CORP A	COMMON STOCK USD.0001	–	G36816·10·9	970	0.05%	99,996	Sh.	9.70	Sole	–	Sole	–	–
FRONTIER INVESTMENT CORP A	FRONTIER INVESTMENT A CW23	–	G36816·12·5	2	0.00%	33,332	Sh.	≈0.06	Sole	–	Sole	–	–
FTAC ATHENA ACQUISITION CO A	COMMON STOCK USD.0001	–	G37283·10·1	98	0.00%	10,000	Sh.	9.80	Sole	–	Sole	–	–
FTAC ATHENA ACQUISITION CO A	FTAC ATHENA ACQ CL A CW26	–	G37283·11·9	1	0.00%	2,500	Sh.	≈0.40	Sole	–	Sole	–	–
FTAC HERA ACQUISITION CORP A	COMMON STOCK USD.0001	–	G3728Y·10·3	1,470	0.07%	150,000	Sh.	9.80	Sole	–	Sole	–	–
FTAC HERA ACQUISITION CORP A	FTAC HERA ACQ CL A CW27	–	G3728Y·11·1	7	0.00%	37,500	Sh.	≈0.19	Sole	–	Sole	–	–
FULL HOUSE RESORTS INC	COMMON STOCK USD.0001	–	359678·10·9	103	0.00%	16,984	Sh.	6.06	Sole	–	Sole	–	–
FUNKO INC CLASS A	COMMON STOCK USD.0001	–	361008·10·5	305	0.01%	13,664	Sh.	22.32	Sole	–	Sole	–	–
FUSION ACQUISITION CORP II	UNIT USD.0001	–	36118N·20·1	–	–	4	Sh.	?	Sole	–	Sole	–	–
FUSION ACQUISITION CORP II A	COMMON STOCK USD.0001	–	36118N·10·2	245	0.01%	24,996	Sh.	9.80	Sole	–	Sole	–	–
FUSION ACQUISITION CORP II A	FUSION ACQ II CL A CW27	–	36118N·11·0	1	0.00%	8,332	Sh.	≈0.12	Sole	–	Sole	–	–
FUTU HOLDINGS LTD ADR	ADR USD.00001	–	36118L·10·6	61	0.00%	1,162	Sh.	52.50	Sole	–	Sole	–	–
G SQUARED ASCEND I INC CL A	COMMON STOCK USD.0001	–	G4204R·10·9	2,453	0.11%	250,000	Sh.	9.81	Sole	–	Sole	–	–
G SQUARED ASCEND I INC CL A	G SQUARED ASCEND I CW27	–	G4204R·11·7	7	0.00%	50,000	Sh.	≈0.14	Sole	–	Sole	–	–
GAMES ESPORTS EXPERIENCE A	COMMON STOCK USD.0001	–	G3731J·11·9	200	0.01%	20,000	Sh.	10.00	Sole	–	Sole	–	–
GAMES ESPORTS EXPERIENCE A	GAMES + ESPORTS EXPERIEN 23	–	G3731J·12·7	1	0.00%	10,000	Sh.	≈0.10	Sole	–	Sole	–	–
GAMING AND LEISURE PROPERTIE	REIT	–	36467J·10·8	1,197	0.06%	26,093	Sh.	45.87	Sole	–	Sole	–	–
GAMING HOSPITALITY ACQUI A	COMMON STOCK USD.0001	–	364681·10·6	685	0.03%	69,996	Sh.	9.79	Sole	–	Sole	–	–
GAMING HOSPITALITY ACQUI A	GAMING + HOSPITALITY A CW28	–	364681·11·4	2	0.00%	23,332	Sh.	≈0.09	Sole	–	Sole	–	–
GAMING HOSPITALITY ACQUISI	UNIT USD.0001	–	364681·20·5	–	–	4	Sh.	?	Sole	–	Sole	–	–
GANNETT CO INC	COMMON STOCK USD.01	–	36472T·10·9	86	0.00%	29,761	Sh.	2.89	Sole	–	Sole	–	–
GARTNER INC	COMMON STOCK USD.0005	–	366651·10·7	1,692	0.08%	6,997	Sh.	241.82	Sole	–	Sole	–	–
GCP APPLIED TECHNOLOGIES	COMMON STOCK USD.01	–	36164Y·10·1	4,023	0.19%	128,600	Sh.	31.28	Sole	–	Sole	–	–
GELESIS HOLDINGS INC	CAPSTAR SPECIAL PURPOSE CW27	–	36850R·11·3	12	0.00%	100,000	Sh.	0.12	Sole	–	Sole	–	–
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	–	369550·10·8	6,577	0.31%	29,728	Sh.	221.24	Sole	–	Sole	–	–
GENERAL ELECTRIC CO	COMMON STOCK USD.01	–	369604·30·1	274	0.01%	4,307	Sh.	63.62	Sole	–	Sole	–	–
GENERAL MILLS INC	COMMON STOCK USD.1	–	370334·10·4	165	0.01%	2,181	Sh.	75.65	Sole	–	Sole	–	–
GENERAL MOTORS CO	COMMON STOCK USD.01	–	37045V·10·0	1,710	0.08%	53,846	Sh.	31.76	Sole	–	Sole	–	–
GENESCO INC	COMMON STOCK USD1.0	–	371532·10·2	193	0.01%	3,867	Sh.	49.91	Sole	–	Sole	–	–
GENPACT LTD	COMMON STOCK USD.01	–	G3922B·10·7	153	0.01%	3,604	Sh.	42.45	Sole	–	Sole	–	–
GENTEX CORP	COMMON STOCK USD.06	–	371901·10·9	237	0.01%	8,488	Sh.	27.92	Sole	–	Sole	–	–
GENUINE PARTS CO	COMMON STOCK USD1.0	–	372460·10·5	10	0.00%	75	Sh.	133.33	Sole	–	Sole	–	–
GENWORTH FINANCIAL INC CL A	COMMON STOCK USD.001	–	37247D·10·6	398	0.02%	112,845	Sh.	3.53	Sole	–	Sole	–	–
GEO GROUP INC/THE	COMMON STOCK USD.01	–	36162J·10·6	149	0.01%	22,518	Sh.	6.62	Sole	–	Sole	–	–
GETTY REALTY CORP	REIT USD.01	–	374297·10·9	391	0.02%	14,759	Sh.	26.49	Sole	–	Sole	–	–
GILDAN ACTIVEWEAR INC	COMMON STOCK	–	375916·10·3	709	0.03%	24,630	Sh.	28.79	Sole	–	Sole	–	–
GILEAD SCIENCES INC	COMMON STOCK USD.001	–	375558·10·3	581	0.03%	9,405	Sh.	61.78	Sole	–	Sole	–	–
GLAUKOS CORP	COMMON STOCK USD.001	–	377322·10·2	168	0.01%	3,707	Sh.	45.32	Sole	–	Sole	–	–
GLOBAL BUSINESS TRAVEL GROUP	WARRANT	–	37890B·11·8	25	0.00%	23,615	Sh.	1.06	Sole	–	Sole	–	–
GLOBAL NET LEASE INC	REIT USD.01	–	379378·20·1	584	0.03%	41,216	Sh.	14.17	Sole	–	Sole	–	–
GLOBAL PARTNER ACQUISITION A	COMMON STOCK USD.0001	–	G3934P·10·2	740	0.03%	75,000	Sh.	9.87	Sole	–	Sole	–	–
GLOBAL PARTNER ACQUISITION A	GLOBAL PARTNER ACQ A CW27	–	G3934P·12·8	2	0.00%	12,500	Sh.	≈0.16	Sole	–	Sole	–	–
GLOBAL PAYMENTS INC	COMMON STOCK	–	37940X·10·2	1,867	0.09%	16,874	Sh.	110.64	Sole	–	Sole	–	–
GLOBAL SYNERGY ACQUISITION A	COMMON STOCK USD.0001	–	G3934J·10·6	498	0.02%	50,000	Sh.	9.96	Sole	–	Sole	–	–
GLOBAL SYNERGY ACQUISITION A	GLOBAL SYNERGY ACQUIS CW27	–	G3934J·12·2	2	0.00%	25,000	Sh.	≈0.08	Sole	–	Sole	–	–
GLOBAL TECHNOLOGY ACQUISIT A	COMMON STOCK USD.0001	–	G3934N·10·7	499	0.02%	50,000	Sh.	9.98	Sole	–	Sole	–	–
GLOBAL TECHNOLOGY ACQUISIT A	GLOBAL TECHNOLOGY ACQ CW23	–	G3934N·11·5	4	0.00%	25,000	Sh.	≈0.16	Sole	–	Sole	–	–
GLOBAL X MSCI CHINA CONSUMER D	GLOBAL X MSCI CHINA CONSUMER	–	37950E·40·8	331	0.02%	13,993	Sh.	23.65	Sole	–	Sole	–	–
GLOBALSTAR INC	COMMON STOCK USD.0001	–	378973·40·8	75	0.00%	60,700	Sh.	1.24	Sole	–	Sole	–	–
GO ACQUISITION CORP	UNIT USD.0001	–	362019·20·0	–	–	2	Sh.	?	Sole	–	Sole	–	–
GO ACQUISITION CORP CLASS A	COMMON STOCK USD.0001	–	362019·10·1	1,996	0.09%	199,998	Sh.	9.98	Sole	–	Sole	–	–
GO ACQUISITION CORP CLASS A	GO ACQUISITION CORP CW27GO	–	362019·11·9	–	–	66,666	Sh.	?	Sole	–	Sole	–	–
GOAL ACQUISITIONS CORP	COMMON STOCK USD.0001	–	38021H·10·7	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
GOAL ACQUISITIONS CORP	GOAL ACQUISITIONS CORP CW	–	38021H·11·5	10	0.00%	100,000	Sh.	0.10	Sole	–	Sole	–	–
GOBI ACQUISITION CORP A	COMMON STOCK USD.001	–	G4022Y·10·4	993	0.05%	100,000	Sh.	9.93	Sole	–	Sole	–	–
GOGREEN INVESTMENTS CORP	COMMON STOCK USD.0001	–	G9461B·10·1	501	0.02%	50,000	Sh.	10.02	Sole	–	Sole	–	–
GOGREEN INVESTMENTS CORP	GOGREEN INVESTMENTS CW23	–	G9461B·11·9	6	0.00%	25,000	Sh.	≈0.24	Sole	–	Sole	–	–
GOLAR LNG LTD	COMMON STOCK USD1.0	–	G9456A·10·0	190	0.01%	8,373	Sh.	22.69	Sole	–	Sole	–	–
GOLDEN ENTERTAINMENT INC	COMMON STOCK USD.01	–	381013·10·1	134	0.01%	3,387	Sh.	39.56	Sole	–	Sole	–	–
GOLDEN FALCON ACQUISITI CL A	COMMON STOCK USD.0001	–	38102H·10·9	1,478	0.07%	150,000	Sh.	9.85	Sole	–	Sole	–	–
GOLDEN FALCON ACQUISITI CL A	GOLDEN FALCON ACQ CL A CW26	–	38102H·11·7	7	0.00%	75,000	Sh.	≈0.09	Sole	–	Sole	–	–
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	–	38141G·10·4	2,401	0.11%	8,083	Sh.	297.04	Sole	–	Sole	–	–
GORES HOLDINGS VII INC A	COMMON STOCK USD.0001	–	38286T·10·1	685	0.03%	70,000	Sh.	9.79	Sole	–	Sole	–	–
GORES HOLDINGS VII INC A	GORES HOLDINGS VII A CW27	–	38286T·11·9	4	0.00%	8,750	Sh.	≈0.46	Sole	–	Sole	–	–
GORES HOLDINGS VIII INC CL A	GORES HOLD VIII CL A CW27	–	382863·11·6	5	0.00%	8,750	Sh.	≈0.57	Sole	–	Sole	–	–
GORES TECHNOLOGY PARTNERS A	COMMON STOCK USD.0001	–	382870·10·3	392	0.02%	40,000	Sh.	9.80	Sole	–	Sole	–	–
GORES TECHNOLOGY PARTNERS A	GORES TECH PARTN CL A CW27	–	382870·11·1	3	0.00%	8,000	Sh.	≈0.38	Sole	–	Sole	–	–
GORES TECHNOLOGY PRTNR II A	COMMON STOCK USD.0001	–	38287L·10·7	685	0.03%	70,000	Sh.	9.79	Sole	–	Sole	–	–
GORES TECHNOLOGY PRTNR II A	GORES TECH PARTN II A CW27	–	38287L·11·5	6	0.00%	14,000	Sh.	≈0.43	Sole	–	Sole	–	–
GRACO INC	COMMON STOCK USD1.0	–	384109·10·4	1,944	0.09%	32,717	Sh.	59.42	Sole	–	Sole	–	–
GRAFTECH INTERNATIONAL LTD	COMMON STOCK USD.01	–	384313·50·8	379	0.02%	53,668	Sh.	7.06	Sole	–	Sole	–	–
GREAT SOUTHERN BANCORP INC	COMMON STOCK USD.01	–	390905·10·7	231	0.01%	3,946	Sh.	58.54	Sole	–	Sole	–	–
GREEN VISOR FINANCIAL TECH A	COMMON STOCK USD.0001	–	G4166K·10·0	101	0.00%	10,000	Sh.	10.10	Sole	–	Sole	–	–
GREEN VISOR FINANCIAL TECH A	GREEN VISOR FIN TECH CW23	–	G4166K·12·6	1	0.00%	5,000	Sh.	≈0.20	Sole	–	Sole	–	–
GREIF INC CL A	COMMON STOCK	–	397624·10·7	956	0.04%	15,329	Sh.	62.37	Sole	–	Sole	–	–
GROUP NINE ACQUISITION CL A	COMMON STOCK USD.0001	–	39947R·10·4	49	0.00%	4,998	Sh.	9.80	Sole	–	Sole	–	–
GROUP NINE ACQUISITION CL A	GROUP NINE ACQ CL A CW26	–	39947R·11·2	–	–	1,666	Sh.	?	Sole	–	Sole	–	–
GROUP NINE ACQUISITION CORP	UNIT USD.0001	–	39947R·20·3	–	–	2	Sh.	?	Sole	–	Sole	–	–
GULFPORT ENERGY CORP	COMMON STOCK USD.0001	–	402635·50·2	230	0.01%	2,894	Sh.	79.47	Sole	–	Sole	–	–
HACKETT GROUP INC/THE	COMMON STOCK USD.001	–	404609·10·9	412	0.02%	21,724	Sh.	18.97	Sole	–	Sole	–	–
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	–	405024·10·0	627	0.03%	9,625	Sh.	65.14	Sole	–	Sole	–	–
HALLIBURTON CO	COMMON STOCK USD2.5	–	406216·10·1	2,028	0.09%	64,682	Sh.	31.35	Sole	–	Sole	–	–
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	–	40637H·10·9	601	0.03%	13,648	Sh.	44.04	Sole	–	Sole	–	–
HAMILTON LANE ALL CLASS A	COMMON STOCK USD.0001	–	40749M·10·3	687	0.03%	69,996	Sh.	9.81	Sole	–	Sole	–	–
HAMILTON LANE ALL CLASS A	HAMILTON LANE ALL CLAS CW26	–	40749M·11·1	2	0.00%	23,332	Sh.	≈0.09	Sole	–	Sole	–	–
HAMILTON LANE ALLIANCE HOLDI	UNIT USD.0001	–	40749M·20·2	–	–	4	Sh.	?	Sole	–	Sole	–	–
HANCOCK WHITNEY CORP	COMMON STOCK USD3.33	–	410120·10·9	560	0.03%	12,636	Sh.	44.32	Sole	–	Sole	–	–
HANMI FINANCIAL CORPORATION	COMMON STOCK USD.001	–	410495·20·4	333	0.02%	14,830	Sh.	22.45	Sole	–	Sole	–	–
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	–	416515·10·4	179	0.01%	2,741	Sh.	65.30	Sole	–	Sole	–	–
HASBRO INC	COMMON STOCK USD.5	–	418056·10·7	40	0.00%	484	Sh.	82.64	Sole	–	Sole	–	–
HAWAIIAN ELECTRIC INDS	COMMON STOCK	–	419870·10·0	972	0.05%	23,768	Sh.	40.90	Sole	–	Sole	–	–
HCA HEALTHCARE INC	COMMON STOCK USD.01	–	40412C·10·1	134	0.01%	799	Sh.	167.71	Sole	–	Sole	–	–
HEALTH ASSURANCE ACQUISIT A	COMMON STOCK USD.0001	–	42226W·10·9	988	0.05%	99,996	Sh.	9.88	Sole	–	Sole	–	–
HEALTH ASSURANCE ACQUISIT A	HEALTH ASSURANCE ACQU CW25	–	42226W·11·7	3	0.00%	24,999	Sh.	≈0.12	Sole	–	Sole	–	–
HEALTH ASSURANCE ACQUISITION	UNIT USD.0001	–	42226W·20·8	–	–	4	Sh.	?	Sole	–	Sole	–	–
HEALTHCARE SERVICES ACQUI A	COMMON STOCK USD.0001	–	42227K·10·4	984	0.05%	100,000	Sh.	9.84	Sole	–	Sole	–	–
HEALTHCARE SERVICES ACQUI A	HEALTHCARE SERVICES CW27	–	42227K·11·2	5	0.00%	50,000	Sh.	≈0.10	Sole	–	Sole	–	–
HEALTHCARE TRUST OF AME CL A	REIT USD.01	–	42225P·50·1	4,103	0.19%	147,005	Sh.	27.91	Sole	–	Sole	–	–
HEALTHPEAK PROPERTIES INC	REIT USD1.0	–	42250P·10·3	695	0.03%	26,813	Sh.	25.92	Sole	–	Sole	–	–
HEALTHWELL ACQUISITION COR A	COMMON STOCK USD.0001	–	42227R·10·9	968	0.05%	100,000	Sh.	9.68	Sole	–	Sole	–	–
HEALTHWELL ACQUISITION COR A	HEALTHWELL ACQ CL A CW28	–	42227R·11·7	8	0.00%	50,000	Sh.	≈0.16	Sole	–	Sole	–	–
HECLA MINING CO	COMMON STOCK USD.25	–	422704·10·6	229	0.01%	58,342	Sh.	3.93	Sole	–	Sole	–	–
HEICO CORP	COMMON STOCK USD.01	–	422806·10·9	1,392	0.07%	10,618	Sh.	131.10	Sole	–	Sole	–	–
HELIOGEN INC	HELIOGEN INC CW28	–	42329E·11·3	6	0.00%	23,900	Sh.	≈0.25	Sole	–	Sole	–	–
HELMERICH PAYNE	COMMON STOCK USD.1	–	423452·10·1	799	0.04%	18,566	Sh.	43.04	Sole	–	Sole	–	–
HENNESSY CAPITAL INVESTMEN A	COMMON STOCK USD.0001	–	42589T·10·7	21	0.00%	2,110	Sh.	9.95	Sole	–	Sole	–	–
HENNESSY CAPITAL INVESTMEN A	HENNESSY CAPITAL INVES CW26	–	42589T·11·5	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
HENRY SCHEIN INC	COMMON STOCK USD.01	–	806407·10·2	40	0.00%	526	Sh.	76.05	Sole	–	Sole	–	–
HERC HOLDINGS INC	COMMON STOCK USD.01	–	42704L·10·4	487	0.02%	5,404	Sh.	90.12	Sole	–	Sole	–	–
HERSHEY CO/THE	COMMON STOCK USD1.0	–	427866·10·8	1,015	0.05%	4,718	Sh.	215.13	Sole	–	Sole	–	–
HESS CORP	COMMON STOCK USD1.0	–	42809H·10·7	968	0.05%	9,140	Sh.	105.91	Sole	–	Sole	–	–
HEWLETT PACKARD ENTERPRISE	COMMON STOCK USD.01	–	42824C·10·9	19	0.00%	1,412	Sh.	13.46	Sole	–	Sole	–	–
HIG ACQUISITION CORP CLASS A	COMMON STOCK USD.0001	–	G44898·10·7	743	0.03%	75,000	Sh.	9.91	Sole	–	Sole	–	–
HIG ACQUISITION CORP CLASS A	HIG ACQUISITION CORP A CW25	–	G44898·12·3	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
HIGHLAND TRANSCEND PART CL A	COMMON STOCK USD.0001	–	G44690·10·8	246	0.01%	24,996	Sh.	9.84	Sole	–	Sole	–	–
HIGHLAND TRANSCEND PART CL A	HIGHLAND TRANSCEN CL A CW27	–	G44690·12·4	1	0.00%	8,332	Sh.	≈0.12	Sole	–	Sole	–	–
HIGHLAND TRANSCEND PARTNERS	UNIT USD.0001	–	G44690·11·6	–	–	4	Sh.	?	Sole	–	Sole	–	–
HIGHWOODS PROPERTIES INC	REIT USD.01	–	431284·10·8	516	0.02%	15,094	Sh.	34.19	Sole	–	Sole	–	–
HILLENBRAND INC	COMMON STOCK	–	431571·10·8	143	0.01%	3,494	Sh.	40.93	Sole	–	Sole	–	–
HILTON WORLDWIDE HOLDINGS IN	COMMON STOCK USD.01	–	43300A·20·3	742	0.03%	6,658	Sh.	111.44	Sole	–	Sole	–	–
HIPPO HOLDINGS INC	HIPPO HOLDINGS INC A CW27	–	433539·11·1	1	0.00%	3,999	Sh.	≈0.25	Sole	–	Sole	–	–
HOLOGIC INC	COMMON STOCK USD.01	–	436440·10·1	2,467	0.12%	35,602	Sh.	69.29	Sole	–	Sole	–	–
HOME DEPOT INC	COMMON STOCK USD.05	–	437076·10·2	6,681	0.31%	24,359	Sh.	274.27	Sole	–	Sole	–	–
HOME PLATE ACQUISITION CL A	COMMON STOCK	–	43734R·10·3	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
HOME PLATE ACQUISITION CL A	HOME PLATE ACQ CW23	–	43734R·11·1	7	0.00%	50,000	Sh.	≈0.14	Sole	–	Sole	–	–
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	–	438516·10·6	395	0.02%	2,272	Sh.	173.86	Sole	–	Sole	–	–
HORIZON ACQUIS CORP II CL A	COMMON STOCK USD.0001	–	G46044·10·6	1,982	0.09%	199,998	Sh.	9.91	Sole	–	Sole	–	–
HORIZON ACQUIS CORP II CL A	HORIZON ACQUIS CORP II CW27	–	G46044·11·4	11	0.00%	66,666	Sh.	0.17	Sole	–	Sole	–	–
HORIZON ACQUISITION CORP II	UNIT USD.0001	–	G46044·12·2	–	–	2	Sh.	?	Sole	–	Sole	–	–
HORIZON BANCORP INC/IN	COMMON STOCK	–	440407·10·4	165	0.01%	9,495	Sh.	17.38	Sole	–	Sole	–	–
HORIZON THERAPEUTICS PLC	COMMON STOCK USD.0001	–	G46188·10·1	1,725	0.08%	21,622	Sh.	79.78	Sole	–	Sole	–	–
HORMEL FOODS CORP	COMMON STOCK USD.01465	–	440452·10·0	48	0.00%	1,018	Sh.	47.15	Sole	–	Sole	–	–
HOST HOTELS RESORTS INC	REIT USD.01	–	44107P·10·4	496	0.02%	31,614	Sh.	15.69	Sole	–	Sole	–	–
HOSTESS BRANDS INC	COMMON STOCK USD.0001	–	44109J·10·6	144	0.01%	6,802	Sh.	21.17	Sole	–	Sole	–	–
HOWMET AEROSPACE INC	COMMON STOCK	–	443201·10·8	2,194	0.10%	69,760	Sh.	31.45	Sole	–	Sole	–	–
HP INC	COMMON STOCK USD.01	–	40434L·10·5	1,581	0.07%	48,236	Sh.	32.78	Sole	–	Sole	–	–
HPX CORP A	COMMON STOCK USD.0001	–	G32219·10·0	599	0.03%	60,000	Sh.	9.98	Sole	–	Sole	–	–
HPX CORP A	HPX CORP A CW25	–	G32219·12·6	2	0.00%	30,000	Sh.	≈0.07	Sole	–	Sole	–	–
HR BLOCK INC	COMMON STOCK	–	093671·10·5	349	0.02%	9,886	Sh.	35.30	Sole	–	Sole	–	–
HUDSON EXECUTIVE INVESTMEN A	COMMON STOCK USD.0001	–	44376L·10·7	1,470	0.07%	150,000	Sh.	9.80	Sole	–	Sole	–	–
HUDSON EXECUTIVE INVESTMEN A	HUDSON EXECUTIVE INV A CW28	–	44376L·11·5	3	0.00%	30,000	Sh.	≈0.10	Sole	–	Sole	–	–
HUDSON EXECUTIVE INVESTMENT	COMMON STOCK USD.0001	–	443760·10·3	197	0.01%	20,000	Sh.	9.85	Sole	–	Sole	–	–
HUDSON EXECUTIVE INVESTMENT	HUDSON EXECUTIVE INV CW27	–	443760·11·1	1	0.00%	5,000	Sh.	≈0.20	Sole	–	Sole	–	–
HUMANA INC	COMMON STOCK USD.1666666	–	444859·10·2	201	0.01%	430	Sh.	467.44	Sole	–	Sole	–	–
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	–	445658·10·7	37	0.00%	237	Sh.	156.12	Sole	–	Sole	–	–
HUNT COS ACQUISITION CORP A	COMMON STOCK USD.0001	–	G46482·10·8	503	0.02%	50,000	Sh.	10.06	Sole	–	Sole	–	–
HUNT COS ACQUISITION CORP A	HUNT COS ACQUISIT CL A CW28	–	G46482·12·4	4	0.00%	25,000	Sh.	≈0.16	Sole	–	Sole	–	–
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	–	446150·10·4	57	0.00%	4,772	Sh.	11.94	Sole	–	Sole	–	–
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	–	446413·10·6	39	0.00%	179	Sh.	217.88	Sole	–	Sole	–	–
HURON CONSULTING GROUP INC	COMMON STOCK USD.01	–	447462·10·2	265	0.01%	4,078	Sh.	64.98	Sole	–	Sole	–	–
IAA INC	COMMON STOCK USD.01	–	449253·10·3	860	0.04%	26,229	Sh.	32.79	Sole	–	Sole	–	–
IAC/INTERACTIVECORP	COMMON STOCK USD.0001	–	44891N·20·8	3,045	0.14%	40,079	Sh.	75.97	Sole	–	Sole	–	–
ICONIC SPORTS ACQ CORP A	COMMON STOCK USD.0001	–	G4712C·10·7	700	0.03%	70,000	Sh.	10.00	Sole	–	Sole	–	–
ICONIC SPORTS ACQ CORP A	ICONIC SPORTS ACQ CW23	–	G4712C·11·5	5	0.00%	35,000	Sh.	≈0.14	Sole	–	Sole	–	–
IDEX CORP	COMMON STOCK USD.01	–	45167R·10·4	10,443	0.49%	57,496	Sh.	181.63	Sole	–	Sole	–	–
IDT CORP CLASS B	COMMON STOCK USD.01	–	448947·50·7	132	0.01%	5,244	Sh.	25.17	Sole	–	Sole	–	–
IHEARTMEDIA INC CLASS A	COMMON STOCK	–	45174J·50·9	315	0.01%	39,899	Sh.	7.89	Sole	–	Sole	–	–
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	–	452308·10·9	166	0.01%	910	Sh.	182.42	Sole	–	Sole	–	–
IMAX CORP	COMMON STOCK	–	45245E·10·9	253	0.01%	14,996	Sh.	16.87	Sole	–	Sole	–	–
IMMUNOVANT INC	COMMON STOCK USD.0001	–	45258J·10·2	133	0.01%	34,088	Sh.	3.90	Sole	–	Sole	–	–
INARI MEDICAL INC	COMMON STOCK USD.001	–	45332Y·10·9	125	0.01%	1,845	Sh.	67.75	Sole	–	Sole	–	–
INCYTE CORP	COMMON STOCK USD.001	–	45337C·10·2	538	0.03%	7,076	Sh.	76.03	Sole	–	Sole	–	–
INDEPENDENCE HDS CORP CL A	COMMON STOCK USD.0001	–	G4761A·10·1	1,962	0.09%	200,000	Sh.	9.81	Sole	–	Sole	–	–
INDEPENDENCE HDS CORP CL A	INDEPENDENCE HDS CL A CW28	–	G4761A·12·7	8	0.00%	40,000	Sh.	≈0.20	Sole	–	Sole	–	–
INDEPENDENCE REALTY TRUST IN	REIT USD.01	–	45378A·10·6	967	0.05%	46,631	Sh.	20.74	Sole	–	Sole	–	–
INFINITE ACQUISITION CO CL A	COMMON STOCK USD.0001	–	G48028·10·7	988	0.05%	100,000	Sh.	9.88	Sole	–	Sole	–	–
INFINITE ACQUISITION CO CL A	INFINITE ACQUISITION CW23	–	G48028·12·3	12	0.00%	50,000	Sh.	0.24	Sole	–	Sole	–	–
INFLECTION POINT ACQUISITI A	COMMON STOCK USD.0001	–	G47874·12·1	972	0.05%	100,000	Sh.	9.72	Sole	–	Sole	–	–
INFLECTION POINT ACQUISITI A	INFLECTION POINT ACQUISI CW	–	G47874·11·3	5	0.00%	50,000	Sh.	≈0.10	Sole	–	Sole	–	–
INGERSOLL RAND INC	COMMON STOCK USD.01	–	45687V·10·6	83	0.00%	1,968	Sh.	42.17	Sole	–	Sole	–	–
INGEVITY CORP	COMMON STOCK USD.01	–	45688C·10·7	257	0.01%	4,070	Sh.	63.14	Sole	–	Sole	–	–
INGLES MARKETS INC CLASS A	COMMON STOCK USD.05	–	457030·10·4	415	0.02%	4,782	Sh.	86.78	Sole	–	Sole	–	–
INMODE LTD	COMMON STOCK ILS.01	–	M5425M·10·3	497	0.02%	22,187	Sh.	22.40	Sole	–	Sole	–	–
INNOVATIVE INDUSTRIAL PROPER	REIT USD.001	–	45781V·10·1	428	0.02%	3,898	Sh.	109.80	Sole	–	Sole	–	–
INNOVATIVE INTERNATIONAL A A	COMMON STOCK USD.0001	–	G4809M·10·9	101	0.00%	10,000	Sh.	10.10	Sole	–	Sole	–	–
INNOVATIVE INTERNATIONAL A A	INNOVATIVE INTERNATIONAL ACQ	–	G4809M·12·5	–	–	5,000	Sh.	?	Sole	–	Sole	–	–
INSMED INC	COMMON STOCK USD.01	–	457669·30·7	206	0.01%	10,442	Sh.	19.73	Sole	–	Sole	–	–
INSULET CORP	COMMON STOCK USD.001	–	45784P·10·1	2,032	0.10%	9,322	Sh.	217.98	Sole	–	Sole	–	–
INTEL CORP	COMMON STOCK USD.001	–	458140·10·0	895	0.04%	23,925	Sh.	37.41	Sole	–	Sole	–	–
INTELLIA THERAPEUTICS INC	COMMON STOCK USD.0001	–	45826J·10·5	115	0.01%	2,228	Sh.	51.62	Sole	–	Sole	–	–
INTELLIGENT MEDICINE ACQUI A	COMMON STOCK USD.0001	–	45828D·10·6	251	0.01%	25,000	Sh.	10.04	Sole	–	Sole	–	–
INTELLIGENT MEDICINE ACQUI A	INTELLIGENT MEDICINE CW23	–	45828D·11·4	2	0.00%	12,500	Sh.	≈0.16	Sole	–	Sole	–	–
INTERCEPT PHARMACEUTICALS IN	COMMON STOCK USD.001	–	45845P·10·8	158	0.01%	11,469	Sh.	13.78	Sole	–	Sole	–	–
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	–	45866F·10·4	2,644	0.12%	28,117	Sh.	94.04	Sole	–	Sole	–	–
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.0	–	459044·10·3	923	0.04%	23,036	Sh.	40.07	Sole	–	Sole	–	–
INTERNATIONAL GAME TECHNOLOG	COMMON STOCK USD.1	–	G4863A·10·8	1,952	0.09%	105,153	Sh.	18.56	Sole	–	Sole	–	–
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	–	460146·10·3	46	0.00%	1,105	Sh.	41.63	Sole	–	Sole	–	–
INTERPRIVATE II ACQU CLASS A	COMMON STOCK USD.0001	–	46064Q·10·8	979	0.05%	100,000	Sh.	9.79	Sole	–	Sole	–	–
INTERPRIVATE II ACQU CLASS A	INTERPRIVATE II ACQU CW28	–	46064Q·11·6	2	0.00%	20,000	Sh.	≈0.10	Sole	–	Sole	–	–
INTERPRIVATE III FINANCIAL A	COMMON STOCK USD.0001	–	46064R·10·6	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
INTERPRIVATE III FINANCIAL A	INTERPRIVATE III FIN A CW27	–	46064R·11·4	9	0.00%	20,000	Sh.	≈0.45	Sole	–	Sole	–	–
INTERPRIVATE IV INFRATECH A	COMMON STOCK USD.0001	–	46064T·10·2	1,470	0.07%	150,000	Sh.	9.80	Sole	–	Sole	–	–
INTERPRIVATE IV INFRATECH A	INTERPRIVATE IV INFRAT CW27	–	46064T·11·0	8	0.00%	30,000	Sh.	≈0.27	Sole	–	Sole	–	–
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	–	460690·10·0	926	0.04%	33,635	Sh.	27.53	Sole	–	Sole	–	–
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	–	459200·10·1	394	0.02%	2,791	Sh.	141.17	Sole	–	Sole	–	–
INTL FLAVORS FRAGRANCES	COMMON STOCK USD.125	–	459506·10·1	134	0.01%	1,123	Sh.	119.32	Sole	–	Sole	–	–
INTUIT INC	COMMON STOCK USD.01	–	461202·10·3	429	0.02%	1,112	Sh.	385.79	Sole	–	Sole	–	–
INTUITIVE SURGICAL INC	COMMON STOCK USD.001	–	46120E·60·2	151	0.01%	750	Sh.	201.33	Sole	–	Sole	–	–
INVESCO LTD	COMMON STOCK USD.2	–	G491BT·10·8	23	0.00%	1,421	Sh.	16.19	Sole	–	Sole	–	–
INVITATION HOMES INC	REIT USD.01	–	46187W·10·7	1,406	0.07%	39,529	Sh.	35.57	Sole	–	Sole	–	–
ION ACQUISITION CORP 3 LTD A	COMMON STOCK USD.0001	–	G4940J·11·4	975	0.05%	100,000	Sh.	9.75	Sole	–	Sole	–	–
IQVIA HOLDINGS INC	COMMON STOCK USD.01	–	46266C·10·5	8,661	0.41%	39,914	Sh.	216.99	Sole	–	Sole	–	–
IRADIMED CORP	COMMON STOCK USD.0001	–	46266A·10·9	359	0.02%	10,566	Sh.	33.98	Sole	–	Sole	–	–
IRHYTHM TECHNOLOGIES INC	COMMON STOCK USD.001	–	450056·10·6	237	0.01%	2,192	Sh.	108.12	Sole	–	Sole	–	–
IRIDIUM COMMUNICATIONS INC	COMMON STOCK USD.001	–	46269C·10·2	1,342	0.06%	35,718	Sh.	37.57	Sole	–	Sole	–	–
IRON MOUNTAIN INC	REIT USD.01	–	46284V·10·1	2,196	0.10%	45,110	Sh.	48.68	Sole	–	Sole	–	–
ISHARES CORE SP MID CAP ETF	ISHARES CORE S+P MIDCAP ETF	–	464287·50·7	61	0.00%	269	Sh.	226.77	Sole	–	Sole	–	–
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	–	464287·46·5	39,983	1.87%	639,835	Sh.	62.49	Sole	–	Sole	–	–
ISHARES MSCI EAFE SMALL CAP ET	ISHARES MSCI EAFE SMALL CAP	–	464288·27·3	2,057	0.10%	37,687	Sh.	54.58	Sole	–	Sole	–	–
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	–	464287·23·4	24,565	1.15%	612,591	Sh.	40.10	Sole	–	Sole	–	–
ISHARES MSCI WORLD ETF	ISHARES MSCI WORLD ETF	–	464286·39·2	1,039	0.05%	9,717	Sh.	106.93	Sole	–	Sole	–	–
ISHARES RUSSELL 2000 ETF	ISHARES RUSSELL 2000 ETF	–	464287·65·5	1,492	0.07%	8,808	Sh.	169.39	Sole	–	Sole	–	–
ISHARES RUSSELL 2000 VALUE ETF	ISHARES RUSSELL 2000 VALUE E	–	464287·63·0	3,720	0.17%	27,321	Sh.	136.16	Sole	–	Sole	–	–
ITIQUIRA ACQUISITION CORP A	COMMON STOCK USD.0001	–	G49773·10·7	1,525	0.07%	155,000	Sh.	9.84	Sole	–	Sole	–	–
ITIQUIRA ACQUISITION CORP A	ITIQUIRA ACQ CL A CW27	–	G49773·11·5	5	0.00%	77,500	Sh.	≈0.06	Sole	–	Sole	–	–
JABIL INC	COMMON STOCK USD.001	–	466313·10·3	516	0.02%	10,067	Sh.	51.26	Sole	–	Sole	–	–
JACK CREEK INVESTMENT C CL A	COMMON STOCK USD.0001	–	G4989X·11·5	1,475	0.07%	150,000	Sh.	9.83	Sole	–	Sole	–	–
JACK CREEK INVESTMENT C CL A	JACK CREEK INVESTMENT CW27	–	G4989X·12·3	6	0.00%	75,000	Sh.	≈0.08	Sole	–	Sole	–	–
JACK HENRY ASSOCIATES INC	COMMON STOCK USD.01	–	426281·10·1	2,913	0.14%	16,183	Sh.	180.00	Sole	–	Sole	–	–
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.0	–	469814·10·7	1,082	0.05%	8,509	Sh.	127.16	Sole	–	Sole	–	–
JAWS HURRICANE ACQUISITION A	COMMON STOCK USD.0001	–	47201B·10·3	584	0.03%	60,000	Sh.	9.73	Sole	–	Sole	–	–
JAWS HURRICANE ACQUISITION A	JAWS HURRICANE ACQUISITI CW	–	47201B·11·1	5	0.00%	15,000	Sh.	≈0.33	Sole	–	Sole	–	–
JAWS JUGGERNAUT ACQUISITIO A	COMMON STOCK USD.0001	–	G50735·10·2	1,463	0.07%	150,000	Sh.	9.75	Sole	–	Sole	–	–
JAWS JUGGERNAUT ACQUISITIO A	JAWS JUGGERNAUT ACQUI CW23	–	G50735·11·0	15	0.00%	37,500	Sh.	0.40	Sole	–	Sole	–	–
JAWS MUSTANG ACQUISITION C A	COMMON STOCK USD.0001	–	G50737·10·8	1,475	0.07%	150,000	Sh.	9.83	Sole	–	Sole	–	–
JAWS MUSTANG ACQUISITION C A	JAWS MUSTANG ACQ C CW26	–	G50737·12·4	9	0.00%	37,500	Sh.	≈0.24	Sole	–	Sole	–	–
JBG SMITH PROPERTIES	REIT USD.01	–	46590V·10·0	616	0.03%	26,053	Sh.	23.64	Sole	–	Sole	–	–
JEFFERIES FINANCIAL GROUP IN	COMMON STOCK USD1.0	–	47233W·10·9	1,472	0.07%	53,281	Sh.	27.63	Sole	–	Sole	–	–
JIYA ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	47760M·10·2	741	0.03%	75,000	Sh.	9.88	Sole	–	Sole	–	–
JM SMUCKER CO/THE	COMMON STOCK	–	832696·40·5	71	0.00%	554	Sh.	128.16	Sole	–	Sole	–	–
JOFF FINTECH ACQ CORP A	COMMON STOCK USD.0001	–	46592C·10·0	2,450	0.11%	249,996	Sh.	9.80	Sole	–	Sole	–	–
JOFF FINTECH ACQ CORP A	JOFF FINTECH ACQ CW27	–	46592C·11·8	8	0.00%	83,332	Sh.	≈0.10	Sole	–	Sole	–	–
JOFF FINTECH ACQUISITION COR	UNIT USD.0001	–	46592C·20·9	–	–	4	Sh.	?	Sole	–	Sole	–	–
JOHNSON CONTROLS INTERNATION	COMMON STOCK USD.01	–	G51502·10·5	101	0.00%	2,104	Sh.	48.00	Sole	–	Sole	–	–
JOHNSON JOHNSON	COMMON STOCK USD1.0	–	478160·10·4	13,278	0.62%	74,804	Sh.	177.50	Sole	–	Sole	–	–
JONES LANG LASALLE INC	COMMON STOCK USD.01	–	48020Q·10·7	1,285	0.06%	7,349	Sh.	174.85	Sole	–	Sole	–	–
JPMORGAN CHASE CO	COMMON STOCK USD1.0	–	46625H·10·0	7,968	0.37%	70,761	Sh.	112.60	Sole	–	Sole	–	–
JUNIPER II CORP CLASS A	COMMON STOCK USD.0001	–	48203N·10·3	993	0.05%	100,000	Sh.	9.93	Sole	–	Sole	–	–
JUNIPER II CORP CLASS A	JUNIPER II CORP CL A CW28	–	48203N·11·1	10	0.00%	50,000	Sh.	0.20	Sole	–	Sole	–	–
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	–	48203R·10·4	37	0.00%	1,285	Sh.	28.79	Sole	–	Sole	–	–
KAIROS ACQUISITION CORP A	COMMON STOCK	–	G52110·11·4	1,479	0.07%	150,000	Sh.	9.86	Sole	–	Sole	–	–
KAIROS ACQUISITION CORP A	KAIROS ACQ CL A CW27	–	G52110·10·6	2	0.00%	75,000	Sh.	≈0.03	Sole	–	Sole	–	–
KARYOPHARM THERAPEUTICS INC	COMMON STOCK USD.0001	–	48576U·10·6	164	0.01%	36,455	Sh.	4.50	Sole	–	Sole	–	–
KB HOME	COMMON STOCK USD1.0	–	48666K·10·9	186	0.01%	6,532	Sh.	28.48	Sole	–	Sole	–	–
KBR INC	COMMON STOCK USD.001	–	48242W·10·6	604	0.03%	12,474	Sh.	48.42	Sole	–	Sole	–	–
KELLOGG CO	COMMON STOCK USD.25	–	487836·10·8	50	0.00%	698	Sh.	71.63	Sole	–	Sole	–	–
KERNEL GROUP HOLDINGS INC A	COMMON STOCK USD.0001	–	G5259L·10·3	1,473	0.07%	150,000	Sh.	9.82	Sole	–	Sole	–	–
KERNEL GROUP HOLDINGS INC A	KERNEL GROUP HLDG A CW27	–	G5259L·12·9	8	0.00%	75,000	Sh.	≈0.11	Sole	–	Sole	–	–
KEURIG DR PEPPER INC	COMMON STOCK USD.01	–	49271V·10·0	1,315	0.06%	37,146	Sh.	35.40	Sole	–	Sole	–	–
KEYCORP	COMMON STOCK USD1.0	–	493267·10·8	1,343	0.06%	77,961	Sh.	17.23	Sole	–	Sole	–	–
KEYSIGHT TECHNOLOGIES IN	COMMON STOCK	–	49338L·10·3	1,220	0.06%	8,851	Sh.	137.84	Sole	–	Sole	–	–
KFORCE INC	COMMON STOCK USD.01	–	493732·10·1	852	0.04%	13,888	Sh.	61.35	Sole	–	Sole	–	–
KHOSLA VENTURES ACQUISITION	COMMON STOCK USD.0001	–	482504·10·7	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
KILROY REALTY CORP	REIT USD.01	–	49427F·10·8	993	0.05%	18,982	Sh.	52.31	Sole	–	Sole	–	–
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	–	494368·10·3	183	0.01%	1,355	Sh.	135.06	Sole	–	Sole	–	–
KIMCO REALTY CORP	REIT USD.01	–	49446R·10·9	1,593	0.07%	80,574	Sh.	19.77	Sole	–	Sole	–	–
KINDER MORGAN INC	COMMON STOCK USD.01	–	49456B·10·1	1,099	0.05%	65,553	Sh.	16.77	Sole	–	Sole	–	–
KINSALE CAPITAL GROUP INC	COMMON STOCK USD.01	–	49714P·10·8	488	0.02%	2,126	Sh.	229.54	Sole	–	Sole	–	–
KITE REALTY GROUP TRUST	REIT USD.01	–	49803T·30·0	574	0.03%	33,216	Sh.	17.28	Sole	–	Sole	–	–
KKR ACQUISITION HOLDINGS I A	COMMON STOCK USD.0001	–	48253T·10·9	392	0.02%	40,000	Sh.	9.80	Sole	–	Sole	–	–
KKR ACQUISITION HOLDINGS I A	KKR ACQ HOLDING I CL A CW27	–	48253T·11·7	4	0.00%	10,000	Sh.	≈0.40	Sole	–	Sole	–	–
KL ACQUISITION CORP	UNIT USD.0001	–	49837C·20·8	–	–	4	Sh.	?	Sole	–	Sole	–	–
KL ACQUISITION CORP/MO CLS A	COMMON STOCK USD.0001	–	49837C·10·9	394	0.02%	39,996	Sh.	9.85	Sole	–	Sole	–	–
KL ACQUISITION CORP/MO CLS A	KL ACQUISITION CORP CW28	–	49837C·11·7	1	0.00%	13,332	Sh.	≈0.08	Sole	–	Sole	–	–
KLA CORP	COMMON STOCK USD.001	–	482480·10·0	1,636	0.08%	5,128	Sh.	319.03	Sole	–	Sole	–	–
KNIGHT SWIFT TRANSPORTATION	COMMON STOCK USD.01	–	499049·10·4	729	0.03%	15,751	Sh.	46.28	Sole	–	Sole	–	–
KOHLS CORP	COMMON STOCK USD.01	–	500255·10·4	249	0.01%	6,971	Sh.	35.72	Sole	–	Sole	–	–
KORN FERRY	COMMON STOCK USD.01	–	500643·20·0	681	0.03%	11,740	Sh.	58.01	Sole	–	Sole	–	–
KOSMOS ENERGY LTD	COMMON STOCK USD.01	–	500688·10·6	403	0.02%	65,035	Sh.	6.20	Sole	–	Sole	–	–
KRAFT HEINZ CO/THE	COMMON STOCK USD.01	–	500754·10·6	227	0.01%	5,943	Sh.	38.20	Sole	–	Sole	–	–
KROGER CO	COMMON STOCK USD1.0	–	501044·10·1	1,471	0.07%	31,083	Sh.	47.32	Sole	–	Sole	–	–
KULICKE SOFFA INDUSTRIES	COMMON STOCK	–	501242·10·1	275	0.01%	6,415	Sh.	42.87	Sole	–	Sole	–	–
KURA ONCOLOGY INC	COMMON STOCK USD.0001	–	50127T·10·9	289	0.01%	15,783	Sh.	18.31	Sole	–	Sole	–	–
L CATTERTON ASIA ACQ CLASS A	COMMON STOCK USD.0001	–	G5346G·12·5	735	0.03%	75,000	Sh.	9.80	Sole	–	Sole	–	–
L CATTERTON ASIA ACQ CLASS A	L CATTERTON ASIA ACQ CW	–	G5346G·11·7	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
L3HARRIS TECHNOLOGIES INC	COMMON STOCK USD1.0	–	502431·10·9	1,658	0.08%	6,858	Sh.	241.76	Sole	–	Sole	–	–
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	–	50540R·40·9	1,553	0.07%	6,626	Sh.	234.38	Sole	–	Sole	–	–
LAM RESEARCH CORP	COMMON STOCK USD.001	–	512807·10·8	225	0.01%	528	Sh.	426.14	Sole	–	Sole	–	–
LAMAR ADVERTISING CO A	REIT USD.001	–	512816·10·9	1,650	0.08%	18,756	Sh.	87.97	Sole	–	Sole	–	–
LAMF GLOBAL VENTURES CORP I	COMMON STOCK USD.0001	–	G5338L·10·8	498	0.02%	50,000	Sh.	9.96	Sole	–	Sole	–	–
LAMF GLOBAL VENTURES CORP I	LAMF GLOBAL VENTURES CW23	–	G5338L·12·4	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
LANDS END INC	COMMON STOCK USD.01	–	51509F·10·5	140	0.01%	13,192	Sh.	10.61	Sole	–	Sole	–	–
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	–	515098·10·1	568	0.03%	3,906	Sh.	145.42	Sole	–	Sole	–	–
LANTHEUS HOLDINGS INC	COMMON STOCK USD.01	–	516544·10·3	32	0.00%	483	Sh.	66.25	Sole	–	Sole	–	–
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	–	518415·10·4	645	0.03%	13,290	Sh.	48.53	Sole	–	Sole	–	–
LAVA MEDTECH ACQUISITION C A	COMMON STOCK USD.0001	–	519345·10·2	100	0.00%	10,000	Sh.	10.00	Sole	–	Sole	–	–
LAVA MEDTECH ACQUISITION C A	LAVA MEDTECH ACQUISIT CW23	–	519345·11·0	1	0.00%	5,000	Sh.	≈0.20	Sole	–	Sole	–	–
LDH GROWTH CORP I CLASS A	COMMON STOCK USD.0001	–	G54094·10·0	98	0.00%	10,000	Sh.	9.80	Sole	–	Sole	–	–
LDH GROWTH CORP I CLASS A	LDH GROWTH CORP I CL A CW28	–	G54094·12·6	–	–	2,000	Sh.	?	Sole	–	Sole	–	–
LEAD EDGE GROWTH OPPORTUNI A	COMMON STOCK USD.0001	–	G54085·10·8	147	0.01%	15,000	Sh.	9.80	Sole	–	Sole	–	–
LEAD EDGE GROWTH OPPORTUNI A	LEAD EDGE GROWTH OPP A CW28	–	G54085·11·6	1	0.00%	3,750	Sh.	≈0.27	Sole	–	Sole	–	–
LEIDOS HOLDINGS INC	COMMON STOCK USD.0001	–	525327·10·2	53	0.00%	523	Sh.	101.34	Sole	–	Sole	–	–
LENNAR CORP A	COMMON STOCK USD.1	–	526057·10·4	953	0.04%	13,500	Sh.	70.59	Sole	–	Sole	–	–
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	–	526107·10·7	1,614	0.08%	7,812	Sh.	206.61	Sole	–	Sole	–	–
LERER HIPPEAU ACQUISITION A	COMMON STOCK USD.0001	–	526749·10·6	196	0.01%	20,000	Sh.	9.80	Sole	–	Sole	–	–
LEVERE HOLDINGS CORP	UNIT USD.0001	–	G5462L·11·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
LEVERE HOLDINGS CORP A	COMMON STOCK USD.0001	–	G5462L·10·6	489	0.02%	49,998	Sh.	9.78	Sole	–	Sole	–	–
LEVERE HOLDINGS CORP A	LEVERE HOLDINGS CORP A CW28	–	G5462L·12·2	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
LEXINFINTECH HOLDINGS L ADR	ADR	–	528877·10·3	17	0.00%	7,509	Sh.	2.26	Sole	–	Sole	–	–
LF CAPITAL ACQUISITION CLA	COMMON STOCK USD.0001	–	50202D·10·2	250	0.01%	25,000	Sh.	10.00	Sole	–	Sole	–	–
LF CAPITAL ACQUISITION CLA	LANDSEA HOMES CORP CW26	–	50202D·11·0	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
LHC GROUP INC	COMMON STOCK USD.01	–	50187A·10·7	9,391	0.44%	60,300	Sh.	155.74	Sole	–	Sole	–	–
LIBERTY BROADBAND C	COMMON STOCK USD.01	–	530307·30·5	964	0.05%	8,334	Sh.	115.67	Sole	–	Sole	–	–
LIBERTY MEDIA ACQUISITION A	COMMON STOCK USD.0001	–	53073L·10·4	98	0.00%	10,000	Sh.	9.80	Sole	–	Sole	–	–
LIBERTY MEDIA ACQUISITION A	LIBERTY MEDIA ACQ CL A CW27	–	53073L·11·2	1	0.00%	2,000	Sh.	≈0.50	Sole	–	Sole	–	–
LIBERTY MEDIA CORP LIBERTY C	TRACKING STK USD.01	–	531229·85·4	675	0.03%	10,640	Sh.	63.44	Sole	–	Sole	–	–
LIFE STORAGE INC	REIT USD.01	–	53223X·10·7	1,209	0.06%	10,830	Sh.	111.63	Sole	–	Sole	–	–
LIGHT WONDER INC	COMMON STOCK USD.01	–	80874P·10·9	189	0.01%	4,028	Sh.	46.92	Sole	–	Sole	–	–
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK	–	533900·10·6	2,932	0.14%	23,770	Sh.	123.35	Sole	–	Sole	–	–
LINCOLN NATIONAL CORP	COMMON STOCK	–	534187·10·9	39	0.00%	834	Sh.	46.76	Sole	–	Sole	–	–
LINDE PLC	COMMON STOCK EUR.001	–	G5494J·10·3	3,638	0.17%	12,651	Sh.	287.57	Sole	–	Sole	–	–
LIONS GATE ENTERTAINMENT A	COMMON STOCK NPV	–	535919·40·1	220	0.01%	23,595	Sh.	9.32	Sole	–	Sole	–	–
LITTELFUSE INC	COMMON STOCK USD.01	–	537008·10·4	2,243	0.11%	8,830	Sh.	254.02	Sole	–	Sole	–	–
LIVE NATION ENTERTAINMENT IN	COMMON STOCK USD.01	–	538034·10·9	99	0.00%	1,202	Sh.	82.36	Sole	–	Sole	–	–
LIVE OAK CRESTVIEW CLIMATE A	COMMON STOCK USD.0001	–	538086·10·9	961	0.05%	99,996	Sh.	9.61	Sole	–	Sole	–	–
LIVE OAK CRESTVIEW CLIMATE A	LIVE OAK CRESTVIEW CW26	–	538086·11·7	9	0.00%	33,332	Sh.	≈0.27	Sole	–	Sole	–	–
LIVE OAK CRESTVIEW CLIMATE A	UNIT USD.0001	–	538086·20·8	–	–	4	Sh.	?	Sole	–	Sole	–	–
LIVE OAK MOBILITY ACQUISIT A	COMMON STOCK USD.0001	–	538126·10·3	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
LIVE OAK MOBILITY ACQUISIT A	LIVE OAK MOBILITY ACQ CW28	–	538126·11·1	–	–	1,000	Sh.	?	Sole	–	Sole	–	–
LIVENT CORP	COMMON STOCK USD.001	–	53814L·10·8	408	0.02%	17,971	Sh.	22.70	Sole	–	Sole	–	–
LIVEPERSON INC	COMMON STOCK USD.001	–	538146·10·1	106	0.00%	7,463	Sh.	14.20	Sole	–	Sole	–	–
LKQ CORP	COMMON STOCK USD.01	–	501889·20·8	27	0.00%	550	Sh.	49.09	Sole	–	Sole	–	–
LOCKHEED MARTIN CORP	COMMON STOCK USD1.0	–	539830·10·9	3,111	0.15%	7,236	Sh.	429.93	Sole	–	Sole	–	–
LONGVIEW ACQUISITION CORP A	COMMON STOCK USD.0001	–	54319Q·10·5	489	0.02%	50,000	Sh.	9.78	Sole	–	Sole	–	–
LONGVIEW ACQUISITION CORP A	LONGVIEW ACQUIS A CW26	–	54319Q·11·3	1	0.00%	10,000	Sh.	≈0.10	Sole	–	Sole	–	–
LORDSTOWN MOTORS CORP CL A	COMMON STOCK USD.0001	–	54405Q·10·0	129	0.01%	81,750	Sh.	1.58	Sole	–	Sole	–	–
LOWE S COS INC	COMMON STOCK USD.5	–	548661·10·7	3,293	0.15%	18,855	Sh.	174.65	Sole	–	Sole	–	–
LTC PROPERTIES INC	REIT USD.01	–	502175·10·2	603	0.03%	15,713	Sh.	38.38	Sole	–	Sole	–	–
LUMEN TECHNOLOGIES INC	COMMON STOCK USD1.0	–	550241·10·3	3,040	0.14%	278,653	Sh.	10.91	Sole	–	Sole	–	–
LUMENTUM HOLDINGS INC	COMMON STOCK USD.001	–	55024U·10·9	1,219	0.06%	15,344	Sh.	79.44	Sole	–	Sole	–	–
LUX HEALTH TECH ACQUIS CL A	COMMON STOCK USD.0001	–	55068A·10·0	989	0.05%	99,999	Sh.	9.89	Sole	–	Sole	–	–
LUX HEALTH TECH ACQUIS CL A	LUX HEALTH TECH ACQUIS CW27	–	55068A·11·8	4	0.00%	33,333	Sh.	≈0.12	Sole	–	Sole	–	–
LUX HEALTH TECH ACQUISITION	UNIT USD.0001	–	55068A·20·9	–	–	1	Sh.	?	Sole	–	Sole	–	–
LXP INDUSTRIAL TRUST	REIT USD.0001	–	529043·10·1	688	0.03%	64,056	Sh.	10.74	Sole	–	Sole	–	–
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	–	N53745·10·0	1,470	0.07%	16,810	Sh.	87.45	Sole	–	Sole	–	–
M T BANK CORP	COMMON STOCK USD.5	–	55261F·10·4	86	0.00%	540	Sh.	159.26	Sole	–	Sole	–	–
M/I HOMES INC	COMMON STOCK USD.01	–	55305B·10·1	230	0.01%	5,791	Sh.	39.72	Sole	–	Sole	–	–
M3 BRIGADE ACQUISITION II A	COMMON STOCK USD.0001	–	553800·10·3	490	0.02%	49,998	Sh.	9.80	Sole	–	Sole	–	–
M3 BRIGADE ACQUISITION II A	M3 BRIGADE ACQ II CW27	–	553800·11·1	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
M3 BRIGADE ACQUISITION II CO	UNIT USD.0001	–	553800·20·2	–	–	2	Sh.	?	Sole	–	Sole	–	–
MACONDRAY CAPITAL AC CLASS A	COMMON STOCK USD.0001	–	G5853A·10·7	995	0.05%	99,996	Sh.	9.95	Sole	–	Sole	–	–
MACONDRAY CAPITAL AC CLASS A	MACONDRAY CAPITAL AC A CW23	–	G5853A·11·5	3	0.00%	33,332	Sh.	≈0.09	Sole	–	Sole	–	–
MACONDRAY CAPITAL ACQUISITIO	UNIT USD.0001	–	G5853A·12·3	–	–	4	Sh.	?	Sole	–	Sole	–	–
MACY S INC	COMMON STOCK USD.01	–	55616P·10·4	788	0.04%	42,986	Sh.	18.33	Sole	–	Sole	–	–
MANNKIND CORP	COMMON STOCK USD.01	–	56400P·70·6	2,767	0.13%	726,200	Sh.	3.81	Sole	–	Sole	–	–
MARATHON OIL CORP	COMMON STOCK USD1.0	–	565849·10·6	3,912	0.18%	174,038	Sh.	22.48	Sole	–	Sole	–	–
MARATHON PETROLEUM CORP	COMMON STOCK USD.01	–	56585A·10·2	2,745	0.13%	33,394	Sh.	82.20	Sole	–	Sole	–	–
MARAVAI LIFESCIENCES HLDGS A	COMMON STOCK USD.01	–	56600D·10·7	790	0.04%	27,817	Sh.	28.40	Sole	–	Sole	–	–
MARCUS MILLICHAP INC	COMMON STOCK USD.0001	–	566324·10·9	591	0.03%	15,979	Sh.	36.99	Sole	–	Sole	–	–
MARKEL CORP	COMMON STOCK	–	570535·10·4	957	0.04%	740	Sh.	1,293.24	Sole	–	Sole	–	–
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	–	57060D·10·8	61	0.00%	237	Sh.	257.38	Sole	–	Sole	–	–
MARKETWISE INC	MARKETWISE INC CW25	–	57064P·11·5	6	0.00%	16,898	Sh.	≈0.36	Sole	–	Sole	–	–
MARLIN TECHNOLOGY CORP	UNIT USD.0001	–	G58411·12·8	–	–	2	Sh.	?	Sole	–	Sole	–	–
MARLIN TECHNOLOGY CORP A	COMMON STOCK USD.0001	–	G58411·10·2	1,980	0.09%	199,998	Sh.	9.90	Sole	–	Sole	–	–
MARLIN TECHNOLOGY CORP A	MARLIN TECHNOLOGY CW26	–	G58411·11·0	9	0.00%	66,666	Sh.	≈0.14	Sole	–	Sole	–	–
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	–	571903·20·2	153	0.01%	1,122	Sh.	136.36	Sole	–	Sole	–	–
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	–	57164Y·10·7	754	0.04%	6,492	Sh.	116.14	Sole	–	Sole	–	–
MARSH MCLENNAN COS	COMMON STOCK USD1.0	–	571748·10·2	4,608	0.22%	29,683	Sh.	155.24	Sole	–	Sole	–	–
MARTEN TRANSPORT LTD	COMMON STOCK USD.01	–	573075·10·8	456	0.02%	27,098	Sh.	16.83	Sole	–	Sole	–	–
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	–	573284·10·6	71	0.00%	237	Sh.	299.58	Sole	–	Sole	–	–
MARVELL TECHNOLOGY INC	COMMON STOCK USD.002	–	573874·10·4	663	0.03%	15,225	Sh.	43.55	Sole	–	Sole	–	–
MASCO CORP	COMMON STOCK USD1.0	–	574599·10·6	3,125	0.15%	61,755	Sh.	50.60	Sole	–	Sole	–	–
MASIMO CORP	COMMON STOCK USD.001	–	574795·10·0	1,101	0.05%	8,423	Sh.	130.71	Sole	–	Sole	–	–
MASON INDUSTRIAL TECHN CL A	COMMON STOCK USD.0001	–	57520Y·10·6	2,445	0.11%	249,996	Sh.	9.78	Sole	–	Sole	–	–
MASON INDUSTRIAL TECHN CL A	MASON INDUSTRIAL CL A CW27	–	57520Y·11·4	12	0.00%	83,332	Sh.	0.14	Sole	–	Sole	–	–
MASON INDUSTRIAL TECHNOLOGY	UNIT USD.0001	–	57520Y·20·5	–	–	4	Sh.	?	Sole	–	Sole	–	–
MASONITE INTERNATIONAL CORP	COMMON STOCK	–	575385·10·9	163	0.01%	2,124	Sh.	76.74	Sole	–	Sole	–	–
MASTERCARD INC A	COMMON STOCK USD.0001	–	57636Q·10·4	15,946	0.75%	50,546	Sh.	315.48	Sole	–	Sole	–	–
MATCH GROUP INC	COMMON STOCK USD.001	–	57667L·10·7	426	0.02%	6,113	Sh.	69.69	Sole	–	Sole	–	–
MATSON INC	COMMON STOCK	–	57686G·10·5	140	0.01%	1,922	Sh.	72.84	Sole	–	Sole	–	–
MCDONALD S CORP	COMMON STOCK USD.01	–	580135·10·1	2,587	0.12%	10,479	Sh.	246.87	Sole	–	Sole	–	–
MCKESSON CORP	COMMON STOCK USD.01	–	58155Q·10·3	2,611	0.12%	8,003	Sh.	326.25	Sole	–	Sole	–	–
MDC HOLDINGS INC	COMMON STOCK USD.01	–	552676·10·8	409	0.02%	12,666	Sh.	32.29	Sole	–	Sole	–	–
MDH ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	55283P·10·6	1,229	0.06%	125,000	Sh.	9.83	Sole	–	Sole	–	–
MDH ACQUISITION CORP CL A	MDH ACQ CL A CW28	–	55283P·11·4	5	0.00%	62,500	Sh.	≈0.08	Sole	–	Sole	–	–
MEDICAL PROPERTIES TRUST INC	REIT USD.001	–	58463J·30·4	393	0.02%	25,749	Sh.	15.26	Sole	–	Sole	–	–
MEDPACE HOLDINGS INC	COMMON STOCK USD.01	–	58506Q·10·9	278	0.01%	1,860	Sh.	149.46	Sole	–	Sole	–	–
MEDTRONIC PLC	COMMON STOCK USD.1	–	G5960L·10·3	1,283	0.06%	14,296	Sh.	89.75	Sole	–	Sole	–	–
MERCADOLIBRE INC	COMMON STOCK USD.001	–	58733R·10·2	197	0.01%	310	Sh.	635.48	Sole	–	Sole	–	–
MERCK CO. INC.	COMMON STOCK USD.5	–	58933Y·10·5	4,196	0.20%	46,026	Sh.	91.17	Sole	–	Sole	–	–
MERITAGE HOMES CORP	COMMON STOCK USD.01	–	59001A·10·2	1,469	0.07%	20,264	Sh.	72.49	Sole	–	Sole	–	–
MERITOR INC	COMMON STOCK USD1.0	–	59001K·10·0	4,127	0.19%	113,600	Sh.	36.33	Sole	–	Sole	–	–
META PLATFORMS INC CLASS A	COMMON STOCK USD.000006	–	30303M·10·2	15,812	0.74%	98,059	Sh.	161.25	Sole	–	Sole	–	–
METALS ACQUISITION CORP	UNIT USD.0001	–	G60405·11·8	–	–	4	Sh.	?	Sole	–	Sole	–	–
METALS ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	G60405·10·0	979	0.05%	99,996	Sh.	9.79	Sole	–	Sole	–	–
METLIFE INC	COMMON STOCK USD.01	–	59156R·10·8	1,495	0.07%	23,810	Sh.	62.79	Sole	–	Sole	–	–
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	–	592688·10·5	5,839	0.27%	5,083	Sh.	1,148.73	Sole	–	Sole	–	–
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	–	552848·10·3	897	0.04%	71,181	Sh.	12.60	Sole	–	Sole	–	–
MGM RESORTS INTERNATIONAL	COMMON STOCK USD.01	–	552953·10·1	763	0.04%	26,373	Sh.	28.93	Sole	–	Sole	–	–
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	–	595017·10·4	1,535	0.07%	26,427	Sh.	58.08	Sole	–	Sole	–	–
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	–	595112·10·3	1,204	0.06%	21,775	Sh.	55.29	Sole	–	Sole	–	–
MICROSOFT CORP	COMMON STOCK USD.00000625	–	594918·10·4	62,688	2.94%	244,082	Sh.	256.83	Sole	–	Sole	–	–
MID AMERICA APARTMENT COMM	REIT USD.01	–	59522J·10·3	2,306	0.11%	13,201	Sh.	174.68	Sole	–	Sole	–	–
MIMEDX GROUP INC	COMMON STOCK USD.001	–	602496·10·1	149	0.01%	42,801	Sh.	3.48	Sole	–	Sole	–	–
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	–	603158·10·6	1,065	0.05%	17,362	Sh.	61.34	Sole	–	Sole	–	–
MISSION ADVANCEMENT CORP	UNIT USD.0001	–	60501L·20·0	–	–	2	Sh.	?	Sole	–	Sole	–	–
MISSION ADVANCEMENT CORP A	COMMON STOCK USD.0001	–	60501L·10·1	489	0.02%	49,998	Sh.	9.78	Sole	–	Sole	–	–
MISSION ADVANCEMENT CORP A	MISSION ADVANCEMENT A CW28	–	60501L·11·9	1	0.00%	16,666	Sh.	≈0.06	Sole	–	Sole	–	–
MKS INSTRUMENTS INC	COMMON STOCK	–	55306N·10·4	1,043	0.05%	10,166	Sh.	102.60	Sole	–	Sole	–	–
MODERNA INC	COMMON STOCK USD.0001	–	60770K·10·7	419	0.02%	2,933	Sh.	142.86	Sole	–	Sole	–	–
MOELIS CO CLASS A	COMMON STOCK USD.01	–	60786M·10·5	367	0.02%	9,334	Sh.	39.32	Sole	–	Sole	–	–
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	–	608190·10·4	560	0.03%	4,516	Sh.	124.00	Sole	–	Sole	–	–
MOLINA HEALTHCARE INC	COMMON STOCK USD.001	–	60855R·10·0	1,548	0.07%	5,536	Sh.	279.62	Sole	–	Sole	–	–
MOLSON COORS BEVERAGE CO B	COMMON STOCK USD.01	–	60871R·20·9	2,355	0.11%	43,208	Sh.	54.50	Sole	–	Sole	–	–
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	–	609207·10·5	714	0.03%	11,503	Sh.	62.07	Sole	–	Sole	–	–
MONEYGRAM INTERNATIONAL INC	COMMON STOCK USD.01	–	60935Y·20·8	3,792	0.18%	379,200	Sh.	10.00	Sole	–	Sole	–	–
MONSTER BEVERAGE CORP	COMMON STOCK	–	61174X·10·9	154	0.01%	1,660	Sh.	92.77	Sole	–	Sole	–	–
MOODY S CORP	COMMON STOCK USD.01	–	615369·10·5	2,852	0.13%	10,485	Sh.	272.01	Sole	–	Sole	–	–
MOOG INC CLASS A	COMMON STOCK USD1.0	–	615394·20·2	363	0.02%	4,573	Sh.	79.38	Sole	–	Sole	–	–
MORGAN STANLEY	COMMON STOCK USD.01	–	617446·44·8	5,500	0.26%	72,311	Sh.	76.06	Sole	–	Sole	–	–
MORINGA ACQUISITION CORP A	COMMON STOCK USD.0001	–	G6S23K108 ?	638	0.03%	65,000	Sh.	9.82	Sole	–	Sole	–	–
MORINGA ACQUISITION CORP A	MORINGA ACQUISITION COR CW26	–	G6S23K124 ?	3	0.00%	32,500	Sh.	≈0.09	Sole	–	Sole	–	–
MORPHIC HOLDING INC	COMMON STOCK USD.0001	–	61775R·10·5	134	0.01%	6,166	Sh.	21.73	Sole	–	Sole	–	–
MOSAIC CO/THE	COMMON STOCK USD.01	–	61945C·10·3	554	0.03%	11,733	Sh.	47.22	Sole	–	Sole	–	–
MOTIVE CAPITAL CORP II CL A	COMMON STOCK USD.0001	–	G6293R·10·6	1,484	0.07%	150,000	Sh.	9.89	Sole	–	Sole	–	–
MOTIVE CAPITAL CORP II CL A	MOTIVE CAPITAL II CL A 23	–	G6293R·11·4	13	0.00%	50,000	Sh.	0.26	Sole	–	Sole	–	–
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	–	620076·30·7	99	0.00%	470	Sh.	210.64	Sole	–	Sole	–	–
MOUNTAIN CO I ACQUISITION	COMMON STOCK USD.0001	–	G6301J·10·4	1,012	0.05%	100,000	Sh.	10.12	Sole	–	Sole	–	–
MOUNTAIN CO I ACQUISITION	MOUNTAIN + CO I ACQ CW23	–	G6301J·11·2	5	0.00%	50,000	Sh.	≈0.10	Sole	–	Sole	–	–
MSCI INC	COMMON STOCK USD.01	–	55354G·10·0	3,960	0.19%	9,608	Sh.	412.16	Sole	–	Sole	–	–
MSD ACQUISITION CORP A	COMMON STOCK USD.0001	–	G5709C·10·9	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
MUELLER INDUSTRIES INC	COMMON STOCK USD.01	–	624756·10·2	198	0.01%	3,710	Sh.	53.37	Sole	–	Sole	–	–
MUELLER WATER PRODUCTS INC A	COMMON STOCK USD.01	–	624758·10·8	1,103	0.05%	94,002	Sh.	11.73	Sole	–	Sole	–	–
MULTIPLAN CORP	COMMON STOCK	–	62548M·10·0	311	0.01%	56,709	Sh.	5.48	Sole	–	Sole	–	–
MURPHY OIL CORP	COMMON STOCK USD1.0	–	626717·10·2	210	0.01%	6,956	Sh.	30.19	Sole	–	Sole	–	–
NABORS ENERGY TRANSITION A	COMMON STOCK USD.0001	–	629567·10·8	1,500	0.07%	150,000	Sh.	10.00	Sole	–	Sole	–	–
NABORS ENERGY TRANSITION A	NABORS ENERGY TRANSITI CW23	–	629567·11·6	20	0.00%	75,000	Sh.	0.27	Sole	–	Sole	–	–
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	–	G6359F·13·7	224	0.01%	1,676	Sh.	133.65	Sole	–	Sole	–	–
NASDAQ INC	COMMON STOCK USD.01	–	631103·10·8	37	0.00%	245	Sh.	151.02	Sole	–	Sole	–	–
NATIONAL FUEL GAS CO	COMMON STOCK USD1.0	–	636180·10·1	700	0.03%	10,596	Sh.	66.06	Sole	–	Sole	–	–
NATIONAL RETAIL PROPERTIES	REIT USD.01	–	637417·10·6	2,226	0.10%	51,757	Sh.	43.01	Sole	–	Sole	–	–
NATURES SUNSHINE PRODS INC	COMMON STOCK	–	639027·10·1	132	0.01%	12,406	Sh.	10.64	Sole	–	Sole	–	–
NETAPP INC	COMMON STOCK USD.001	–	64110D·10·4	52	0.00%	793	Sh.	65.57	Sole	–	Sole	–	–
NETFLIX INC	COMMON STOCK USD.001	–	64110L·10·6	899	0.04%	5,142	Sh.	174.83	Sole	–	Sole	–	–
NETSCOUT SYSTEMS INC	COMMON STOCK USD.001	–	64115T·10·4	248	0.01%	7,331	Sh.	33.83	Sole	–	Sole	–	–
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	–	64125C·10·9	374	0.02%	3,832	Sh.	97.60	Sole	–	Sole	–	–
NEVRO CORP	COMMON STOCK USD.001	–	64157F·10·3	147	0.01%	3,354	Sh.	43.83	Sole	–	Sole	–	–
NEW PROVIDENCE ACQUISITION A	COMMON STOCK USD.0001	–	64823D·10·2	498	0.02%	49,998	Sh.	9.96	Sole	–	Sole	–	–
NEW PROVIDENCE ACQUISITION A	NEW PROVIDENCE ACQ A CW27	–	64823D·11·0	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
NEW PROVIDENCE ACQUISITION C	UNIT USD.0001	–	64823D·20·1	–	–	2	Sh.	?	Sole	–	Sole	–	–
NEW VISTA ACQUISITION CORP	UNIT USD.0001	–	G6529L·11·3	–	–	2	Sh.	?	Sole	–	Sole	–	–
NEW VISTA ACQUISITION CORP A	COMMON STOCK USD.0001	–	G6529L·10·5	491	0.02%	49,998	Sh.	9.82	Sole	–	Sole	–	–
NEW VISTA ACQUISITION CORP A	NEW VISTA ACQ CL A CW27	–	G6529L·12·1	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
NEWELL BRANDS INC	COMMON STOCK USD1.0	–	651229·10·6	34	0.00%	1,809	Sh.	18.79	Sole	–	Sole	–	–
NEWMARKET CORP	COMMON STOCK	–	651587·10·7	499	0.02%	1,659	Sh.	300.78	Sole	–	Sole	–	–
NEWMONT CORP	COMMON STOCK USD1.6	–	651639·10·6	407	0.02%	6,819	Sh.	59.69	Sole	–	Sole	–	–
NEWPARK RESOURCES INC	COMMON STOCK USD.01	–	651718·50·4	158	0.01%	51,055	Sh.	3.09	Sole	–	Sole	–	–
NEWS CORP CLASS A	COMMON STOCK USD.01	–	65249B·10·9	75	0.00%	4,844	Sh.	15.48	Sole	–	Sole	–	–
NEXSTAR MEDIA GROUP INC CL A	COMMON STOCK USD.01	–	65336K·10·3	1,992	0.09%	12,232	Sh.	162.85	Sole	–	Sole	–	–
NEXTERA ENERGY INC	COMMON STOCK USD.01	–	65339F·10·1	7,344	0.34%	94,815	Sh.	77.46	Sole	–	Sole	–	–
NEXTGEN HEALTHCARE INC	COMMON STOCK USD.01	–	65343C·10·2	226	0.01%	12,932	Sh.	17.48	Sole	–	Sole	–	–
NEXTIER OILFIELD SOLUTIONS I	COMMON STOCK USD.01	–	65290C·10·5	160	0.01%	16,832	Sh.	9.51	Sole	–	Sole	–	–
NIELSEN HOLDINGS PLC	COMMON STOCK EUR.07	–	G6518L·10·8	3,468	0.16%	149,375	Sh.	23.22	Sole	–	Sole	–	–
NIGHTDRAGON ACQUISITION CO A	COMMON STOCK USD.0001	–	65413D·10·5	731	0.03%	75,000	Sh.	9.75	Sole	–	Sole	–	–
NIGHTDRAGON ACQUISITION CO A	NIGHTDRAGON ACQ CW27	–	65413D·11·3	4	0.00%	15,000	Sh.	≈0.27	Sole	–	Sole	–	–
NIKE INC CL B	COMMON STOCK	–	654106·10·3	477	0.02%	4,666	Sh.	102.23	Sole	–	Sole	–	–
NISOURCE INC	COMMON STOCK USD.01	–	65473P·10·5	44	0.00%	1,480	Sh.	29.73	Sole	–	Sole	–	–
NOBLE CORP	COMMON STOCK USD.00001	–	G6610J·20·9	189	0.01%	7,443	Sh.	25.39	Sole	–	Sole	–	–
NORDSON CORP	COMMON STOCK	–	655663·10·2	2,649	0.12%	13,085	Sh.	202.45	Sole	–	Sole	–	–
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	–	655844·10·8	172	0.01%	757	Sh.	227.21	Sole	–	Sole	–	–
NORTH ATLANTIC ACQUISITION A	COMMON STOCK USD.0001	–	G66139·10·9	246	0.01%	24,996	Sh.	9.84	Sole	–	Sole	–	–
NORTH ATLANTIC ACQUISITION A	NORTH ATLANTIC ACQ CW25	–	G66139·12·5	1	0.00%	8,332	Sh.	≈0.12	Sole	–	Sole	–	–
NORTH ATLANTIC ACQUISITION C	UNIT USD.0001	–	G66139·11·7	–	–	4	Sh.	?	Sole	–	Sole	–	–
NORTH MOUNTAIN MERGER CORP A	COMMON STOCK USD.0001	–	661204·10·7	397	0.02%	40,000	Sh.	9.93	Sole	–	Sole	–	–
NORTH MOUNTAIN MERGER CORP A	NORTH MOUNTAIN MERGER CW25	–	661204·11·5	2	0.00%	20,000	Sh.	≈0.10	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT A	COMMON STOCK USD.0001	–	66574L·10·0	980	0.05%	99,996	Sh.	9.80	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT A	COMMON STOCK USD.0001	–	66575B·10·1	980	0.05%	99,996	Sh.	9.80	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT A	NORTHERN STAR INV CL A CW27	–	66574L·11·8	3	0.00%	16,666	Sh.	≈0.18	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT A	NORTHERN STAR INV CL A CW27	–	66575B·11·9	3	0.00%	16,666	Sh.	≈0.18	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT C A	COMMON STOCK USD.0001	–	66573W·10·7	982	0.05%	100,000	Sh.	9.82	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT C A	NORTHERN STAR INV CL A CW28	–	66573W·11·5	2	0.00%	20,000	Sh.	≈0.10	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT COR	UNIT USD.0001	–	66575B·20·0	–	–	4	Sh.	?	Sole	–	Sole	–	–
NORTHERN STAR INVESTMENT III	UNIT USD.0001	–	66574L·20·9	–	–	4	Sh.	?	Sole	–	Sole	–	–
NORTHERN TRUST CORP	COMMON STOCK USD1.666666	–	665859·10·4	51	0.00%	532	Sh.	95.86	Sole	–	Sole	–	–
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.0	–	666807·10·2	256	0.01%	535	Sh.	478.50	Sole	–	Sole	–	–
NORTHWEST NATURAL HOLDING CO	COMMON STOCK	–	66765N·10·5	749	0.04%	14,113	Sh.	53.07	Sole	–	Sole	–	–
NORTONLIFELOCK INC	COMMON STOCK USD.01	–	668771·10·8	44	0.00%	1,997	Sh.	22.03	Sole	–	Sole	–	–
NRG ENERGY INC	COMMON STOCK USD.01	–	629377·50·8	155	0.01%	4,056	Sh.	38.21	Sole	–	Sole	–	–
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	–	67018T·10·5	271	0.01%	6,268	Sh.	43.24	Sole	–	Sole	–	–
NUCOR CORP	COMMON STOCK USD.4	–	670346·10·5	1,017	0.05%	9,737	Sh.	104.45	Sole	–	Sole	–	–
NUVASIVE INC	COMMON STOCK USD.001	–	670704·10·5	153	0.01%	3,106	Sh.	49.26	Sole	–	Sole	–	–
NVIDIA CORP	COMMON STOCK USD.001	–	67066G·10·4	5,404	0.25%	35,646	Sh.	151.60	Sole	–	Sole	–	–
NVR INC	COMMON STOCK USD.01	–	62944T·10·5	20	0.00%	5	Sh.	4,000.00	Sole	–	Sole	–	–
NXP SEMICONDUCTORS NV	COMMON STOCK	–	N6596X·10·9	1,222	0.06%	8,252	Sh.	148.09	Sole	–	Sole	–	–
O I GLASS INC	COMMON STOCK	–	67098H·10·4	157	0.01%	11,215	Sh.	14.00	Sole	–	Sole	–	–
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	–	67103H·10·7	3,717	0.17%	5,883	Sh.	631.82	Sole	–	Sole	–	–
OAK STREET HEALTH INC	COMMON STOCK USD.001	–	67181A·10·7	21	0.00%	1,262	Sh.	16.64	Sole	–	Sole	–	–
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	–	674599·10·5	2,978	0.14%	50,579	Sh.	58.88	Sole	–	Sole	–	–
OCEANEERING INTL INC	COMMON STOCK USD.25	–	675232·10·2	336	0.02%	31,429	Sh.	10.69	Sole	–	Sole	–	–
OFG BANCORP	COMMON STOCK USD1.0	–	67103X·10·2	785	0.04%	30,913	Sh.	25.39	Sole	–	Sole	–	–
OLAPLEX HOLDINGS INC	COMMON STOCK USD.001	–	679369·10·8	731	0.03%	51,879	Sh.	14.09	Sole	–	Sole	–	–
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	–	679580·10·0	1,313	0.06%	5,125	Sh.	256.20	Sole	–	Sole	–	–
OLD REPUBLIC INTL CORP	COMMON STOCK USD1.0	–	680223·10·4	288	0.01%	12,886	Sh.	22.35	Sole	–	Sole	–	–
OLIN CORP	COMMON STOCK USD1.0	–	680665·20·5	799	0.04%	17,275	Sh.	46.25	Sole	–	Sole	–	–
OMEGA ALPHA SPAC CLASS A	COMMON STOCK USD.0001	–	G6749V·10·7	148	0.01%	15,000	Sh.	9.87	Sole	–	Sole	–	–
OMEGA HEALTHCARE INVESTORS	REIT USD.1	–	681936·10·0	1,073	0.05%	38,079	Sh.	28.18	Sole	–	Sole	–	–
OMNICELL INC	COMMON STOCK USD.001	–	68213N·10·9	555	0.03%	4,875	Sh.	113.85	Sole	–	Sole	–	–
OMNICOM GROUP	COMMON STOCK USD.15	–	681919·10·6	75	0.00%	1,180	Sh.	63.56	Sole	–	Sole	–	–
ONE EQUITY PARTNERS OPEN A	COMMON STOCK USD.0001	–	68237L·10·5	491	0.02%	49,998	Sh.	9.82	Sole	–	Sole	–	–
ONE EQUITY PARTNERS OPEN A	ONE EQUITY PARTNERS A CW27	–	68237L·11·3	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
ONE EQUITY PARTNERS OPEN WAT	UNIT USD.0001	–	68237L·20·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
ONEMAIN HOLDINGS INC	COMMON STOCK USD.01	–	68268W·10·3	1,459	0.07%	39,039	Sh.	37.37	Sole	–	Sole	–	–
ONEOK INC	COMMON STOCK USD.01	–	682680·10·3	72	0.00%	1,289	Sh.	55.86	Sole	–	Sole	–	–
OPEN LENDING CORP CL A	COMMON STOCK	–	68373J·10·4	552	0.03%	53,966	Sh.	10.23	Sole	–	Sole	–	–
OPTION CARE HEALTH INC	COMMON STOCK USD.0001	–	68404L·20·1	156	0.01%	5,620	Sh.	27.76	Sole	–	Sole	–	–
ORACLE CORP	COMMON STOCK USD.01	–	68389X·10·5	354	0.02%	5,063	Sh.	69.92	Sole	–	Sole	–	–
ORGANOGENESIS HOLDINGS INC	COMMON STOCK	–	68621F·10·2	100	0.00%	20,440	Sh.	4.89	Sole	–	Sole	–	–
ORGANON CO	COMMON STOCK USD.01	–	68622V·10·6	41	0.00%	1,202	Sh.	34.11	Sole	–	Sole	–	–
ORION ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	68626A·10·8	490	0.02%	50,000	Sh.	9.80	Sole	–	Sole	–	–
ORION ACQUISITION CORP CL A	ORION ACQUISITION CL A CW26	–	68626A·11·6	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
ORION BIOTECH OPPORTUNITI A	COMMON STOCK USD.0001	–	G6780C·10·9	974	0.05%	100,000	Sh.	9.74	Sole	–	Sole	–	–
ORION BIOTECH OPPORTUNITI A	ORION BIOTECH OPPORTU CW27	–	G6780C·11·7	3	0.00%	20,000	Sh.	≈0.15	Sole	–	Sole	–	–
ORION ENGINEERED CARBONS SA	COMMON STOCK	–	L72967·10·9	141	0.01%	9,070	Sh.	15.55	Sole	–	Sole	–	–
OTIS WORLDWIDE CORP	COMMON STOCK USD.01	–	68902V·10·7	90	0.00%	1,277	Sh.	70.48	Sole	–	Sole	–	–
OTTER TAIL CORP	COMMON STOCK USD5.0	–	689648·10·3	157	0.01%	2,336	Sh.	67.21	Sole	–	Sole	–	–
OUTBRAIN INC	COMMON STOCK USD.001	–	69002R·10·3	109	0.01%	21,745	Sh.	5.01	Sole	–	Sole	–	–
OUTFRONT MEDIA INC	REIT USD.01	–	69007J·10·6	294	0.01%	17,373	Sh.	16.92	Sole	–	Sole	–	–
OVINTIV INC	COMMON STOCK	–	69047Q·10·2	333	0.02%	7,525	Sh.	44.25	Sole	–	Sole	–	–
OWENS CORNING	COMMON STOCK USD.001	–	690742·10·1	1,048	0.05%	14,101	Sh.	74.32	Sole	–	Sole	–	–
PACCAR INC	COMMON STOCK USD1.0	–	693718·10·8	71	0.00%	858	Sh.	82.75	Sole	–	Sole	–	–
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	–	695156·10·9	2,716	0.13%	19,754	Sh.	137.49	Sole	–	Sole	–	–
PAGAYA TECHNOLOGIES LTD A	COMMON STOCK USD.0001	–	M7S64L115 ?	–	–	4	Sh.	?	Sole	–	Sole	–	–
PAGAYA TECHNOLOGIES LTD A	PAGAYA TECHNOLOGIES LTD 27	–	M7S64L107 ?	13	0.00%	33,332	Sh.	0.39	Sole	–	Sole	–	–
PALO ALTO NETWORKS INC	COMMON STOCK USD.0001	–	697435·10·5	180	0.01%	365	Sh.	493.15	Sole	–	Sole	–	–
PANACEA ACQUISITION CORPII A	COMMON STOCK USD.0001	–	G6882C·10·6	293	0.01%	30,000	Sh.	9.77	Sole	–	Sole	–	–
PANDORA MEDIA LLC	COMPANY GUAR 12/23 1.75	–	698354·AD·9	548	0.03%	500,000	Sh.	1.10	Sole	–	Sole	–	–
PAPA JOHN S INTL INC	COMMON STOCK USD.01	–	698813·10·2	220	0.01%	2,632	Sh.	83.59	Sole	–	Sole	–	–
PARK HOTELS RESORTS INC	REIT USD.01	–	700517·10·5	610	0.03%	44,980	Sh.	13.56	Sole	–	Sole	–	–
PARKER HANNIFIN CORP	COMMON STOCK USD.5	–	701094·10·4	95	0.00%	386	Sh.	246.11	Sole	–	Sole	–	–
PARSONS CORP	SR UNSECURED 08/25 0.25	–	70202L·AB·8	1,313	0.06%	1,250,000	Sh.	1.05	Sole	–	Sole	–	–
PATHFINDER ACQUISITION CL A	COMMON STOCK USD.0001	–	G04119·10·6	982	0.05%	100,000	Sh.	9.82	Sole	–	Sole	–	–
PATHFINDER ACQUISITION CL A	PATHFINDER ACQ CL A CW27	–	G04119·12·2	2	0.00%	20,000	Sh.	≈0.10	Sole	–	Sole	–	–
PAYCHEX INC	COMMON STOCK USD.01	–	704326·10·7	1,747	0.08%	15,344	Sh.	113.86	Sole	–	Sole	–	–
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	–	70450Y·10·3	340	0.02%	4,870	Sh.	69.82	Sole	–	Sole	–	–
PBF ENERGY INC CLASS A	COMMON STOCK USD.001	–	69318G·10·6	316	0.01%	10,891	Sh.	29.01	Sole	–	Sole	–	–
PEABODY ENERGY CORP	COMMON STOCK	–	704551·10·0	1,228	0.06%	57,559	Sh.	21.33	Sole	–	Sole	–	–
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	–	70959W·10·3	861	0.04%	8,223	Sh.	104.71	Sole	–	Sole	–	–
PENTAIR PLC	COMMON STOCK USD.01	–	G7S00T104 ?	46	0.00%	999	Sh.	46.05	Sole	–	Sole	–	–
PEPSICO INC	COMMON STOCK USD.017	–	713448·10·8	8,212	0.38%	49,275	Sh.	166.66	Sole	–	Sole	–	–
PERFICIENT INC	COMMON STOCK USD.001	–	71375U·10·1	431	0.02%	4,699	Sh.	91.72	Sole	–	Sole	–	–
PERIDOT ACQUISITION CORP A	COMMON STOCK USD.0001	–	G7008B·10·5	981	0.05%	100,000	Sh.	9.81	Sole	–	Sole	–	–
PERIDOT ACQUISITION CORP A	PERIDOT ACQUISITION A CW28	–	G7008B·12·1	3	0.00%	20,000	Sh.	≈0.15	Sole	–	Sole	–	–
PERIPHAS CAPITAL PARTNR CL A	COMMON STOCK	–	713895·10·0	4,914	0.23%	200,000	Sh.	24.57	Sole	–	Sole	–	–
PERIPHAS CAPITAL PARTNR CL A	PERIPHAS CAPITAL CL A CW28	–	713895·11·8	22	0.00%	50,000	Sh.	0.44	Sole	–	Sole	–	–
PERSHING SQUARE TONTINE A	COMMON STOCK USD.0001	–	71531R·10·9	1,065	0.05%	53,334	Sh.	19.97	Sole	–	Sole	–	–
PERSHING SQUARE TONTINE A	PERSHING SQUARE TONTINE WS	–	71531R·11·7	9	0.00%	21,110	Sh.	≈0.43	Sole	–	Sole	–	–
PFIZER INC	COMMON STOCK USD.05	–	717081·10·3	3,128	0.15%	59,667	Sh.	52.42	Sole	–	Sole	–	–
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	–	718172·10·9	3,284	0.15%	33,255	Sh.	98.75	Sole	–	Sole	–	–
PHILLIPS 66	COMMON STOCK	–	718546·10·4	269	0.01%	3,284	Sh.	81.91	Sole	–	Sole	–	–
PHILLIPS EDISON COMPANY IN	REIT USD.01	–	71844V·20·1	702	0.03%	21,020	Sh.	33.40	Sole	–	Sole	–	–
PHOENIX BIOTECH ACQUISI CL A	COMMON STOCK USD.0001	–	71902K·10·5	251	0.01%	25,000	Sh.	10.04	Sole	–	Sole	–	–
PHOENIX BIOTECH ACQUISI CL A	PHOENIX BIOTECH ACQ CW26	–	71902K·11·3	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	–	72147K·10·8	1,360	0.06%	43,554	Sh.	31.23	Sole	–	Sole	–	–
PINDUODUO INC ADR	ADR USD.00002	–	722304·10·2	3,447	0.16%	55,777	Sh.	61.80	Sole	–	Sole	–	–
PINE ISLAND ACQUISITION CL A	PINE ISLAND ACQ CL A CW27	–	722615·11·9	9	0.00%	33,333	Sh.	≈0.27	Sole	–	Sole	–	–
PINE ISLAND ACQUISITION CORP	UNIT USD.0001	–	722615·20·0	–	–	1	Sh.	?	Sole	–	Sole	–	–
PINE TECHNOLOGY ACQUISI CL A	COMMON STOCK USD.0001	–	722850·10·4	2,638	0.12%	270,000	Sh.	9.77	Sole	–	Sole	–	–
PINE TECHNOLOGY ACQUISI CL A	PINE TECHNOLOGY ACQ A CW28	–	722850·11·2	7	0.00%	90,000	Sh.	≈0.08	Sole	–	Sole	–	–
PINNACLE WEST CAPITAL	COMMON STOCK	–	723484·10·1	42	0.00%	575	Sh.	73.04	Sole	–	Sole	–	–
PIONEER MERGER CORP	UNIT USD.0001	–	G7S24C129 ?	–	–	2	Sh.	?	Sole	–	Sole	–	–
PIONEER MERGER CORP CLASS A	COMMON STOCK USD.0001	–	G7S24C103 ?	1,970	0.09%	199,998	Sh.	9.85	Sole	–	Sole	–	–
PIONEER MERGER CORP CLASS A	PIONEER MERGER CL A CW27	–	G7S24C111 ?	7	0.00%	66,666	Sh.	≈0.11	Sole	–	Sole	–	–
PIONEER NATURAL RESOURCES CO	COMMON STOCK USD.01	–	723787·10·7	1,667	0.08%	7,471	Sh.	223.13	Sole	–	Sole	–	–
PIVOTAL INVESTMENT CORPIII A	COMMON STOCK USD.0001	–	72582M·10·6	147	0.01%	15,000	Sh.	9.80	Sole	–	Sole	–	–
PIVOTAL INVESTMENT CORPIII A	PIVOTAL INV 3 CL A CW27	–	72582M·11·4	–	–	3,000	Sh.	?	Sole	–	Sole	–	–
PLANET LABS PBC	WARRANT	–	72703X·11·4	1	0.00%	1,000	Sh.	≈1.00	Sole	–	Sole	–	–
PLUM ACQUISITION CORP I A	COMMON STOCK USD.0001	–	G7134L·12·6	784	0.04%	80,000	Sh.	9.80	Sole	–	Sole	–	–
PLUM ACQUISITION CORP I A	PLUM ACQUISITION I A CW28	–	G7134L·11·8	3	0.00%	16,000	Sh.	≈0.19	Sole	–	Sole	–	–
PMV CONSUMER ACQUISITION A	COMMON STOCK USD.0001	–	693486·10·2	2,480	0.12%	250,000	Sh.	9.92	Sole	–	Sole	–	–
PMV CONSUMER ACQUISITION A	PMV CONSUMER ACQUISIT CW27	–	693486·11·0	14	0.00%	125,000	Sh.	0.11	Sole	–	Sole	–	–
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	–	693475·10·5	412	0.02%	2,614	Sh.	157.61	Sole	–	Sole	–	–
POLESTAR AUTOMOTIVE CL A ADS	POLESTAR AUTO HLD CW27 ADS	–	731105·10·2	25	0.00%	14,800	Sh.	1.69	Sole	–	Sole	–	–
PONTEM CORP	UNIT USD.0001	–	G71707·11·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
PONTEM CORP CLASS A	COMMON STOCK USD.0001	–	G71707·10·6	492	0.02%	49,998	Sh.	9.84	Sole	–	Sole	–	–
PONTEM CORP CLASS A	PONTEM CORP CLASS A CW27	–	G71707·12·2	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
POOL CORP	COMMON STOCK USD.001	–	73278L·10·5	1,081	0.05%	3,079	Sh.	351.09	Sole	–	Sole	–	–
POPULAR INC	COMMON STOCK USD.01	–	733174·70·0	1,321	0.06%	17,173	Sh.	76.92	Sole	–	Sole	–	–
POPULATION HEALTH INVEST A	COMMON STOCK USD.0001	–	G71716·10·7	692	0.03%	69,996	Sh.	9.89	Sole	–	Sole	–	–
POPULATION HEALTH INVEST A	POPULATION HEALTH CL A CW25	–	G71716·11·5	2	0.00%	23,332	Sh.	≈0.09	Sole	–	Sole	–	–
POPULATION HEALTH INVESTMENT	UNIT USD.0001	–	G71716·12·3	–	–	4	Sh.	?	Sole	–	Sole	–	–
PORTAGE FINTECH ACQUISITIO A	COMMON STOCK USD.0001	–	G7185D·10·6	1,455	0.07%	150,000	Sh.	9.70	Sole	–	Sole	–	–
PORTAGE FINTECH ACQUISITIO A	PORTAGE FINTECH ACQ CW23	–	G7185D·11·4	8	0.00%	50,000	Sh.	≈0.16	Sole	–	Sole	–	–
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK	–	736508·84·7	837	0.04%	17,324	Sh.	48.31	Sole	–	Sole	–	–
POTLATCHDELTIC CORP	REIT USD1.0	–	737630·10·3	664	0.03%	15,015	Sh.	44.22	Sole	–	Sole	–	–
POWER INTEGRATIONS INC	COMMON STOCK USD.001	–	739276·10·3	940	0.04%	12,536	Sh.	74.98	Sole	–	Sole	–	–
POWERED BRANDS	UNIT USD.0001	–	G7209M·12·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
POWERED BRANDS CLASS A	COMMON STOCK USD.0001	–	G7209M·10·8	493	0.02%	49,998	Sh.	9.86	Sole	–	Sole	–	–
POWERED BRANDS CLASS A	POWERED BRANDS CL A CW27	–	G7209M·11·6	1	0.00%	16,666	Sh.	≈0.06	Sole	–	Sole	–	–
PPG INDUSTRIES INC	COMMON STOCK USD1.66666	–	693506·10·7	957	0.04%	8,371	Sh.	114.32	Sole	–	Sole	–	–
PPL CORP	COMMON STOCK USD.01	–	69351T·10·6	82	0.00%	3,024	Sh.	27.12	Sole	–	Sole	–	–
PREFERRED BANK/LOS ANGELES	COMMON STOCK	–	740367·40·4	724	0.03%	10,641	Sh.	68.04	Sole	–	Sole	–	–
PRENETICS GLOBAL LTD CL A	PRENETICS GLOBAL LTD CW26	–	G72245·11·4	5	0.00%	16,666	Sh.	≈0.30	Sole	–	Sole	–	–
PRESTIGE CONSUMER HEALTHCARE	COMMON STOCK USD.01	–	74112D·10·1	681	0.03%	11,581	Sh.	58.80	Sole	–	Sole	–	–
PRIMAVERA CAPITAL ACQUISIT A	COMMON STOCK USD.0001	–	G7255E·10·9	295	0.01%	30,000	Sh.	9.83	Sole	–	Sole	–	–
PRIMAVERA CAPITAL ACQUISIT A	PRIMAVERA CAP ACQ CL A CW26	–	G7255E·11·7	2	0.00%	15,000	Sh.	≈0.13	Sole	–	Sole	–	–
PRIME IMPACT ACQU I CL A	COMMON STOCK USD.0001	–	G61074·10·3	1,000	0.05%	99,999	Sh.	10.00	Sole	–	Sole	–	–
PRIME IMPACT ACQU I CL A	PRIME IMPACT ACQU I CW30	–	G61074·12·9	2	0.00%	33,333	Sh.	≈0.06	Sole	–	Sole	–	–
PRIME IMPACT ACQUISITION I	UNIT USD.0001	–	G61074·11·1	–	–	1	Sh.	?	Sole	–	Sole	–	–
PRIMERICA INC	COMMON STOCK	–	74164M·10·8	3,206	0.15%	26,789	Sh.	119.68	Sole	–	Sole	–	–
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	–	74251V·10·2	55	0.00%	820	Sh.	67.07	Sole	–	Sole	–	–
PRIVETERRA ACQUISITION COR A	COMMON STOCK USD.0001	–	74275N·10·2	1,470	0.07%	149,997	Sh.	9.80	Sole	–	Sole	–	–
PRIVETERRA ACQUISITION COR A	PRIVETERRA ACQ CL A CW27	–	74275N·11·0	8	0.00%	49,999	Sh.	≈0.16	Sole	–	Sole	–	–
PRIVETERRA ACQUISITION CORP	UNIT USD.0001	–	74275N·20·1	–	–	3	Sh.	?	Sole	–	Sole	–	–
PROCTER GAMBLE CO/THE	COMMON STOCK	–	742718·10·9	4,641	0.22%	32,276	Sh.	143.79	Sole	–	Sole	–	–
PROG HOLDINGS INC	COMMON STOCK USD.5	–	74319R·10·1	189	0.01%	11,470	Sh.	16.48	Sole	–	Sole	–	–
PROGRESS ACQUISITION CORP A	COMMON STOCK USD.0001	–	74327P·10·5	644	0.03%	65,000	Sh.	9.91	Sole	–	Sole	–	–
PROGRESS ACQUISITION CORP A	PROGRESS ACQ CL A CW27	–	74327P·11·3	3	0.00%	32,500	Sh.	≈0.09	Sole	–	Sole	–	–
PROGRESSIVE CORP	COMMON STOCK USD1.0	–	743315·10·3	1,080	0.05%	9,292	Sh.	116.23	Sole	–	Sole	–	–
PROJECT ENERGY REIMAGINED AC	COMMON STOCK USD.0001	–	G72556·10·6	3	0.00%	300	Sh.	≈10.00	Sole	–	Sole	–	–
PROJECT ENERGY REIMAGINED AC	PROJECT ENERGY REIMAG CW28	–	G72556·11·4	–	–	150	Sh.	?	Sole	–	Sole	–	–
PROLOGIS INC	REIT USD.01	–	74340W·10·3	12,668	0.59%	107,678	Sh.	117.65	Sole	–	Sole	–	–
PROOF ACQUISITION CORP I A	COMMON STOCK USD.0001	–	74349W·10·4	495	0.02%	50,000	Sh.	9.90	Sole	–	Sole	–	–
PROOF ACQUISITION CORP I A	PROOF ACQUISITION CORP CW23	–	74349W·11·2	2	0.00%	25,000	Sh.	≈0.08	Sole	–	Sole	–	–
PROPERTY SOLUTIONS ACQUISI A	COMMON STOCK USD.0001	–	74350A·10·8	979	0.05%	100,000	Sh.	9.79	Sole	–	Sole	–	–
PROPERTY SOLUTIONS ACQUISI A	PROPERTY SOLUTIONS A CW26	–	74350A·11·6	2	0.00%	25,000	Sh.	≈0.08	Sole	–	Sole	–	–
PROPETRO HOLDING CORP	COMMON STOCK	–	74347M·10·8	276	0.01%	27,596	Sh.	10.00	Sole	–	Sole	–	–
PROSHARES ULTRASHORT FTSE EURO	PROSHARES ULTRASHORT FTSE EU	–	74348A·43·4	471	0.02%	29,707	Sh.	15.85	Sole	–	Sole	–	–
PROSPECTOR CAPITAL CORP	UNIT USD.0001	–	G7273A·12·1	–	–	4	Sh.	?	Sole	–	Sole	–	–
PROSPECTOR CAPITAL CORP CL A	COMMON STOCK USD.0001	–	G7273A·10·5	98	0.00%	9,996	Sh.	9.80	Sole	–	Sole	–	–
PROSPECTOR CAPITAL CORP CL A	PROSPECTOR CAPITAL CORP CW25	–	G7273A·11·3	–	–	3,332	Sh.	?	Sole	–	Sole	–	–
PROTAGONIST THERAPEUTICS INC	COMMON STOCK USD.00001	–	74366E·10·2	131	0.01%	16,499	Sh.	7.94	Sole	–	Sole	–	–
PROVIDENT ACQUISITION CORP A	COMMON STOCK USD.0001	–	G7282L·10·0	296	0.01%	30,000	Sh.	9.87	Sole	–	Sole	–	–
PROVIDENT ACQUISITION CORP A	PROVIDENT ACQUISITION CW26	–	G7282L·12·6	3	0.00%	15,000	Sh.	≈0.20	Sole	–	Sole	–	–
PROVIDENT FINANCIAL SERVICES	COMMON STOCK USD.01	–	74386T·10·5	567	0.03%	25,493	Sh.	22.24	Sole	–	Sole	–	–
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	–	744320·10·2	98	0.00%	1,028	Sh.	95.33	Sole	–	Sole	–	–
PS BUSINESS PARKS INC/MD	REIT USD.01	–	69360J·10·7	8,543	0.40%	45,648	Sh.	187.15	Sole	–	Sole	–	–
PTC INC	COMMON STOCK USD.01	–	69370C·10·0	41	0.00%	387	Sh.	105.94	Sole	–	Sole	–	–
PTC THERAPEUTICS INC	COMMON STOCK USD.001	–	69366J·20·0	346	0.02%	8,625	Sh.	40.12	Sole	–	Sole	–	–
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	–	744573·10·6	69	0.00%	1,096	Sh.	62.96	Sole	–	Sole	–	–
PUBLIC STORAGE	REIT USD.1	–	74460D·10·9	5,808	0.27%	18,576	Sh.	312.66	Sole	–	Sole	–	–
PULTEGROUP INC	COMMON STOCK USD.01	–	745867·10·1	488	0.02%	12,325	Sh.	39.59	Sole	–	Sole	–	–
PVH CORP	COMMON STOCK USD1.0	–	693656·10·0	2,668	0.12%	46,888	Sh.	56.90	Sole	–	Sole	–	–
PWP FORWARD ACQUISITION CO A	COMMON STOCK USD.0001	–	74709Q·10·1	488	0.02%	50,000	Sh.	9.76	Sole	–	Sole	–	–
PWP FORWARD ACQUISITION CO A	PWP FORWARD ACQ CL A CW27	–	74709Q·11·9	2	0.00%	10,000	Sh.	≈0.20	Sole	–	Sole	–	–
PYROPHYTE ACQUISITION CORP A	COMMON STOCK USD.0001	–	G7308P·10·1	1,000	0.05%	100,000	Sh.	10.00	Sole	–	Sole	–	–
PYROPHYTE ACQUISITION CORP A	PHYT WS CW	–	G7308P·12·7	15	0.00%	50,000	Sh.	0.30	Sole	–	Sole	–	–
QORVO INC	COMMON STOCK USD.0001	–	74736K·10·1	42	0.00%	446	Sh.	94.17	Sole	–	Sole	–	–
QUALCOMM INC	COMMON STOCK USD.0001	–	747525·10·3	2,089	0.10%	16,352	Sh.	127.75	Sole	–	Sole	–	–
QUALYS INC	COMMON STOCK USD.001	–	74758T·30·3	1,434	0.07%	11,368	Sh.	126.14	Sole	–	Sole	–	–
QUANTA SERVICES INC	COMMON STOCK USD.00001	–	74762E·10·2	1,680	0.08%	13,407	Sh.	125.31	Sole	–	Sole	–	–
QUEST DIAGNOSTICS INC	COMMON STOCK USD.01	–	74834L·10·0	1,333	0.06%	10,021	Sh.	133.02	Sole	–	Sole	–	–
QUIDELORTHO CORP	COMMON STOCK USD.001	–	219798·10·5	291	0.01%	2,997	Sh.	97.10	Sole	–	Sole	–	–
RADIAN GROUP INC	COMMON STOCK USD.001	–	750236·10·1	162	0.01%	8,239	Sh.	19.66	Sole	–	Sole	–	–
RADWARE LTD	COMMON STOCK ILS.05	–	M81873·10·7	55	0.00%	2,535	Sh.	21.70	Sole	–	Sole	–	–
RALPH LAUREN CORP	COMMON STOCK USD.01	–	751212·10·1	724	0.03%	8,078	Sh.	89.63	Sole	–	Sole	–	–
RANGE RESOURCES CORP	COMMON STOCK USD.01	–	75281A·10·9	208	0.01%	8,385	Sh.	24.81	Sole	–	Sole	–	–
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	–	754730·10·9	39	0.00%	431	Sh.	90.49	Sole	–	Sole	–	–
RAYTHEON TECHNOLOGIES CORP	COMMON STOCK USD1.0	–	75513E·10·1	10,393	0.49%	108,132	Sh.	96.11	Sole	–	Sole	–	–
RCF ACQUISITION CORP A	COMMON STOCK USD.0001	–	G7330C·10·2	996	0.05%	100,000	Sh.	9.96	Sole	–	Sole	–	–
RCF ACQUISITION CORP A	RCF ACQUISITION CORP CW23	–	G7330C·11·0	15	0.00%	50,000	Sh.	0.30	Sole	–	Sole	–	–
REALTY INCOME CORP	REIT USD1.0	–	756109·10·4	4,194	0.20%	61,446	Sh.	68.26	Sole	–	Sole	–	–
RED ROCK RESORTS INC CLASS A	COMMON STOCK USD.01	–	75700L·10·8	727	0.03%	21,792	Sh.	33.36	Sole	–	Sole	–	–
REDBALL ACQUISITION CORP	UNIT USD.0001	–	G7417R·12·1	–	–	1	Sh.	?	Sole	–	Sole	–	–
REDBALL ACQUISITION CORP A	REDBALL ACQUISITION CW22	–	G7417R·11·3	4	0.00%	125,333	Sh.	≈0.03	Sole	–	Sole	–	–
REGAL REXNORD CORP	COMMON STOCK USD.01	–	758750·10·3	756	0.04%	6,658	Sh.	113.55	Sole	–	Sole	–	–
REGENCY CENTERS CORP	REIT USD.01	–	758849·10·3	1,303	0.06%	21,966	Sh.	59.32	Sole	–	Sole	–	–
REGENERON PHARMACEUTICALS	COMMON STOCK USD.001	–	75886F·10·7	1,030	0.05%	1,742	Sh.	591.27	Sole	–	Sole	–	–
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	–	7591EP·10·0	464	0.02%	24,748	Sh.	18.75	Sole	–	Sole	–	–
RELAY THERAPEUTICS INC	COMMON STOCK	–	75943R·10·2	124	0.01%	7,396	Sh.	16.77	Sole	–	Sole	–	–
RELIANCE STEEL ALUMINUM	COMMON STOCK	–	759509·10·2	2,156	0.10%	12,690	Sh.	169.90	Sole	–	Sole	–	–
RENT A CENTER INC	COMMON STOCK USD.01	–	76009N·10·0	134	0.01%	6,878	Sh.	19.48	Sole	–	Sole	–	–
REPLIGEN CORP	COMMON STOCK USD.01	–	759916·10·9	1,096	0.05%	6,748	Sh.	162.42	Sole	–	Sole	–	–
REPUBLIC SERVICES INC	COMMON STOCK USD.01	–	760759·10·0	2,773	0.13%	21,186	Sh.	130.89	Sole	–	Sole	–	–
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	–	76131N·10·1	807	0.04%	51,139	Sh.	15.78	Sole	–	Sole	–	–
REVOLUTION HEALTHCARE ACQU A	COMMON STOCK USD.0001	–	76155Y·10·8	488	0.02%	50,000	Sh.	9.76	Sole	–	Sole	–	–
REVOLUTION HEALTHCARE ACQU A	REVOLUTION HEALTHCARE CW28	–	76155Y·11·6	3	0.00%	10,000	Sh.	≈0.30	Sole	–	Sole	–	–
REXFORD INDUSTRIAL REALTY IN	REIT USD.01	–	76169C·10·0	2,589	0.12%	44,949	Sh.	57.60	Sole	–	Sole	–	–
RIBBIT LEAP LTD CLASS A	COMMON STOCK USD.0001	–	G7552B·10·5	50	0.00%	5,000	Sh.	10.00	Sole	–	Sole	–	–
RIBBIT LEAP LTD CLASS A	RIBBIT LEAP LTD A CW25	–	G7552B·11·3	–	–	1,000	Sh.	?	Sole	–	Sole	–	–
RICE ACQUISITION CORP II A	COMMON STOCK USD.0001	–	G75529·10·0	488	0.02%	50,000	Sh.	9.76	Sole	–	Sole	–	–
RICE ACQUISITION CORP II A	RICE ACQUISITION CORP II CW	–	G75529·12·6	4	0.00%	12,500	Sh.	≈0.32	Sole	–	Sole	–	–
RIGEL RESOURCE ACQUISIT CL A	COMMON STOCK	–	G7573M·10·6	994	0.05%	100,000	Sh.	9.94	Sole	–	Sole	–	–
RIGEL RESOURCE ACQUISIT CL A	RIGEL RESOURCE ACQUISI CW23	–	G7573M·11·4	13	0.00%	50,000	Sh.	0.26	Sole	–	Sole	–	–
RITE AID CORP	COMMON STOCK USD1.0	–	767754·87·2	298	0.01%	44,276	Sh.	6.73	Sole	–	Sole	–	–
RLI CORP	COMMON STOCK USD1.0	–	749607·10·7	221	0.01%	1,894	Sh.	116.68	Sole	–	Sole	–	–
RMG ACQUISITION CORP III A	COMMON STOCK USD.0001	–	G76088·10·6	492	0.02%	50,000	Sh.	9.84	Sole	–	Sole	–	–
RMG ACQUISITION CORP III A	RMG ACQUISITION CL A CW27	–	G76088·12·2	1	0.00%	10,000	Sh.	≈0.10	Sole	–	Sole	–	–
ROBERT HALF INTL INC	COMMON STOCK USD.001	–	770323·10·3	34	0.00%	452	Sh.	75.22	Sole	–	Sole	–	–
ROCKET INTERNET GROWTH OPP A	COMMON STOCK USD.0001	–	G7613T·10·3	245	0.01%	25,000	Sh.	9.80	Sole	–	Sole	–	–
ROCKET INTERNET GROWTH OPP A	ROCKET INTERNET GROWTH CW27	–	G7613T·12·9	1	0.00%	6,250	Sh.	≈0.16	Sole	–	Sole	–	–
ROGERS CORP	COMMON STOCK USD1.0	–	775133·10·1	5,269	0.25%	20,102	Sh.	262.11	Sole	–	Sole	–	–
ROKU INC	COMMON STOCK USD.0001	–	77543R·10·2	22	0.00%	270	Sh.	81.48	Sole	–	Sole	–	–
ROLLINS INC	COMMON STOCK USD1.0	–	775711·10·4	510	0.02%	14,599	Sh.	34.93	Sole	–	Sole	–	–
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	–	776696·10·6	4,196	0.20%	10,631	Sh.	394.69	Sole	–	Sole	–	–
ROSS STORES INC	COMMON STOCK USD.01	–	778296·10·3	2,424	0.11%	34,514	Sh.	70.23	Sole	–	Sole	–	–
RPT REALTY	REIT USD.01	–	74971D·10·1	196	0.01%	19,926	Sh.	9.84	Sole	–	Sole	–	–
RUTH S HOSPITALITY GROUP INC	COMMON STOCK USD.01	–	783332·10·9	124	0.01%	7,602	Sh.	16.31	Sole	–	Sole	–	–
RXR ACQUISITION CORP CL A	COMMON STOCK USD.0001	–	74981W·10·7	989	0.05%	101,000	Sh.	9.79	Sole	–	Sole	–	–
RXR ACQUISITION CORP CL A	RXR ACQUISITION CL A CW26	–	74981W·11·5	3	0.00%	20,200	Sh.	≈0.15	Sole	–	Sole	–	–
RYAN SPECIALTY HOLDINGS INC	COMMON STOCK USD.001	–	78351F·10·7	209	0.01%	5,322	Sh.	39.27	Sole	–	Sole	–	–
RYDER SYSTEM INC	COMMON STOCK USD.5	–	783549·10·8	1,771	0.08%	24,918	Sh.	71.07	Sole	–	Sole	–	–
RYERSON HOLDING CORP	COMMON STOCK USD.01	–	783754·10·4	134	0.01%	6,282	Sh.	21.33	Sole	–	Sole	–	–
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	–	78377T·10·7	835	0.04%	10,980	Sh.	76.05	Sole	–	Sole	–	–
S T BANCORP INC	COMMON STOCK USD2.5	–	783859·10·1	142	0.01%	5,166	Sh.	27.49	Sole	–	Sole	–	–
SAIA INC	COMMON STOCK USD.001	–	78709Y·10·5	1,225	0.06%	6,517	Sh.	187.97	Sole	–	Sole	–	–
SAILPOINT TECHNOLOGIES HOLDI	COMMON STOCK USD.0001	–	78781P·10·5	6,193	0.29%	98,800	Sh.	62.68	Sole	–	Sole	–	–
SALESFORCE INC	COMMON STOCK USD.001	–	79466L·30·2	4,416	0.21%	26,755	Sh.	165.05	Sole	–	Sole	–	–
SANDBRIDGE X2 CORP A	COMMON STOCK USD.0001	–	799792·10·6	1,463	0.07%	150,000	Sh.	9.75	Sole	–	Sole	–	–
SANDBRIDGE X2 CORP A	SANDBRIDGE X2 CL A CW27	–	799792·11·4	4	0.00%	50,000	Sh.	≈0.08	Sole	–	Sole	–	–
SANDERSON FARMS INC	COMMON STOCK USD1.0	–	800013·10·4	950	0.04%	4,410	Sh.	215.42	Sole	–	Sole	–	–
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	–	80007P·86·9	111	0.01%	7,103	Sh.	15.63	Sole	–	Sole	–	–
SANMINA CORP	COMMON STOCK USD.01	–	801056·10·2	697	0.03%	17,120	Sh.	40.71	Sole	–	Sole	–	–
SAPIENS INTERNATIONAL CORP	COMMON STOCK EUR.01	–	G7T16G103 ?	301	0.01%	12,424	Sh.	24.23	Sole	–	Sole	–	–
SAREPTA THERAPEUTICS INC	COMMON STOCK USD.0001	–	803607·10·0	333	0.02%	4,440	Sh.	75.00	Sole	–	Sole	–	–
SARISSA CAPITAL ACQUISITI A	COMMON STOCK USD.0001	–	G7823W·10·2	643	0.03%	64,998	Sh.	9.89	Sole	–	Sole	–	–
SARISSA CAPITAL ACQUISITI A	SARISSA CAPITAL ACQUI CW27	–	G7823W·11·0	2	0.00%	21,666	Sh.	≈0.09	Sole	–	Sole	–	–
SARISSA CAPITAL ACQUISITION	UNIT USD.0001	–	G7823W·12·8	–	–	2	Sh.	?	Sole	–	Sole	–	–
SBA COMMUNICATIONS CORP	REIT USD.01	–	78410G·10·4	1,709	0.08%	5,340	Sh.	320.04	Sole	–	Sole	–	–
SCHLUMBERGER LTD	COMMON STOCK USD.01	–	806857·10·8	967	0.05%	27,041	Sh.	35.76	Sole	–	Sole	–	–
SCHOLASTIC CORP	COMMON STOCK USD.01	–	807066·10·5	501	0.02%	13,941	Sh.	35.94	Sole	–	Sole	–	–
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	–	808513·10·5	4,010	0.19%	63,462	Sh.	63.19	Sole	–	Sole	–	–
SCIENCE STRATEGIC ACQUISIT A	COMMON STOCK USD.0001	–	808641·10·4	490	0.02%	49,998	Sh.	9.80	Sole	–	Sole	–	–
SCIENCE STRATEGIC ACQUISIT A	SCIENCE STRATEGIC A CW27	–	808641·11·2	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
SCIENCE STRATEGIC ACQUISITIO	UNIT USD.0001	–	808641·20·3	–	–	2	Sh.	?	Sole	–	Sole	–	–
SCION TECH GROWTH I CLASS A	COMMON STOCK USD.0001	–	G31067·10·4	2,964	0.14%	300,000	Sh.	9.88	Sole	–	Sole	–	–
SCION TECH GROWTH I CLASS A	SCION TECH GROWTH I CW25	–	G31067·11·2	10	0.00%	100,000	Sh.	0.10	Sole	–	Sole	–	–
SCION TECH GROWTH II	UNIT USD.0001	–	G31070·12·4	–	–	4	Sh.	?	Sole	–	Sole	–	–
SCION TECH GROWTH II CLASS A	COMMON STOCK USD.0001	–	G31070·10·8	980	0.05%	99,996	Sh.	9.80	Sole	–	Sole	–	–
SCION TECH GROWTH II CLASS A	SCION TECH GROWTH II CW27	–	G31070·11·6	3	0.00%	33,332	Sh.	≈0.09	Sole	–	Sole	–	–
SCP CO HEALTHCARE ACQUIS A	COMMON STOCK USD.0001	–	784065·10·4	245	0.01%	25,000	Sh.	9.80	Sole	–	Sole	–	–
SCP CO HEALTHCARE ACQUIS A	SCP + CO HEALTHCARE A CW28	–	784065·11·2	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
SCREAMING EAGLE ACQ CLASS A	COMMON STOCK USD.0001	–	G79407·10·5	2,877	0.13%	300,000	Sh.	9.59	Sole	–	Sole	–	–
SCREAMING EAGLE ACQ CLASS A	SCREAMING EAGLE ACQ CL A 27	–	G79407·12·1	38	0.00%	100,000	Sh.	0.38	Sole	–	Sole	–	–
SCULPTOR ACQUISITION CORP A	COMMON STOCK USD.0001	–	G7T983103 ?	992	0.05%	100,000	Sh.	9.92	Sole	–	Sole	–	–
SCULPTOR ACQUISITION CORP A	SCULPTOR ACQUISITION A 23	–	G7T983111 ?	12	0.00%	50,000	Sh.	0.24	Sole	–	Sole	–	–
SDCL EDGE ACQUISITION CORP A	COMMON STOCK USD.0001	–	G79471·10·1	975	0.05%	100,000	Sh.	9.75	Sole	–	Sole	–	–
SDCL EDGE ACQUISITION CORP A	SDCL EDGE ACQ CL A CW28	–	G79471·12·7	11	0.00%	50,000	Sh.	0.22	Sole	–	Sole	–	–
SEA LTD ADR	ADR	–	81141R·10·0	134	0.01%	2,000	Sh.	67.00	Sole	–	Sole	–	–
SEAGATE TECHNOLOGY HOLDINGS	COMMON STOCK USD.00001	–	G7997R·10·3	85	0.00%	1,185	Sh.	71.73	Sole	–	Sole	–	–
SEAGEN INC	COMMON STOCK USD.001	–	81181C·10·4	81	0.00%	458	Sh.	176.86	Sole	–	Sole	–	–
SEALED AIR CORP	COMMON STOCK USD.1	–	81211K·10·0	1,793	0.08%	31,057	Sh.	57.73	Sole	–	Sole	–	–
SEASPINE HOLDINGS CORP	COMMON STOCK USD.01	–	81255T·10·8	106	0.00%	18,743	Sh.	5.66	Sole	–	Sole	–	–
SEAWORLD ENTERTAINMENT INC	COMMON STOCK USD.01	–	81282V·10·0	558	0.03%	12,620	Sh.	44.22	Sole	–	Sole	–	–
SECUREWORKS CORP A	COMMON STOCK USD.01	–	81374A·10·5	177	0.01%	16,307	Sh.	10.85	Sole	–	Sole	–	–
SELECT MEDICAL HOLDINGS CORP	COMMON STOCK USD.001	–	81619Q·10·5	421	0.02%	17,836	Sh.	23.60	Sole	–	Sole	–	–
SELECTIVE INSURANCE GROUP	COMMON STOCK USD2.0	–	816300·10·7	1,347	0.06%	15,492	Sh.	86.95	Sole	–	Sole	–	–
SEMA4 HLDGS CORP WTS	CALL EXP 22JUL26	–	81663L·11·9	2	0.00%	6,666	Sh.	≈0.30	Sole	–	Sole	–	–
SEMPER PARATUS ACQUISITION A	COMMON STOCK USD.0001	–	G8028L·10·7	250	0.01%	25,000	Sh.	10.00	Sole	–	Sole	–	–
SEMPER PARATUS ACQUISITION A	SEMPER PARATUS ACQU CW26	–	G8028L·13·1	2	0.00%	12,500	Sh.	≈0.16	Sole	–	Sole	–	–
SEMPRA ENERGY	COMMON STOCK	–	816851·10·9	160	0.01%	1,065	Sh.	150.23	Sole	–	Sole	–	–
SEMTECH CORP	COMMON STOCK USD.01	–	816850·10·1	718	0.03%	13,070	Sh.	54.93	Sole	–	Sole	–	–
SENIOR CONNECT ACQUISITION A	COMMON STOCK USD.0001	–	81723H·10·8	1,970	0.09%	200,000	Sh.	9.85	Sole	–	Sole	–	–
SENIOR CONNECT ACQUISITION A	SENIOR CONNECT ACQ A CW27	–	81723H·11·6	7	0.00%	100,000	Sh.	≈0.07	Sole	–	Sole	–	–
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	–	81725T·10·0	3,696	0.17%	45,878	Sh.	80.56	Sole	–	Sole	–	–
SERVICE CORP INTERNATIONAL	COMMON STOCK USD1.0	–	817565·10·4	3,546	0.17%	51,298	Sh.	69.13	Sole	–	Sole	–	–
SERVICENOW INC	COMMON STOCK USD.001	–	81762P·10·2	1,768	0.08%	3,718	Sh.	475.52	Sole	–	Sole	–	–
SHELTER ACQUISITION CORP I A	COMMON STOCK USD.0001	–	822821·10·4	983	0.05%	100,000	Sh.	9.83	Sole	–	Sole	–	–
SHELTER ACQUISITION CORP I A	SHELTER ACQ I CL A CW27	–	822821·11·2	7	0.00%	50,000	Sh.	≈0.14	Sole	–	Sole	–	–
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.0	–	824348·10·6	2,479	0.12%	11,071	Sh.	223.92	Sole	–	Sole	–	–
SHOCKWAVE MEDICAL INC	COMMON STOCK USD.001	–	82489T·10·4	1,368	0.06%	7,154	Sh.	191.22	Sole	–	Sole	–	–
SHUTTERSTOCK INC	COMMON STOCK USD.01	–	825690·10·0	173	0.01%	3,013	Sh.	57.42	Sole	–	Sole	–	–
SIGNA SPORTS UNITED NV	SIGNA SPORTS UNITED BV WRNT	–	N80029·11·4	18	0.00%	66,666	Sh.	0.27	Sole	–	Sole	–	–
SIGNATURE BANK	COMMON STOCK USD.01	–	82669G·10·4	1,028	0.05%	5,734	Sh.	179.28	Sole	–	Sole	–	–
SIGNET JEWELERS LTD	COMMON STOCK USD.18	–	G81276·10·0	135	0.01%	2,532	Sh.	53.32	Sole	–	Sole	–	–
SIGNIFY HEALTH INC CLASS A	COMMON STOCK USD.01	–	82671G·10·0	1,120	0.05%	81,173	Sh.	13.80	Sole	–	Sole	–	–
SILVER CREST ACQUISITION C A	COMMON STOCK USD.0001	–	G81355·10·2	1,479	0.07%	150,000	Sh.	9.86	Sole	–	Sole	–	–
SILVER CREST ACQUISITION C A	SILVER CREST ACQ CL A CW28	–	G81355·12·8	16	0.00%	75,000	Sh.	0.21	Sole	–	Sole	–	–
SILVER SPIKE ACQUISITION A	COMMON STOCK USD.0001	–	G8201H·10·5	490	0.02%	50,000	Sh.	9.80	Sole	–	Sole	–	–
SILVER SPIKE ACQUISITION A	SILVER SPIKE ACQ A CW26	–	G8201H·11·3	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
SILVERSPAC INC	UNIT USD.0001	–	G8136V·12·0	–	–	4	Sh.	?	Sole	–	Sole	–	–
SILVERSPAC INC CL A	COMMON STOCK USD.0001	–	G8136V·10·4	965	0.05%	99,996	Sh.	9.65	Sole	–	Sole	–	–
SILVERSPAC INC CL A	SILVERSPAC INC CW23	–	G8136V·11·2	8	0.00%	33,332	Sh.	≈0.24	Sole	–	Sole	–	–
SIMON PROPERTY GROUP ACQUI A	COMMON STOCK USD.0001	–	82880R·10·3	10	0.00%	1,000	Sh.	10.00	Sole	–	Sole	–	–
SIMON PROPERTY GROUP ACQUI A	SIMON PROPERTY GROUP CW26	–	82880R·11·1	–	–	200	Sh.	?	Sole	–	Sole	–	–
SIMON PROPERTY GROUP INC	REIT USD.0001	–	828806·10·9	3,722	0.17%	39,217	Sh.	94.91	Sole	–	Sole	–	–
SIMPSON MANUFACTURING CO INC	COMMON STOCK USD.01	–	829073·10·5	772	0.04%	7,671	Sh.	100.64	Sole	–	Sole	–	–
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	–	829226·10·9	133	0.01%	6,516	Sh.	20.41	Sole	–	Sole	–	–
SIZZLE ACQUISITION CORP	COMMON STOCK USD.0001	–	83014E·10·9	250	0.01%	25,000	Sh.	10.00	Sole	–	Sole	–	–
SIZZLE ACQUISITION CORP	SIZZLE ACQUISITION CORP CW26	–	83014E·11·7	1	0.00%	12,500	Sh.	≈0.08	Sole	–	Sole	–	–
SKYDECK ACQUISITION CORP	UNIT USD.0001	–	G82220·10·7	–	–	2	Sh.	?	Sole	–	Sole	–	–
SKYDECK ACQUISITION CORP A	COMMON STOCK USD.0001	–	G82220·12·3	487	0.02%	49,998	Sh.	9.74	Sole	–	Sole	–	–
SKYDECK ACQUISITION CORP A	SKYDECK ACQ CORP CL A CW27	–	G82220·11·5	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
SKYWEST INC	COMMON STOCK	–	830879·10·2	109	0.01%	5,141	Sh.	21.20	Sole	–	Sole	–	–
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	–	83088M·10·2	54	0.00%	587	Sh.	91.99	Sole	–	Sole	–	–
SLEEP NUMBER CORP	COMMON STOCK USD.01	–	83125X·10·3	511	0.02%	16,518	Sh.	30.94	Sole	–	Sole	–	–
SLM CORP	COMMON STOCK USD.2	–	78442P·10·6	1,202	0.06%	75,424	Sh.	15.94	Sole	–	Sole	–	–
SM ENERGY CO	COMMON STOCK USD.01	–	78454L·10·0	589	0.03%	17,215	Sh.	34.21	Sole	–	Sole	–	–
SMITH (A.O.) CORP	COMMON STOCK USD1.0	–	831865·20·9	398	0.02%	7,275	Sh.	54.71	Sole	–	Sole	–	–
SNAP ON INC	COMMON STOCK USD1.0	–	833034·10·1	3,012	0.14%	15,288	Sh.	197.02	Sole	–	Sole	–	–
SOAR TECHNOLOGY ACQUISITIO A	COMMON STOCK USD.0001	–	G82472·11·2	1,322	0.06%	129,996	Sh.	10.17	Sole	–	Sole	–	–
SOAR TECHNOLOGY ACQUISITIO A	SOAR TECH ACQ CL A CW27	–	G82472·12·0	5	0.00%	43,332	Sh.	≈0.12	Sole	–	Sole	–	–
SOAR TECHNOLOGY ACQUISITION	UNIT USD.0001	–	G82472·10·4	–	–	4	Sh.	?	Sole	–	Sole	–	–
SOCIAL CAPITAL HEDOSOPH A	COMMON STOCK USD.0001	–	G82514·10·3	397	0.02%	39,996	Sh.	9.93	Sole	–	Sole	–	–
SOCIAL CAPITAL HEDOSOPH A	SOCIAL CAPITAL HEDOSOP CW25	–	G82514·11·1	5	0.00%	9,999	Sh.	≈0.50	Sole	–	Sole	–	–
SOCIAL CAPITAL HEDOSOPH VI A	SOCIAL CAPITAL HED VI CW25	–	G8251L·11·3	6	0.00%	12,499	Sh.	≈0.48	Sole	–	Sole	–	–
SOCIAL CAPITAL HEDOSOPHIA HO	UNIT USD.0001	–	G82514·12·9	–	–	4	Sh.	?	Sole	–	Sole	–	–
SOCIAL CAPITAL HEDOSOPHIA HO	UNIT USD.0001	–	G8251L·12·1	–	–	4	Sh.	?	Sole	–	Sole	–	–
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	–	G8253T·10·6	989	0.05%	100,000	Sh.	9.89	Sole	–	Sole	–	–
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	–	G8253U·10·3	972	0.05%	100,000	Sh.	9.72	Sole	–	Sole	–	–
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	–	G8253W·10·9	995	0.05%	100,000	Sh.	9.95	Sole	–	Sole	–	–
SOCIAL CAPITAL SUVRETTA HO A	COMMON STOCK USD.0001	–	G8253Y·10·5	971	0.05%	100,000	Sh.	9.71	Sole	–	Sole	–	–
SOCIAL LEVERAGE ACQUISITIO A	COMMON STOCK USD.0001	–	83363K·10·2	98	0.00%	10,000	Sh.	9.80	Sole	–	Sole	–	–
SOCIAL LEVERAGE ACQUISITIO A	SOCIAL LEVERAGE ACQ A CW27	–	83363K·11·0	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
SONDER HLDGS INC	CALL EXP31JAN28	–	83542D·11·0	3	0.00%	14,000	Sh.	≈0.21	Sole	–	Sole	–	–
SONOCO PRODUCTS CO	COMMON STOCK	–	835495·10·2	482	0.02%	8,450	Sh.	57.04	Sole	–	Sole	–	–
SOUTHERN CO/THE	COMMON STOCK USD5.0	–	842587·10·7	554	0.03%	7,769	Sh.	71.31	Sole	–	Sole	–	–
SOUTHSTATE CORP	COMMON STOCK USD2.5	–	840441·10·9	459	0.02%	5,945	Sh.	77.21	Sole	–	Sole	–	–
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.0	–	844741·10·8	129	0.01%	3,565	Sh.	36.19	Sole	–	Sole	–	–
SP GLOBAL INC	COMMON STOCK USD1.0	–	78409V·10·4	8,055	0.38%	23,899	Sh.	337.04	Sole	–	Sole	–	–
SPDR SP 500 ETF TRUST	SPDR S+P 500 ETF TRUST	–	78462F·10·3	35,631	1.67%	94,448	Sh.	377.26	Sole	–	Sole	–	–
SPDR SP BIOTECH ETF	SPDR S+P BIOTECH ETF	–	78464A·87·0	1,686	0.08%	22,695	Sh.	74.29	Sole	–	Sole	–	–
SPINDLETOP HEALTH ACQUISIT A	COMMON STOCK USD.0001	–	84854Q·10·3	250	0.01%	25,000	Sh.	10.00	Sole	–	Sole	–	–
SPINDLETOP HEALTH ACQUISIT A	SPINDLETOP HEALTH ACQ CW28	–	84854Q·11·1	2	0.00%	12,500	Sh.	≈0.16	Sole	–	Sole	–	–
SPIRE INC	COMMON STOCK USD1.0	–	84857L·10·1	631	0.03%	8,488	Sh.	74.34	Sole	–	Sole	–	–
SPIRIT REALTY CAPITAL INC	REIT USD.05	–	84860W·30·0	549	0.03%	14,530	Sh.	37.78	Sole	–	Sole	–	–
SPORTS VENTURES ACQUISITIO A	COMMON STOCK USD.0001	–	G8372A·10·3	1,478	0.07%	150,000	Sh.	9.85	Sole	–	Sole	–	–
SPORTS VENTURES ACQUISITIO A	SPORTS VENT ACQ CL A CW27	–	G8372A·12·9	3	0.00%	50,000	Sh.	≈0.06	Sole	–	Sole	–	–
SPORTSTEK ACQUISITION CORP A	COMMON STOCK USD.0001	–	849196·10·0	1,467	0.07%	150,000	Sh.	9.78	Sole	–	Sole	–	–
SPORTSTEK ACQUISITION CORP A	SPORTSTEK ACQ CL A CW27	–	849196·11·8	3	0.00%	75,000	Sh.	≈0.04	Sole	–	Sole	–	–
SPRINGBIG HLDGS INC	WARRANTS	–	85021Q·11·6	1	0.00%	10,000	Sh.	≈0.10	Sole	–	Sole	–	–
SPROUT SOCIAL INC CLASS A	COMMON STOCK USD.0001	–	85209W·10·9	588	0.03%	10,126	Sh.	58.07	Sole	–	Sole	–	–
SPROUTS FARMERS MARKET INC	COMMON STOCK USD.001	–	85208M·10·2	739	0.03%	29,176	Sh.	25.33	Sole	–	Sole	–	–
SPS COMMERCE INC	COMMON STOCK USD.001	–	78463M·10·7	808	0.04%	7,143	Sh.	113.12	Sole	–	Sole	–	–
SSC TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	–	78467J·10·0	2,275	0.11%	39,169	Sh.	58.08	Sole	–	Sole	–	–
ST ENERGY TRANSITION I LTD	COMMON STOCK USD.0001	–	G8465L·10·7	987	0.05%	100,000	Sh.	9.87	Sole	–	Sole	–	–
ST ENERGY TRANSITION I LTD	ST ENERGY TRANSITION I CW23	–	G8465L·11·5	14	0.00%	50,000	Sh.	0.28	Sole	–	Sole	–	–
STAAR SURGICAL CO	COMMON STOCK USD.01	–	852312·30·5	694	0.03%	9,778	Sh.	70.98	Sole	–	Sole	–	–
STAG INDUSTRIAL INC	REIT USD.01	–	85254J·10·2	603	0.03%	19,540	Sh.	30.86	Sole	–	Sole	–	–
STANDEX INTERNATIONAL CORP	COMMON STOCK USD1.5	–	854231·10·7	402	0.02%	4,739	Sh.	84.83	Sole	–	Sole	–	–
STARBUCKS CORP	COMMON STOCK USD.001	–	855244·10·9	382	0.02%	5,007	Sh.	76.29	Sole	–	Sole	–	–
STATE STREET CORP	COMMON STOCK USD1.0	–	857477·10·3	85	0.00%	1,375	Sh.	61.82	Sole	–	Sole	–	–
STEEL DYNAMICS INC	COMMON STOCK USD.005	–	858119·10·0	339	0.02%	5,122	Sh.	66.19	Sole	–	Sole	–	–
STEPSTONE GROUP INC CLASS A	COMMON STOCK USD.001	–	85914M·10·7	246	0.01%	9,452	Sh.	26.03	Sole	–	Sole	–	–
STERLING INFRASTRUCTURE INC	COMMON STOCK USD.01	–	859241·10·1	139	0.01%	6,324	Sh.	21.98	Sole	–	Sole	–	–
STEVEN MADDEN LTD	COMMON STOCK USD.0001	–	556269·10·8	473	0.02%	14,698	Sh.	32.18	Sole	–	Sole	–	–
STIFEL FINANCIAL CORP	COMMON STOCK USD.15	–	860630·10·2	1,002	0.05%	17,895	Sh.	55.99	Sole	–	Sole	–	–
STITCH FIX INC CLASS A	COMMON STOCK USD.00002	–	860897·10·7	143	0.01%	29,027	Sh.	4.93	Sole	–	Sole	–	–
STORE CAPITAL CORP	REIT USD.01	–	862121·10·0	133	0.01%	5,081	Sh.	26.18	Sole	–	Sole	–	–
STRATIM CLOUD ACQUISITION CO	COMMON STOCK USD.0001	–	86309R·10·7	977	0.05%	99,996	Sh.	9.77	Sole	–	Sole	–	–
STRATIM CLOUD ACQUISITION CO	STRATIM CLOUD ACQ CW28	–	86309R·11·5	3	0.00%	33,332	Sh.	≈0.09	Sole	–	Sole	–	–
STRATIM CLOUD ACQUISITION CO	UNIT USD.0001	–	86309R·20·6	–	–	4	Sh.	?	Sole	–	Sole	–	–
STRIDE INC	COMMON STOCK USD.0001	–	86333M·10·8	333	0.02%	8,157	Sh.	40.82	Sole	–	Sole	–	–
STRYKER CORP	COMMON STOCK USD.1	–	863667·10·1	347	0.02%	1,745	Sh.	198.85	Sole	–	Sole	–	–
SUMMIT MATERIALS INC CL A	COMMON STOCK USD.01	–	86614U·10·0	565	0.03%	24,270	Sh.	23.28	Sole	–	Sole	–	–
SUN COMMUNITIES INC	REIT USD.01	–	866674·10·4	2,369	0.11%	14,868	Sh.	159.34	Sole	–	Sole	–	–
SUNCOKE ENERGY INC	COMMON STOCK USD.01	–	86722A·10·3	411	0.02%	60,355	Sh.	6.81	Sole	–	Sole	–	–
SUPERNOVA PARTNERS ACQUISI A	COMMON STOCK USD.0001	–	G8T90F102 ?	685	0.03%	70,000	Sh.	9.79	Sole	–	Sole	–	–
SUPERNOVA PARTNERS ACQUISI A	SUPERNOVA PARTNERSS A CW27	–	G8T90F128 ?	2	0.00%	14,000	Sh.	≈0.14	Sole	–	Sole	–	–
SUSTAINABLE DEVELOPMENT AC A	COMMON STOCK USD.0001	–	86934L·10·3	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
SUSTAINABLE DEVELOPMENT AC A	SUSTAINABLE DEVELOP A CW28	–	86934L·11·1	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
SVB FINANCIAL GROUP	COMMON STOCK USD.001	–	78486Q·10·1	122	0.01%	308	Sh.	396.10	Sole	–	Sole	–	–
SVF INVESTMENT CORP 2 CLS A	COMMON STOCK USD.0001	–	G8601M·10·0	49	0.00%	5,000	Sh.	9.80	Sole	–	Sole	–	–
SVF INVESTMENT CORP CL A	COMMON STOCK USD.0001	–	G8601L·10·2	493	0.02%	50,000	Sh.	9.86	Sole	–	Sole	–	–
SVF INVESTMENT CORP CL A	SVF INVESTMENT CL A CW27	–	G8601L·12·8	2	0.00%	10,000	Sh.	≈0.20	Sole	–	Sole	–	–
SWITCH INC A	COMMON STOCK USD.001	–	87105L·10·4	4,000	0.19%	119,400	Sh.	33.50	Sole	–	Sole	–	–
SWVL HOLDINGS CORP	PIVOTAL HOLDINGS CORP CW27	–	G86302·11·7	1	0.00%	1,666	Sh.	≈0.60	Sole	–	Sole	–	–
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	–	87165B·10·3	157	0.01%	5,685	Sh.	27.62	Sole	–	Sole	–	–
SYNEOS HEALTH INC	COMMON STOCK USD.01	–	87166B·10·2	1,634	0.08%	22,796	Sh.	71.68	Sole	–	Sole	–	–
SYNOPSYS INC	COMMON STOCK USD.01	–	871607·10·7	1,629	0.08%	5,364	Sh.	303.69	Sole	–	Sole	–	–
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	–	87161C·50·1	737	0.03%	20,433	Sh.	36.07	Sole	–	Sole	–	–
SYSCO CORP	COMMON STOCK USD1.0	–	871829·10·7	2,312	0.11%	27,295	Sh.	84.70	Sole	–	Sole	–	–
SYSTEM1 INC	COMMON STOCK USD.0001	–	87200P·10·9	–	–	1	Sh.	?	Sole	–	Sole	–	–
T MOBILE US INC	COMMON STOCK USD.0001	–	872590·10·4	5,710	0.27%	42,440	Sh.	134.54	Sole	–	Sole	–	–
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	–	74144T·10·8	136	0.01%	1,201	Sh.	113.24	Sole	–	Sole	–	–
TAILWIND ACQUISITION CORP A	TAILWIND ACQUISITION CW27	–	87403Q·11·0	3	0.00%	25,000	Sh.	≈0.12	Sole	–	Sole	–	–
TAILWIND INTERNATIONAL ACQ A	COMMON STOCK USD.0001	–	G8662F·10·1	981	0.05%	99,996	Sh.	9.81	Sole	–	Sole	–	–
TAILWIND INTERNATIONAL ACQ A	TAILWIND INTERNATIONAL CW28	–	G8662F·11·9	3	0.00%	33,332	Sh.	≈0.09	Sole	–	Sole	–	–
TAILWIND INTERNATIONAL ACQUI	UNIT USD.0001	–	G8662F·12·7	–	–	4	Sh.	?	Sole	–	Sole	–	–
TAIWAN SEMICONDUCTOR SP ADR	ADR	–	874039·10·0	1,814	0.08%	22,189	Sh.	81.75	Sole	–	Sole	–	–
TALON 1 ACQUISITION CORP A	COMMON STOCK USD.0001	–	G86656·10·8	1,006	0.05%	100,000	Sh.	10.06	Sole	–	Sole	–	–
TALON 1 ACQUISITION CORP A	TALON 1 ACQUISITION COR CW23	–	G86656·11·6	8	0.00%	50,000	Sh.	≈0.16	Sole	–	Sole	–	–
TALOS ENERGY INC	COMMON STOCK	–	87484T·10·8	176	0.01%	11,376	Sh.	15.47	Sole	–	Sole	–	–
TAPESTRY INC	COMMON STOCK USD.01	–	876030·10·7	1,145	0.05%	37,530	Sh.	30.51	Sole	–	Sole	–	–
TARGA RESOURCES CORP	COMMON STOCK USD.001	–	87612G·10·1	130	0.01%	2,175	Sh.	59.77	Sole	–	Sole	–	–
TARGET CORP	COMMON STOCK USD.0833	–	87612E·10·6	2,847	0.13%	20,159	Sh.	141.23	Sole	–	Sole	–	–
TARGET GLOBAL ACQUISITION A	COMMON STOCK USD.0001	–	G8675N·10·9	2,973	0.14%	300,000	Sh.	9.91	Sole	–	Sole	–	–
TARGET GLOBAL ACQUISITION A	TARGET GLOBAL ACQ I CW27	–	G8675N·12·5	8	0.00%	100,000	Sh.	≈0.08	Sole	–	Sole	–	–
TCV ACQUISITION CORP A	COMMON STOCK USD.0001	–	G8704C·12·4	539	0.03%	55,300	Sh.	9.75	Sole	–	Sole	–	–
TCW SPECIAL PURPOSE ACQ CL A	COMMON STOCK USD.0001	–	87301L·10·6	1,950	0.09%	199,998	Sh.	9.75	Sole	–	Sole	–	–
TCW SPECIAL PURPOSE ACQ CL A	TCW SPECIAL PURPOSE AC CW28	–	87301L·11·4	15	0.00%	66,666	Sh.	0.23	Sole	–	Sole	–	–
TCW SPECIAL PURPOSE ACQUISIT	UNIT USD.0001	–	87301L·20·5	–	–	2	Sh.	?	Sole	–	Sole	–	–
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	–	H84989·10·4	927	0.04%	8,190	Sh.	113.19	Sole	–	Sole	–	–
TECH AND ENERGY TRANSITION	UNIT USD.0001	–	87823R·20·1	–	–	2	Sh.	?	Sole	–	Sole	–	–
TECH AND ENERGY TRANSITION A	COMMON STOCK USD.0001	–	87823R·10·2	1,222	0.06%	124,998	Sh.	9.78	Sole	–	Sole	–	–
TECH AND ENERGY TRANSITION A	TECH AND ENERGY TRANSI CW27	–	87823R·11·0	6	0.00%	41,666	Sh.	≈0.14	Sole	–	Sole	–	–
TEGNA INC	COMMON STOCK USD1.0	–	87901J·10·5	186	0.01%	8,872	Sh.	20.96	Sole	–	Sole	–	–
TEKKORP DIGITAL ACQUISITIO A	COMMON STOCK USD.0001	–	G8739H·10·6	1,984	0.09%	200,000	Sh.	9.92	Sole	–	Sole	–	–
TEKKORP DIGITAL ACQUISITIO A	TEKKORP DIGITAL ACQUI CW27	–	G8739H·11·4	16	0.00%	100,000	Sh.	0.16	Sole	–	Sole	–	–
TELEDYNE TECHNOLOGIES INC	COMMON STOCK USD.01	–	879360·10·5	2,031	0.10%	5,415	Sh.	375.07	Sole	–	Sole	–	–
TELEFLEX INC	COMMON STOCK USD1.0	–	879369·10·6	109	0.01%	444	Sh.	245.50	Sole	–	Sole	–	–
TEMPUR SEALY INTERNATIONAL I	COMMON STOCK USD.01	–	88023U·10·1	896	0.04%	41,950	Sh.	21.36	Sole	–	Sole	–	–
TENABLE HOLDINGS INC	COMMON STOCK USD.01	–	88025T·10·2	232	0.01%	5,106	Sh.	45.44	Sole	–	Sole	–	–
TENET HEALTHCARE CORP	COMMON STOCK USD.05	–	88033G·40·7	883	0.04%	16,807	Sh.	52.54	Sole	–	Sole	–	–
TENNANT CO	COMMON STOCK USD.375	–	880345·10·3	129	0.01%	2,175	Sh.	59.31	Sole	–	Sole	–	–
TERADYNE INC	COMMON STOCK USD.125	–	880770·10·2	48	0.00%	535	Sh.	89.72	Sole	–	Sole	–	–
TERRAN ORBITAL CORP	TERRAN ORBITAL CORP CW28	–	88105P·11·1	8	0.00%	16,666	Sh.	≈0.48	Sole	–	Sole	–	–
TERRENO REALTY CORP	REIT USD.01	–	88146M·10·1	193	0.01%	3,464	Sh.	55.72	Sole	–	Sole	–	–
TESLA INC	COMMON STOCK USD.001	–	88160R·10·1	3,692	0.17%	5,483	Sh.	673.35	Sole	–	Sole	–	–
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	–	882508·10·4	1,311	0.06%	8,532	Sh.	153.66	Sole	–	Sole	–	–
TEXTRON INC	COMMON STOCK USD.125	–	883203·10·1	1,569	0.07%	25,690	Sh.	61.07	Sole	–	Sole	–	–
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	–	883556·10·2	12,482	0.58%	22,975	Sh.	543.29	Sole	–	Sole	–	–
THRIVE ACQUISITION CORP A	COMMON STOCK USD.0001	–	G7158C·10·1	50	0.00%	5,000	Sh.	10.00	Sole	–	Sole	–	–
THRIVE ACQUISITION CORP A	THRIVE ACQUISITION CW23	–	G7158C·11·9	–	–	2,500	Sh.	?	Sole	–	Sole	–	–
THUNDER BRIDGE CAPITAL PAR A	COMMON STOCK USD.0001	–	88605L·10·7	1,473	0.07%	150,000	Sh.	9.82	Sole	–	Sole	–	–
THUNDER BRIDGE CAPITAL PAR A	COMMON STOCK USD.0001	–	88605T·10·0	981	0.05%	100,000	Sh.	9.81	Sole	–	Sole	–	–
THUNDER BRIDGE CAPITAL PAR A	THUNDER BRIDGE CAP A CW28	–	88605T·11·8	5	0.00%	20,000	Sh.	≈0.25	Sole	–	Sole	–	–
THUNDER BRIDGE CAPITAL PAR A	THUNDER BRIDGE CAPITAL CW	–	88605L·11·5	8	0.00%	30,000	Sh.	≈0.27	Sole	–	Sole	–	–
TILLY S INC CLASS A SHRS	COMMON STOCK USD.001	–	886885·10·2	123	0.01%	17,456	Sh.	7.05	Sole	–	Sole	–	–
TISHMAN SPEYER INNOVATI CL A	COMMON STOCK USD.0001	–	88825H·10·0	490	0.02%	50,000	Sh.	9.80	Sole	–	Sole	–	–
TISHMAN SPEYER INNOVATI CL A	TISHMAN SPEYER IN CL A CW27	–	88825H·11·8	2	0.00%	10,000	Sh.	≈0.20	Sole	–	Sole	–	–
TITAN INTERNATIONAL INC	COMMON STOCK	–	88830M·10·2	184	0.01%	12,168	Sh.	15.12	Sole	–	Sole	–	–
TITAN MACHINERY INC	COMMON STOCK USD.00001	–	88830R·10·1	131	0.01%	5,833	Sh.	22.46	Sole	–	Sole	–	–
TJX COMPANIES INC	COMMON STOCK USD1.0	–	872540·10·9	5,104	0.24%	91,380	Sh.	55.85	Sole	–	Sole	–	–
TLG ACQUISITION ONE COR CL A	COMMON STOCK USD.0001	–	87257M·10·8	2,940	0.14%	300,000	Sh.	9.80	Sole	–	Sole	–	–
TLG ACQUISITION ONE COR CL A	TLG ACQUISITION ONE A CW28	–	87257M·11·6	8	0.00%	100,000	Sh.	≈0.08	Sole	–	Sole	–	–
TORO CO	COMMON STOCK USD1.0	–	891092·10·8	2,910	0.14%	38,398	Sh.	75.79	Sole	–	Sole	–	–
TORTOISEECOFIN ACQUISITION A	COMMON STOCK USD.0001	–	G8956E·10·9	966	0.05%	100,000	Sh.	9.66	Sole	–	Sole	–	–
TORTOISEECOFIN ACQUISITION A	TORTOISEECOFIN ACQUISIT CW	–	G8956E·11·7	7	0.00%	25,000	Sh.	≈0.28	Sole	–	Sole	–	–
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS15.0	–	M87915·27·4	453	0.02%	9,807	Sh.	46.19	Sole	–	Sole	–	–
TPG PACE BENEFICIAL FIN CL A	TPG PACE BENEFICIAL A CW27	–	G8990D·11·7	3	0.00%	10,000	Sh.	≈0.30	Sole	–	Sole	–	–
TPG PACE BENEFICIAL II COR A	COMMON STOCK USD.0001	–	G89826·10·4	243	0.01%	25,000	Sh.	9.72	Sole	–	Sole	–	–
TPG RE FINANCE TRUST INC	REIT USD.001	–	87266M·10·7	425	0.02%	47,148	Sh.	9.01	Sole	–	Sole	–	–
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	–	892356·10·6	6,568	0.31%	33,881	Sh.	193.85	Sole	–	Sole	–	–
TRANE TECHNOLOGIES PLC	COMMON STOCK USD1.0	–	G8994E·10·3	1,915	0.09%	14,742	Sh.	129.90	Sole	–	Sole	–	–
TRANSDIGM GROUP INC	COMMON STOCK USD.01	–	893641·10·0	7,047	0.33%	13,131	Sh.	536.67	Sole	–	Sole	–	–
TRANSUNION	COMMON STOCK USD.01	–	89400J·10·7	1,210	0.06%	15,127	Sh.	79.99	Sole	–	Sole	–	–
TRAVELERS COS INC/THE	COMMON STOCK NPV	–	89417E·10·9	647	0.03%	3,825	Sh.	169.15	Sole	–	Sole	–	–
TRAVERE THERAPEUTICS INC	COMMON STOCK USD.0001	–	89422G·10·7	312	0.01%	12,891	Sh.	24.20	Sole	–	Sole	–	–
TREACE MEDICAL CONCEPTS INC	COMMON STOCK USD.001	–	89455T·10·9	241	0.01%	16,822	Sh.	14.33	Sole	–	Sole	–	–
TRIBE CAPITAL GROWTH CORP A	COMMON STOCK USD.0001	–	89601Y·10·1	245	0.01%	25,000	Sh.	9.80	Sole	–	Sole	–	–
TRIBE CAPITAL GROWTH CORP A	TRIBE CAPITAL GROWTH CORP CW	–	89601Y·11·9	1	0.00%	6,250	Sh.	≈0.16	Sole	–	Sole	–	–
TRICO BANCSHARES	COMMON STOCK	–	896095·10·6	383	0.02%	8,390	Sh.	45.65	Sole	–	Sole	–	–
TRIMBLE INC	COMMON STOCK USD.001	–	896239·10·0	72	0.00%	1,244	Sh.	57.88	Sole	–	Sole	–	–
TRINE II ACQUISITION CORP A	COMMON STOCK USD.0001	–	G9059F·10·0	994	0.05%	100,000	Sh.	9.94	Sole	–	Sole	–	–
TRINE II ACQUISITION CORP A	TRINE II ACQ CL A CW27	–	G9059F·11·8	8	0.00%	50,000	Sh.	≈0.16	Sole	–	Sole	–	–
TRINET GROUP INC	COMMON STOCK USD.000025	–	896288·10·7	1,631	0.08%	21,007	Sh.	77.64	Sole	–	Sole	–	–
TRUIST FINANCIAL CORP	COMMON STOCK USD5.0	–	89832Q·10·9	190	0.01%	4,006	Sh.	47.43	Sole	–	Sole	–	–
TURMERIC ACQUISITION CORP A	COMMON STOCK USD.0001	–	G9127T·10·8	743	0.03%	75,000	Sh.	9.91	Sole	–	Sole	–	–
TURMERIC ACQUISITION CORP A	TURMERIC ACQUISITION A CW25	–	G9127T·12·4	2	0.00%	25,000	Sh.	≈0.08	Sole	–	Sole	–	–
TURNING POINT BRANDS INC	COMMON STOCK USD.01	–	90041L·10·5	135	0.01%	4,981	Sh.	27.10	Sole	–	Sole	–	–
TWELVE SEAS INVESTMENT CO II	UNIT USD.0001	–	90118T·20·5	–	–	4	Sh.	?	Sole	–	Sole	–	–
TWELVE SEAS INVTMNT CO II A	COMMON STOCK USD.0001	–	90118T·10·6	391	0.02%	39,996	Sh.	9.78	Sole	–	Sole	–	–
TWELVE SEAS INVTMNT CO II A	TWELVE SEAS INV II A CW28	–	90118T·11·4	1	0.00%	13,332	Sh.	≈0.08	Sole	–	Sole	–	–
TWIN RIDGE CAPITAL ACQUISI A	COMMON STOCK USD.0001	–	G9151L·10·4	1,963	0.09%	199,998	Sh.	9.82	Sole	–	Sole	–	–
TWIN RIDGE CAPITAL ACQUISI A	TWIN RIDGE CAPITAL ACQ CW28	–	G9151L·12·0	7	0.00%	66,666	Sh.	≈0.11	Sole	–	Sole	–	–
TWIN RIDGE CAPITAL ACQUISITI	UNIT USD.0001	–	G9151L·11·2	–	–	2	Sh.	?	Sole	–	Sole	–	–
TWIST BIOSCIENCE CORP	COMMON STOCK USD.00001	–	90184D·10·0	160	0.01%	4,576	Sh.	34.97	Sole	–	Sole	–	–
TWITTER INC	COMMON STOCK USD.000005	–	90184L·10·2	593	0.03%	15,852	Sh.	37.41	Sole	–	Sole	–	–
TWO CLASS A	COMMON STOCK USD.0001	–	G9152V·10·1	733	0.03%	75,000	Sh.	9.77	Sole	–	Sole	–	–
TYSON FOODS INC CL A	COMMON STOCK USD.1	–	902494·10·3	1,731	0.08%	20,114	Sh.	86.06	Sole	–	Sole	–	–
TZP STRATEGIES ACQUISI CL A	COMMON STOCK USD.0001	–	G91595·10·1	295	0.01%	30,000	Sh.	9.83	Sole	–	Sole	–	–
TZP STRATEGIES ACQUISI CL A	TZP STRATEGIES CL A CW27	–	G91595·11·9	1	0.00%	10,000	Sh.	≈0.10	Sole	–	Sole	–	–
UDR INC	REIT USD.01	–	902653·10·4	1,057	0.05%	22,961	Sh.	46.03	Sole	–	Sole	–	–
UFP INDUSTRIES INC	COMMON STOCK	–	90278Q·10·8	2,238	0.10%	32,848	Sh.	68.13	Sole	–	Sole	–	–
ULTA BEAUTY INC	COMMON STOCK USD.01	–	90384S·30·3	191	0.01%	496	Sh.	385.08	Sole	–	Sole	–	–
UMB FINANCIAL CORP	COMMON STOCK USD1.0	–	902788·10·8	1,542	0.07%	17,912	Sh.	86.09	Sole	–	Sole	–	–
UNION PACIFIC CORP	COMMON STOCK USD2.5	–	907818·10·8	5,821	0.27%	27,293	Sh.	213.28	Sole	–	Sole	–	–
UNITED AIRLINES HOLDINGS INC	COMMON STOCK USD.01	–	910047·10·9	19	0.00%	528	Sh.	35.98	Sole	–	Sole	–	–
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	–	911312·10·6	7,570	0.35%	41,470	Sh.	182.54	Sole	–	Sole	–	–
UNITED RENTALS INC	COMMON STOCK USD.01	–	911363·10·9	1,505	0.07%	6,196	Sh.	242.90	Sole	–	Sole	–	–
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	–	91307C·10·2	1,207	0.06%	5,121	Sh.	235.70	Sole	–	Sole	–	–
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	–	91324P·10·2	18,510	0.87%	36,038	Sh.	513.62	Sole	–	Sole	–	–
UNIVERSAL HEALTH RLTY INCOME	REIT USD.01	–	91359E·10·5	333	0.02%	6,251	Sh.	53.27	Sole	–	Sole	–	–
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	–	913903·10·0	34	0.00%	334	Sh.	101.80	Sole	–	Sole	–	–
UNUM GROUP	COMMON STOCK USD.1	–	91529Y·10·6	594	0.03%	17,468	Sh.	34.01	Sole	–	Sole	–	–
URSTADT BIDDLE CLASS A	REIT USD.01	–	917286·20·5	157	0.01%	9,709	Sh.	16.17	Sole	–	Sole	–	–
US BANCORP	COMMON STOCK USD.01	–	902973·30·4	184	0.01%	3,988	Sh.	46.14	Sole	–	Sole	–	–
USANA HEALTH SCIENCES INC	COMMON STOCK USD.001	–	90328M·10·7	115	0.01%	1,584	Sh.	72.60	Sole	–	Sole	–	–
USHG ACQUISITION CORP	UNIT USD.0001	–	91748P·20·9	–	–	2	Sh.	?	Sole	–	Sole	–	–
USHG ACQUISITION CORP A	USHG ACQUISITION CL A CW28	–	91748P·11·8	1	0.00%	1,666	Sh.	≈0.60	Sole	–	Sole	–	–
UTA ACQUISITION CORPORATIO A	COMMON STOCK USD.0001	–	G9473A·10·9	694	0.03%	70,000	Sh.	9.91	Sole	–	Sole	–	–
UTA ACQUISITION CORPORATIO A	UTA ACQUISITION CORPORAT 23	–	G9473A·11·7	13	0.00%	35,000	Sh.	0.37	Sole	–	Sole	–	–
VALARIS LTD	COMMON STOCK USD.01	–	G9460G·10·1	278	0.01%	6,579	Sh.	42.26	Sole	–	Sole	–	–
VALERO ENERGY CORP	COMMON STOCK USD.01	–	91913Y·10·0	1,592	0.07%	14,983	Sh.	106.25	Sole	–	Sole	–	–
VALOR LATITUDE ACQUISITION A	COMMON STOCK USD.0001	–	G9460N·10·6	487	0.02%	49,998	Sh.	9.74	Sole	–	Sole	–	–
VALOR LATITUDE ACQUISITION A	VALOR LATITUDE ACQ A CW28	–	G9460N·12·2	2	0.00%	16,666	Sh.	≈0.12	Sole	–	Sole	–	–
VALOR LATITUDE ACQUISITION C	UNIT USD.0001	–	G9460N·11·4	–	–	2	Sh.	?	Sole	–	Sole	–	–
VALUE LINE INC	COMMON STOCK USD.1	–	920437·10·0	164	0.01%	2,477	Sh.	66.21	Sole	–	Sole	–	–
VANDA PHARMACEUTICALS INC	COMMON STOCK USD.001	–	921659·10·8	156	0.01%	14,289	Sh.	10.92	Sole	–	Sole	–	–
VANGUARD RUSSELL 1000 VALUE	VANGUARD RUSSELL 1000 VALUE	–	92206C·71·4	418	0.02%	6,571	Sh.	63.61	Sole	–	Sole	–	–
VANGUARD SP 500 ETF	VANGUARD S+P 500 ETF	–	922908·36·3	10,250	0.48%	29,548	Sh.	346.89	Sole	–	Sole	–	–
VAREX IMAGING CORP	COMMON STOCK USD.01	–	92214X·10·6	247	0.01%	11,563	Sh.	21.36	Sole	–	Sole	–	–
VECTOIQ ACQUISITION CO CL A	COMMON STOCK USD.0001	–	92244F·10·9	492	0.02%	50,000	Sh.	9.84	Sole	–	Sole	–	–
VECTOIQ ACQUISITION CO CL A	VECTOIQ ACQUISITION CO CW23	–	92244F·11·7	2	0.00%	10,000	Sh.	≈0.20	Sole	–	Sole	–	–
VECTOR ACQUISITION CORP II A	COMMON STOCK USD.0001	–	G9460A·10·4	1,960	0.09%	200,000	Sh.	9.80	Sole	–	Sole	–	–
VEEVA SYSTEMS INC CLASS A	COMMON STOCK USD.00001	–	922475·10·8	461	0.02%	2,326	Sh.	198.19	Sole	–	Sole	–	–
VELOCITY ACQUISITION CORP	UNIT USD.0001	–	92259E·20·3	–	–	2	Sh.	?	Sole	–	Sole	–	–
VELOCITY ACQUISITION CORP A	COMMON STOCK USD.0001	–	92259E·10·4	196	0.01%	19,998	Sh.	9.80	Sole	–	Sole	–	–
VELOCITY ACQUISITION CORP A	VELOCITY ACQUISITION CW27	–	92259E·11·2	1	0.00%	6,666	Sh.	≈0.15	Sole	–	Sole	–	–
VENTAS INC	REIT USD.25	–	92276F·10·0	2,389	0.11%	46,448	Sh.	51.43	Sole	–	Sole	–	–
VERACYTE INC	COMMON STOCK USD.001	–	92337F·10·7	154	0.01%	7,715	Sh.	19.96	Sole	–	Sole	–	–
VERINT SYSTEMS INC	COMMON STOCK USD.001	–	92343X·10·0	968	0.05%	22,856	Sh.	42.35	Sole	–	Sole	–	–
VERISIGN INC	COMMON STOCK USD.001	–	92343E·10·2	2,428	0.11%	14,508	Sh.	167.36	Sole	–	Sole	–	–
VERISK ANALYTICS INC	COMMON STOCK USD.001	–	92345Y·10·6	3,531	0.17%	20,399	Sh.	173.10	Sole	–	Sole	–	–
VERITIV CORP	COMMON STOCK USD.01	–	923454·10·2	140	0.01%	1,290	Sh.	108.53	Sole	–	Sole	–	–
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	–	92343V·10·4	2,099	0.10%	41,353	Sh.	50.76	Sole	–	Sole	–	–
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	–	92532F·10·0	1,417	0.07%	5,028	Sh.	281.82	Sole	–	Sole	–	–
VF CORP	COMMON STOCK	–	918204·10·8	76	0.00%	1,723	Sh.	44.11	Sole	–	Sole	–	–
VIATRIS INC	COMMON STOCK	–	92556V·10·6	957	0.04%	91,415	Sh.	10.47	Sole	–	Sole	–	–
VICI PROPERTIES INC	REIT USD.01	–	925652·10·9	2,411	0.11%	80,947	Sh.	29.78	Sole	–	Sole	–	–
VIR BIOTECHNOLOGY INC	COMMON STOCK	–	92764N·10·2	132	0.01%	5,175	Sh.	25.51	Sole	–	Sole	–	–
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	–	92826C·83·9	12,444	0.58%	63,202	Sh.	196.89	Sole	–	Sole	–	–
VISTA OUTDOOR INC	COMMON STOCK USD.01	–	928377·10·0	119	0.01%	4,273	Sh.	27.85	Sole	–	Sole	–	–
VISTRA CORP	COMMON STOCK USD.01	–	92840M·10·2	5,102	0.24%	223,291	Sh.	22.85	Sole	–	Sole	–	–
VIVINT SMART HOME INC	COMMON STOCK	–	928542·10·9	105	0.00%	30,096	Sh.	3.49	Sole	–	Sole	–	–
VMG CONSUMER ACQUISITION C A	COMMON STOCK USD.0001	–	91842V·10·2	1,248	0.06%	125,000	Sh.	9.98	Sole	–	Sole	–	–
VMG CONSUMER ACQUISITION C A	VMG CONSUMER ACQUISITION COR	–	91842V·11·0	7	0.00%	62,500	Sh.	≈0.11	Sole	–	Sole	–	–
VMWARE INC CLASS A W/I	COMMON STOCK USD.01	–	928563·40·2	412	0.02%	3,619	Sh.	113.84	Sole	–	Sole	–	–
VONAGE HOLDINGS CORP	COMMON STOCK USD.001	–	92886T·20·1	3,659	0.17%	194,200	Sh.	18.84	Sole	–	Sole	–	–
VOYA FINANCIAL INC	COMMON STOCK USD.01	–	929089·10·0	393	0.02%	6,600	Sh.	59.55	Sole	–	Sole	–	–
VULCAN MATERIALS CO	COMMON STOCK USD1.0	–	929160·10·9	2,165	0.10%	15,235	Sh.	142.11	Sole	–	Sole	–	–
VY GLOBAL GROWTH CL A	COMMON STOCK USD.0001	–	G9444H·10·0	989	0.05%	100,000	Sh.	9.89	Sole	–	Sole	–	–
VY GLOBAL GROWTH CL A	VY GLOBAL GROWTH CL A CW30	–	G9444H·11·8	5	0.00%	20,000	Sh.	≈0.25	Sole	–	Sole	–	–
WABTEC CORP	COMMON STOCK USD.01	–	929740·10·8	37	0.00%	456	Sh.	81.14	Sole	–	Sole	–	–
WALDENCAST ACQUISITION COR A	COMMON STOCK USD.0001	–	G9460C·10·0	394	0.02%	39,996	Sh.	9.85	Sole	–	Sole	–	–
WALDENCAST ACQUISITION COR A	WALDENCAST ACQ CL A CW27	–	G9460C·11·8	10	0.00%	13,332	Sh.	0.75	Sole	–	Sole	–	–
WALDENCAST ACQUISITION CORP	UNIT USD.0001	–	G9460C·12·6	–	–	4	Sh.	?	Sole	–	Sole	–	–
WALGREENS BOOTS ALLIANCE INC	COMMON STOCK USD.01	–	931427·10·8	207	0.01%	5,471	Sh.	37.84	Sole	–	Sole	–	–
WALMART INC	COMMON STOCK USD.1	–	931142·10·3	2,009	0.09%	16,527	Sh.	121.56	Sole	–	Sole	–	–
WALT DISNEY CO/THE	COMMON STOCK USD.01	–	254687·10·6	3,093	0.14%	32,761	Sh.	94.41	Sole	–	Sole	–	–
WARBURG PINCUS CAPITAL COR A	COMMON STOCK USD.0001	–	G9461D·10·7	196	0.01%	20,000	Sh.	9.80	Sole	–	Sole	–	–
WARBURG PINCUS CAPITAL COR A	WARBURG PINCUS CAP A CW27	–	G9461D·11·5	1	0.00%	4,000	Sh.	≈0.25	Sole	–	Sole	–	–
WARBURG PINCUS CAPITAL I B	COMMON STOCK USD.0001	–	G9460M·10·8	980	0.05%	100,000	Sh.	9.80	Sole	–	Sole	–	–
WARBURG PINCUS CAPITAL I B	WARBURG PINCUS CAPITAL CW	–	G9460M·12·4	10	0.00%	20,000	Sh.	0.50	Sole	–	Sole	–	–
WARNER BROS DISCOVERY INC	COMMON STOCK	–	934423·10·4	143	0.01%	10,679	Sh.	13.39	Sole	–	Sole	–	–
WARRIOR TECHNOLOGIES ACQ A	COMMON STOCK USD.0001	–	936273·10·1	1,988	0.09%	200,000	Sh.	9.94	Sole	–	Sole	–	–
WARRIOR TECHNOLOGIES ACQ A	WARRIOR TECHNOLOGIES A CW28	–	936273·11·9	5	0.00%	100,000	Sh.	≈0.05	Sole	–	Sole	–	–
WASHINGTON FEDERAL INC	COMMON STOCK USD1.0	–	938824·10·9	371	0.02%	12,373	Sh.	29.98	Sole	–	Sole	–	–
WASTE MANAGEMENT INC	COMMON STOCK USD.01	–	94106L·10·9	148	0.01%	967	Sh.	153.05	Sole	–	Sole	–	–
WATERS CORP	COMMON STOCK USD.01	–	941848·10·3	1,014	0.05%	3,064	Sh.	330.94	Sole	–	Sole	–	–
WATTS WATER TECHNOLOGIES A	COMMON STOCK USD.1	–	942749·10·2	1,891	0.09%	15,398	Sh.	122.81	Sole	–	Sole	–	–
WEC ENERGY GROUP INC	COMMON STOCK USD.01	–	92939U·10·6	1,792	0.08%	17,811	Sh.	100.61	Sole	–	Sole	–	–
WELLS FARGO CO	COMMON STOCK USD1.666	–	949746·10·1	2,447	0.11%	62,478	Sh.	39.17	Sole	–	Sole	–	–
WELLTOWER INC	REIT USD1.0	–	95040Q·10·4	3,139	0.15%	38,112	Sh.	82.36	Sole	–	Sole	–	–
WESBANCO INC	COMMON STOCK USD2.0833	–	950810·10·1	464	0.02%	14,635	Sh.	31.70	Sole	–	Sole	–	–
WESCO INTERNATIONAL INC	COMMON STOCK USD.01	–	95082P·10·5	825	0.04%	7,699	Sh.	107.16	Sole	–	Sole	–	–
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	–	955306·10·5	140	0.01%	462	Sh.	303.03	Sole	–	Sole	–	–
WESTERN DIGITAL CORP	COMMON STOCK USD.01	–	958102·10·5	53	0.00%	1,178	Sh.	44.99	Sole	–	Sole	–	–
WESTLAKE CORP	COMMON STOCK USD.01	–	960413·10·2	1,238	0.06%	12,633	Sh.	98.00	Sole	–	Sole	–	–
WESTROCK CO	COMMON STOCK	–	96145D·10·5	308	0.01%	7,739	Sh.	39.80	Sole	–	Sole	–	–
WEYERHAEUSER CO	REIT USD1.25	–	962166·10·4	317	0.01%	9,584	Sh.	33.08	Sole	–	Sole	–	–
WHIRLPOOL CORP	COMMON STOCK USD1.0	–	963320·10·6	53	0.00%	344	Sh.	154.07	Sole	–	Sole	–	–
WILLIAMS COS INC	COMMON STOCK USD1.0	–	969457·10·0	102	0.00%	3,270	Sh.	31.19	Sole	–	Sole	–	–
WILLIAMS SONOMA INC	COMMON STOCK USD.01	–	969904·10·1	1,145	0.05%	10,320	Sh.	110.95	Sole	–	Sole	–	–
WILLIS TOWERS WATSON PLC	COMMON STOCK USD.000304635	–	G96629·10·3	91	0.00%	459	Sh.	198.26	Sole	–	Sole	–	–
WILLSCOT MOBILE MINI HOLDING	COMMON STOCK USD.0001	–	971378·10·4	3,317	0.16%	102,323	Sh.	32.42	Sole	–	Sole	–	–
WINGSTOP INC	COMMON STOCK USD.01	–	974155·10·3	4	0.00%	55	Sh.	≈72.73	Sole	–	Sole	–	–
WINNEBAGO INDUSTRIES	COMMON STOCK USD.5	–	974637·10·0	466	0.02%	9,596	Sh.	48.56	Sole	–	Sole	–	–
WINTRUST FINANCIAL CORP	COMMON STOCK	–	97650W·10·8	1,240	0.06%	15,466	Sh.	80.18	Sole	–	Sole	–	–
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	–	981475·10·6	270	0.01%	13,175	Sh.	20.49	Sole	–	Sole	–	–
WORLD QUANTUM GROWTH ACQUI A	COMMON STOCK USD.0001	–	G5596W·10·1	993	0.05%	100,000	Sh.	9.93	Sole	–	Sole	–	–
WORLD QUANTUM GROWTH ACQUI A	WORLD QUANTUM GROWTH CW28	–	G5596W·12·7	8	0.00%	50,000	Sh.	≈0.16	Sole	–	Sole	–	–
WORLDWIDE WEBB ACQUISITION A	COMMON STOCK USD.0001	–	G97775·10·3	997	0.05%	100,000	Sh.	9.97	Sole	–	Sole	–	–
WORLDWIDE WEBB ACQUISITION A	WORLDWIDE WEBB ACQ CW23	–	G97775·11·1	4	0.00%	50,000	Sh.	≈0.08	Sole	–	Sole	–	–
WP CAREY INC	REIT USD.001	–	92936U·10·9	818	0.04%	9,873	Sh.	82.85	Sole	–	Sole	–	–
WR BERKLEY CORP	COMMON STOCK USD.2	–	084423·10·2	3,928	0.18%	57,545	Sh.	68.26	Sole	–	Sole	–	–
WSFS FINANCIAL CORP	COMMON STOCK USD.01	–	929328·10·2	870	0.04%	21,713	Sh.	40.07	Sole	–	Sole	–	–
WT OFFSHORE INC	COMMON STOCK USD.00001	–	92922P·10·6	214	0.01%	49,592	Sh.	4.32	Sole	–	Sole	–	–
WW GRAINGER INC	COMMON STOCK USD.5	–	384802·10·4	37	0.00%	81	Sh.	456.79	Sole	–	Sole	–	–
WW INTERNATIONAL INC	COMMON STOCK	–	98262P·10·1	130	0.01%	20,386	Sh.	6.38	Sole	–	Sole	–	–
XCEL ENERGY INC	COMMON STOCK USD2.5	–	98389B·10·0	126	0.01%	1,775	Sh.	70.99	Sole	–	Sole	–	–
YELP INC	COMMON STOCK USD.000001	–	985817·10·5	672	0.03%	24,203	Sh.	27.77	Sole	–	Sole	–	–
YUM BRANDS INC	COMMON STOCK	–	988498·10·1	77	0.00%	681	Sh.	113.07	Sole	–	Sole	–	–
Z WORK ACQUISITION CORP	UNIT USD.0001	–	98880C·20·1	–	–	4	Sh.	?	Sole	–	Sole	–	–
Z WORK ACQUISITION CORP A	COMMON STOCK USD.0001	–	98880C·10·2	98	0.00%	9,996	Sh.	9.80	Sole	–	Sole	–	–
Z WORK ACQUISITION CORP A	Z WORK ACQ CL A CW26	–	98880C·11·0	–	–	3,332	Sh.	?	Sole	–	Sole	–	–
ZEBRA TECHNOLOGIES CORP CL A	COMMON STOCK USD.01	–	989207·10·5	85	0.00%	289	Sh.	294.12	Sole	–	Sole	–	–
ZENDESK INC	COMMON STOCK USD.01	–	98936J·10·1	726	0.03%	9,797	Sh.	74.10	Sole	–	Sole	–	–
ZIM INTEGRATED SHIPPING SERV	COMMON STOCK	–	M9T951109 ?	52	0.00%	1,104	Sh.	47.10	Sole	–	Sole	–	–
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	–	98956P·10·2	133	0.01%	1,269	Sh.	104.81	Sole	–	Sole	–	–
ZIMMER ENERGY TRANSITION A	COMMON STOCK USD.0001	–	989570·10·6	486	0.02%	49,998	Sh.	9.72	Sole	–	Sole	–	–
ZIMMER ENERGY TRANSITION A	ZIMMER ENERGY TRANS A CW23	–	989570·11·4	5	0.00%	16,666	Sh.	≈0.30	Sole	–	Sole	–	–
ZIMMER ENERGY TRANSITION ACQ	UNIT USD.0001	–	989570·20·5	–	–	2	Sh.	?	Sole	–	Sole	–	–
ZIONS BANCORP NA	COMMON STOCK USD.001	–	989701·10·7	2,944	0.14%	57,839	Sh.	50.90	Sole	–	Sole	–	–
ZOETIS INC	COMMON STOCK USD.01	–	98978V·10·3	1,943	0.09%	11,301	Sh.	171.93	Sole	–	Sole	–	–
ZUMIEZ INC	COMMON STOCK	–	989817·10·1	231	0.01%	8,873	Sh.	26.03	Sole	–	Sole	–	–
— 1,381 Issuers —	— 1,752 Issues —			— 1,752 Holdings: $2,135,273,000 —					— Sole Manager —
____________ ª No market value of any Holding was adjusted. º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers

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Filing Submission 0001567619-22-014478 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Dupont Capital Management Corp. – ‘13F-HR’ for 6/30/22 – ‘INFO-TABLE’

On: Tuesday, 7/26/22, at 3:24pm ET · Effective: 7/26/22 · For: 6/30/22 · Accession #: 1567619-22-14478 · File #: 28-05977

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Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

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

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Dupont Capital Management Corp. DE · Form 13F Combination Report

§13(f) Securities Holdings · For: 6/30/22 · Assets: $2,135,273,000 · History: Assets Under Management

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

Filing Table of Contents

Dupont Capital Management Corp.
DE
· Form 13F Combination Report